Manuel Ammann : Citation Profile


Are you Manuel Ammann?

Universität St. Gallen

11

H index

13

i10 index

389

Citations

RESEARCH PRODUCTION:

48

Articles

9

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   19 years (1998 - 2017). See details.
   Cites by year: 20
   Journals where Manuel Ammann has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 6 (1.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pam58
   Updated: 2024-07-05    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 (10)

Ślepaczuk, Robert (4)

Eling, Martin (4)

Isakov, Dusan (4)

de La Bruslerie, hubert (4)

Sakowski, Pawel (4)

GILLET, Roland (4)

Dosi, Giovanni (3)

Ben Ammar, Semir (3)

ter Horst, Jenke (3)

Cites to:

Shleifer, Andrei (35)

French, Kenneth (20)

Fama, Eugene (19)

Stulz, René (11)

Vishny, Robert (11)

Lopez-de-Silanes, Florencio (10)

Carhart, Mark (10)

La Porta, Rafael (10)

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
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 (2024 and 2023)


YearTitle of citing document
2023The Effect of the Audit Committee on the Firm Value of State-Owned Enterprises in Indonesia: The Mediation Role of Financial Performance. (2023). Ratnasari, Ima Widha ; Wijaya, Anggita Langgeng. In: CECCAR Business Review. RePEc:ahd:journl:v:4:y:2023:i:6:p:60-72.

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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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2024A Unifying Approach for the Pricing of Debt Securities. (2024). MacKay, Anne ; Vachon, Marie-Claude. In: Papers. RePEc:arx:papers:2403.06303.

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2023Too transparent for signalling? A global analysis of bond issues by property companies. (2023). Steinhardt, Marcel ; Schiereck, Dirk ; Bossong, Paul ; Berninger, Marc. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:3125-3145.

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2024Director 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.

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2023The role of tail network topological characteristic in portfolio selection: A TNA?PMC model. (2023). Zhao, Qinna ; Jiang, Cuixia ; Xu, Qifa ; Li, Mengting. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:37-57.

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2023A cognitive perspective on real options investment: CEO overconfidence. (2023). Chen, Guoli ; Park, Jung Chul ; Lee, Joon Mahn. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:4:p:1084-1110.

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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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2023CEO reputation and shareholder voting. (2023). Romec, Arthur ; di Giuli, Alberta ; David, Thomas. In: Journal of Corporate Finance. RePEc:eee:corfin:v:83:y:2023:i:c:s0929119923001256.

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2024Mutual 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.

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2023Empirical performance of component GARCH models in pricing VIX term structure and VIX futures. (2023). Tsai, Jeffrey Tzuhao ; Lo, Chien-Ling ; Chang, Li-Han ; Cheng, Hung-Wen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:122-142.

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2023Can CoCo-bonds mitigate systemic risk?. (2023). Petras, Matthias ; Kund, Arndt-Gerrit. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002028.

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2024A 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.

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2023International factor models. (2023). Preissler, Fabian ; Muller, Sebastian ; Jacobs, Heiko ; Huber, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000444.

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2024Award-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.

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2024ESG 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.

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2023Who’s afraid of the GOATs? - Shadow effects of tennis superstars. (2023). Thiem, Stefan ; Neuberg, Lena ; Deutscher, Christian. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:99:y:2023:i:c:s0167487023000648.

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2023High-dimensional portfolio optimization based on tree-structured factor model. (2023). Zhu, Shushang ; Zhao, Huimin ; Zheng, Tiantian ; Ni, Xuanming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001774.

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2024On 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.

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2023Commercial Retirement FOFs in China: Investment and Persistence Performance Analysis. (2023). Shen, LI ; Guo, Yundan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13442-:d:1235321.

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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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2023Cracking the Code of Market Secrets: A Deep Dive into Financial Anomalies. (2023). Pu, Suan Hui ; Uluyol, Burhan ; Kanaparan, Geetha ; Shaturaev, Jakhongir. In: MPRA Paper. RePEc:pra:mprapa:119039.

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2023Effect of Governance Practice on Firm Value: Governance Professionals’ Perception Study. (2023). Thiyagarajan, S ; Deo, Malabika. In: Indian Journal of Corporate Governance. RePEc:sae:ijcgvn:v:16:y:2023:i:1:p:79-93.

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2023Announcement Effect Study of Issuing Tier 2 Capital Bonds on the Stock Price of China Construction Bank. (2023). Jiaxin, Song. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:6:f:13_6_4.

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2023Modeling the Time Variation in Factor Exposures. (2023). Pynonen, Seppo ; Koutmos, Gregory ; Kolari, James W ; Knif, Johan. In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:12:y:2023:i:2:f:12_2_2.

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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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2023Are superstar directors effective in corporate social responsibility performance? An empirical analysis of sustainable development goals. (2023). Cheng, Silu. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:2:p:487-503.

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2023Compliance or non?compliance during financial crisis: Does it matter?. (2023). Shah, Syed Zubair ; Halari, Anwar ; Kodwani, Devendra ; Akbar, Saeed ; Ahmad, Sardar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2348-2366.

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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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2023Option features and price discovery in convertible bonds. (2023). Lian, Feng ; Xu, Hailun ; Peiran, LI ; Yuan, Xianghui ; Jin, Liwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:384-403.

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2023Deep parametric portfolio policies. (2023). Zimmermann, Tom ; Weibels, Sebastian ; Simon, Frederik. In: CFR Working Papers. RePEc:zbw:cfrwps:2301.

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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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2023Der Diversification Discount in Deutschland. (2023). Seaknina, Alexander ; Eulerich, Marc ; Campagna, Sebastian. In: Mitbestimmungsreport. RePEc:zbw:hbsmbr:76.

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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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article4
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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article25
2010Performance and governance of Swiss pension funds In: Journal of Pension Economics and Finance.
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article6
2008Simulation-based pricing of convertible bonds In: Journal of Empirical Finance.
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article35
2005Simulation-Based Pricing of Convertible Bonds.(2005) In: Finance.
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This paper has nother version. Agregated cites: 35
paper
2011Corporate governance and firm value: International evidence In: Journal of Empirical Finance.
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article96
2003Are convertible bonds underpriced? An analysis of the French market In: Journal of Banking & Finance.
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article49
2010What drives the performance of convertible-bond funds? In: Journal of Banking & Finance.
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article14
2012An alternative three-factor model for international markets: Evidence from the European Monetary Union In: Journal of Banking & Finance.
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article12
2012An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union.(2012) In: Working Papers on Finance.
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This paper has nother version. Agregated cites: 12
paper
2016Characteristics-based portfolio choice with leverage constraints In: Journal of Banking & Finance.
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article11
2016Characteristics-based Portfolio Choice with Leverage Constraints.(2016) In: Working Papers on Finance.
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This paper has nother version. Agregated cites: 11
paper
2006New evidence on the announcement effect of convertible and exchangeable bonds In: Journal of Multinational Financial Management.
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article27
2013The construction and valuation effect of corporate governance indices In: Chapters.
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chapter0
2016Competing with Superstars In: Management Science.
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article15
2016Competing with Superstars.(2016) In: Working Papers on Finance.
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This paper has nother version. Agregated cites: 15
paper
2009The impact of prior performance on the risk-taking of mutual fund managers In: Annals of Finance.
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article6
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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article0
2006The Effect of Market Regimes on Style Allocation In: Financial Markets and Portfolio Management.
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article13
2007Editorial In: Financial Markets and Portfolio Management.
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article0
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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article2
1998Portfolioabsicherung mit konstanter Indexpartizipation In: Swiss Journal of Economics and Statistics (SJES).
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article0
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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article8
2008Investment Performance of Swiss Pension Funds and Investment Foundations In: Swiss Journal of Economics and Statistics (SJES).
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article2
2009The Performance of Actively and Passively Managed Swiss Equity Funds In: Swiss Journal of Economics and Statistics (SJES).
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article1
2009Intraday characteristics of stock price crashes In: Applied Financial Economics.
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article4
2012Disposition effect and mutual fund performance In: Applied Financial Economics.
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article5
2009Asymmetric dependence patterns in financial time series In: The European Journal of Finance.
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article11
2012Do Newspaper Articles Predict Aggregate Stock Returns? In: Working Papers on Finance.
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paper3
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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paper2

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