Manuel Ammann : Citation Profile

Universität St. Gallen

12

H index

13

i10 index

434

Citations

RESEARCH PRODUCTION:

48

Articles

9

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   19 years (1998 - 2017). See details.
   Cites by year: 22
   Journals where Manuel Ammann has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 6 (1.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pam58
   Updated: 2026-01-10    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)

Isakov, Dusan (4)

Ślepaczuk, Robert (4)

de La Bruslerie, hubert (4)

Sakowski, Pawel (4)

Eling, Martin (4)

GILLET, Roland (4)

Gallagher, Liam (3)

Ben Ammar, Semir (3)

Batten, Jonathan (3)

Cites to:

Shleifer, Andrei (35)

French, Kenneth (20)

Fama, Eugene (19)

Lopez-de-Silanes, Florencio (14)

Stulz, René (11)

Vishny, Robert (11)

La Porta, Rafael (10)

Carhart, Mark (10)

Harvey, Campbell (9)

Jagannathan, Ravi (7)

Metrick, Andrew (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
Applied Financial Economics2
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 (2025 and 2024)

YearTitle of citing document
2024Tournaments, Contestant Heterogeneity and Performance. (2024). Goller, Daniel ; Brox, Enzo. In: Papers. RePEc:arx:papers:2401.05210.

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2025A Unifying Approach for the Pricing of Debt Securities. (2025). Vachon, Marie-Claude ; MacKay, Anne. In: Papers. RePEc:arx:papers:2403.06303.

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2024The Blockchain Risk Parity Line: Moving From The Efficient Frontier To The Final Frontier Of Investments. (2024). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2407.09536.

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2025Valuation Model of Chinese Convertible Bonds Based on Monte Carlo Simulation. (2025). Liu, YU ; Zhang, Gongqiu. In: Papers. RePEc:arx:papers:2409.06496.

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2024Dynamic Triangulation between Shariah Compliance, ESG Transparency, and Firm Profitability. (2024). Abdul, Ahmad Fauze. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:12:p:1169-1180.

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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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2024Reputation 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.

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2024One Mans Death is Another Mans Bread: The Effect of a CEOs Sudden Death on Competitors Strategic Investments. (2024). Kwon, Jung Hyun ; Park, Haemin Dennis ; Choi, Yohan. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:4:p:1192-1229.

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2025Gender diversity and firm value: Evidence from an emerging market. (2025). Bao, Vu Gia ; Phan, Quynh Trang. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00273.

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2025Soft going-concern capital buffer? CoCo non-calls and revealed bank distress. (2025). Huang, Dongxia ; Fu, Qilong ; Deng, Kaihua. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000707.

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2025Exploiting mixed-frequency characteristics in parametric Mean-Expected Shortfall portfolio selection. (2025). Chen, Yun ; Zhang, Sicheng ; Liu, Shuting. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000677.

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2025Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict. (2025). Zhou, Long ; Zhang, YI ; Wu, Baoxiu ; Liu, Zhidong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400233x.

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2024Mutual fund tournaments: State-dependent risk taking with transaction costs. (2024). Luo, Ronghua ; Zhao, LU ; Wang, Liang. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000141.

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2025Vulnerability of energy firms to climate risk: Does fintech development help?. (2025). Brohi, Noor Ahmed ; Du, Anna Min ; Goodell, John W ; Alam, Ashraful ; Abbasi, Kaleemullah. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003408.

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2025How do prestigious CEOs change corporate ESG initiatives?. (2025). Chen, Ying ; Wang, Zhitao ; Ye, Fan. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003606.

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2024Multinational 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.

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2024Terrorism, 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.

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2024Are 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.

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2024A novel integration of the Fama–French and Black–Litterman models to enhance portfolio management. (2024). Lee, Jaewook ; Ko, Hyungjin ; Son, Bumho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000155.

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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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2025Is mixed-ownership a profitable ownership structure?—Empirical evidence from China. (2025). Wang, LI ; Zhang, Yufei. In: Journal of Economics and Business. RePEc:eee:jebusi:v:136:y:2025:i:c:s0148619525000256.

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2024Pretending to be sustainable: Is ESG disparity a symptom?. (2024). Velasco, Pilar ; de la Fuente, Gabriel. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:20:y:2024:i:2:s1815566924000183.

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2024Innovation at the helm: Decoding founder-manager influence in Chinese family firms. (2024). Zhao, Yang ; Liu, Shaobo ; Ouyang, Ruolan ; Sun, Lan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x2400115x.

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2025ESG rating, rating divergence and investment efficiency: International evidence. (2025). Lin, Yu-En ; Teng, Shi ; Yu, BO. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s106297692500016x.

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2024On the design of bail-in-able bonds from the perspective of non-financial firms. (2024). Dai, Tian-Shyr ; Liu, Liang-Chih ; Zhou, Lei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1136-1155.

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2025Reversal of divergent decisions: Wise or hasty decisions?. (2025). Andreu, Laura ; Gimeno, Ruth ; Serrano, Miguel ; Sarto, Jos Luis. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000583.

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2025Good Corporate Governance, Market Stock Liquidity, and Stock Return Volatility: French Context. (2025). Daliy, Imed ; Mouna, Aloui ; Anis, Jarboui. In: International Journal of Finance, Insurance and Risk Management. RePEc:ers:ijfirm:v:15:y:2025:i:1:p:03-36.

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2024Yield Factors of Additional Tier 1 Bonds. (2024). Makushkin, Mikhail S. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:240503:p:43-59.

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2025The Relationship between Corporate Governance Indices and Dividend Payments of Russian Stock Market Companies: A Comparative Analysis. (2025). Galich, A A ; Mirzoyan, A G ; Lavrinenko, P A ; Shchukina, P O. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:250506:p:93-109.

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2025Valuation of Euro-Convertible Bonds in a Markov-Modulated, Cox–Ingersoll–Ross Economy. (2025). Lian, Yu-Min ; Liao, Szu-Lang ; Chen, Jun-Home. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:13:p:2075-:d:1685657.

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2025Does 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.

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2024Convertible Bond Arbitrage Smart Beta. (2024). Zeitsch, Peter J. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10335-6.

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2025Pricing Convertible Bonds with the Penalty TF Model Using Finite Element Method. (2025). Wei, Dongming ; Amanbek, Yerlan ; Erlangga, Yogi ; Kazbek, Rakhymzhan. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10625-1.

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2025Extending the demand system approach to asset pricing. (2025). Gehrig, Thomas ; Westerkamp, Arne ; Sgner, Leopold. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:39:y:2025:i:1:d:10.1007_s11408-024-00463-4.

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2025Does corporate governance performance affect the firm’s operational liquidity? A study of S&P, BSE 500 firms. (2025). Ul, Ajaz. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:29:y:2025:i:3:d:10.1007_s10997-024-09712-0.

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2024Simple is simply not enough—features versus labels of complex financial securities. (2024). Osterkamp, Werner ; Hibbeln, Martin. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:2:d:10.1007_s11147-024-09201-4.

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2024Corporate governance transfers: the case of mergers and acquisitions. (2024). Agyemang, Jacob ; Tunyi, Abongeh A ; Hussain, Tanveer. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:21:y:2024:i:4:d:10.1057_s41310-023-00217-0.

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2024The influence of non-state-owned shareholder governance on the governance level of state-owned enterprises——Based on the perspective of board resolution behavior and party organization governance. (2024). Zhang, Zhibin ; Xiong, Aihua. In: PLOS ONE. RePEc:plo:pone00:0301788.

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2025Reevaluating the conglomerate discount in Germany: the role of design choices. (2025). Fligge, Benjamin ; Eulerich, Marc. In: Journal of Business Economics. RePEc:spr:jbecon:v:95:y:2025:i:1:d:10.1007_s11573-023-01188-y.

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2024Targeted Poverty Alleviation Initiatives, Corporate Governance Structures and Corporate Value: Evidence from China. (2024). Jin, Xiaoyan ; Mirza, Sultan Sikandar ; Zhang, Chengwei ; Huang, Chengming. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01447-x.

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2025An inverted U-shaped relationship between reporting risk information and corporate value: evidence from the UK. (2025). Albitar, Khaldoon ; Hassanein, Ahmed. In: Review of Managerial Science. RePEc:spr:rvmgts:v:19:y:2025:i:9:d:10.1007_s11846-024-00832-3.

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2024The macro-financial effects of Climate Policy Risk: evidence from Switzerland. (2024). Berthold, Brendan. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:160:y:2024:i:1:d:10.1186_s41937-024-00122-5.

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2025Do Investors Get an Advantage from Corporate Green Bond Issuance? A Cross-Country Study. (2025). Fahmi, Hassan Ahmad ; Mohd, Nor Normaziah ; Izah, Selamat Aslam ; Tabassum, Riaz. In: Studia Universitatis „Vasile Goldis” Arad – Economics Series. RePEc:vrs:suvges:v:35:y:2025:i:2:p:1-37:n:1001.

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2024The role of long‐ and short‐run correlation networks in international portfolio selection. (2024). Liu, Yezheng ; Xu, Qifa ; Jiang, Cuixia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3147-3176.

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2024Diversification and company sales efficiency: Synergy influence on business valuation. (2024). Wang, Jiaxuan ; Abdullayeva, Samira ; Hoang, Duc Sinh. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:2:p:940-951.

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2025Deep parametric portfolio policies. (2025). Zimmermann, Tom ; Weibels, Sebastian ; Simon, Frederik. In: CFR Working Papers. RePEc:zbw:cfrwps:2301.

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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]		article28
2010Performance and governance of Swiss pension funds In: Journal of Pension Economics and Finance.
[Full Text][Citation analysis]		article6
2008Simulation-based pricing of convertible bonds In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article38
2005Simulation-Based Pricing of Convertible Bonds.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2011Corporate governance and firm value: International evidence In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article121
2003Are convertible bonds underpriced? An analysis of the French market In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article50
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]		article12
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 nother version. Agregated cites: 12		paper
2016Characteristics-based portfolio choice with leverage constraints In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article15
2016Characteristics-based Portfolio Choice with Leverage Constraints.(2016) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2006New evidence on the announcement effect of convertible and exchangeable bonds In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article28
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]		article18
2016Competing with Superstars.(2016) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2009The impact of prior performance on the risk-taking of mutual fund managers In: Annals of Finance.
[Full Text][Citation analysis]		article6
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.
[Full Text][Citation analysis]		article0
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]		article9
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]		article6
2009Asymmetric dependence patterns in financial time series In: The European Journal of Finance.
[Full Text][Citation analysis]		article12
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]		paper13
2015Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry In: Working Papers on Finance.
[Full Text][Citation analysis]		paper22
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]		paper2

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