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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.

The raw data

The raw data

Top papers by Abstract Accesses last month (2026-04)

Paper	Accesses
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	55
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	50
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	50
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	44
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	44
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	44
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	43
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni	43
Traffic Light Options Peter Løchte	42
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	40

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Top papers by Downloads last month (2026-04)

Paper	Downloads
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	15
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	15
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	11
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	10
Decomposing European bond and equity volatility Charlotte Christiansen	9
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	8
Traffic Light Options Peter Løchte	7
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	7
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs Peter Løchte Jørgensen	7
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	7
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	7
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	7

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Top papers by Abstract Accesses last 3 months (2026-02 to 2026-04)

Paper	Accesses
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	120
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	108
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	100
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	97
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	93
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	89
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	88
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	87
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	86
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	86
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	86

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Top papers by Downloads last 3 months (2026-02 to 2026-04)

Paper	Downloads
Decomposing European bond and equity volatility Charlotte Christiansen	35
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	33
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	28
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	27
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni	21
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	20
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	16
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs Peter Løchte Jørgensen	16
Investment decisions with benefits of control Thomas Poulsen	16
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	15
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	15

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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	1414
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	1352
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	1310
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	1287
Traffic Light Options Peter Løchte	1270
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	1266
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	1166
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	1109
Decomposing European bond and equity volatility Charlotte Christiansen	1097
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	1092

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

Paper	Downloads
Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni	307
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	157
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	155
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	155
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	130
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	130
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	106
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	97
Decomposing European bond and equity volatility Charlotte Christiansen	96
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	92

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• University of Aarhus, Aarhus School of Business, Department of Business Studies
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