Scandinavian Working Papers in Economics

Working Papers,
Copenhagen Business School, Department of Finance

Downloads from S-WoPEc

Fulltext files and Additional files (supplementary 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 (2017-12)

PaperAccesses
Capital Structure Arbitrage: Model Choice and Volatility Calibration
Claus Bajlum, Peter Tind Larsen
21
Decomposing and testing Long-run Returns with an application to initial public offerings in Denmark
Jan Jakobsen, Ole Sørensen
11
Latent Utility Shocks in a Structural Empirical Asset Pricing Model
Bent Jesper Christensen, Peter Raahauge
10
Volatility-Adjusted Performance An Alternative Approach to Interpret Long-Run Returns
Jan Jakobsen, Torben Voetmann
8
Term Structure Models with Parallel and Proportional Shifts
Frederik Armerin, Tomas Björk, Bjarne Astrup Jensen
8
Deposit Insurance Coverage, Credibility of Non-insurance, and Banking Crises
Apanard Angkinand, Clas Wihlborg
8
Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls
Ken L. Bechmann
8
Post-Acquisition Performance in the Short and Long Run Evidence from the Copenhagen Stock Exchange 1993-1997
Jan Jakobsen, Torben Voetmann
6
The owner-occupiers’ capital structure during a house price boom
Jens Lunde
6
Corporate Financial Performance and the Use of Takeover Defenses
Caspar Rose
6
Mean variance efficient portfolios by linear programming: A review of some portfolio selection criteria of Elton, Gruber and Padberg
Bjarne Astrup Jensen
6

Rank papers for other periods

Top papers by Downloads last month (2017-12)

PaperDownloads
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
0

Rank papers for other periods

Top papers by Abstract Accesses last 3 months (2017-10 to 2017-12)

PaperAccesses
Capital Structure Arbitrage: Model Choice and Volatility Calibration
Claus Bajlum, Peter Tind Larsen
44
Decomposing and testing Long-run Returns with an application to initial public offerings in Denmark
Jan Jakobsen, Ole Sørensen
26
Latent Utility Shocks in a Structural Empirical Asset Pricing Model
Bent Jesper Christensen, Peter Raahauge
25
Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls
Ken L. Bechmann
23
Deposit Insurance Coverage, Credibility of Non-insurance, and Banking Crises
Apanard Angkinand, Clas Wihlborg
21
The owner-occupiers’ capital structure during a house price boom
Jens Lunde
20
Term Structure Models with Parallel and Proportional Shifts
Frederik Armerin, Tomas Björk, Bjarne Astrup Jensen
20
Lack of balance in after-tax returns - lack of tenure neutrality. The Danish case.
Jens Lunde
19
Corporate Financial Performance and the Use of Takeover Defenses
Caspar Rose
18
The Differences Between Stock Splits and Stock Dividends
Ken L. Bechmann, Johannes Raaballe
18
Volatility-Adjusted Performance An Alternative Approach to Interpret Long-Run Returns
Jan Jakobsen, Torben Voetmann
18

Rank papers for other periods

Top papers by Downloads last 3 months (2017-10 to 2017-12)

PaperDownloads
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

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 2018-02-08 21:55:50.