European Business Schools Librarian's Group
Finance Research Group Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies
Downloads from EBLSG
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The statistics for 2010-06, 2012-04 (half month), 2012-05 and 2012-06 have unfortunately been lost. We regret this.
Papers at EBLSG
Top papers by Abstract Accesses last month (2025-10)
Top papers by Downloads last month (2025-10)
Top papers by Abstract Accesses last 3 months (2025-08 to 2025-10)
| Paper | Accesses |
|---|---|
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 104 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 85 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 75 |
| Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen | 75 |
| Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni | 61 |
| Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni | 61 |
| Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm | 60 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 60 |
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 58 |
| Traffic Light Options Peter Løchte | 53 |
Top papers by Downloads last 3 months (2025-08 to 2025-10)
Top papers by Abstract Accesses all months (from 2005-09)
| Paper | Accesses |
|---|---|
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 1199 |
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 1177 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 1160 |
| Traffic Light Options Peter Løchte | 1128 |
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 1104 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 1099 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 995 |
| Decomposing European bond and equity volatility Charlotte Christiansen | 967 |
| Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver | 950 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 927 |
Top papers by Downloads all months (from 2005-09)
| Paper | Downloads |
|---|---|
| Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni | 294 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 142 |
| Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni | 135 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 124 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 112 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 96 |
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 88 |
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 75 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 66 |
| Traffic Light Options Peter Løchte | 66 |
- University of Aarhus, Aarhus School of Business, Department of Business Studies
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This page generated on 2025-11-01 05:50:00.