12
H index
13
i10 index
403
Citations
Manuel Ammann : Citation Profile
Universität St. Gallen | RESEARCH PRODUCTION: 48 Articles 9 Papers 1 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (1998 - 2017). 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:
| Cites to:
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Main data
Where Manuel Ammann has published?
| Journals with more than one article published | # docs |
|---|---|
| Financial Markets and Portfolio Management | 24 |
| Swiss Journal of Economics and Statistics (SJES) | 7 |
| Journal of Banking & Finance | 4 |
| Applied Financial Economics | 2 |
| Journal of Empirical Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers on Finance / University of St. Gallen, School of Finance | 8 |
Recent works citing Manuel Ammann (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2025 | A Unifying Approach for the Pricing of Debt Securities. (2024). MacKay, Anne ; Vachon, Marie-Claude. In: Papers. RePEc:arx:papers:2403.06303. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Director awards and board effectiveness. (2024). Cheng, Silu ; Baran, Lindsay. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:41-73. Full description at Econpapers || Download paper |
| 2024 | Reputation is golden: Superstar CEOs and trade credit. (2024). Gao, RU ; Xiang, Cheng ; Quan, Xiaofeng. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:631-656. Full description at Econpapers || Download paper |
| 2024 | One Mans Death is Another Mans Bread: The Effect of a CEOs Sudden Death on Competitors Strategic Investments. (2024). Park, Haemin Dennis ; Choi, Yohan ; Kwon, Jung Hyun. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:4:p:1192-1229. Full description at Econpapers || Download paper |
| 2024 | Mutual fund tournaments: State-dependent risk taking with transaction costs. (2024). Luo, Ronghua ; Wang, Liang ; Zhao, LU. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000141. Full description at Econpapers || Download paper |
| 2024 | Multinational corporations and share pledging of the controlling shareholder. (2024). Zhao, Lili ; Wen, Fenghua ; Lin, Diyue. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003764. Full description at Econpapers || Download paper |
| 2024 | Terrorism, national security, and takeover performance. (2024). Ghufran, Bushra ; Breuer, Wolfgang. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005660. Full description at Econpapers || Download paper |
| 2024 | Are more analysts better? The case of convertible bond announcement effects. (2024). Prokop, Jrg ; Kahlen, Franziska ; Walting, Matthias. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006288. Full description at Econpapers || Download paper |
| 2024 | A novel integration of the Fama–French and Black–Litterman models to enhance portfolio management. (2024). Lee, Jaewook ; Son, Bumho ; Ko, Hyungjin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000155. Full description at Econpapers || Download paper |
| 2024 | Award-winning CEOs and corporate innovation. (2024). Veld, Chris ; Merkoulova, Yulia ; Pham, Mia Hang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002704. Full description at Econpapers || Download paper |
| 2024 | ESG performance and firms’ business and geographical diversification: An empirical approach. (2024). Barros, Victor ; Matos, Pedro Verga ; Vieira, Pedro Rino ; Sarmento, Joaquim Miranda. In: Journal of Business Research. RePEc:eee:jbrese:v:172:y:2024:i:c:s0148296323007518. Full description at Econpapers || Download paper |
| 2024 | On the design of bail-in-able bonds from the perspective of non-financial firms. (2024). Zhou, Lei ; Dai, Tian-Shyr ; Liu, Liang-Chih. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1136-1155. Full description at Econpapers || Download paper |
| 2025 | Does Board Diversity Drive Sustainability? Evidence from UK-Listed Companies. (2025). , Mohamed ; Bouaddi, Mohammed ; Elmoursy, Hanan ; Elbayuomi, Ahmed F ; Emadeldeen, Rehab. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1177-:d:1581566. Full description at Econpapers || Download paper |
| 2025 | Deep parametric portfolio policies. (2023). Zimmermann, Tom ; Weibels, Sebastian ; Simon, Frederik. In: CFR Working Papers. RePEc:zbw:cfrwps:2301. Full description at Econpapers || Download paper |
Manuel Ammann is editor of
| Journal | |
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| Financial Markets and Portfolio Management |
Works by Manuel Ammann:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach In: European Financial Management. [Full Text][Citation analysis] | article | 4 |
| 2008 | Tactical Industry Allocation and Model Uncertainty In: The Financial Review. [Full Text][Citation analysis] | article | 1 |
| 2012 | Is there Really No Conglomerate Discount? In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 26 |
| 2010 | Performance and governance of Swiss pension funds In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 6 |
| 2008 | Simulation-based pricing of convertible bonds In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 36 |
| 2005 | Simulation-Based Pricing of Convertible Bonds.(2005) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2011 | Corporate governance and firm value: International evidence In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 102 |
| 2003 | Are convertible bonds underpriced? An analysis of the French market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 49 |
| 2010 | What drives the performance of convertible-bond funds? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 14 |
| 2012 | An alternative three-factor model for international markets: Evidence from the European Monetary Union In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
| 2012 | An 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 nother version. Agregated cites: 12 | paper | |
| 2016 | Characteristics-based portfolio choice with leverage constraints In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 2016 | Characteristics-based Portfolio Choice with Leverage Constraints.(2016) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2006 | New evidence on the announcement effect of convertible and exchangeable bonds In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 28 |
| 2013 | The construction and valuation effect of corporate governance indices In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2016 | Competing with Superstars In: Management Science. [Full Text][Citation analysis] | article | 17 |
| 2016 | Competing with Superstars.(2016) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2009 | The impact of prior performance on the risk-taking of mutual fund managers In: Annals of Finance. [Full Text][Citation analysis] | article | 6 |
| 2004 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2005 | An 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] | article | 2 |
| 2006 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2006 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2006 | The Effect of Market Regimes on Style Allocation In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 13 |
| 2007 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2007 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2007 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2007 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2008 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2008 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2009 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2009 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2009 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2010 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2010 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2010 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2010 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2011 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2011 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2011 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2011 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2012 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2012 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2000 | Evaluating 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] | article | 2 |
| 1998 | Portfolioabsicherung mit konstanter Indexpartizipation In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 0 |
| 2003 | Tactical Asset Allocation mit Genetischen Algorithmen In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 0 |
| 2005 | Eigenschaften von Verwaltungsräten und Unternehmensperformance In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 0 |
| 2006 | Nennwertrückzahlungen am Schweizer Aktienmarkt und ihre Auswirkungen auf den Unternehmenswert In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 2 |
| 2008 | Risk Factors for the Swiss Stock Market In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 8 |
| 2008 | Investment Performance of Swiss Pension Funds and Investment Foundations In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 2 |
| 2009 | The Performance of Actively and Passively Managed Swiss Equity Funds In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 1 |
| 2009 | Intraday characteristics of stock price crashes In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2012 | Disposition effect and mutual fund performance In: Applied Financial Economics. [Full Text][Citation analysis] | article | 5 |
| 2009 | Asymmetric dependence patterns in financial time series In: The European Journal of Finance. [Full Text][Citation analysis] | article | 11 |
| 2012 | Do Newspaper Articles Predict Aggregate Stock Returns? In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Variance Risk Premiums in Foreign Exchange Markets In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 13 |
| 2015 | Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 21 |
| 2016 | Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Illuminating the Dark Side of Financial Innovation: The Role of Investor Information In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 2 |
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