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 (2025-12)
Top papers by Downloads last month (2025-12)
| Paper | Downloads |
|---|---|
| Traffic Light Options Peter Løchte | 3 |
| Investment decisions with benefits of control Thomas Poulsen | 3 |
| Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg | 2 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 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 | 1 |
| GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann | 1 |
| Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen | 1 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 1 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 1 |
Top papers by Abstract Accesses last 3 months (2025-10 to 2025-12)
Top papers by Downloads last 3 months (2025-10 to 2025-12)
| Paper | Downloads |
|---|---|
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 8 |
| Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg | 7 |
| Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen | 7 |
| Traffic Light Options Peter Løchte | 6 |
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 5 |
| Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork | 5 |
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 5 |
| Volatility and realized quadratic variation of differenced returns : A wavelet method approach Esben Høg | 5 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 5 |
| Investment decisions with benefits of control Thomas Poulsen | 5 |
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 | 1240 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 1221 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 1214 |
| Traffic Light Options Peter Løchte | 1162 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 1158 |
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 1151 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 1044 |
| Decomposing European bond and equity volatility Charlotte Christiansen | 999 |
| Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver | 987 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 976 |
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 | 143 |
| Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni | 136 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 125 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 113 |
| 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 |
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 77 |
| Traffic Light Options Peter Løchte | 70 |
| Investment decisions with benefits of control Thomas Poulsen | 69 |
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This page generated on 2026-01-01 05:53:01.