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Financial Markets and Portfolio Management

2004 - 2022

Current editor(s): Manuel Ammann

Swiss Society for Financial Market Research
Contact information at EDIRC.

Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

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Volume 24, issue 4, 2010

Editorial pp. 325-326 Downloads
Manuel Ammann
The cross-section of equity returns and assets’ fundamental cash-flow risk pp. 327-351 Downloads
Victoria Galsband
Portfolio choice under local industry and country factors pp. 353-393 Downloads
Carlos Castro Iragorri
Delistings of secondary listings: price and volume effects pp. 395-418 Downloads
Matthias Pfister and Rico Wyss
Financing structure and insolvency risk exposure of Islamic banks pp. 419-440 Downloads
Aisyah Rahman
Managerial skill and closed-end fund discounts pp. 441-451 Downloads
Michael Bleaney and Richard Smith
Francis X. Diebold, Neil A. Doherty, and Richard J. Herring: The known, the unknown, and the unknowable in financial risk management pp. 453-454 Downloads
Tobias Nigbur

Volume 24, issue 3, 2010

Editorial pp. 217-218 Downloads
Manuel Ammann
Do fundamental indexes produce higher risk-adjusted returns than market cap indexes? Evidence for European stock markets pp. 219-243 Downloads
Olaf Stotz, Gabrielle Wanzenried and Karsten Döhnert
Association between environmental factors and equity market performance: evidence from a nonparametric frontier method pp. 245-269 Downloads
Don Galagedera
Determinants of heterogeneity in European credit ratings pp. 271-287 Downloads
Kurt Hornik, Rainer Jankowitsch, Manuel Lingo, Stefan Pichler and Gerhard Winkler
Modeling the evolution of implied CDO correlations pp. 289-308 Downloads
Marius Hofert, Matthias Scherer and Rudi Zagst
A note on asset management and market risk pp. 309-320 Downloads
Bernd Scherer
Rüdiger Kiesel, Matthias Scherer, and Rudi Zagst (eds.): Alternative investments and strategies pp. 321-323 Downloads
Roman Frey

Volume 24, issue 2, 2010

Editorial pp. 105-106 Downloads
Manuel Ammann
Return dispersion and expected returns pp. 107-135 Downloads
Xiaoquan Jiang
Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30 pp. 137-158 Downloads
T. Hendricks, Bernd Kempa and Christian Pierdzioch
Do financial advisors exhibit myopic loss aversion? pp. 159-170 Downloads
Kristoffer Eriksen and Ola Kvaløy
Can small investors exploit the momentum effect? pp. 171-192 Downloads
Antonios Siganos
Pair-copulas modeling in finance pp. 193-213 Downloads
Beatriz Mendes, Mariângela Semeraro and Ricardo Leal
Piet Sercu: International Finance pp. 215-216 Downloads
Evert Wipplinger

Volume 24, issue 1, 2010

Editorial pp. 1-2 Downloads
Manuel Ammann
Common (stock) sense about risk-shifting and bank bailouts pp. 3-29 Downloads
Linus Wilson and Yan Wendy Wu
Regulation of systemic liquidity risk pp. 31-48 Downloads
Jin Cao and Gerhard Illing
Idiosyncratic consumption risk and predictability of the carry trade premium: Euro-Area evidence pp. 49-65 Downloads
Thomas Nitschka
Economic capital for nonperforming loans pp. 67-85 Downloads
Rafael Weißbach and Carsten Lieres und Wilkau
Trends in corporate diversification pp. 87-102 Downloads
Nilanjan Basu
William Forbes: Behavioural Finance pp. 103-104 Downloads
Evert Wipplinger

Volume 23, issue 4, 2009

Editorial pp. 333-334 Downloads
Angelo Ranaldo and Paul Söderlind
Liquidity risk, credit risk, and the federal reserve’s responses to the crisis pp. 335-348 Downloads
Asani Sarkar
The implementation of SNB monetary policy pp. 349-359 Downloads
Thomas Jordan, Angelo Ranaldo and Paul Söderlind
The financial crisis in Norway: effects on financial markets and measures taken pp. 361-381 Downloads
Tom Bernhardsen, Arne Kloster, Elisabeth Smith and Olav Syrstad
Intraday volatility responses to monetary policy events pp. 383-399 Downloads
Asger Lunde and Allan Zebedee
Monetary policy shocks and stock returns: evidence from the British market pp. 401-410 Downloads
A. Gregoriou, Alexandros Kontonikas, Ronald MacDonald and Alberto Montagnoli

Volume 23, issue 3, 2009

Editorial pp. 207-208 Downloads
Manuel Ammann
Commonalities in the order book pp. 209-242 Downloads
Héléna Beltran-Lopez, Pierre Giot and Joachim Grammig
Pricing volatility of stock returns with volatile and persistent components pp. 243-269 Downloads
Jie Zhu
Heterogeneous time varying transaction costs and asset pricing in international equity markets pp. 271-283 Downloads
Andros Gregoriou, Christos Ioannidis and Sugata Ghosh
An evaluation of conditional multi-factor models in active asset allocation strategies: an empirical study for the German stock market pp. 285-313 Downloads
Marcus Deetz, T. Poddig, I. Sidorovitch and A. Varmaz
A note on portfolio choice for sovereign wealth funds pp. 315-327 Downloads
Bernd Scherer
C. Skiadas: Asset Pricing Theory pp. 329-330 Downloads
Evert Wipplinger
C. Alexander: Market Risk Analysis (four-volume set) pp. 331-332 Downloads
David Oesch

Volume 23, issue 2, 2009

Editorial pp. 109-110 Downloads
Manuel Ammann
The impact of monetary policy surprises on asset return volatility: the case of Germany pp. 111-135 Downloads
Ernst Konrad
Predicting premiums for the market, size, value, and momentum factors pp. 137-155 Downloads
Michael Steiner
Liquidating large security positions strategically: a pragmatic and empirical approach pp. 157-186 Downloads
Burkart Mönch
Selecting credit rating models: a cross-validation-based comparison of discriminatory power pp. 187-203 Downloads
Marc Ryser and Stefan Denzler
Thorsten Hens and Kremena Bachmann: Behavioural Finance for Private Banking pp. 205-206 Downloads
David Oesch

Volume 23, issue 1, 2009

Editorial pp. 1-2 Downloads
Manuel Ammann
Do German security analysts herd? pp. 3-29 Downloads
Marcel Naujoks, Kevin Aretz, Alexander Kerl and Andreas Walter
Lemmings in the bond market? An empirical analysis of the term structure of credit spreads pp. 31-57 Downloads
Nikolas Rokkanen
The ex-dividend day stock price anomaly: evidence from the Greek stock market pp. 59-91 Downloads
Apostolos Dasilas
Competition between financial markets in Europe: what can be expected from MiFID? pp. 93-103 Downloads
Hans Degryse
Jean-Charles Rochet: Why Are there so Many Banking Crises? pp. 105-107 Downloads
Bernd Brommundt
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