European Business Schools Librarian's Group

Finance Research Group Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies

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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.

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Papers at EBLSG

The raw data

Top papers by Abstract Accesses last month (2025-03)

PaperAccesses
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach
Lasse Bork
20
How well do financial and macroeconomic variables predict stock returns: Time-series and cross-sectional evidence
Anne-Sofie Reng Rasmussen
20
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg, Per H. Frederiksen
17
Decomposing European bond and equity volatility
Charlotte Christiansen
17
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Charlotte Christiansen, Angelo Ranaldo
17
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont, Thomas Kokholm
17
Investment decisions with benefits of control
Thomas Poulsen
16
Traffic Light Options
Peter Løchte
15
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
15
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.
Michael Christensen
15
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks
Leonidas Tsiaras
15
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy, Cesário Mateus
15

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Top papers by Abstract Accesses last 3 months (2025-01 to 2025-03)

PaperAccesses
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model?
Anne-Sofie Reng Rasmussen
62
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg, Per H. Frederiksen
55
How well do financial and macroeconomic variables predict stock returns: Time-series and cross-sectional evidence
Anne-Sofie Reng Rasmussen
54
On the Generalized Brownian Motion and its Applications in Finance
Esben Høg, Per Frederiksen, Daniel Schiemert
54
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.
Michael Christensen
54
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
51
Traffic Light Options
Peter Løchte
49
Sato Processes in Default Modeling
Thomas Kokholm, Elisa Nicolato
48
Pricing of Traffic Light Options and other Correlation Derivatives
Thomas Kokholm
48
Decomposing European bond and equity volatility
Charlotte Christiansen
48

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Top papers by Downloads last 3 months (2025-01 to 2025-03)

PaperDownloads
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
Time Charters with Purchase Options in Shipping: Valuation and Risk Management
Peter Løchte Jørgensen, Domenico De Giovanni
1

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

PaperAccesses
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg, Per H. Frederiksen
1048
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy, Cesário Mateus
1040
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont, Thomas Kokholm
1013
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Charlotte Christiansen, Angelo Ranaldo
1006
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.
Michael Christensen
981
Traffic Light Options
Peter Løchte
967
Conducting event studies on a small stock exchange
Jan Bartholdy, Dennis Olson, Paula Peare
895
Decomposing European bond and equity volatility
Charlotte Christiansen
848
Private benefits in corporate control transactions
Thomas Poulsen
777
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing
Søren Willemann
777

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

PaperDownloads
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
On the Generalized Brownian Motion and its Applications in Finance
Esben Høg, Per Frederiksen, Daniel Schiemert
59
Investment decisions with benefits of control
Thomas Poulsen
59

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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 2025-04-01 06:30:28.