Fulltext files are files downloaded from the EBLSG server, Redirected files are files downloaded from a server maintained by the publisher of a working paper series.

The statistics for 2010-06, 2012-04 (half month), 2012-05 and 2012-06 have unfortunately been lost. We regret this.

The raw data

The raw data

Top papers by Abstract Accesses last month (2026-02)

Paper	Accesses
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	36
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	32
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	31
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	30
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	30
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	26
Traffic Light Options Peter Løchte	23
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	22
Decomposing European bond and equity volatility Charlotte Christiansen	22
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs Peter Løchte Jørgensen	21
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	21
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks Leonidas Tsiaras	21
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	21
Dispersed Trading and the Prevention of Market Failure: The Case of the Copenhagen Stock Exchange David C. Porter, Carsten Tanggaard, Daniel G. Weaver, Wei Yu	21

Rank papers for other periods

Top papers by Downloads last month (2026-02)

Paper	Downloads
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	5
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann	2
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	2
Dispersed Trading and the Prevention of Market Failure: The Case of the Copenhagen Stock Exchange David C. Porter, Carsten Tanggaard, Daniel G. Weaver, Wei Yu	2
Traffic Light Options Peter Løchte	2
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	2
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	1
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	1
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	1
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks Leonidas Tsiaras	1
Investment decisions with benefits of control Thomas Poulsen	1
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	1
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	1

Rank papers for other periods

Top papers by Abstract Accesses last 3 months (2025-12 to 2026-02)

Paper	Accesses
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	123
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	120
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	104
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	93
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	91
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	82
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	82
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks Leonidas Tsiaras	79
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	79
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	79

Rank papers for other periods

Top papers by Downloads last 3 months (2025-12 to 2026-02)

Paper	Downloads
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	22
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	20
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	11
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller	7
Dispersed Trading and the Prevention of Market Failure: The Case of the Copenhagen Stock Exchange David C. Porter, Carsten Tanggaard, Daniel G. Weaver, Wei Yu	5
Traffic Light Options Peter Løchte	5
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	4
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann	4
Investment decisions with benefits of control Thomas Poulsen	4
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	4
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	4

Rank papers for other periods

Top papers by Abstract Accesses all months (from 2005-09)

Paper	Accesses
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	1326
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	1274
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	1255
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	1220
Traffic Light Options Peter Løchte	1212
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	1197
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	1097
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	1048
Decomposing European bond and equity volatility Charlotte Christiansen	1042
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	1033

Rank papers for other periods

Top papers by Downloads all months (from 2005-09)

Paper	Downloads
Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni	296
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	147
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	147
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	146
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	115
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	97
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	91
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	81
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	78
Traffic Light Options Peter Løchte	72

Rank papers for other periods

• University of Aarhus, Aarhus School of Business, Department of Business Studies
• Home page for this series

Questions (including download problems) about the papers in this series should be directed to Helle Vinbaek Stenholt ()
Report other problems with accessing this service to Sune Karlsson ().

This page generated on 2026-03-01 05:51:58.