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University of Aarhus, Aarhus School of Business, Department of Business Studies

Finance Research Group Working Papers

Contact information of University of Aarhus, Aarhus School of Business, Department of Business Studies:
Postal: The Aarhus School of Business, Fuglesangs Allé 4, DK-8210 Aarhus V, Denmark
Fax: + 45 86 15 19 43
Web page: http://www.asb.dk/about/departments/bs.aspx
More information through EDIRC

For technical questions regarding this series, please contact (Helle Vinbaek Stenholt)
Series handle: repec:hhb:aarbfi

2008

F-2008-02 Investment decisions with benefits of control
by Poulsen, Thomas [Downloadable!]
F-2006-05 How well do financial and macroeconomic variables predict stock returns: Time-series and cross-sectional evidence
by Rasmussen, Anne-Sofie Reng
F-2008-04 Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns
by Møller, Stig Vinther [Downloadable!]
F-2008-03 Private benefits in corporate control transactions
by Poulsen, Thomas [Downloadable!]
F-2008-01 Pricing of Traffic Light Options and other Correlation Derivatives
by Kokholm, Thomas [Downloadable!]

2007

F-2007-03 Lapse Rate Modeling: A Rational Expectation Approach
by De Giovanni, Domenico [Downloadable!]
F-2007-02 Pricing the Option to Surrender in Incomplete Markets
by Consiglio, Andrea & De Giovanni, Domenico [Downloadable!]

2006

F-2006-03 Conducting event studies on a small stock exchange
by Bartholdy, Jan & Olson, Dennis & Peare, Paula [Downloadable!]
F-2006-97 Dispersed Trading and the Prevention of Market Failure: The Case of the Copenhagen Stock Exchange
by Porter, David C. & Tanggaard, Carsten & Weaver, Daniel G. & Yu, Wei [Downloadable!]
F-2006-09 Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs
by Jørgensen, Peter Løchte [Downloadable!]
F-2006-08 Traffic Light Options
by Løchte, Peter [Downloadable!]
F-2006-04 Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model?
by Rasmussen, Anne-Sofie Reng
F-2006-02 Debt and Taxes: Evidence from bank-financed unlisted firms
by Bartholdy, Jan & Mateus, Cesário [Downloadable!]
F-2006-01 The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
by Høg, Espen P. & Frederiksen, Per H. [Downloadable!]

2005

F-2006-06 Paying for Market Quality
by Anand, Amber & Tanggaard, Carsten & Weaver, Daniel G. [Downloadable!]
F-2005-05 Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
by Christiansen, Charlotte & Ranaldo, Angelo [Downloadable!]
F-2004-01 Decomposing European bond and equity volatility
by Christiansen, Charlotte [Downloadable!]
F-2005-04 GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing
by Willemann, Søren [Downloadable!]
F-2005-03 Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates
by Christiansen, Charlotte [Downloadable!]
F-2005-02 Do More Economists Hold Stocks?
by Christiansen, Charlotte & Joensen, Juanna Schröter & Rangvid, Jesper [Downloadable!]
F-2005-01 Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence
by Christensen, Michael [Downloadable!]

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This page was last updated on 2008-8-14.

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