Scandinavian Working Papers in Economics

Working Papers,
Copenhagen Business School, Department of Finance

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Top papers by Abstract Accesses last month (2024-06)

PaperAccesses
Impact of Takeover Defenses on Managerial Incentives
Caspar Rose
13
The owner-occupiers’ capital structure during a house price boom
Jens Lunde
13
Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index
Ken L. Bechmann
11
Dynamic asset allocation and latent variables
Carsten Sørensen, Anders Bjerre Trolle
11
Capital Structure Arbitrage: Model Choice and Volatility Calibration
Claus Bajlum, Peter Tind Larsen
10
Reimbursement of VAT on written-off Receivables
Bjarne Florentsen, Michael Møller, Niels Christian Nielsen
10
Lack of balance in after-tax returns - lack of tenure neutrality. The Danish case.
Jens Lunde
10
On valuation before and after tax in no arbitrage models: Tax neutrality in the discrete time model.
Bjarne Astrup Jensen
9
Volatility-Adjusted Performance An Alternative Approach to Interpret Long-Run Returns
Jan Jakobsen, Torben Voetmann
9
Accounting Transparency and the Term Structure of Credit Default Swap Spreads
Claus Bajlum, Peter Tind Larsen
9
Post-Acquisition Performance in the Short and Long Run Evidence from the Copenhagen Stock Exchange 1993-1997
Jan Jakobsen, Torben Voetmann
9

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Top papers by Downloads last month (2024-06)

PaperDownloads
Latent Utility Shocks in a Structural Empirical Asset Pricing Model
Bent Jesper Christensen, Peter Raahauge
2
The Optimal Standard of Proof in Criminal Law When Both Fairness and Deterrence Matter
Henrik Lando
2
On the Pricing of Step-Up Bonds in the European Telecom Sector
David Lando, Allan Mortensen
1
Lack of balance in after-tax returns - lack of tenure neutrality. The Danish case.
Jens Lunde
1
Changes in The Bid-Ask Components Around Earnings Announcements: Evidence from the Copenhagen Stock Exchange
Torben Voetmann
1
The Impact of Bankruptcy Rules on Risky Project Choice and Skill Formation under Credit Rationing
Shubhashis Gangopadhyay, Clas Wihlborg
1
Mean variance efficient portfolios by linear programming: A review of some portfolio selection criteria of Elton, Gruber and Padberg
Bjarne Astrup Jensen
1
Foundation ownership and financial performance. Do companies need owners?
Steen Thomsen, Caspar Rose
1
Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans
Martin Richter, Carsten Sørensen
1
Legal pre-emption rights as call-options, redistribution and efficiency loss
Michael Møller, Caspar Rose
1
Optionsaflønning i danske børsnoterede selskaber
Ken L. Bechmann, Peter Løchte Jørgensen
1
Corporate Financial Performance and the Use of Takeover Defenses
Caspar Rose
1
The Differences Between Stock Splits and Stock Dividends
Ken L. Bechmann, Johannes Raaballe
1
Reimbursement of VAT on written-off Receivables
Bjarne Florentsen, Michael Møller, Niels Christian Nielsen
1
Energy Options in an HJM Framework
Thomas Lyse Hansen, Bjarne Astrup Jensen
1
Volatility-Adjusted Performance An Alternative Approach to Interpret Long-Run Returns
Jan Jakobsen, Torben Voetmann
1
Optimal Consumption and Investment Strategies with Stochastic Interest Rates
Carsten Sørensen, Claus Munk
1
Distributions of owner-occupiers' housing wealth, debt and interest expenditureratios as financial soundness indicators
Jens Lunde
1
Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index
Ken L. Bechmann
1
Capital Structure Arbitrage: Model Choice and Volatility Calibration
Claus Bajlum, Peter Tind Larsen
1
On valuation before and after tax in no arbitrage models: Tax neutrality in the discrete time model.
Bjarne Astrup Jensen
1
On Volatility induced Stationarity for Stochastic Differential Equations
J.M.P J.M.PAlbin, Bjarne Astrup Jensen, Anders Muszta, Richter Martin
1
Rating mutual funds
Ken L. Bechmann, Jesper Rangvid
1
Pensionsafkastbeskatning og optimal porteføljesammensætning
Jonas Aziz Bhatti, Michael Møller
1
The housing price downturn and its effects ? a discussion
Jens Lunde
1
Upper Bounds on Numerical Approximation Errors
Peter Raahauge
1
Modelling Callable Annuity Bonds with Interest-Only Optionality
Anders Holst, Morten Nalholm
1
Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs
Peter Løchte Jørgensen
1
Convergence in the ERM and declining numbers of common stochastic trends
Jesper Rangvid, Carsten Sørensen
1
On a class of adjustable rate mortgage loans subject to a strict balance principle
Bjarne Astrup Jensen
1
Decomposing and testing Long-run Returns with an application to initial public offerings in Denmark
Jan Jakobsen, Ole Sørensen
1
Empirical Rationality in the Stock Market
Peter Raahauge
1
Output and Expected Returns - a multicountry study
Jesper Rangvid
1
Post-Acquisition Performance in the Short and Long Run Evidence from the Copenhagen Stock Exchange 1993-1997
Jan Jakobsen, Torben Voetmann
1
Dynamic asset allocation and latent variables
Carsten Sørensen, Anders Bjerre Trolle
1
Taxable Cash Dividends
Ken L. Bechman, Johannes Raaballe
1
Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls
Ken L. Bechmann
1
Bestyrelsessammensætning og finansiel performance i danske børsnoterede virksomheder
Casper Rose
1
Den ny pensionsafkastbeskatningslov
Michael Møller, Claus Parum, Thomas Sørensen
1
Ny lov om jordforurening i økonomisk belysning
Henrik Lando
1
The Choice of Monetary Regime
Finn Østrup
1
The Value and Incentives of Option-based Compensation in Danish Listed Companies
Ken L. Bechmann, Peter Løchte Jørgensen
1
On Specific Performance in Civil Law and Enforcement Costs
Henrik Lando, Caspar Rose
1
The owner-occupiers’ capital structure during a house price boom
Jens Lunde
1
Term Structure Models with Parallel and Proportional Shifts
Frederik Armerin, Tomas Björk, Bjarne Astrup Jensen
1
A Regulation of Bids for Dual Class Shares. Implication: Two Shares { One Price
Ken L. Bechmann, Johannes Raaballe
1
Impact of Takeover Defenses on Managerial Incentives
Caspar Rose
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
Impact of Investor Meetings/Presentations on Share Prices, Insider Trading and securities Regulation
Caspar Rose
1
Paying for minimum interest rate guarantees: Who should compensate who?
Bjarne Astrup Jensen, Carsten Sørensen
1

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Top papers by Abstract Accesses last 3 months (2024-04 to 2024-06)

PaperAccesses
Capital Structure Arbitrage: Model Choice and Volatility Calibration
Claus Bajlum, Peter Tind Larsen
45
Dynamic asset allocation and latent variables
Carsten Sørensen, Anders Bjerre Trolle
43
The Choice of Monetary Regime
Finn Østrup
34
On valuation before and after tax in no arbitrage models: Tax neutrality in the discrete time model.
Bjarne Astrup Jensen
28
MOMSAFLØFTNING OG KREDITFORVRIDNING
Bjarne Florentsen, Michael Møller, Niels Chr. Nielsen
27
Foundation ownership and financial performance. Do companies need owners?
Steen Thomsen, Caspar Rose
25
Legal pre-emption rights as call-options, redistribution and efficiency loss
Michael Møller, Caspar Rose
24
The owner-occupiers’ capital structure during a house price boom
Jens Lunde
22
Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index
Ken L. Bechmann
22
Impact of Takeover Defenses on Managerial Incentives
Caspar Rose
21
The Differences Between Stock Splits and Stock Dividends
Ken L. Bechmann, Johannes Raaballe
21

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Top papers by Downloads last 3 months (2024-04 to 2024-06)

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
Distributions of owner-occupiers' housing wealth, debt and interest expenditureratios as financial soundness indicators
Jens Lunde
3
Energy Options in an HJM Framework
Thomas Lyse Hansen, Bjarne Astrup Jensen
3
Lack of balance in after-tax returns - lack of tenure neutrality. The Danish case.
Jens Lunde
3
Impact of Takeover Defenses on Managerial Incentives
Caspar Rose
3
The housing price downturn and its effects ? a discussion
Jens Lunde
2
Upper Bounds on Numerical Approximation Errors
Peter Raahauge
2
Pensionsafkastbeskatning og optimal porteføljesammensætning
Jonas Aziz Bhatti, Michael Møller
2
On Volatility induced Stationarity for Stochastic Differential Equations
J.M.P J.M.PAlbin, Bjarne Astrup Jensen, Anders Muszta, Richter Martin
2
Corporate Financial Performance and the Use of Takeover Defenses
Caspar Rose
2
Optionsaflønning i danske børsnoterede selskaber
Ken L. Bechmann, Peter Løchte Jørgensen
2
Volatility-Adjusted Performance An Alternative Approach to Interpret Long-Run Returns
Jan Jakobsen, Torben Voetmann
2
Reimbursement of VAT on written-off Receivables
Bjarne Florentsen, Michael Møller, Niels Christian Nielsen
2
Foundation ownership and financial performance. Do companies need owners?
Steen Thomsen, Caspar Rose
2
Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans
Martin Richter, Carsten Sørensen
2
Paying for minimum interest rate guarantees: Who should compensate who?
Bjarne Astrup Jensen, Carsten Sørensen
2
Deposit Insurance Coverage, Credibility of Non-insurance, and Banking Crises
Apanard Angkinand, Clas Wihlborg
2
Term Structure Models with Parallel and Proportional Shifts
Frederik Armerin, Tomas Björk, Bjarne Astrup Jensen
2
The owner-occupiers’ capital structure during a house price boom
Jens Lunde
2
A Regulation of Bids for Dual Class Shares. Implication: Two Shares { One Price
Ken L. Bechmann, Johannes Raaballe
2
The Choice of Monetary Regime
Finn Østrup
2
Ny lov om jordforurening i økonomisk belysning
Henrik Lando
2
Den ny pensionsafkastbeskatningslov
Michael Møller, Claus Parum, Thomas Sørensen
2
Bestyrelsessammensætning og finansiel performance i danske børsnoterede virksomheder
Casper Rose
2
On Specific Performance in Civil Law and Enforcement Costs
Henrik Lando, Caspar Rose
2
CEO Turnovers and Corporate Governance: Evidence from the Copenhagen Stock Exchange
Robert Neumann, Torben Voetmann
2
The Optimal Standard of Proof in Criminal Law When Both Fairness and Deterrence Matter
Henrik Lando
2
Taxable Cash Dividends
Ken L. Bechman, Johannes Raaballe
2
Post-Acquisition Performance in the Short and Long Run Evidence from the Copenhagen Stock Exchange 1993-1997
Jan Jakobsen, Torben Voetmann
2
Latent Utility Shocks in a Structural Empirical Asset Pricing Model
Bent Jesper Christensen, Peter Raahauge
2
Decomposing and testing Long-run Returns with an application to initial public offerings in Denmark
Jan Jakobsen, Ole Sørensen
2
Empirical Rationality in the Stock Market
Peter Raahauge
2
Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs
Peter Løchte Jørgensen
2
Modelling Callable Annuity Bonds with Interest-Only Optionality
Anders Holst, Morten Nalholm
2
Convergence in the ERM and declining numbers of common stochastic trends
Jesper Rangvid, Carsten Sørensen
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
3044
On Makeham's formula and xed income mathematics
Bjarne Astrup Jensen
1973
Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls
Ken L. Bechmann
1837
On Specific Performance in Civil Law and Enforcement Costs
Henrik Lando, Caspar Rose
1633
Corporate Financial Performance and the Use of Takeover Defenses
Caspar Rose
1500
Foundation ownership and financial performance. Do companies need owners?
Steen Thomsen, Caspar Rose
1386
Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans
Martin Richter, Carsten Sørensen
1342
Seasonality in Agricultural Commodity Futures
Carsten Sørensen
1272
Does Ownership Matter? Evidence from Changes in Institutional and Strategic Investors' Equity Holdings
Robert Neumann, Torben Voetmann
1256
Impact of Investor Meetings/Presentations on Share Prices, Insider Trading and securities Regulation
Caspar Rose
1224

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
876
Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls
Ken L. Bechmann
352
Corporate Financial Performance and the Use of Takeover Defenses
Caspar Rose
297
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
247
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
225
Seasonality in Agricultural Commodity Futures
Carsten Sørensen
207
Optimal Consumption and Investment Strategies with Stochastic Interest Rates
Carsten Sørensen, Claus Munk
190
Empirical Rationality in the Stock Market
Peter Raahauge
158

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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 ().

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