Financial Markets and Portfolio Management
2004 - 2025
Current editor(s): Manuel Ammann From: Springer Swiss Society for Financial Market Research Contact information at EDIRC. Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing (). Access Statistics for this journal.
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Volume 36, issue 4, 2022
- Interest rate shocks, competition and bank liquidity creation pp. 409-441

- Thomas Kick
- How online discussion board activity affects stock trading: the case of GameStop pp. 443-472

- André Betzer and Jan Philipp Harries
- Beyond mean–variance: assessing hedge fund performance in a non-parametric world pp. 473-488

- Afrae Hassouni and Hugues Pirotte Speder
- Response of ETF flows and long-run returns to investor sentiment pp. 489-531

- Padma Kadiyala
- J. C. De Swaan: Seeking virtue in finance—contributing to society in a conflicted industry pp. 533-535

- Manuel P. Mezger
Volume 36, issue 3, 2022
- German banks’ behavior in the low interest rate environment pp. 267-296

- Ramona Busch, Helge C. N. Littke, Christoph Memmel and Simon Niederauer
- Exploring the diversification benefits of US international equity closed-end funds pp. 297-320

- Jonathan Fletcher
- Can the FSCORE add value to anomaly-based portfolios? A reality check in the German stock market pp. 321-367

- Eero Pätäri, Timo H. Leivo and Sheraz Ahmed
- From innovation to obfuscation: continuous time finance fifty years later pp. 369-401

- Stylianos Perrakis
- Book Review: Decentralized finance after Bitcoin & Ethereum pp. 403-405

- Luca J. Liebi
Volume 36, issue 2, 2022
- On the Effects of Capital Markets’ Regulation on Price Informativeness: an Assessment of EU Market Abuse Directive pp. 125-157

- Paulo Pereira Silva and Isabel Vieira
- China’s anti-corruption campaign and stock returns of luxury goods firms pp. 159-177

- Thomas Nitschka
- Corporate bond yields and returns: a survey pp. 179-201

- Stephanie Heck
- Empirical analysis of the illiquidity premia of German real estate securities pp. 203-260

- Thomas Paul, Thomas Walther and André Küster-Simic
- Gregory Scopino: Algo Bots and the Law pp. 261-263

- Donglin He
Volume 36, issue 1, 2022
- State-dependent stock selection in index tracking: a machine learning approach pp. 1-28

- Reza Bradrania, Davood Pirayesh Neghab and Mojtaba Shafizadeh
- Star rating, fund flows and performance predictability: evidence from Norway pp. 29-56

- Linn K. Aasheim, António F. Miguel and Sofia Ramos
- Portfolio Selection with Irregular Time Grids: an example using an ICA-COGARCH(1, 1) approach pp. 57-85

- Francesco Bianchi, Lorenzo Mercuri and Edit Rroji
- Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation pp. 87-117

- Muhammad Niaz Khan, Suzanne G. M. Fifield, Nongnuch Tantisantiwong and David M. Power
- “Empirical Asset Pricing” by Wayne Ferson pp. 119-121

- Fabian Hollstein
- Report of the Editor 2021 pp. 123-124

- Markus Schmid
Volume 35, issue 4, 2021
- Analyst herding and firm-level investor sentiment pp. 461-494

- John Garcia
- COVID-19’s impact on real estate markets: review and outlook pp. 495-513

- Nadia Balemi, Roland Füss and Alois Weigand
- Covid-19 and smart beta pp. 515-532

- Milot Hasaj and Bernd Scherer
- Have trend-following signals in commodity futures markets become less reliable in recent years? pp. 533-553

- Benjamin R. Auer
- Matthew F. Dixon, Igor Halperin, and Paul Bilokon: Machine learning in finance from theory to practice pp. 555-557

- Antoniya Shivarova
Volume 35, issue 3, 2021
- The better turbulence index? Forecasting adverse financial markets regimes with persistent homology pp. 277-308

- Eduard Baitinger and Samuel Flegel
- Cross-validated covariance estimators for high-dimensional minimum-variance portfolios pp. 309-352

- Sven Husmann, Antoniya Shivarova and Rick Steinert
- Gold and oil prices: abnormal returns, momentum and contrarian effects pp. 353-368

- Guglielmo Maria Caporale and Alex Plastun
- Designing volatility indices for Austria, Finland and Spain pp. 369-455

- Giovanni Campisi and Silvia Muzzioli
- Onno de Beaufort Wijnholds: the money masters—the progress and power of central banks pp. 457-459

- Donglin He
Volume 35, issue 2, 2021
- Seasonalities in the German stock market pp. 151-192

- Daniel Hofmann and Karl Ludwig Keiber
- Interaction effects between dynamic hybrid products and traditional deferred annuities in the German life insurance market pp. 193-224

- Nikolaj Moretti and Johannes Bartels
- The US financial crisis, market volatility, credit risk and stock returns in the Americas pp. 225-254

- Juan Andres Rodriguez-Nieto and Andre V. Mollick
- Product market competition and intermediate-term momentum pp. 255-267

- Scott Li
- Matthias Thiemann: The Growth of Shadow Banking: A Comparative Institutional Analysis pp. 269-272

- Pēteris Kloks
Volume 35, issue 1, 2021
- ICO investors pp. 1-59

- Ruediger Fahlenbrach and Marc Frattaroli
- Testing for structural breaks in return-based style regression models pp. 61-76

- Yunmi Kim, Douglas Stone and Tae-Hwan Kim
- A literature review of new methods in empirical asset pricing: omitted-variable and errors-in-variable bias pp. 77-100

- Solène Collot and Tobias Hemauer
- A comprehensive investigation into style momentum strategies in China pp. 101-144

- Chen Su
- Antony Lewis: The basics of bitcoins and blockchains pp. 145-147

- Luca J. Liebi
- Report of the Editor 2020 pp. 149-150

- Markus Schmid
Volume 34, issue 4, 2020
- Behavioral portfolio insurance strategies pp. 353-399

- Marcos Escobar-Anel, Andreas Lichtenstern and Rudi Zagst
- Time-consistent mean–variance asset-liability management in a regime-switching jump-diffusion market pp. 401-427

- Yu Yang, Yonghong Wu and Benchawan Wiwatanapataphee
- Flight-to-quality in the stock–bond return relation: a regime-switching copula approach pp. 429-470

- Minoru Tachibana
- Dominance of hybrid contratum strategies over momentum and contrarian strategies: half a century of evidence pp. 471-505

- Kobana Abukari and Isaac Otchere
- Marcos M. López de Prado: Machine learning for asset managers pp. 507-509

- Florian Hinz
Volume 34, issue 3, 2020
- Factor exposures and diversification: Are sustainably screened portfolios any different? pp. 221-249

- Arnaud Gougler and Sebastian Utz
- Momentum effects in the cryptocurrency market after one-day abnormal returns pp. 251-266

- Guglielmo Maria Caporale and Alex Plastun
- Diversification and portfolio theory: a review pp. 267-312

- Nettey Boevi Gilles Koumou
- A new unbiased additive robust volatility estimation using extreme values of asset prices pp. 313-347

- Muneer Shaik and S. Maheswaran
- Emmanuel Saez and Gabriel Zucman: The Triumph of Injustice: How the Rich Dodge Taxes and How to Make Them Pay pp. 349-352

- Matthias Weber
Volume 34, issue 2, 2020
- Portfolio creation using artificial neural networks and classification probabilities: a Canadian study pp. 133-163

- Tania Morris and Jules Comeau
- The effect of ETFs on financial markets: a literature review pp. 165-178

- Luca J. Liebi
- Are intraday reversal and momentum trading strategies feasible? An analysis for German blue chip stocks pp. 179-197

- Tim A. Herberger, Matthias Horn and Andreas Oehler
- A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization pp. 199-214

- Jules Clement Mba and Sutene Mwambi
- Claudia Zeisberger, Michael Prahls and Bowen White: Mastering Private Equity: transformation via venture capital, minority investments and buyouts pp. 215-217

- Maria Oliveira
- FMPM Best Paper Award 2019 pp. 219-220

- Markus Schmid
Volume 34, issue 1, 2020
- Aggregate insider trading and the prediction of corporate credit spread changes pp. 1-31

- Patrick Hable and Patrick Launhardt
- Which firms benefit from market making? pp. 33-63

- Y. Peter Chung, S. Thomas Kim, Kenji Kutsuna and Richard L. Smith
- The stock market’s reaction to macroeconomic news under ambiguity pp. 65-97

- Ariel Viale, Antoine Giannetti and Luis Garcia-Feijoo
- Collateral affects return risk: evidence from the euro bond market pp. 99-128

- Stig Helberg and Snorre Lindset
- Lasse Heje Pedersen: Efficiently inefficient: how smart money invests and market prices are determined pp. 129-131

- Vitaly Orlov
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