Manuel Ammann : Citation Profile

Are you Manuel Ammann?

Universität St. Gallen

10

H index

10

i10 index

354

Citations

RESEARCH PRODUCTION:

48

Articles

9

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   19 years (1998 - 2017). See details.
   Cites by year: 18
   Journals where Manuel Ammann has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 6 (1.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pam58
   Updated: 2023-05-27    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Manuel Ammann.

Is cited by:

Xiao, Tim (24)

Veld, Chris (9)

Isakov, Dusan (4)

Ślepaczuk, Robert (4)

de La Bruslerie, hubert (4)

Sakowski, Pawel (4)

GILLET, Roland (4)

Dosi, Giovanni (3)

Gallagher, Liam (3)

Realdon, Marco (3)

Caporale, Guglielmo Maria (3)

Cites to:

Shleifer, Andrei (27)

French, Kenneth (19)

Fama, Eugene (19)

Vishny, Robert (11)

Stulz, René (11)

La Porta, Rafael (10)

Lopez-de-Silanes, Florencio (10)

Carhart, Mark (9)

Harvey, Campbell (9)

Jagannathan, Ravi (7)

Titman, Sheridan (6)

Main data

Where Manuel Ammann has published?

Journals with more than one article published# docs
Financial Markets and Portfolio Management24
Swiss Journal of Economics and Statistics (SJES)7
Journal of Banking & Finance4
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
Working Papers on Finance / University of St. Gallen, School of Finance8

Recent works citing Manuel Ammann (2022 and 2021)

YearTitle of citing document
2021Dirichlet policies for reinforced factor portfolios. (2020). Coqueret, Guillaume ; Andr, Eric. In: Papers. RePEc:arx:papers:2011.05381.

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2021Realized GARCH, CBOE VIX, and the Volatility Risk Premium. (2021). Huang, Zhuo ; Wang, Tianyi ; Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2112.05302.

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2022Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865.

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2023Valuation of the Convertible Bonds under Penalty TF model using Finite Element Method. (2023). Wei, Dongming ; Amanbek, Yerlan ; Erlangga, Yogi ; Kazbek, Rakhymzhan. In: Papers. RePEc:arx:papers:2301.10734.

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2022On the recent developments of mutual funds with fixed?income holdings: a systematic review. (2022). Hejri, Abbas. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2313-2338.

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2021Neglected Risk in Financial Innovation: Evidence from Structured Product Counterparty Exposure. (2021). Wagner, Alexander ; Schuette, Dustin ; Arnold, Marc. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:287-325.

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2021Industry tournament incentives and corporate innovation. (2021). Zhao, Jing ; Nguyen, TU. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:9-10:p:1797-1845.

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2021Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?. (2021). van Wijnbergen, Sweder ; Neamu, Ioana ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0938.

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2021Convertible bond valuation with regime switching. (2021). Jang, Bong-Gyu ; Kim, Byung-June. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921005555.

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2023Gender bias, board diversity, and firm value: Evidence from a natural experiment. (2023). Raithatha, Mehul ; Lawrence, Edward R. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001924.

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2021Factor tracking: A new smart beta strategy that outperforms naïve diversification. (2021). Bian, Yun ; Du, Jiangze ; Jiang, Chonghui ; Zhang, Jinqing. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:396-408.

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2021Corporate governance and the insolvency risk of financial institutions. (2021). Hussain, Nazim ; Iqbal, Jamshed ; Ali, Searat. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301996.

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2022Convertible bond issuance volume, capital structure, and firm value. (2022). Ni, Yensen ; Huang, Paoyu ; Liao, Yulu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000298.

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2022Market risks that change domestic diversification benefits. (2022). Sarwar, Ghulam. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001632.

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2022Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective. (2022). Wang, Gang-Jin ; Xie, Chi ; Ling, Yu-Xiu. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000292.

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2021The impact of Say-on-Pay votes on firms strategic policies: Insights from the Anglo-Saxon economy. (2021). Ullah, Subhan ; Xiao, Qin ; Joura, Essam. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302490.

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2021The financial conglomerate discount: Insights from stock return skewness. (2021). Weissensteiner, Alex ; Bressan, Silvia. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000065.

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2021Organizational non-compliance with principles-based governance provisions and corporate risk-taking. (2021). Shah, Syed Zubair ; Halari, Anwar ; Akbar, Saeed ; Ahmad, Sardar. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s105752192100212x.

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2022Market discipline or rent extraction: Impacts of share trading by foreign institutional investors in different corporate governance and investor protection environments. (2022). Strange, Roger ; Chen, Ding ; Zhang, Xiaoxiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002830.

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2021Dynamic correlations and spillover effects between CoCo bonds and other financial assets: Evidence from European banking. (2021). Li, Ping. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s154461231931030x.

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2022Does the paternalism of founder-managers improve firm innovation? Evidence from Chinese non-state-owned listed firms. (2022). Chen, Peng ; Liu, Shaobo ; Sun, Lan. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003695.

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2022Firm valuations and board compensation: Evidence from alternative banking models. (2022). Trinh, Vu Quang ; Salama, Aly ; Elnahass, Marwa. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028319301851.

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2021On the preferences of CoCo bond buyers and sellers. (2021). Caporale, Guglielmo Maria ; Kang, Woo-Young. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000330.

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2022Do contingent convertible bonds reduce systemic risk?. (2022). Fajardo, Jose ; de Oliveira, Rodrigo ; Santos, Layla Dos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000439.

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2022A theory of firm opacity and corporate social responsibility. (2022). Chen, Zhuoqiong ; You, Linqing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002205.

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2021The cross-section of currency volatility premia. (2021). Neuberger, Anthony ; Kozhan, Roman ; Della Corte, Pasquale. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:950-970.

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2021The agency of CoCos: Why contingent convertible bonds are not for everyone. (2021). Rauf, Asad ; Ongena, Steven ; Goncharenko, Roman. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s104295732030036x.

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2021Towards a dead end? EMU bond market exposure and manager performance. (2021). Fabozzi, Frank J ; Konstantinov, Gueorgui S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:116:y:2021:i:c:s026156062100084x.

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2022Independent directors reputation incentives and firm performance – an Australian perspective. (2022). Kutubi, Shawgat ; Ahmed, Kamran ; Vafaei, Alireza ; Le, Quyen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x2200004x.

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2022Staggered boards and product innovations: Evidence from Massachusetts State Bill HB 5640. (2022). HSU, Po-Hsuan ; Wang, Yanzhi ; Chen, I-Ju ; I-Ju Chen, . In: Research Policy. RePEc:eee:respol:v:51:y:2022:i:4:s0048733322000038.

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2022What a firm produces matters: Processes of diversification, coherence and performances of Indian manufacturing firms. (2022). Pugliese, Emanuele ; Mathew, Nanditha ; Dosi, Giovanni. In: Research Policy. RePEc:eee:respol:v:51:y:2022:i:8:s0048733320302274.

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2021Corporate Governance and Cash Holding: New Insights from Concentrated and Competitive Industries. (2021). Cismaș, Laura ; Badulescu, Daniel ; Shah, Idrees Ali ; Khan, Farman Ullah ; Nouman, Muhammad ; Ali, Syed Zulfiqar. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:9:p:4816-:d:543139.

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2022Enhancing Firm Value through the Lens of ESG Materiality: Evidence from the Banking Sector in OECD Countries. (2022). Kazak, Evrim Hacioglu ; Aras, Guler. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:22:p:15302-:d:976209.

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2022Exploring the Impact of Sustainability, Board Characteristics, and Firm-Specifics on Firm Value: A Comparative Study of the United Kingdom and Turkey. (2022). El-Aziz, Mayada Abd ; Tawfik, Omar Ikbal ; Elsheikh, Tamer ; Almaqtari, Faozi A ; al Maqtari, Faozi A. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:24:p:16395-:d:996724.

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2022.

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2021Jonas Gabrielsson, Wafa Khlif and Sibel Yamak (eds.): Research handbook on board of directors. (2021). Cambrea, Domenico Rocco. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:25:y:2021:i:1:d:10.1007_s10997-021-09564-y.

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2021Board Attributes and Value of Listed Insurance Companies in Nigeria: The Mediating effect of Earnings Quality. (2021). Mohammed, Sabo ; Kurawa, Junaidu Muhammad. In: International Journal of Management Science and Business Administration. RePEc:mgs:ijmsba:v:8:y:2021:i:1:p:7-23.

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2021Determinants of Contingent Convertible Bond Coupon Rates of Banks: An Empirical Analysis. (2021). Zimmermann, Kevin ; Sigmund, Michael. In: Working Papers. RePEc:onb:oenbwp:236.

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2023How Do Options Add Value? Evidence from the Convertible Bond Market*. (2023). Verwijmeren, Patrick ; Renjie, Rex Wang ; Lee, Inmoo. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:189-222..

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2021Managerial behavior in fund tournaments—the impact of TrueSkill. (2021). Posch, Peter N ; Kochling, Gerrit ; Swade, Alexander. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:1:d:10.1057_s41260-020-00198-7.

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2021The ABC’s of the alternative risk premium: academic roots. (2021). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:6:d:10.1057_s41260-021-00234-0.

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2022The asset allocation of defined benefit pension plans: the role of sponsor contributions. (2022). Wagner, Alexander F ; Rieger, Marc Oliver ; Ley, Patrick ; Dyachenko, Artem. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:5:d:10.1057_s41260-022-00277-x.

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2021On management risk and price in the mutual fund industry: style and performance distribution analysis. (2021). Mingo-Lopez, Diego Victor ; Soler-Dominguez, Amparo ; Matallin-Saez, Juan Carlos. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00072-9.

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2022Pricing Cancellation Product. (2022). Lee, David. In: MPRA Paper. RePEc:pra:mprapa:114147.

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2022DeepPricing: pricing convertible bonds based on financial time-series generative adversarial networks. (2022). Wang, Shuyi ; Zhao, Xuejun ; Zhang, Zili ; Tan, Xiaoyu. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00369-y.

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2022Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?. (2022). van Wijnbergen, Sweder ; Neamtu, Ioana ; Fatouh, Mahmoud. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220017.

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2023Does a countrys environmental policy affect the value of small and medium sized enterprises liquidity in the energy sector?. (2023). Cariola, Alfio ; Fasano, Francesco ; la Rocca, Maurizio. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:1:p:277-290.

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2021Governance disclosure quality and market valuation of firms in UK and Germany. (2021). Frecknallhughes, Jane ; Kodwani, Devendra ; Akbar, Saeed ; Ahmad, Sardar ; Ullah, Subhan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5031-5055.

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2021Semivariance and semiskew risk premiums in currency markets. (2021). Dawui, Edem ; da Fonseca, Jose. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:3:p:290-324.

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2022Pricing callable–puttable convertible bonds with an integral equation approach. (2022). Zhu, Songping ; Lin, Sha. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:10:p:1856-1911.

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2023Industry variance risk premium, cross?industry correlation, and expected returns. (2023). Xu, QI ; Luo, Xingguo ; Zhu, Yabei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:3-32.

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2022Fighting Fire with Gasoline: CoCos in Lieu of Equity. (2022). Goncharenko, Roman. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:2-3:p:493-517.

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2022How to account for tax planning and tax uncertainty in valuation: Separate vs. composite view. (2022). Knaisch, Jonas. In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:271.

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2023A review on ESG investing: Investors expectations, beliefs and perceptions. (2023). Kräussl, Roman ; Stefanova, Denitsa ; Oladiran, Tobi ; Kraussl, Roman. In: CFS Working Paper Series. RePEc:zbw:cfswop:694.

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Manuel Ammann is editor of

Journal
Financial Markets and Portfolio Management

Works by Manuel Ammann:

YearTitleTypeCited
2008Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach In: European Financial Management.
[Full Text][Citation analysis]		article4
2008Tactical Industry Allocation and Model Uncertainty In: The Financial Review.
[Full Text][Citation analysis]		article1
2012Is there Really No Conglomerate Discount? In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article23
2010Performance and governance of Swiss pension funds In: Journal of Pension Economics and Finance.
[Full Text][Citation analysis]		article5
2008Simulation-based pricing of convertible bonds In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article33
2005Simulation-Based Pricing of Convertible Bonds.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		paper
2011Corporate governance and firm value: International evidence In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article92
2003Are convertible bonds underpriced? An analysis of the French market In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article46
2010What drives the performance of convertible-bond funds? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article14
2012An alternative three-factor model for international markets: Evidence from the European Monetary Union In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
2012An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union.(2012) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2016Characteristics-based portfolio choice with leverage constraints In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
2016Characteristics-based Portfolio Choice with Leverage Constraints.(2016) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2006New evidence on the announcement effect of convertible and exchangeable bonds In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article26
2013The construction and valuation effect of corporate governance indices In: Chapters.
[Full Text][Citation analysis]		chapter0
2016Competing with Superstars In: Management Science.
[Full Text][Citation analysis]		article8
2016Competing with Superstars.(2016) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2009The impact of prior performance on the risk-taking of mutual fund managers In: Annals of Finance.
[Full Text][Citation analysis]		article5
2004Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2005An IFRS 2 and FASB 123 (R) Compatible Model for the Valuation of Employee Stock Options In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article2
2006Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2006Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2006The Effect of Market Regimes on Style Allocation In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article13
2007Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2007Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2007Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2007Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2008Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2008Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2009Editorial In: Financial Markets and Portfolio Management.
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2009Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2009Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2010Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2010Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2010Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2010Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2011Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2011Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2011Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2011Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2012Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2012Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2000Evaluating the Long-Term Risk of Equity Investments in a Portfolio Insurance Framework In: The Geneva Papers on Risk and Insurance - Issues and Practice.
[Full Text][Citation analysis]		article2
1998Portfolioabsicherung mit konstanter Indexpartizipation In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]		article0
2003Tactical Asset Allocation mit Genetischen Algorithmen In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]		article0
2005Eigenschaften von Verwaltungsräten und Unternehmensperformance In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]		article0
2006Nennwertrückzahlungen am Schweizer Aktienmarkt und ihre Auswirkungen auf den Unternehmenswert In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]		article2
2008Risk Factors for the Swiss Stock Market In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]		article8
2008Investment Performance of Swiss Pension Funds and Investment Foundations In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]		article2
2009The Performance of Actively and Passively Managed Swiss Equity Funds In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]		article1
2009Intraday characteristics of stock price crashes In: Applied Financial Economics.
[Full Text][Citation analysis]		article4
2012Disposition effect and mutual fund performance In: Applied Financial Economics.
[Full Text][Citation analysis]		article5
2009Asymmetric dependence patterns in financial time series In: The European Journal of Finance.
[Full Text][Citation analysis]		article11
2012Do Newspaper Articles Predict Aggregate Stock Returns? In: Working Papers on Finance.
[Full Text][Citation analysis]		paper3
2013Variance Risk Premiums in Foreign Exchange Markets In: Working Papers on Finance.
[Full Text][Citation analysis]		paper12
2015Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry In: Working Papers on Finance.
[Full Text][Citation analysis]		paper17
2016Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds In: Working Papers on Finance.
[Full Text][Citation analysis]		paper0
2017Illuminating the Dark Side of Financial Innovation: The Role of Investor Information In: Working Papers on Finance.
[Full Text][Citation analysis]		paper1

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