Financial Markets and Portfolio Management

2004 - 2024

Current editor(s): Manuel Ammann

From:
Springer
Swiss Society for Financial Market Research
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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

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

Editorial pp. 207-208: Manuel Ammann
Commonalities in the order book pp. 209-242: Héléna Beltran-Lopez, Pierre Giot and Joachim Grammig
Pricing volatility of stock returns with volatile and persistent components pp. 243-269: Jie Zhu
Heterogeneous time varying transaction costs and asset pricing in international equity markets pp. 271-283: 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: Marcus Deetz, T. Poddig, I. Sidorovitch and A. Varmaz
A note on portfolio choice for sovereign wealth funds pp. 315-327: Bernd Scherer
C. Skiadas: Asset Pricing Theory pp. 329-330: Evert Wipplinger
C. Alexander: Market Risk Analysis (four-volume set) pp. 331-332: David Oesch

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

Editorial pp. 1-2: Manuel Ammann
Do German security analysts herd? pp. 3-29: 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: Nikolas Rokkanen
The ex-dividend day stock price anomaly: evidence from the Greek stock market pp. 59-91: Apostolos Dasilas
Competition between financial markets in Europe: what can be expected from MiFID? pp. 93-103: Hans Degryse
Jean-Charles Rochet: Why Are there so Many Banking Crises? pp. 105-107: Bernd Brommundt