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 (2)

2016

2. Characteristics-based Portfolio Choice with Leverage Constraints
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (14)
   See also Journal Article Characteristics-based portfolio choice with leverage constraints, Journal of Banking & Finance, Elsevier (2016) View citations (13) (2016)
3. Competing with Superstars
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (16)
   See also Journal Article Competing with Superstars, Management Science, INFORMS (2016) View citations (17) (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 (13)

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 (12)
   See also Journal Article An alternative three-factor model for international markets: Evidence from the European Monetary Union, Journal of Banking & Finance, Elsevier (2012) View citations (12) (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 Simulation-based pricing of convertible bonds, Journal of Empirical Finance, Elsevier (2008) View citations (34) (2008)

Journal Articles

2016

1. Characteristics-based portfolio choice with leverage constraints
   Journal of Banking & Finance, 2016, 70, (C), 23-37 View citations (13)
   See also Working Paper Characteristics-based Portfolio Choice with Leverage Constraints, Working Papers on Finance (2016) View citations (14) (2016)
2. Competing with Superstars
   Management Science, 2016, 62, (10), 2842-2858 View citations (17)
   See also Working Paper Competing with Superstars, Working Papers on Finance (2016) View citations (16) (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 (12)
   See also Working Paper An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union, Working Papers on Finance (2012) View citations (12) (2012)
4. Disposition effect and mutual fund performance
   Applied Financial Economics, 2012, 22, (1), 1-19 View citations (5)
5. Editorial
   Financial Markets and Portfolio Management, 2012, 26, (1), 1-2
6. Editorial
   Financial Markets and Portfolio Management, 2012, 26, (2), 177-178
7. Is there Really No Conglomerate Discount?
   Journal of Business Finance & Accounting, 2012, 39, (1-2), 264-288 View citations (28)

2011

8. Corporate governance and firm value: International evidence
   Journal of Empirical Finance, 2011, 18, (1), 36-55 View citations (112)
9. Editorial
   Financial Markets and Portfolio Management, 2011, 25, (3), 237-238
10. Editorial
    Financial Markets and Portfolio Management, 2011, 25, (4), 343-344
11. Editorial
    Financial Markets and Portfolio Management, 2011, 25, (2), 109-110
12. Editorial
    Financial Markets and Portfolio Management, 2011, 25, (1), 1-2

2010

13. Editorial
    Financial Markets and Portfolio Management, 2010, 24, (1), 1-2
14. Editorial
    Financial Markets and Portfolio Management, 2010, 24, (4), 325-326
15. Editorial
    Financial Markets and Portfolio Management, 2010, 24, (3), 217-218
16. Editorial
    Financial Markets and Portfolio Management, 2010, 24, (2), 105-106
17. Performance and governance of Swiss pension funds
    Journal of Pension Economics and Finance, 2010, 9, (1), 95-128 View citations (6)
18. What drives the performance of convertible-bond funds?
    Journal of Banking & Finance, 2010, 34, (11), 2600-2613 View citations (14)

2009

19. Asymmetric dependence patterns in financial time series
    The European Journal of Finance, 2009, 15, (7-8), 703-719 View citations (11)
20. Editorial
    Financial Markets and Portfolio Management, 2009, 23, (2), 109-110
21. Editorial
    Financial Markets and Portfolio Management, 2009, 23, (3), 207-208
22. Editorial
    Financial Markets and Portfolio Management, 2009, 23, (1), 1-2
23. Intraday characteristics of stock price crashes
    Applied Financial Economics, 2009, 19, (15), 1239-1255 View citations (4)
24. 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)
25. The impact of prior performance on the risk-taking of mutual fund managers
    Annals of Finance, 2009, 5, (1), 69-90 View citations (6)

2008

26. Editorial
    Financial Markets and Portfolio Management, 2008, 22, (3), 193-194
27. Editorial
    Financial Markets and Portfolio Management, 2008, 22, (1), 1-2
28. Investment Performance of Swiss Pension Funds and Investment Foundations
    Swiss Journal of Economics and Statistics (SJES), 2008, 144, (II), 153-195 View citations (2)
29. Risk Factors for the Swiss Stock Market
    Swiss Journal of Economics and Statistics (SJES), 2008, 144, (I), 1-35 View citations (11)
30. Simulation-based pricing of convertible bonds
    Journal of Empirical Finance, 2008, 15, (2), 310-331 View citations (34)
    See also Working Paper Simulation-Based Pricing of Convertible Bonds, Finance (2005) View citations (4) (2005)
31. Tactical Industry Allocation and Model Uncertainty
    The Financial Review, 2008, 43, (2), 273-302 View citations (1)
32. Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach
    European Financial Management, 2008, 14, (3), 391-418 View citations (4)

2007

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

2006

37. Editorial
    Financial Markets and Portfolio Management, 2006, 20, (2), 121-122
38. Editorial
    Financial Markets and Portfolio Management, 2006, 20, (1), 1-2
39. 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)
40. New evidence on the announcement effect of convertible and exchangeable bonds
    Journal of Multinational Financial Management, 2006, 16, (1), 43-63 View citations (29)
41. The Effect of Market Regimes on Style Allocation
    Financial Markets and Portfolio Management, 2006, 20, (3), 309-337 View citations (13)

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 (52)
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 View citations (2)

1998

48. 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