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 2017-04-06. Update your information in the RePEc Author Service.

Short-id: pam58


Jump to Journal Articles Chapters Editor

Working Papers

2017

  1. Illuminating the Dark Side of Financial Innovation: The Role of Investor Information
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads

2016

  1. Characteristics-based Portfolio Choice with Leverage Constraints
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads
    See also Journal Article in Journal of Banking & Finance (2016)
  2. Competing with Superstars
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads
    See also Journal Article in Management Science (2016)
  3. Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads

2015

  1. Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry
    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 (3)

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

2016

  1. Characteristics-based portfolio choice with leverage constraints
    Journal of Banking & Finance, 2016, 70, (C), 23-37 Downloads
    See also Working Paper (2016)
  2. Competing with Superstars
    Management Science, 2016, 62, (10), 2842-2858 Downloads
    See also Working Paper (2016)

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. Editorial
    Financial Markets and Portfolio Management, 2012, 26, (1), 1-2 Downloads
  4. Editorial
    Financial Markets and Portfolio Management, 2012, 26, (2), 177-178 Downloads
  5. 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 (25)
  2. Editorial
    Financial Markets and Portfolio Management, 2011, 25, (2), 109-110 Downloads
  3. Editorial
    Financial Markets and Portfolio Management, 2011, 25, (4), 343-344 Downloads
  4. Editorial
    Financial Markets and Portfolio Management, 2011, 25, (1), 1-2 Downloads
  5. Editorial
    Financial Markets and Portfolio Management, 2011, 25, (3), 237-238 Downloads

2010

  1. Editorial
    Financial Markets and Portfolio Management, 2010, 24, (1), 1-2 Downloads
  2. Editorial
    Financial Markets and Portfolio Management, 2010, 24, (4), 325-326 Downloads
  3. Editorial
    Financial Markets and Portfolio Management, 2010, 24, (3), 217-218 Downloads
  4. Editorial
    Financial Markets and Portfolio Management, 2010, 24, (2), 105-106 Downloads
  5. Performance and governance of Swiss pension funds
    Journal of Pension Economics and Finance, 2010, 9, (01), 95-128 Downloads View citations (2)
  6. 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. Editorial
    Financial Markets and Portfolio Management, 2009, 23, (3), 207-208 Downloads
  3. Editorial
    Financial Markets and Portfolio Management, 2009, 23, (1), 1-2 Downloads
  4. Editorial
    Financial Markets and Portfolio Management, 2009, 23, (2), 109-110 Downloads
  5. 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)
  6. Intraday characteristics of stock price crashes
    Applied Financial Economics, 2009, 19, (15), 1239-1255 Downloads View citations (2)
  7. The Performance of Actively and Passively Managed Swiss Equity Funds
    Swiss Journal of Economics and Statistics (SJES), 2009, 145, (I), 1-36 Downloads
  8. The impact of prior performance on the risk-taking of mutual fund managers
    Annals of Finance, 2009, 5, (1), 69-90 Downloads View citations (4)

2008

  1. Editorial
    Financial Markets and Portfolio Management, 2008, 22, (1), 1-2 Downloads
  2. Editorial
    Financial Markets and Portfolio Management, 2008, 22, (3), 193-194 Downloads
  3. Investment Performance of Swiss Pension Funds and Investment Foundations
    Swiss Journal of Economics and Statistics (SJES), 2008, 144, (II), 153-195 Downloads
  4. Risk Factors for the Swiss Stock Market
    Swiss Journal of Economics and Statistics (SJES), 2008, 144, (I), 1-35 Downloads View citations (6)
  5. Simulation-based pricing of convertible bonds
    Journal of Empirical Finance, 2008, 15, (2), 310-331 Downloads View citations (10)
    See also Working Paper (2005)
  6. Tactical Industry Allocation and Model Uncertainty
    The Financial Review, 2008, 43, (2), 273-302 Downloads View citations (1)
  7. Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach
    European Financial Management, 2008, 14, (3), 391-418 Downloads View citations (1)

2007

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

2006

  1. Editorial
    Financial Markets and Portfolio Management, 2006, 20, (2), 121-122 Downloads
  2. Editorial
    Financial Markets and Portfolio Management, 2006, 20, (1), 1-2 Downloads
  3. 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)
  4. 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)
  5. 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)
  6. The Effect of Market Regimes on Style Allocation
    Financial Markets and Portfolio Management, 2006, 20, (3), 309-337 Downloads View citations (4)

2005

  1. 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 Downloads View citations (2)
  2. Eigenschaften von Verwaltungsräten und Unternehmensperformance
    Swiss Journal of Economics and Statistics (SJES), 2005, 141, (I), 1-22 Downloads

2004

  1. Editorial
    Financial Markets and Portfolio Management, 2004, 18, (4), 351-352 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 (27)
  2. Tactical Asset Allocation mit Genetischen Algorithmen
    Swiss Journal of Economics and Statistics (SJES), 2003, 139, (I), 1-40 Downloads

2000

  1. 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 Downloads View citations (1)

1998

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

Chapters

2013

  1. The construction and valuation effect of corporate governance indices
    Chapter 13 in Handbook of Research Methods and Applications in Empirical Finance, 2013, pp 314-340 Downloads

Editor

  1. Financial Markets and Portfolio Management
    Springer
 
Page updated 2017-04-20