Financial Markets and Portfolio Management

2004 - 2026

Current editor(s): Manuel Ammann

From:
Springer
Swiss Society for Financial Market Research
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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

Editorial pp. 325-326: Manuel Ammann
The cross-section of equity returns and assets’ fundamental cash-flow risk pp. 327-351: Victoria Galsband
Portfolio choice under local industry and country factors pp. 353-393: Carlos Castro Iragorri
Delistings of secondary listings: price and volume effects pp. 395-418: Matthias Pfister and Rico Wyss
Financing structure and insolvency risk exposure of Islamic banks pp. 419-440: Aisyah Rahman
Managerial skill and closed-end fund discounts pp. 441-451: 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: Tobias Nigbur

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

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

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