Financial Markets and Portfolio Management

2004 - 2025

Current editor(s): Manuel Ammann

From:
Springer
Swiss Society for Financial Market Research
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Minimum capital requirement portfolios according to the new Basel framework for market risk pp. 171-192: Alessandro Avellone, Ilaria Foroni and Chiara Pederzoli
Correction: Minimum capital requirement portfolios according to the new Basel framework for market risk pp. 193-193: Alessandro Avellone, Ilaria Foroni and Chiara Pederzoli
Venture capital affiliation in decentralized finance: evidence from ICOs in blockchain ecosystem pp. 195-223: Francisca Duarte Camelo and Fábio Dias Duarte
Non-financial disclosure and stock price informativeness: the role of country-level institutional factors pp. 225-258: Paulo Pereira Silva
Pairs trading in the German stock market: is there still life in the old dog? pp. 259-297: Sascha Wilkens

Financial knowledge acquisition and trading behavior: empirical evidence from an online information tool pp. 1-45: Anthony Bellofatto, Marie-Hélène Broihanne and Catherine D’Hondt
Political uncertainty and sovereign bond markets pp. 47-97: Lukas Handler and Rainer Jankowitsch
Second hand or second generation? The performance of secondary buyouts pp. 99-131: Jonas Kick and Bernhard Schwetzler
Extending the demand system approach to asset pricing pp. 133-166: Thomas Gehrig, Leopold Sögner and Arne Westerkamp
Ben Mezrich, Dumb Money (Harper Collins Publishers, 2023) pp. 167-168: Joshua Traut

Hidden neighbours: extracting industry momentum from stock networks pp. 415-441: Joon Chul James Ahn, Dragos Gorduza and Seonho Park
The cost of going public and financial constraints pp. 443-464: Gerard Pinto
The performance of asset allocation mutual funds pp. 465-514: Zhengnan Yin, Niall O’Sullivan and Meadhbh Sherman
National differences in gambling-driven stock trading behavior: evidence from a simulated trading game pp. 515-531: Moritz Mosenhauer and Jakob Windisch
Gary B. Gorton and Guillermo L. Ordoñez: Macroeconomics and financial crises: bound together by information dynamics pp. 533-535: Donglin He

A simple test of misspecification for linear asset pricing models pp. 305-330: Antoine Giannetti
Herding the crowds: how sentiment affects crowdsourced earnings estimates pp. 331-370: John Garcia
Politically connected outside directors and market reaction: evidence from Korea pp. 371-397: Kyeongmin Jeon, Jeung-Yoon (Jen) Chang and Young-Soo Choi
Can machine learning make technical analysis work? pp. 399-412: Andrea Rigamonti
Morgan Housel: The psychology of money: timeless lessons on wealth, greed, and happiness (Harriman House, 2020) pp. 413-414: Joshua Traut

Editorial pp. 163-164: Markus Schmid
Long-term returns estimation of leveraged indexes and ETFs pp. 165-190: Hayden Brown
Short selling and firm investment efficiency pp. 191-237: Chang Yu
Foreign versus domestic institutional ownership and stock price synchronicity in Taiwan pp. 239-263: Pi-Yun Yang, Dun-Yao Ke, Kai-Chien Chen and Thi Bao Ngoc Nguyen
Measuring costly behavioral bias factors in portfolio management: a review pp. 265-295: David Gorzon, Marc Bormann and Ruediger Nitzsch
Nuno Fernandes: Climate Finance pp. 297-300: Martin Nerlinger

The Credit Suisse bailout in hindsight: not a bitter pill to swallow, but a case to follow pp. 1-35: Pascal Böni and Heinz Zimmermann
Does analysts’ industrial concentration affect the quality of their forecasts? pp. 37-91: Guanming He, Yun Sun and April Zhichao Li
Hedging goals pp. 93-122: Thomas Krabichler and Marcus Wunsch
Evaluating the influence of financial technology (FinTech) on sustainable finance: a comprehensive global analysis pp. 123-155: Muhammad Kashif, Chen Pinglu, Saif Ullah and Mubasher Zaman
The palgrave handbook of FinTech and blockchain pp. 157-159: Luca J. Liebi

International banking facilities and bank value pp. 351-377: Charles Braymen and John R. Wingender
The two-component Beta-t-QVAR-M-lev: a new forecasting model pp. 379-401: Michel Ferreira Cardia Haddad, Szabolcs Blazsek, Philip Arestis, Franz Fuerst and Hsia Hua Sheng
The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets pp. 403-456: Kevin Rink
The effect of staggered boards on firm value during market shocks pp. 457-497: Tristan Oliver Stenzaly
The bond king: how one man made a market, built an empire, and lost it all—review pp. 499-502: Tom Burdorf

Beta estimation in the European network regulation context: what matters, what doesn’t, and what is indispensable pp. 239-275: Dmitry Bazhutov, André Betzer and Richard Stehle
Factors in Swiss franc corporate bond returns pp. 277-296: Samuel Manser
What we know about the low-risk anomaly: a literature review pp. 297-324: Joshua Traut
Securities transaction taxes and stock price informativeness: evidence for France and Italy pp. 325-345: Paulo Pereira Silva
Campbell R. Harvey, Ashwin Ramachandran, Joey Santoro: DeFi and the Future of Finance pp. 347-349: Mathis Mörke

Rebalancing with transaction costs: theory, simulations, and actual data pp. 121-160: Rim Bernoussi and Michael Rockinger
Do(n’t) believe everything you hear about disclosure: Twitter and the voluntary disclosure effect pp. 161-189: Julian U. N. Vogel and Feixue Xie
Neural network predictions of the high-frequency CSI300 first distant futures trading volume pp. 191-207: Xiaojie Xu and Yun Zhang
Securitization of pandemic risk by using coronabond pp. 209-229: Adlane Haffar, Éric Le Fur and Mohamed Khordj
The economics of monetary unions: past experiences and the eurozone pp. 231-233: Tom Burdorf

Will the reddit rebellion take you to the moon? Evidence from WallStreetBets pp. 1-25: Ryan G. Chacon, Thibaut G. Morillon and Ruixiang Wang
Constrained portfolio strategies in a regime-switching economy pp. 27-59: Marcelo Lewin and Carlos Heitor Campani
A stochastic Asset Liability Management model for life insurance companies pp. 61-94: Marco Di Francesco and Roberta Simonella
Momentum: what do we know 30 years after Jegadeesh and Titman’s seminal paper? pp. 95-114: Tobias Wiest
Javier Blas and Jack Farchy, The World for Sale: Money, Power and the Traders Who Barter the Earth’s Resources pp. 115-118: Joshua Traut
Report of the Editor 2022 pp. 119-120: Markus Schmid