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
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.
Papers at EBLSG
Top papers by Abstract Accesses last month (2025-01)
Top papers by Downloads last month (2025-01)
| Paper | Downloads |
|---|---|
| Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni | 1 |
| 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 | 1 |
| Private benefits in corporate control transactions Thomas Poulsen | 1 |
Top papers by Abstract Accesses last 3 months (2024-11 to 2025-01)
| Paper | Accesses |
|---|---|
| Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen | 55 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 43 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 41 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 39 |
| Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg | 39 |
| Volatility and realized quadratic variation of differenced returns : A wavelet method approach Esben Høg | 39 |
| Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm | 38 |
| Decomposing European bond and equity volatility Charlotte Christiansen | 38 |
| Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni | 37 |
| Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni | 37 |
Top papers by Downloads last 3 months (2024-11 to 2025-01)
Top papers by Abstract Accesses all months (from 2005-09)
| Paper | Accesses |
|---|---|
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 1013 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 1011 |
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 980 |
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 976 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 950 |
| Traffic Light Options Peter Løchte | 934 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 864 |
| Decomposing European bond and equity volatility Charlotte Christiansen | 815 |
| Private benefits in corporate control transactions Thomas Poulsen | 751 |
| GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann | 750 |
Top papers by Downloads all months (from 2005-09)
| Paper | Downloads |
|---|---|
| Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni | 287 |
| Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni | 128 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 127 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 117 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 101 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 87 |
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 80 |
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 66 |
| Investment decisions with benefits of control Thomas Poulsen | 59 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 59 |
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