Financial Markets and Portfolio Management

2004 - 2026

Current editor(s): Manuel Ammann

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Springer
Swiss Society for Financial Market Research
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What drives venture capitalists to stray from their preferred investment industries? pp. 309-340: Tyler Hull
The impact of monetary policy on stock prices: gaining momentum or losing steam? pp. 341-374: Carlo Rosa
Text based hierarchical risk parity (TBHRP) pp. 375-392: Blake Rayfield
Long-term equity investing and withdrawal rules pp. 393-420: Jan Antell and Mika Vaihekoski

Investor-level common ownership, stock return comovement, and competition pp. 175-212: Markus Münster and Martin Walther
Behavioral performance attribution of retail investors’ portfolio returns pp. 213-244: David Gorzon and Rüdiger von Nitzsch
Target volatility strategies: optimal rebalancing boundary for transaction cost minimization pp. 245-272: Zefeng Bai, Dessislava Pachamanova, Victoria Steblovskaya and Kai Wallbaum
Revisiting Boehmer et al. (2021): recent period, alternative method, different conclusions pp. 273-306: David Ardia, Clément Aymard and Tolga Cenesizoglu

The lexical ratio: a new perspective on portfolio diversification pp. 1-26: Sayyed Faraz Mohseni, Hamid Arian and Jean-François Bégin
Taste for characteristics or risk factor aversion? Evidence from institutional demand pp. 27-96: Matthias Bank, Franz Insam and Jochen Lawrenz
P2P loan performance forecasting and portfolio optimization: the role of distance metrics in mixed data classification pp. 97-133: Tomáš Plíhal and Oleg Deev
Modelling the term structure pp. 135-168: Christoph Memmel and Lotta Heckmann-Draisbach
Alejandro lopez-lira. the predictive edge: outsmart the market using generative AI and ChatGPT in financial forecasting. hoboken, NJ: John Wiley & Sons, 2024. ISBN 978–1-394–24,271-9 (hardcover), USD 35, approx. EUR 33 pp. 169-171: Mathis Mörke

Cryptocurrency momentum has (not) its moments pp. 443-476: Klaus Grobys, James W. Kolari, Davide Sandretto, Syed Jawad H. Shahzad and Janne Äijö
Is climate policy uncertainty priced in China? pp. 477-500: Tao Huang, Zeyu Sun and Zhe Zhao
Drivers of market responses to the Silicon Valley Bank’s failure pp. 501-526: Asil Azimli
Characteristics of pension fund financial quality: the role of uncommitted funds pp. 527-563: Michael Huynh, Yvonne Seiler Zimmermann and Heinz Zimmermann

The influence of short-term subjective expectations on stock price movements pp. 303-333: Johannes Schmidt
Correction: The influence of short-term subjective expectations on stock price movements pp. 335-335: Johannes Schmidt
Industry classification, industry concentration, and stock returns pp. 337-363: Scott Li, James Refalo and Jong-Hwan Yi
Institutional ownership and firm performance by life-cycle stage pp. 365-413: Mina Glambosky, Surendranath Jory, Tapas Mishra and Thanh Ngo
Reserve currency and the time-varying link between uncertainties in commodity and financial markets pp. 415-441: Baris Kocaarslan

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