Scandinavian Working Papers in Economics

Working Papers,
Copenhagen Business School, Department of Finance

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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 S-WoPEc

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Top papers by Abstract Accesses last month (2024-04)

PaperAccesses
Capital Structure Arbitrage: Model Choice and Volatility Calibration
Claus Bajlum, Peter Tind Larsen
17
The Choice of Monetary Regime
Finn Østrup
16
Dynamic asset allocation and latent variables
Carsten Sørensen, Anders Bjerre Trolle
13
On valuation before and after tax in no arbitrage models: Tax neutrality in the discrete time model.
Bjarne Astrup Jensen
11
MOMSAFLØFTNING OG KREDITFORVRIDNING
Bjarne Florentsen, Michael Møller, Niels Chr. Nielsen
9
Foundation ownership and financial performance. Do companies need owners?
Steen Thomsen, Caspar Rose
9
Empirical Rationality in the Stock Market
Peter Raahauge
9
Legal pre-emption rights as call-options, redistribution and efficiency loss
Michael Møller, Caspar Rose
8
The Differences Between Stock Splits and Stock Dividends
Ken L. Bechmann, Johannes Raaballe
7
Optimal Consumption and Investment Strategies with Stochastic Interest Rates
Carsten Sørensen, Claus Munk
7
Rating mutual funds
Ken L. Bechmann, Jesper Rangvid
7

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Top papers by Downloads last month (2024-04)

PaperDownloads
Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index
Ken L. Bechmann
2
Distributions of owner-occupiers' housing wealth, debt and interest expenditureratios as financial soundness indicators
Jens Lunde
2
On valuation before and after tax in no arbitrage models: Tax neutrality in the discrete time model.
Bjarne Astrup Jensen
2
Energy Options in an HJM Framework
Thomas Lyse Hansen, Bjarne Astrup Jensen
2
Deposit Insurance Coverage, Credibility of Non-insurance, and Banking Crises
Apanard Angkinand, Clas Wihlborg
2
Lack of balance in after-tax returns - lack of tenure neutrality. The Danish case.
Jens Lunde
2
MOMSAFLØFTNING OG KREDITFORVRIDNING
Bjarne Florentsen, Michael Møller, Niels Chr. Nielsen
1
Den ny pensionsafkastbeskatningslov
Michael Møller, Claus Parum, Thomas Sørensen
1
Higher-Order Finite Element Solutions of Option Prices
Peter Raahauge
1
The owner-occupiers’ capital structure during a house price boom
Jens Lunde
1
Portfolio Choice under Inflation: Are Popular Recommendations Consistent with Rational Behavior?
Claus Munk, Carsten Sørensen, Tina Nygaard Vinther
1
Foundation ownership and financial performance. Do companies need owners?
Steen Thomsen, Caspar Rose
1
Ny lov om jordforurening i økonomisk belysning
Henrik Lando
1
Bestyrelsessammensætning og finansiel performance i danske børsnoterede virksomheder
Casper Rose
1
The Choice of Monetary Regime
Finn Østrup
1
CEO Turnovers and Corporate Governance: Evidence from the Copenhagen Stock Exchange
Robert Neumann, Torben Voetmann
1
Modelling Callable Annuity Bonds with Interest-Only Optionality
Anders Holst, Morten Nalholm
1
Impact of Takeover Defenses on Managerial Incentives
Caspar Rose
1
Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans
Martin Richter, Carsten Sørensen
1
Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs
Peter Løchte Jørgensen
1
On Makeham's formula and xed income mathematics
Bjarne Astrup Jensen
1
A Regulation of Bids for Dual Class Shares. Implication: Two Shares { One Price
Ken L. Bechmann, Johannes Raaballe
1
Reimbursement of VAT on written-off Receivables
Bjarne Florentsen, Michael Møller, Niels Christian Nielsen
1
Upper Bounds on Numerical Approximation Errors
Peter Raahauge
1
Corporate Financial Performance and the Use of Takeover Defenses
Caspar Rose
1
Optionsaflønning i danske børsnoterede selskaber
Ken L. Bechmann, Peter Løchte Jørgensen
1
On Specific Performance in Civil Law and Enforcement Costs
Henrik Lando, Caspar Rose
1
Term Structure Models with Parallel and Proportional Shifts
Frederik Armerin, Tomas Björk, Bjarne Astrup Jensen
1
Post-Acquisition Performance in the Short and Long Run Evidence from the Copenhagen Stock Exchange 1993-1997
Jan Jakobsen, Torben Voetmann
1
The housing price downturn and its effects ? a discussion
Jens Lunde
1
Accounting Transparency and the Term Structure of Credit Default Swap Spreads
Claus Bajlum, Peter Tind Larsen
1
Foreign Ownership and long-term Survival
Dorte Kronborg, Steen Thomsen
1
Empirical Rationality in the Stock Market
Peter Raahauge
1
Does Ownership Matter? Evidence from Changes in Institutional and Strategic Investors' Equity Holdings
Robert Neumann, Torben Voetmann
1
Convergence in the ERM and declining numbers of common stochastic trends
Jesper Rangvid, Carsten Sørensen
1
Volatility-Adjusted Performance An Alternative Approach to Interpret Long-Run Returns
Jan Jakobsen, Torben Voetmann
1
On Volatility induced Stationarity for Stochastic Differential Equations
J.M.P J.M.PAlbin, Bjarne Astrup Jensen, Anders Muszta, Richter Martin
1
Taxable Cash Dividends
Ken L. Bechman, Johannes Raaballe
1
Decomposing and testing Long-run Returns with an application to initial public offerings in Denmark
Jan Jakobsen, Ole Sørensen
1

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Top papers by Abstract Accesses last 3 months (2024-02 to 2024-04)

PaperAccesses
Capital Structure Arbitrage: Model Choice and Volatility Calibration
Claus Bajlum, Peter Tind Larsen
23
Dynamic asset allocation and latent variables
Carsten Sørensen, Anders Bjerre Trolle
22
Foundation ownership and financial performance. Do companies need owners?
Steen Thomsen, Caspar Rose
21
The Choice of Monetary Regime
Finn Østrup
21
MOMSAFLØFTNING OG KREDITFORVRIDNING
Bjarne Florentsen, Michael Møller, Niels Chr. Nielsen
20
Legal pre-emption rights as call-options, redistribution and efficiency loss
Michael Møller, Caspar Rose
20
Changes in The Bid-Ask Components Around Earnings Announcements: Evidence from the Copenhagen Stock Exchange
Torben Voetmann
19
On valuation before and after tax in no arbitrage models: Tax neutrality in the discrete time model.
Bjarne Astrup Jensen
18
Optimal Consumption and Investment Strategies with Stochastic Interest Rates
Carsten Sørensen, Claus Munk
18
Rating mutual funds
Ken L. Bechmann, Jesper Rangvid
18

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Top papers by Downloads last 3 months (2024-02 to 2024-04)

PaperDownloads
Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index
Ken L. Bechmann
4
On valuation before and after tax in no arbitrage models: Tax neutrality in the discrete time model.
Bjarne Astrup Jensen
3
Ny lov om jordforurening i økonomisk belysning
Henrik Lando
3
Optionsaflønning i danske børsnoterede selskaber
Ken L. Bechmann, Peter Løchte Jørgensen
3
Lack of balance in after-tax returns - lack of tenure neutrality. The Danish case.
Jens Lunde
3
The owner-occupiers’ capital structure during a house price boom
Jens Lunde
2
Output and Expected Returns - a multicountry study
Jesper Rangvid
2
MOMSAFLØFTNING OG KREDITFORVRIDNING
Bjarne Florentsen, Michael Møller, Niels Chr. Nielsen
2
Distributions of owner-occupiers' housing wealth, debt and interest expenditureratios as financial soundness indicators
Jens Lunde
2
Foundation ownership and financial performance. Do companies need owners?
Steen Thomsen, Caspar Rose
2
Impact of Takeover Defenses on Managerial Incentives
Caspar Rose
2
On Makeham's formula and xed income mathematics
Bjarne Astrup Jensen
2
Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs
Peter Løchte Jørgensen
2
Energy Options in an HJM Framework
Thomas Lyse Hansen, Bjarne Astrup Jensen
2
Corporate Financial Performance and the Use of Takeover Defenses
Caspar Rose
2
Upper Bounds on Numerical Approximation Errors
Peter Raahauge
2
Seasonality in Agricultural Commodity Futures
Carsten Sørensen
2
Deposit Insurance Coverage, Credibility of Non-insurance, and Banking Crises
Apanard Angkinand, Clas Wihlborg
2
Taxable Cash Dividends
Ken L. Bechman, Johannes Raaballe
2
On Volatility induced Stationarity for Stochastic Differential Equations
J.M.P J.M.PAlbin, Bjarne Astrup Jensen, Anders Muszta, Richter Martin
2
Volatility-Adjusted Performance An Alternative Approach to Interpret Long-Run Returns
Jan Jakobsen, Torben Voetmann
2
Convergence in the ERM and declining numbers of common stochastic trends
Jesper Rangvid, Carsten Sørensen
2
Does Ownership Matter? Evidence from Changes in Institutional and Strategic Investors' Equity Holdings
Robert Neumann, Torben Voetmann
2
Empirical Rationality in the Stock Market
Peter Raahauge
2
Term Structure Models with Parallel and Proportional Shifts
Frederik Armerin, Tomas Björk, Bjarne Astrup Jensen
2

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Top papers by Abstract Accesses all months (from 2001-04)

PaperAccesses
Mean variance efficient portfolios by linear programming: A review of some portfolio selection criteria of Elton, Gruber and Padberg
Bjarne Astrup Jensen
3036
On Makeham's formula and xed income mathematics
Bjarne Astrup Jensen
1963
Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls
Ken L. Bechmann
1829
On Specific Performance in Civil Law and Enforcement Costs
Henrik Lando, Caspar Rose
1624
Corporate Financial Performance and the Use of Takeover Defenses
Caspar Rose
1491
Foundation ownership and financial performance. Do companies need owners?
Steen Thomsen, Caspar Rose
1370
Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans
Martin Richter, Carsten Sørensen
1331
Seasonality in Agricultural Commodity Futures
Carsten Sørensen
1265
Does Ownership Matter? Evidence from Changes in Institutional and Strategic Investors' Equity Holdings
Robert Neumann, Torben Voetmann
1246
Impact of Investor Meetings/Presentations on Share Prices, Insider Trading and securities Regulation
Caspar Rose
1215

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Top papers by Downloads all months (from 2001-04)

PaperDownloads
Mean variance efficient portfolios by linear programming: A review of some portfolio selection criteria of Elton, Gruber and Padberg
Bjarne Astrup Jensen
875
Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls
Ken L. Bechmann
351
Corporate Financial Performance and the Use of Takeover Defenses
Caspar Rose
296
On Makeham's formula and xed income mathematics
Bjarne Astrup Jensen
274
Foundation ownership and financial performance. Do companies need owners?
Steen Thomsen, Caspar Rose
246
Does Ownership Matter? Evidence from Changes in Institutional and Strategic Investors' Equity Holdings
Robert Neumann, Torben Voetmann
244
Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans
Martin Richter, Carsten Sørensen
224
Seasonality in Agricultural Commodity Futures
Carsten Sørensen
207
Optimal Consumption and Investment Strategies with Stochastic Interest Rates
Carsten Sørensen, Claus Munk
189
Empirical Rationality in the Stock Market
Peter Raahauge
157

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Report other problems with accessing this service to Sune Karlsson ().

This page generated on 2024-05-01 06:20:29.