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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 (2026-03)

Paper	Accesses
Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls Ken L. Bechmann	46
Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans Martin Richter, Carsten Sørensen	36
Seasonality in Agricultural Commodity Futures Carsten Sørensen	35
On Makeham's formula and xed income mathematics Bjarne Astrup Jensen	31
Higher-Order Finite Element Solutions of Option Prices Peter Raahauge	29
CEO Turnovers and Corporate Governance: Evidence from the Copenhagen Stock Exchange Robert Neumann, Torben Voetmann	27
Output and Expected Returns - a multicountry study Jesper Rangvid	26
The owner-occupiers’ capital structure during a house price boom Jens Lunde	26
Legal pre-emption rights as call-options, redistribution and efficiency loss Michael Møller, Caspar Rose	25
Mean variance efficient portfolios by linear programming: A review of some portfolio selection criteria of Elton, Gruber and Padberg Bjarne Astrup Jensen	25
Foundation ownership and financial performance. Do companies need owners? Steen Thomsen, Caspar Rose	25

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Top papers by Downloads last month (2026-03)

Paper	Downloads
Optimal Consumption and Investment Strategies with Stochastic Interest Rates Carsten Sørensen, Claus Munk	12
Changes in The Bid-Ask Components Around Earnings Announcements: Evidence from the Copenhagen Stock Exchange Torben Voetmann	11
The Value and Incentives of Option-based Compensation in Danish Listed Companies Ken L. Bechmann, Peter Løchte Jørgensen	11
Corporate Financial Performance and the Use of Takeover Defenses Caspar Rose	10
The owner-occupiers’ capital structure during a house price boom Jens Lunde	10
Higher-Order Finite Element Solutions of Option Prices Peter Raahauge	10
Latent Utility Shocks in a Structural Empirical Asset Pricing Model Bent Jesper Christensen, Peter Raahauge	10
Post-Acquisition Performance in the Short and Long Run Evidence from the Copenhagen Stock Exchange 1993-1997 Jan Jakobsen, Torben Voetmann	9
Volatility-Adjusted Performance An Alternative Approach to Interpret Long-Run Returns Jan Jakobsen, Torben Voetmann	9
Pensionsafkastbeskatning og optimal porteføljesammensætning Jonas Aziz Bhatti, Michael Møller	8
Disclosed Values of Option-Based Compensation - Incompetence, Deliberate Underreporting or the Use of Expected Time to Maturity? Ken L. Bechmann, Toke L. Hjortshøj	8

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Top papers by Abstract Accesses last 3 months (2026-01 to 2026-03)

Paper	Accesses
Modelling Callable Annuity Bonds with Interest-Only Optionality Anders Holst, Morten Nalholm	98
Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls Ken L. Bechmann	97
The owner-occupiers’ capital structure during a house price boom Jens Lunde	89
Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans Martin Richter, Carsten Sørensen	83
The Differences Between Stock Splits and Stock Dividends Ken L. Bechmann, Johannes Raaballe	82
On Makeham's formula and xed income mathematics Bjarne Astrup Jensen	80
Dynamic asset allocation and latent variables Carsten Sørensen, Anders Bjerre Trolle	71
Optimal Consumption and Investment Strategies with Stochastic Interest Rates Carsten Sørensen, Claus Munk	70
On Specific Performance in Civil Law and Enforcement Costs Henrik Lando, Caspar Rose	69
Capital Structure Arbitrage: Model Choice and Volatility Calibration Claus Bajlum, Peter Tind Larsen	69

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Top papers by Downloads last 3 months (2026-01 to 2026-03)

Paper	Downloads
Corporate Financial Performance and the Use of Takeover Defenses Caspar Rose	25
Disclosed Values of Option-Based Compensation - Incompetence, Deliberate Underreporting or the Use of Expected Time to Maturity? Ken L. Bechmann, Toke L. Hjortshøj	21
On valuation before and after tax in no arbitrage models: Tax neutrality in the discrete time model. Bjarne Astrup Jensen	18
Changes in The Bid-Ask Components Around Earnings Announcements: Evidence from the Copenhagen Stock Exchange Torben Voetmann	17
On Volatility induced Stationarity for Stochastic Differential Equations J.M.P J.M.PAlbin, Bjarne Astrup Jensen, Anders Muszta, Richter Martin	17
Optimal Consumption and Investment Strategies with Stochastic Interest Rates Carsten Sørensen, Claus Munk	16
The owner-occupiers’ capital structure during a house price boom Jens Lunde	15
Latent Utility Shocks in a Structural Empirical Asset Pricing Model Bent Jesper Christensen, Peter Raahauge	15
Accounting Transparency and the Term Structure of Credit Default Swap Spreads Claus Bajlum, Peter Tind Larsen	14
Does Ownership Matter? Evidence from Changes in Institutional and Strategic Investors' Equity Holdings Robert Neumann, Torben Voetmann	14

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Top papers by Abstract Accesses all months (from 2002-06)

Paper	Accesses
Mean variance efficient portfolios by linear programming: A review of some portfolio selection criteria of Elton, Gruber and Padberg Bjarne Astrup Jensen	2727
Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls Ken L. Bechmann	2105
On Makeham's formula and xed income mathematics Bjarne Astrup Jensen	2104
Foundation ownership and financial performance. Do companies need owners? Steen Thomsen, Caspar Rose	1711
Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans Martin Richter, Carsten Sørensen	1708
On Specific Performance in Civil Law and Enforcement Costs Henrik Lando, Caspar Rose	1582
Corporate Financial Performance and the Use of Takeover Defenses Caspar Rose	1521
The Differences Between Stock Splits and Stock Dividends Ken L. Bechmann, Johannes Raaballe	1470
Seasonality in Agricultural Commodity Futures Carsten Sørensen	1427
Optimal Consumption and Investment Strategies with Stochastic Interest Rates Carsten Sørensen, Claus Munk	1389

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Top papers by Downloads all months (from 2002-06)

Paper	Downloads
Mean variance efficient portfolios by linear programming: A review of some portfolio selection criteria of Elton, Gruber and Padberg Bjarne Astrup Jensen	626
Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls Ken L. Bechmann	349
Foundation ownership and financial performance. Do companies need owners? Steen Thomsen, Caspar Rose	288
Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans Martin Richter, Carsten Sørensen	263
Corporate Financial Performance and the Use of Takeover Defenses Caspar Rose	251
On Makeham's formula and xed income mathematics Bjarne Astrup Jensen	241
Does Ownership Matter? Evidence from Changes in Institutional and Strategic Investors' Equity Holdings Robert Neumann, Torben Voetmann	216
Seasonality in Agricultural Commodity Futures Carsten Sørensen	184
Optimal Consumption and Investment Strategies with Stochastic Interest Rates Carsten Sørensen, Claus Munk	170
Empirical Rationality in the Stock Market Peter Raahauge	169

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This page generated on 2026-04-01 05:57:12.