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 (2026-01)

Paper	Accesses
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	54
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	50
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	46
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	46
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	43
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	34
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	31
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	30
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	30
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks Leonidas Tsiaras	30

Rank papers for other periods

Top papers by Downloads last month (2026-01)

Paper	Downloads
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	20
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	17
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller	7
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	6
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	4
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks Leonidas Tsiaras	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
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	2
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	2
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	2

Rank papers for other periods

Top papers by Abstract Accesses last 3 months (2025-11 to 2026-01)

Paper	Accesses
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	117
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	102
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	101
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	95
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	86
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	84
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	82
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	80
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks Leonidas Tsiaras	77
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	76

Rank papers for other periods

Top papers by Downloads last 3 months (2025-11 to 2026-01)

Paper	Downloads
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	23
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	21
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller	8
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	7
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	6
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	5
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
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	4
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks Leonidas Tsiaras	4
Traffic Light Options Peter Løchte	4
Investment decisions with benefits of control Thomas Poulsen	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	1294
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	1244
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	1240
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	1201
Traffic Light Options Peter Løchte	1189
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	1180
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	1066
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	1022
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	1021
Decomposing European bond and equity volatility Charlotte Christiansen	1020

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
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	145
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	142
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	90
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	80
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	78
Traffic Light Options Peter Løchte	70

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 2026-02-01 05:59:50.