Manuel Ammann : Citation Profile


Are you Manuel Ammann?

Universität St. Gallen

8

H index

5

i10 index

174

Citations

RESEARCH PRODUCTION:

48

Articles

9

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   19 years (1998 - 2017). See details.
   Cites by year: 9
   Journals where Manuel Ammann has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 6 (3.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pam58
   Updated: 2018-05-19    RAS profile: 2017-04-06    
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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:

Veld, Chris (6)

Isakov, Dusan (3)

Loncarski, Igor (3)

Batten, Jonathan (3)

Ślepaczuk, Robert (3)

Ben Ammar, Semir (3)

ter Horst, Jenke (3)

de La Bruslerie, hubert (2)

Thomas, Tobias (2)

Cumming, Douglas (2)

mamatzakis, emmanuel (2)

Cites to:

Shleifer, Andrei (25)

French, Kenneth (17)

Fama, Eugene (15)

Vishny, Robert (13)

La Porta, Rafael (12)

Lopez-de-Silanes, Florencio (12)

Stulz, René (11)

Carhart, Mark (9)

Brennan, Michael (6)

Titman, Sheridan (6)

Harvey, Campbell (5)

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
Applied Financial Economics2

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 (2018 and 2017)


YearTitle of citing document
2017Corporate Governance and Downside Systematic Risk with a Moderating Role of Socio-Political in Pakistan. (2017). Hussain, Shahzad ; Amir, Syed Muhammad . In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:4:p:233-258.

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2017Accounting Conservatism and Ownership Structure Effect: Evidence from Industrial and Financial Jordanian Listed Companies. (2017). Alkurdi, Amneh ; Dabaghia, Mohammad ; Al-Nimer, Munther . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-80.

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2017The Strength of Sound Corporate Governance on Economic Growth in an Emerging Market Context. (2017). Maune, Alexander . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-2.

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2017The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis. (2017). Todorova, Neda . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:221-230.

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2017Corporate governance, bank concentration and economic growth. (2017). Diallo, Boubacar. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:28-37.

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2017The long and the short of convertible arbitrage: An empirical examination of arbitrageurs’ holding periods. (2017). van Marle, Mats ; Verwijmeren, Patrick . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:237-249.

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2017An examination of investors’ reaction to the announcement of CoCo bonds issuance: A global outlook. (2017). Liao, Qunfeng ; Rezvanian, Rasoul ; Mehdian, Seyed . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:58-65.

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2017IPO lockups, long run returns, and growth opportunities. (2017). Haman, Janto ; Fang, Victor ; Chalmers, Keryn. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:184-199.

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2018The effects of country and firm-level governance on cash management. (2018). Seifert, Bruce ; Gonenc, Halit . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:1-16.

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2017Stochastic volatility vs. jump diffusions: Evidence from the Chinese convertible bond market. (2017). Fan, Chenxi ; Wu, Qingbiao ; Luo, Xingguo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:1-16.

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2017How to explain non-performing loans by many corporate governance variables simultaneously? A corporate governance index is built to US commercial banks. (2017). Jarraya, Bilel ; Tarchouna, Ameni ; Bouri, Abdelfettah. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:645-657.

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2017What Effects Do Privatisation Policies Have on Corporate Governance of State-Owned Enterprises?. (2017). , Munawarah ; Muharam, Harjum ; Zainuddin, Fatlina. In: European Research Studies Journal. RePEc:ers:journl:v:xx:y:2017:i:3a:p:124-132.

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2017The Impact of the Global Stock Market and the Foreign Exchange Market on Domestic Financial Market. (2017). Murti, Wahyu . In: European Research Studies Journal. RePEc:ers:journl:v:xx:y:2017:i:3b:p:99-111.

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2017Founding family ownership,stock market returns, and agency problems. (2017). Isakov, Dusan ; Eugster, Nicolas. In: FSES Working Papers. RePEc:fri:fribow:fribow00490.

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2017Effect of Corporate Governance Structure on the Financial Performance of Johannesburg Stock Exchange (JSE)-Listed Mining Firms. (2017). Dzingai, Isaih ; Fakoya, Michael Bamidele. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:6:p:867-:d:100906.

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2018The timing of new corporate debt issues and the risk-return tradeoff. (2018). Koutmos, Dimitrios ; Lambertides, Neophytos ; Dionysiou, Dionysia ; Bozos, Konstantinos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:4:d:10.1007_s11156-017-0651-z.

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2017Corporate Governance and Prospect Theory: A Case Study of Pakistan. (2017). Mahmood, Iqbal ; Naz, Farah ; Ali, Syed Zulfiqar. In: Pakistan Journal of Applied Economics. RePEc:pje:journl:article27winviii.

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2017The disposition effect: a survey. (2017). Plessner, Marco . In: Management Review Quarterly. RePEc:spr:manrev:v:67:y:2017:i:1:d:10.1007_s11301-017-0122-6.

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2017Corporate social responsibility, media attention and firm value: empirical research on Chinese manufacturing firms. (2017). Li, Dayuan ; Ren, Shenggang ; Chen, Xiaohong ; Xin, Linna . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:4:d:10.1007_s11135-016-0352-z.

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2017Internal control and internal capital allocation: evidence from internal capital markets of multi-segment firms. (2017). Dmello, Ranjan ; Jia, Yonghong ; Gao, Xinghua . In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:1:d:10.1007_s11142-016-9377-8.

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2017Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds. (2017). Ammann, Manuel ; Ehmann, Christian. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:153:y:2017:i:3:d:10.1007_bf03399510.

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2017The agency of CoCo: Why do banks issue contingent convertible bonds?. (2017). Goncharenko, Roman ; Rauf, Asad ; Ongena, Steven. In: CFS Working Paper Series. RePEc:zbw:cfswop:586.

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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.
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article1
2008Tactical Industry Allocation and Model Uncertainty In: The Financial Review.
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article1
2012Is there Really No Conglomerate Discount? In: Journal of Business Finance & Accounting.
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article11
2010Performance and governance of Swiss pension funds In: Journal of Pension Economics and Finance.
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article3
2008Simulation-based pricing of convertible bonds In: Journal of Empirical Finance.
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article14
2005Simulation-Based Pricing of Convertible Bonds.(2005) In: Finance.
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2011Corporate governance and firm value: International evidence In: Journal of Empirical Finance.
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article41
2003Are convertible bonds underpriced? An analysis of the French market In: Journal of Banking & Finance.
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article26
2010What drives the performance of convertible-bond funds? In: Journal of Banking & Finance.
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article9
2012An alternative three-factor model for international markets: Evidence from the European Monetary Union In: Journal of Banking & Finance.
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article2
2012An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union.(2012) In: Working Papers on Finance.
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paper
2016Characteristics-based portfolio choice with leverage constraints In: Journal of Banking & Finance.
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article0
2016Characteristics-based Portfolio Choice with Leverage Constraints.(2016) In: Working Papers on Finance.
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paper
2006New evidence on the announcement effect of convertible and exchangeable bonds In: Journal of Multinational Financial Management.
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article16
2013The construction and valuation effect of corporate governance indices In: Chapters.
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2016Competing with Superstars In: Management Science.
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article1
2016Competing with Superstars.(2016) In: Working Papers on Finance.
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2009The impact of prior performance on the risk-taking of mutual fund managers In: Annals of Finance.
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article4
2004Editorial In: Financial Markets and Portfolio Management.
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article0
2005An IFRS 2 and FASB 123 (R) Compatible Model for the Valuation of Employee Stock Options In: Financial Markets and Portfolio Management.
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article2
2006Editorial In: Financial Markets and Portfolio Management.
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article0
2006Editorial In: Financial Markets and Portfolio Management.
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2006The Effect of Market Regimes on Style Allocation In: Financial Markets and Portfolio Management.
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article9
2007Editorial In: Financial Markets and Portfolio Management.
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2007Editorial In: Financial Markets and Portfolio Management.
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2007Editorial In: Financial Markets and Portfolio Management.
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2007Editorial In: Financial Markets and Portfolio Management.
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2008Editorial In: Financial Markets and Portfolio Management.
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2008Editorial In: Financial Markets and Portfolio Management.
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2009Editorial In: Financial Markets and Portfolio Management.
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2009Editorial In: Financial Markets and Portfolio Management.
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2009Editorial In: Financial Markets and Portfolio Management.
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2010Editorial In: Financial Markets and Portfolio Management.
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2010Editorial In: Financial Markets and Portfolio Management.
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2010Editorial In: Financial Markets and Portfolio Management.
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2010Editorial In: Financial Markets and Portfolio Management.
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2011Editorial In: Financial Markets and Portfolio Management.
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2011Editorial In: Financial Markets and Portfolio Management.
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2011Editorial In: Financial Markets and Portfolio Management.
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2011Editorial In: Financial Markets and Portfolio Management.
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2012Editorial In: Financial Markets and Portfolio Management.
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2012Editorial In: Financial Markets and Portfolio Management.
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2000Evaluating the Long-Term Risk of Equity Investments in a Portfolio Insurance Framework In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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1998Portfolioabsicherung mit konstanter Indexpartizipation In: Swiss Journal of Economics and Statistics (SJES).
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2003Tactical Asset Allocation mit Genetischen Algorithmen In: Swiss Journal of Economics and Statistics (SJES).
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2005Eigenschaften von Verwaltungsräten und Unternehmensperformance In: Swiss Journal of Economics and Statistics (SJES).
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2006Nennwertrückzahlungen am Schweizer Aktienmarkt und ihre Auswirkungen auf den Unternehmenswert In: Swiss Journal of Economics and Statistics (SJES).
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article2
2008Risk Factors for the Swiss Stock Market In: Swiss Journal of Economics and Statistics (SJES).
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article6
2008Investment Performance of Swiss Pension Funds and Investment Foundations In: Swiss Journal of Economics and Statistics (SJES).
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2009The Performance of Actively and Passively Managed Swiss Equity Funds In: Swiss Journal of Economics and Statistics (SJES).
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2009Intraday characteristics of stock price crashes In: Applied Financial Economics.
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article3
2012Disposition effect and mutual fund performance In: Applied Financial Economics.
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article3
2009Asymmetric dependence patterns in financial time series In: The European Journal of Finance.
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article8
2012Do Newspaper Articles Predict Aggregate Stock Returns? In: Working Papers on Finance.
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2013Variance Risk Premiums in Foreign Exchange Markets In: Working Papers on Finance.
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2015Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry In: Working Papers on Finance.
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2016Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds In: Working Papers on Finance.
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2017Illuminating the Dark Side of Financial Innovation: The Role of Investor Information In: Working Papers on Finance.
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