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 (2026-05)
| Paper | Accesses |
|---|---|
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 102 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 51 |
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 35 |
| Traffic Light Options Peter Løchte | 33 |
| Decomposing European bond and equity volatility Charlotte Christiansen | 30 |
| Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork | 29 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 29 |
| Investment decisions with benefits of control Thomas Poulsen | 29 |
| Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller | 29 |
| Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg | 28 |
Top papers by Downloads last month (2026-05)
Top papers by Abstract Accesses last 3 months (2026-03 to 2026-05)
Top papers by Downloads last 3 months (2026-03 to 2026-05)
| Paper | Downloads |
|---|---|
| Decomposing European bond and equity volatility Charlotte Christiansen | 42 |
| Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver | 40 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 40 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 31 |
| Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork | 26 |
| Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni | 25 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 25 |
| Investment decisions with benefits of control Thomas Poulsen | 24 |
| Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs Peter Løchte Jørgensen | 23 |
| Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato | 22 |
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 | 1449 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 1403 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 1335 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 1309 |
| Traffic Light Options Peter Løchte | 1303 |
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 1287 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 1268 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 1138 |
| Decomposing European bond and equity volatility Charlotte Christiansen | 1127 |
| Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver | 1117 |
Top papers by Downloads all months (from 2005-09)
| Paper | Downloads |
|---|---|
| Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni | 315 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 163 |
| Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni | 162 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 161 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 140 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 137 |
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 112 |
| Decomposing European bond and equity volatility Charlotte Christiansen | 103 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 101 |
| Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg | 97 |
- 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 2026-06-01 05:57:46.