Financial Markets and Portfolio Management

2004 - 2022

Current editor(s): Manuel Ammann

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Springer
Swiss Society for Financial Market Research
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Volume 30, issue 4, 2016

Quantifying the components of the banks’ net interest margin pp. 371-396

Ramona Busch and Christoph Memmel

Assessing financial distress dependencies in OTC markets: a new approach using trade repositories data pp. 397-426

Michele Bonollo, Irene Crimaldi, Andrea Flori, Laura Gianfagna and Fabio Pammolli

Changing organizational form in the stock exchange industry and risk-taking pp. 427-451

Isaac Otchere and Sana Mohsni

How safe are the safe haven assets? pp. 453-482

Kateryna Anatoliyevna Kopyl and John Byong-Tek Lee

John F. Bovenzi: Inside the FDIC: Thirty Years of Bank Failures, Bailouts, and Regulatory Battles pp. 483-485

Thomas Spycher

Volume 30, issue 3, 2016

Is there Swissness in investment decision behavior and investment competence? pp. 233-275

Kremena Bachmann and Thorsten Hens

The characteristics of infrastructure as an investment class pp. 277-297

Wouter Thierie and Lieven Moor

The impact of mobile payment on payment choice pp. 299-336

Tobias Trütsch

Capturing short-term and long-term alpha of global bond portfolios: evidence from EUR-investors’ perspective pp. 337-365

Gueorgui Konstantinov

Claus Munk: Financial Asset Pricing Theory pp. 367-369

Igor Pozdeev

Volume 30, issue 2, 2016

Does female management influence firm performance? Evidence from Luxembourg banks pp. 113-136

Regina M. Reinert, Florian Weigert and Christoph H. Winnefeld

Price distortion induced by a flawed stock market index pp. 137-160

Kotaro Miwa and Kazuhiro Ueda

Beating the DAX, MDAX, and SDAX: investment strategies in Germany pp. 161-204

Friedrich-Carl Franz and Tobias Regele

A plausible model of yield curve dynamics pp. 205-228

Gideon Magnus

David F. Larcker and Brian Tayan: A Real Look at Real World Corporate Governance pp. 229-231

Nicolas Kube

Volume 30, issue 1, 2016

Reputational risks and large international banks pp. 1-17

Ingo Walter

Reputational risks and large international banks pp. 1-17

Ingo Walter

Which stocks drive the size, value, and momentum anomalies and for how long? Evidence from a statistical leverage analysis pp. 19-61

Kevin Aretz and Marc Aretz

Which stocks drive the size, value, and momentum anomalies and for how long? Evidence from a statistical leverage analysis pp. 19-61

Kevin Aretz and Marc Aretz

(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets pp. 63-94

Nicholas Apergis, Alexandros Gabrielsen and Lee Smales

(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets pp. 63-94

Nicholas Apergis, Alexandros Gabrielsen and Lee Smales

Further examination of the demographic and social factors affecting risk aversion pp. 95-110

Tchai Tavor and Sharon Garyn-Tal

Further examination of the demographic and social factors affecting risk aversion pp. 95-110

Tchai Tavor and Sharon Garyn-Tal

Karamjeet Paul: Managing extreme financial risk: strategies and tactics for going concerns pp. 111-112

Simon Strauman

Karamjeet Paul: Managing extreme financial risk: strategies and tactics for going concerns pp. 111-112

Simon Strauman

Volume 29, issue 4, 2015

The win–loss ratio as an ability signal of mutual fund managers: a measure that is less influenced by luck pp. 301-335

Y. Chung and Thomas Kim

Shareholder voting and merger returns pp. 337-363

Laura Henning

Liquidity-driven approach to dynamic asset allocation: evidence from the German stock market pp. 365-379

Eduard Baitinger, Christian Fieberg, Thorsten Poddig and Armin Varmaz

The information content of the open interest of credit default swaps pp. 381-427

Paulo Silva

Andrew Ang: Asset management: a systematic approach to factor investing pp. 429-430

Jan-Philip Schade

Volume 29, issue 3, 2015

Market efficiency under ad hoc information: evidence from Germany pp. 173-206

Matthias Bank and Ralf Baumann

Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil pp. 207-250

Caterina Liberati, Massimiliano Marzo, Paolo Zagaglia and Paola Zappa

Do not put all your eggs in one (time) basket pp. 251-269

Zvika Afik

Are economically significant bond returns explained by corporate news? An examination of the German corporate bond market pp. 271-298

Steve Janner and Daniel Schmidt

De Spiegeleer, J., Schoutens, W., & Van Hulle, C.: The Handbook of Hybrid Securities: Convertible Bonds, CoCo Bonds, and Bail-In pp. 299-300

Christian Ehmann

Volume 29, issue 2, 2015

Profitable momentum trading strategies for individual investors pp. 85-113

Bryan Foltice and Thomas Langer

A symmetric Super Bowl stock market predictor model pp. 115-124

Jeffery Born and Yousra Acherqui

Handling risk-on/risk-off dynamics with correlation regimes and correlation networks pp. 125-147

Jochen Papenbrock and Peter Schwendner

The impact of ECB crisis measures on euro-area CDS spreads pp. 149-168

Petra Gerlach-Kristen

Marc Goergen: International Corporate Governance pp. 169-171

Philipp Horsch

Volume 29, issue 1, 2015

Fund performance and subsequent risk: a study of mutual fund tournaments using holdings-based measures pp. 1-20

Aymen Karoui and Iwan Meier

A note on sorting bias correction in regression-based mutual fund tournament tests pp. 21-29

Aymen Karoui and Iwan Meier

Covariance averaging for improved estimation and portfolio allocation pp. 31-59

Fotis Papailias and Dimitrios Thomakos

Calls of convertible debt securities: no bad news at all pp. 61-79

Tobias Nigbur

Anat R. Admati and Martin Hellwig: The Bankers’ New Clothes—What’s Wrong with Banking and What to Do About It pp. 81-84

Laura Henning

Volume 28, issue 4, 2014

Why not use SDF rather than beta models in performance measurement? pp. 307-336

Jonas Gusset and Heinz Zimmermann

Stress testing German banks against a global credit crunch pp. 337-361

Klaus Düllmann and Thomas Kick

Corporate sustainability in asset pricing models and mutual funds performance measurement pp. 363-407

Thomas Walker, Kerstin Lopatta and Thomas Kaspereit

The impact of Financial Times Deutschland news on stock prices: post-announcement drifts and inattention of investors pp. 409-436

Alexander Kerl, Carolin Schürg and Andreas Walter

Kevin R. Mirabile: Hedge Fund Investing pp. 437-439

Florian Weigert

Volume 28, issue 3, 2014

Where is the value added of rebalancing? A systematic comparison of alternative rebalancing strategies pp. 209-231

Hubert Dichtl, Wolfgang Drobetz and Martin Wambach

Reciprocal social influence on investment decisions: behavioral evidence from a group of mutual fund managers pp. 233-262

Frederik König

An empirical investigation of asset pricing models under divergent lending and borrowing rates pp. 263-279

Yacine Hammami

Abnormal investor response to the index effect for daily and intraday data pp. 281-303

Tchai Tavor

Pojarliev, M. and R. M. Levich (2012): A New Look at Currency Investing, CFA Institute pp. 305-306

Rico Wyss

Volume 28, issue 2, 2014

(Un)skilled leveraged trading of retail investors pp. 111-138

Stephan Meyer, Sebastian Schroff and Christof Weinhardt

Forecasting market turbulence using regime-switching models pp. 139-164

Johannes Hauptmann, Anja Hoppenkamps, Aleksey Min, Franz Ramsauer and Rudi Zagst

An international analysis of REITs and stock portfolio management based on dynamic conditional correlation models pp. 165-180

Yen-Hsien Lee

On the distribution of government bond returns: evidence from the EMU pp. 181-203

Christian Gabriel and Christian Lau

Alan S. Blinder: After the Music Stopped: The Financial Crisis, the Response, and the Work Ahead pp. 205-207

Felix Meyerinck

Volume 28, issue 1, 2014

Polynomial goal programming and the implicit higher moment preferences of US institutional investors in hedge funds pp. 1-28

Juliane Proelss and Denis Schweizer

The systematic risk of corporate bonds: default risk, term risk, and index choice pp. 29-61

Christian Klein and Christoph Stellner

Active currency management of international bond portfolios pp. 63-94

Gueorgui Konstantinov

Evaluating absolute return managers pp. 95-103

Momtchil Pojarliev and Richard Levich

Ronald Chan: The Value Investors: Lessons from the World’s Top Fund Managers pp. 105-109

Sina Marquardt