EconPapers    
Economics at your fingertips  
 

Details about Manuel Ammann

Homepage:http://www.manuel-ammann.com
Postal address:University of St. Gallen Rosenbergstrasse 52 9000 St. Gallen Switzerland
Workplace:Schweizerisches Institut für Banken und Finanzen (SBF) (Swiss Institute for Banking and Finance), School of Finance, Universität St. Gallen (University of St. Gallen), (more information at EDIRC)

Access statistics for papers by Manuel Ammann.

Last updated 2015-10-05. Update your information in the RePEc Author Service.

Short-id: pam58


Jump to Journal Articles Editor

Working Papers

2016

  1. Competing with Superstars
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads

2013

  1. Variance Risk Premiums in Foreign Exchange Markets
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads View citations (2)

2012

  1. An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads View citations (2)
    See also Journal Article in Journal of Banking & Finance (2012)
  2. Do Newspaper Articles Predict Aggregate Stock Returns?
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads View citations (3)

2005

  1. Simulation-Based Pricing of Convertible Bonds
    Finance, EconWPA Downloads 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 Downloads View citations (2)
    See also Working Paper (2012)
  2. Disposition effect and mutual fund performance
    Applied Financial Economics, 2012, 22, (1), 1-19 Downloads View citations (2)
  3. Is there Really No Conglomerate Discount?
    Journal of Business Finance & Accounting, 2012, 39, (1-2), 264-288 Downloads View citations (7)

2011

  1. Corporate governance and firm value: International evidence
    Journal of Empirical Finance, 2011, 18, (1), 36-55 Downloads View citations (24)

2010

  1. Performance and governance of Swiss pension funds
    Journal of Pension Economics and Finance, 2010, 9, (01), 95-128 Downloads View citations (2)
  2. What drives the performance of convertible-bond funds?
    Journal of Banking & Finance, 2010, 34, (11), 2600-2613 Downloads View citations (6)

2009

  1. Asymmetric dependence patterns in financial time series
    The European Journal of Finance, 2009, 15, (7-8), 703-719 Downloads View citations (7)
  2. IMPLIED AND REALIZED VOLATILITY IN THE CROSS-SECTION OF EQUITY OPTIONS
    International Journal of Theoretical and Applied Finance (IJTAF), 2009, 12, (06), 745-765 Downloads View citations (3)
  3. Intraday characteristics of stock price crashes
    Applied Financial Economics, 2009, 19, (15), 1239-1255 Downloads View citations (2)
  4. The Performance of Actively and Passively Managed Swiss Equity Funds
    Swiss Journal of Economics and Statistics (SJES), 2009, 145, (I), 1-36 Downloads

2008

  1. Investment Performance of Swiss Pension Funds and Investment Foundations
    Swiss Journal of Economics and Statistics (SJES), 2008, 144, (II), 153-195 Downloads
  2. Risk Factors for the Swiss Stock Market
    Swiss Journal of Economics and Statistics (SJES), 2008, 144, (I), 1-35 Downloads View citations (6)
  3. Simulation-based pricing of convertible bonds
    Journal of Empirical Finance, 2008, 15, (2), 310-331 Downloads View citations (10)
    See also Working Paper (2005)
  4. Tactical Industry Allocation and Model Uncertainty
    The Financial Review, 2008, 43, (2), 273-302 Downloads View citations (1)
  5. Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach
    European Financial Management, 2008, 14, (3), 391-418 Downloads View citations (1)

2006

  1. Nennwertrückzahlungen am Schweizer Aktienmarkt und ihre Auswirkungen auf den Unternehmenswert
    Swiss Journal of Economics and Statistics (SJES), 2006, 142, (IV), 447–477 Downloads View citations (2)
  2. New evidence on the announcement effect of convertible and exchangeable bonds
    Journal of Multinational Financial Management, 2006, 16, (1), 43-63 Downloads View citations (15)
  3. THE CONGLOMERATE DISCOUNT: A NEW EXPLANATION BASED ON CREDIT RISK
    International Journal of Theoretical and Applied Finance (IJTAF), 2006, 09, (08), 1201-1214 Downloads View citations (3)

2005

  1. Eigenschaften von Verwaltungsräten und Unternehmensperformance
    Swiss Journal of Economics and Statistics (SJES), 2005, 141, (I), 1-22 Downloads

2003

  1. Are convertible bonds underpriced? An analysis of the French market
    Journal of Banking & Finance, 2003, 27, (4), 635-653 Downloads View citations (26)
  2. Tactical Asset Allocation mit Genetischen Algorithmen
    Swiss Journal of Economics and Statistics (SJES), 2003, 139, (I), 1-40 Downloads

1998

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

Editor

  1. Financial Markets and Portfolio Management
    Springer
 
Page updated 2017-02-22