Scandinavian Working Papers in Economics

Working Papers,
Copenhagen Business School, Department of Finance

Downloads from S-WoPEc

Fulltext files are files downloaded from the S-WoPEc 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.

The raw data

Papers at S-WoPEc

The raw data

Top papers by Abstract Accesses last month (2024-03)

PaperAccesses
Changes in The Bid-Ask Components Around Earnings Announcements: Evidence from the Copenhagen Stock Exchange
Torben Voetmann
10
The housing price downturn and its effects ? a discussion
Jens Lunde
8
On Volatility induced Stationarity for Stochastic Differential Equations
J.M.P J.M.PAlbin, Bjarne Astrup Jensen, Anders Muszta, Richter Martin
7
Foundation ownership and financial performance. Do companies need owners?
Steen Thomsen, Caspar Rose
7
Impact of Takeover Defenses on Managerial Incentives
Caspar Rose
7
Optimal Consumption and Investment Strategies with Stochastic Interest Rates
Carsten Sørensen, Claus Munk
7
Seasonality in Agricultural Commodity Futures
Carsten Sørensen
7
Rating mutual funds
Ken L. Bechmann, Jesper Rangvid
7
Legal pre-emption rights as call-options, redistribution and efficiency loss
Michael Møller, Caspar Rose
7
Taxable Cash Dividends
Ken L. Bechman, Johannes Raaballe
6
The Optimal Standard of Proof in Criminal Law When Both Fairness and Deterrence Matter
Henrik Lando
6
Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index
Ken L. Bechmann
6
The owner-occupiers’ capital structure during a house price boom
Jens Lunde
6
Distributions of owner-occupiers' housing wealth, debt and interest expenditureratios as financial soundness indicators
Jens Lunde
6
Higher-Order Finite Element Solutions of Option Prices
Peter Raahauge
6
On the Pricing of Step-Up Bonds in the European Telecom Sector
David Lando, Allan Mortensen
6
CEO Turnovers and Corporate Governance: Evidence from the Copenhagen Stock Exchange
Robert Neumann, Torben Voetmann
6
MOMSAFLØFTNING OG KREDITFORVRIDNING
Bjarne Florentsen, Michael Møller, Niels Chr. Nielsen
6
Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs
Peter Løchte Jørgensen
6
Dynamic asset allocation and latent variables
Carsten Sørensen, Anders Bjerre Trolle
6

Rank papers for other periods

Top papers by Downloads last month (2024-03)

PaperDownloads
Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index
Ken L. Bechmann
2
Ny lov om jordforurening i økonomisk belysning
Henrik Lando
2
Optionsaflønning i danske børsnoterede selskaber
Ken L. Bechmann, Peter Løchte Jørgensen
2
Output and Expected Returns - a multicountry study
Jesper Rangvid
2
Seasonality in Agricultural Commodity Futures
Carsten Sørensen
2
Volatility-Adjusted Performance An Alternative Approach to Interpret Long-Run Returns
Jan Jakobsen, Torben Voetmann
1
The Optimal Standard of Proof in Criminal Law When Both Fairness and Deterrence Matter
Henrik Lando
1
Impact of Takeover Defenses on Managerial Incentives
Caspar Rose
1
Foundation ownership and financial performance. Do companies need owners?
Steen Thomsen, Caspar Rose
1
On Volatility induced Stationarity for Stochastic Differential Equations
J.M.P J.M.PAlbin, Bjarne Astrup Jensen, Anders Muszta, Richter Martin
1
Lack of balance in after-tax returns - lack of tenure neutrality. The Danish case.
Jens Lunde
1
Taxable Cash Dividends
Ken L. Bechman, Johannes Raaballe
1
Convergence in the ERM and declining numbers of common stochastic trends
Jesper Rangvid, Carsten Sørensen
1
The owner-occupiers’ capital structure during a house price boom
Jens Lunde
1
Upper Bounds on Numerical Approximation Errors
Peter Raahauge
1
Empirical Rationality in the Stock Market
Peter Raahauge
1
The Value and Incentives of Option-based Compensation in Danish Listed Companies
Ken L. Bechmann, Peter Løchte Jørgensen
1
Corporate Financial Performance and the Use of Takeover Defenses
Caspar Rose
1
On valuation before and after tax in no arbitrage models: Tax neutrality in the discrete time model.
Bjarne Astrup Jensen
1
Mean variance efficient portfolios by linear programming: A review of some portfolio selection criteria of Elton, Gruber and Padberg
Bjarne Astrup Jensen
1
Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls
Ken L. Bechmann
1
On the Pricing of Step-Up Bonds in the European Telecom Sector
David Lando, Allan Mortensen
1
On Makeham's formula and xed income mathematics
Bjarne Astrup Jensen
1
Disclosed Values of Option-Based Compensation - Incompetence, Deliberate Underreporting or the Use of Expected Time to Maturity?
Ken L. Bechmann, Toke L. Hjortshøj
1
Optimal Consumption and Investment Strategies with Stochastic Interest Rates
Carsten Sørensen, Claus Munk
1
Latent Utility Shocks in a Structural Empirical Asset Pricing Model
Bent Jesper Christensen, Peter Raahauge
1
Dynamic asset allocation and latent variables
Carsten Sørensen, Anders Bjerre Trolle
1
Legal pre-emption rights as call-options, redistribution and efficiency loss
Michael Møller, Caspar Rose
1
Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs
Peter Løchte Jørgensen
1
MOMSAFLØFTNING OG KREDITFORVRIDNING
Bjarne Florentsen, Michael Møller, Niels Chr. Nielsen
1
Does Ownership Matter? Evidence from Changes in Institutional and Strategic Investors' Equity Holdings
Robert Neumann, Torben Voetmann
1
On a class of adjustable rate mortgage loans subject to a strict balance principle
Bjarne Astrup Jensen
1
Pensionsafkastbeskatning og optimal porteføljesammensætning
Jonas Aziz Bhatti, Michael Møller
1
Term Structure Models with Parallel and Proportional Shifts
Frederik Armerin, Tomas Björk, Bjarne Astrup Jensen
1

Rank papers for other periods

Top papers by Abstract Accesses last 3 months (2024-01 to 2024-03)

PaperAccesses
CEO Turnovers and Corporate Governance: Evidence from the Copenhagen Stock Exchange
Robert Neumann, Torben Voetmann
21
Legal pre-emption rights as call-options, redistribution and efficiency loss
Michael Møller, Caspar Rose
19
Changes in The Bid-Ask Components Around Earnings Announcements: Evidence from the Copenhagen Stock Exchange
Torben Voetmann
18
Foundation ownership and financial performance. Do companies need owners?
Steen Thomsen, Caspar Rose
17
The owner-occupiers’ capital structure during a house price boom
Jens Lunde
16
The housing price downturn and its effects ? a discussion
Jens Lunde
16
On Volatility induced Stationarity for Stochastic Differential Equations
J.M.P J.M.PAlbin, Bjarne Astrup Jensen, Anders Muszta, Richter Martin
16
Disclosed Values of Option-Based Compensation - Incompetence, Deliberate Underreporting or the Use of Expected Time to Maturity?
Ken L. Bechmann, Toke L. Hjortshøj
16
Rating mutual funds
Ken L. Bechmann, Jesper Rangvid
16
Optimal Consumption and Investment Strategies with Stochastic Interest Rates
Carsten Sørensen, Claus Munk
15
On the Pricing of Step-Up Bonds in the European Telecom Sector
David Lando, Allan Mortensen
15

Rank papers for other periods

Top papers by Downloads last 3 months (2024-01 to 2024-03)

PaperDownloads
Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index
Ken L. Bechmann
2
Ny lov om jordforurening i økonomisk belysning
Henrik Lando
2
Optionsaflønning i danske børsnoterede selskaber
Ken L. Bechmann, Peter Løchte Jørgensen
2
Output and Expected Returns - a multicountry study
Jesper Rangvid
2
Seasonality in Agricultural Commodity Futures
Carsten Sørensen
2
The Value and Incentives of Option-based Compensation in Danish Listed Companies
Ken L. Bechmann, Peter Løchte Jørgensen
1
Empirical Rationality in the Stock Market
Peter Raahauge
1
The owner-occupiers’ capital structure during a house price boom
Jens Lunde
1
Upper Bounds on Numerical Approximation Errors
Peter Raahauge
1
Mean variance efficient portfolios by linear programming: A review of some portfolio selection criteria of Elton, Gruber and Padberg
Bjarne Astrup Jensen
1
Corporate Financial Performance and the Use of Takeover Defenses
Caspar Rose
1
On valuation before and after tax in no arbitrage models: Tax neutrality in the discrete time model.
Bjarne Astrup Jensen
1
Impact of Takeover Defenses on Managerial Incentives
Caspar Rose
1
Volatility-Adjusted Performance An Alternative Approach to Interpret Long-Run Returns
Jan Jakobsen, Torben Voetmann
1
The Optimal Standard of Proof in Criminal Law When Both Fairness and Deterrence Matter
Henrik Lando
1
Convergence in the ERM and declining numbers of common stochastic trends
Jesper Rangvid, Carsten Sørensen
1
Taxable Cash Dividends
Ken L. Bechman, Johannes Raaballe
1
Foundation ownership and financial performance. Do companies need owners?
Steen Thomsen, Caspar Rose
1
On Volatility induced Stationarity for Stochastic Differential Equations
J.M.P J.M.PAlbin, Bjarne Astrup Jensen, Anders Muszta, Richter Martin
1
Lack of balance in after-tax returns - lack of tenure neutrality. The Danish case.
Jens Lunde
1
Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs
Peter Løchte Jørgensen
1
Legal pre-emption rights as call-options, redistribution and efficiency loss
Michael Møller, Caspar Rose
1
MOMSAFLØFTNING OG KREDITFORVRIDNING
Bjarne Florentsen, Michael Møller, Niels Chr. Nielsen
1
Does Ownership Matter? Evidence from Changes in Institutional and Strategic Investors' Equity Holdings
Robert Neumann, Torben Voetmann
1
On a class of adjustable rate mortgage loans subject to a strict balance principle
Bjarne Astrup Jensen
1
Dynamic asset allocation and latent variables
Carsten Sørensen, Anders Bjerre Trolle
1
Latent Utility Shocks in a Structural Empirical Asset Pricing Model
Bent Jesper Christensen, Peter Raahauge
1
Pensionsafkastbeskatning og optimal porteføljesammensætning
Jonas Aziz Bhatti, Michael Møller
1
Term Structure Models with Parallel and Proportional Shifts
Frederik Armerin, Tomas Björk, Bjarne Astrup Jensen
1
On the Pricing of Step-Up Bonds in the European Telecom Sector
David Lando, Allan Mortensen
1
Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls
Ken L. Bechmann
1
On Makeham's formula and xed income mathematics
Bjarne Astrup Jensen
1
Optimal Consumption and Investment Strategies with Stochastic Interest Rates
Carsten Sørensen, Claus Munk
1
Disclosed Values of Option-Based Compensation - Incompetence, Deliberate Underreporting or the Use of Expected Time to Maturity?
Ken L. Bechmann, Toke L. Hjortshøj
1

Rank papers for other periods

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
3031
On Makeham's formula and xed income mathematics
Bjarne Astrup Jensen
1958
Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls
Ken L. Bechmann
1826
On Specific Performance in Civil Law and Enforcement Costs
Henrik Lando, Caspar Rose
1618
Corporate Financial Performance and the Use of Takeover Defenses
Caspar Rose
1488
Foundation ownership and financial performance. Do companies need owners?
Steen Thomsen, Caspar Rose
1361
Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans
Martin Richter, Carsten Sørensen
1328
Seasonality in Agricultural Commodity Futures
Carsten Sørensen
1262
Does Ownership Matter? Evidence from Changes in Institutional and Strategic Investors' Equity Holdings
Robert Neumann, Torben Voetmann
1242
Impact of Investor Meetings/Presentations on Share Prices, Insider Trading and securities Regulation
Caspar Rose
1211

Rank papers for other periods

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
295
On Makeham's formula and xed income mathematics
Bjarne Astrup Jensen
273
Foundation ownership and financial performance. Do companies need owners?
Steen Thomsen, Caspar Rose
245
Does Ownership Matter? Evidence from Changes in Institutional and Strategic Investors' Equity Holdings
Robert Neumann, Torben Voetmann
243
Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans
Martin Richter, Carsten Sørensen
223
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
156

Rank papers for other periods

Questions (including download problems) about the papers in this series should be directed to Lars Nondal ()
Report other problems with accessing this service to Sune Karlsson ().

This page generated on 2024-04-01 05:49:50.