Financial Markets and Portfolio Management

2004 - 2024

Current editor(s): Manuel Ammann

From:
Springer
Swiss Society for Financial Market Research
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To buy or not to buy? The value of contradictory analyst signals pp. 405-428: Stefan Kanne, Jan Klobucnik, Daniel Kreutzmann and Soenke Sievers
International equities listed on the New York stock exchange: does type of issue or date of issue matter? pp. 429-447: Mark Schaub
Firm ratings, momentum strategies, and crises: evidence from the US and Taiwanese stock markets pp. 449-468: Nicholas Rueilin Lee
Portfolio risk management in a data-rich environment pp. 469-494: Mohammed Bouaddi and Abderrahim Taamouti
Simon Lack: The hedge fund mirage—the illusion of big money and why it’s too good to be true pp. 495-497: Nic Schaub

Editorial pp. 297-298: Markus Schmid
Any regulation of risk increases risk pp. 299-313: Philip Maymin and Zakhar Maymin
VIX changes and derivative returns on FOMC meeting days pp. 315-331: Kevin Krieger, Nathan Mauck and Denghui Chen
Financial frictions and real implications of macroprudential policies pp. 333-368: Alexis Derviz
On the robustness of risk-based asset allocations pp. 369-401: Thorsten Poddig and Albina Unger
David Larcker and Brian Tayan: Corporate governance matters—a closer look at organizational choices and their consequences pp. 403-404: Tanja Artiga Gonzalez

Editorial pp. 177-178: Manuel Ammann
Public information in fragmented markets pp. 179-215: Andreas Storkenmaier, Martin Wagener and Christof Weinhardt
Tagging the triggers: an empirical analysis of information events prompting sell-side analyst reports pp. 217-246: Alexander Kerl, Oscar Stolper and Andreas Walter
The pricing of idiosyncratic risk: evidence from the implied volatility distribution pp. 247-267: Stephan Süss
Spread ladder swaps—an analysis of controversial interest rate derivatives pp. 269-289: Matthias Muck
Darrell Duffie: Dark markets, asset pricing and information transmission in over-the-counter markets pp. 291-294: Sina Marquardt
Massimo Morini: Understanding and managing model risk: a practical guide for quants, traders and validators pp. 295-296: Michael Verhofen

Editorial pp. 1-2: Manuel Ammann
Empirical cross-sectional asset pricing: a survey pp. 3-38: Amit Goyal
Financial architecture, systemic risk, and universal banking pp. 39-59: Anthony Saunders and Ingo Walter
Hostages, free lunches and institutional gaps: the case of the European Currency Union pp. 61-85: Günter Franke
Funds of hedge funds: performance, risk and capital formation 2005 to 2010 pp. 87-108: Daniel Edelman, William Fung, David Hsieh and Narayan Naik
Hedge funds and optimal asset allocation: Bayesian expectations and spanning tests pp. 109-141: Wolfgang Bessler, Julian Holler and Philipp Kurmann
Swiss banking secrecy: the stock market evidence pp. 143-176: François-Xavier Delaloye, Michel Habib and Alexandre Ziegler

Editorial pp. 343-344: Manuel Ammann
The 52-week high strategy and information uncertainty pp. 345-378: Hans-Peter Burghof and Felix Prothmann
Unraveling a puzzle: the case of value line timeliness rank upgrades pp. 379-409: Nandkumar Nayar, Ajai Singh and Wen Yu
Co-movement of revenue: structural changes in the business cycle pp. 411-433: Stefan Erdorf and Nicolas Heinrichs
Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland pp. 435-453: Mario Meichle, Angelo Ranaldo and Attilio Zanetti
Investing in the turn-of-the-year effect pp. 455-472: William Ziemba
Franklin Allen, Elena Carletti, Jan Pieter Krahnen, and Marcel Tyrell: Liquidity and Crises pp. 473-475: Alexander Kohler
Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi, Frank J. Fabozzi: Financial models with Lévy processes and volatility clustering pp. 477-478: Tobias Nigbur

Editorial pp. 237-238: Manuel Ammann
Google search volume and its influence on liquidity and returns of German stocks pp. 239-264: Matthias Bank, Martin Larch and Georg Peter
Do option open-interest changes foreshadow future equity returns? pp. 265-280: Andy Fodor, Kevin Krieger and James Doran
The influence of sponsor, servicer, and underwriter characteristics on RMBS performance pp. 281-311: Andre Guettler, Ulrich Hommel and Julia Reichert
Beyond payoff diagrams: how to present risk and return characteristics of structured products pp. 313-338: Martin Wallmeier
Euan Sinclair: Option Trading—Pricing and Volatility Strategies and Techniques pp. 339-340: Stephan Süss
Viral V. Acharya, Thomas F. Cooley, Matthew P. Richardson, and Ingo Walter: Regulating Wall Street—The Dodd-Frank Act and the New Architecture of Global Finance pp. 341-342: Dustin Schütte

Editorial pp. 109-110: Manuel Ammann
Are directors’ dealings informative? Evidence from European stock markets pp. 111-148: Kaspar Dardas and Andre Güttler
Competition in securities markets: the impact on liquidity pp. 149-172: Michael Chlistalla and Marco Lutat
Service quality in the private banking business pp. 173-195: Carsten Horn and Markus Rudolf
What drives portfolio investments of German banks in emerging capital markets? pp. 197-231: Christian Wildmann
Leif B. G. Andersen and Vladimir V. Piterbarg: Interest Rate Modeling pp. 233-236: Rico von Wyss

Editorial pp. 1-2: Manuel Ammann
On the risk situation of financial conglomerates: does diversification matter? pp. 3-26: Nadine Gatzert and Hato Schmeiser
IPO underpricing, signaling, and property returns pp. 27-51: Fabian Brämisch, Nico Rottke and Dirk Schiereck
Underpricing and long-run performance of Chinese IPOs: the role of underwriter reputation pp. 53-74: Chen Su and Kenbata Bangassa
Efficiency in private banking: evidence from Switzerland and Liechtenstein pp. 75-93: Johann Burgstaller and Teodoro Cocca
The search for relative value in bonds pp. 95-106: Robin Grieves and Steven Mann
Yuri Kabanov and Mher Safarin: Markets with transaction costs pp. 107-108: Evert Wipplinger