Details about Manuel Ammann

Access statistics for papers by Manuel Ammann.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pam58

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 View citations (1)

2016

2. Characteristics-based Portfolio Choice with Leverage Constraints
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (7)
   See also Journal Article in Journal of Banking & Finance (2016)
3. Competing with Superstars
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (7)
   See also Journal Article in Management Science (2016)
4. 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

2015

5. Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (3)

2013

6. Variance Risk Premiums in Foreign Exchange Markets
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (12)

2012

7. 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 View citations (8)
   See also Journal Article in Journal of Banking & Finance (2012)
8. Do Newspaper Articles Predict Aggregate Stock Returns?
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (3)

2005

9. Simulation-Based Pricing of Convertible Bonds
   Finance, University Library of Munich, Germany View citations (4)
   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 View citations (7)
   See also Working Paper (2016)
2. Competing with Superstars
   Management Science, 2016, 62, (10), 2842-2858 View citations (8)
   See also Working Paper (2016)

2012

3. An alternative three-factor model for international markets: Evidence from the European Monetary Union
   Journal of Banking & Finance, 2012, 36, (7), 1857-1864 View citations (8)
   See also Working Paper (2012)
4. Editorial
   Financial Markets and Portfolio Management, 2012, 26, (2), 177-178
5. Editorial
   Financial Markets and Portfolio Management, 2012, 26, (1), 1-2
6. Is there Really No Conglomerate Discount?
   Journal of Business Finance & Accounting, 2012, 39, (1-2), 264-288 View citations (23)

2011

7. Corporate governance and firm value: International evidence
   Journal of Empirical Finance, 2011, 18, (1), 36-55 View citations (92)
8. Editorial
   Financial Markets and Portfolio Management, 2011, 25, (3), 237-238
9. Editorial
   Financial Markets and Portfolio Management, 2011, 25, (4), 343-344
10. Editorial
    Financial Markets and Portfolio Management, 2011, 25, (1), 1-2
11. Editorial
    Financial Markets and Portfolio Management, 2011, 25, (2), 109-110

2010

12. Editorial
    Financial Markets and Portfolio Management, 2010, 24, (3), 217-218
13. Editorial
    Financial Markets and Portfolio Management, 2010, 24, (2), 105-106
14. Editorial
    Financial Markets and Portfolio Management, 2010, 24, (4), 325-326
15. Editorial
    Financial Markets and Portfolio Management, 2010, 24, (1), 1-2
16. Performance and governance of Swiss pension funds
    Journal of Pension Economics and Finance, 2010, 9, (1), 95-128 View citations (5)
17. What drives the performance of convertible-bond funds?
    Journal of Banking & Finance, 2010, 34, (11), 2600-2613 View citations (14)

2009

18. Asymmetric dependence patterns in financial time series
    The European Journal of Finance, 2009, 15, (7-8), 703-719 View citations (11)
19. Editorial
    Financial Markets and Portfolio Management, 2009, 23, (2), 109-110
20. Editorial
    Financial Markets and Portfolio Management, 2009, 23, (3), 207-208
21. Editorial
    Financial Markets and Portfolio Management, 2009, 23, (1), 1-2
22. The Performance of Actively and Passively Managed Swiss Equity Funds
    Swiss Journal of Economics and Statistics (SJES), 2009, 145, (I), 1-36 View citations (1)
23. The impact of prior performance on the risk-taking of mutual fund managers
    Annals of Finance, 2009, 5, (1), 69-90 View citations (5)

2008

24. Editorial
    Financial Markets and Portfolio Management, 2008, 22, (1), 1-2
25. Editorial
    Financial Markets and Portfolio Management, 2008, 22, (3), 193-194
26. Investment Performance of Swiss Pension Funds and Investment Foundations
    Swiss Journal of Economics and Statistics (SJES), 2008, 144, (II), 153-195 View citations (2)
27. Risk Factors for the Swiss Stock Market
    Swiss Journal of Economics and Statistics (SJES), 2008, 144, (I), 1-35 View citations (10)
28. Simulation-based pricing of convertible bonds
    Journal of Empirical Finance, 2008, 15, (2), 310-331 View citations (30)
    See also Working Paper (2005)
29. Tactical Industry Allocation and Model Uncertainty
    The Financial Review, 2008, 43, (2), 273-302 View citations (1)
30. Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach
    European Financial Management, 2008, 14, (3), 391-418 View citations (4)

2007

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

2006

35. Editorial
    Financial Markets and Portfolio Management, 2006, 20, (1), 1-2
36. Editorial
    Financial Markets and Portfolio Management, 2006, 20, (2), 121-122
37. Nennwertrückzahlungen am Schweizer Aktienmarkt und ihre Auswirkungen auf den Unternehmenswert
    Swiss Journal of Economics and Statistics (SJES), 2006, 142, (IV), 447–477 View citations (2)
38. New evidence on the announcement effect of convertible and exchangeable bonds
    Journal of Multinational Financial Management, 2006, 16, (1), 43-63 View citations (27)
39. The Effect of Market Regimes on Style Allocation
    Financial Markets and Portfolio Management, 2006, 20, (3), 309-337 View citations (13)

2005

40. 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)
41. Eigenschaften von Verwaltungsräten und Unternehmensperformance
    Swiss Journal of Economics and Statistics (SJES), 2005, 141, (I), 1-22

2004

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

2003

43. Are convertible bonds underpriced? An analysis of the French market
    Journal of Banking & Finance, 2003, 27, (4), 635-653 View citations (49)
44. Tactical Asset Allocation mit Genetischen Algorithmen
    Swiss Journal of Economics and Statistics (SJES), 2003, 139, (I), 1-40

2000

45. 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 View citations (2)

1998

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

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

Editor

1. Financial Markets and Portfolio Management
   Springer