Details about Manuel Ammann

Access statistics for papers by Manuel Ammann.

Last updated 2013-04-26. Update your information in the RePEc Author Service.

Short-id: pam58

Working Papers

2005

1. Simulation-Based Pricing of Convertible Bonds
   Finance, EconWPA View citations (3)
   See also Journal Article in Journal of Empirical Finance (2008)

Journal Articles

2012

1. An alternative three-factor model for international markets: Evidence from the European Monetary Union
   Journal of Banking & Finance, 2012, 36, (7), 1857-1864
2. Disposition effect and mutual fund performance
   Applied Financial Economics, 2012, 22, (1), 1-19
3. Editorial
   Financial Markets and Portfolio Management, 2012, 26, (2), 177-178
4. Editorial
   Financial Markets and Portfolio Management, 2012, 26, (1), 1-2
5. Is there Really No Conglomerate Discount?
   Journal of Business Finance & Accounting, 2012, 39, (1-2), 264-288 View citations (5)

2011

6. Corporate governance and firm value: International evidence
   Journal of Empirical Finance, 2011, 18, (1), 36-55 View citations (3)
7. Editorial
   Financial Markets and Portfolio Management, 2011, 25, (3), 237-238
8. Editorial
   Financial Markets and Portfolio Management, 2011, 25, (4), 343-344
9. Editorial
   Financial Markets and Portfolio Management, 2011, 25, (1), 1-2
10. Editorial
    Financial Markets and Portfolio Management, 2011, 25, (2), 109-110

2010

11. Editorial
    Financial Markets and Portfolio Management, 2010, 24, (2), 105-106
12. Editorial
    Financial Markets and Portfolio Management, 2010, 24, (4), 325-326
13. Editorial
    Financial Markets and Portfolio Management, 2010, 24, (3), 217-218
14. Editorial
    Financial Markets and Portfolio Management, 2010, 24, (1), 1-2
15. Performance and governance of Swiss pension funds
    Journal of Pension Economics and Finance, 2010, 9, (01), 95-128
16. What drives the performance of convertible-bond funds?
    Journal of Banking & Finance, 2010, 34, (11), 2600-2613 View citations (2)

2009

17. Asymmetric dependence patterns in financial time series
    European Journal of Finance, 2009, 15, (7-8), 703-719 View citations (2)
18. Editorial
    Financial Markets and Portfolio Management, 2009, 23, (3), 207-208
19. Editorial
    Financial Markets and Portfolio Management, 2009, 23, (1), 1-2
20. Editorial
    Financial Markets and Portfolio Management, 2009, 23, (2), 109-110
21. IMPLIED AND REALIZED VOLATILITY IN THE CROSS-SECTION OF EQUITY OPTIONS
    International Journal of Theoretical and Applied Finance (IJTAF), 2009, 12, (06), 745-765 View citations (1)
22. Intraday characteristics of stock price crashes
    Applied Financial Economics, 2009, 19, (15), 1239-1255
23. The Performance of Actively and Passively Managed Swiss Equity Funds
    Swiss Journal of Economics and Statistics (SJES), 2009, 145, (I), 1-36
24. The impact of prior performance on the risk-taking of mutual fund managers
    Annals of Finance, 2009, 5, (1), 69-90 View citations (1)

2008

25. Editorial
    Financial Markets and Portfolio Management, 2008, 22, (3), 193-194
26. Editorial
    Financial Markets and Portfolio Management, 2008, 22, (1), 1-2
27. Investment Performance of Swiss Pension Funds and Investment Foundations
    Swiss Journal of Economics and Statistics (SJES), 2008, 144, (II), 153-195
28. Risk Factors for the Swiss Stock Market
    Swiss Journal of Economics and Statistics (SJES), 2008, 144, (I), 1-35 View citations (3)
29. Simulation-based pricing of convertible bonds
    Journal of Empirical Finance, 2008, 15, (2), 310-331 View citations (3)
    See also Working Paper (2005)
30. Tactical Industry Allocation and Model Uncertainty
    The Financial Review, 2008, 43, (2), 273-302
31. Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach
    European Financial Management, 2008, 14, (3), 391-418

2007

32. Editorial
    Financial Markets and Portfolio Management, 2007, 21, (2), 145-146
33. Editorial
    Financial Markets and Portfolio Management, 2007, 21, (3), 267-268
34. Editorial
    Financial Markets and Portfolio Management, 2007, 21, (4), 401-402
35. Editorial
    Financial Markets and Portfolio Management, 2007, 21, (1), 1-2

2006

36. Editorial
    Financial Markets and Portfolio Management, 2006, 20, (2), 121-122
37. Editorial
    Financial Markets and Portfolio Management, 2006, 20, (1), 1-2
38. Nennwertrückzahlungen am Schweizer Aktienmarkt und ihre Auswirkungen auf den Unternehmenswert
    Swiss Journal of Economics and Statistics (SJES), 2006, 142, (IV), 447–477
39. New evidence on the announcement effect of convertible and exchangeable bonds
    Journal of Multinational Financial Management, 2006, 16, (1), 43-63 View citations (7)
40. THE CONGLOMERATE DISCOUNT: A NEW EXPLANATION BASED ON CREDIT RISK
    International Journal of Theoretical and Applied Finance (IJTAF), 2006, 09, (08), 1201-1214 View citations (2)
41. The Effect of Market Regimes on Style Allocation
    Financial Markets and Portfolio Management, 2006, 20, (3), 309-337 View citations (4)

2005

42. An IFRS 2 and FASB 123 (R) Compatible Model for the Valuation of Employee Stock Options
    Financial Markets and Portfolio Management, 2005, 19, (4), 381-396 View citations (2)
43. Eigenschaften von Verwaltungsräten und Unternehmensperformance
    Swiss Journal of Economics and Statistics (SJES), 2005, 141, (I), 1-22

2004

44. Editorial
    Financial Markets and Portfolio Management, 2004, 18, (4), 351-352

2003

45. Are convertible bonds underpriced? An analysis of the French market
    Journal of Banking & Finance, 2003, 27, (4), 635-653 View citations (13)
46. Tactical Asset Allocation mit Genetischen Algorithmen
    Swiss Journal of Economics and Statistics (SJES), 2003, 139, (I), 1-40

2000

47. Evaluating the Long-Term Risk of Equity Investments in a Portfolio Insurance Framework
    The Geneva Papers on Risk and Insurance - Issues and Practice, 2000, 25, (3), 424-438

1998

48. Portfolioabsicherung mit konstanter Indexpartizipation
    Swiss Journal of Economics and Statistics (SJES), 1998, 134, (IV), 499-526

Editor

1. Financial Markets and Portfolio Management
   Springer