12
H index
13
i10 index
392
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 |
| Journal of Empirical Finance | 2 |
| Applied Financial Economics | 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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Valuation 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. Full description at Econpapers || Download paper |
| 2024 | 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 |
| 2023 | Too 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. 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 |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | A 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. Full description at Econpapers || Download paper |
| 2023 | Gender 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. Full description at Econpapers || Download paper |
| 2023 | CEO 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. 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 |
| 2023 | Empirical 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. Full description at Econpapers || Download paper |
| 2023 | Can 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. 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 |
| 2023 | International 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. 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 |
| 2023 | Who’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. Full description at Econpapers || Download paper |
| 2023 | High-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. 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 |
| 2023 | Commercial 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. Full description at Econpapers || Download paper |
| 2023 | How 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.. Full description at Econpapers || Download paper |
| 2023 | Cracking 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. Full description at Econpapers || Download paper |
| 2023 | Effect 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. Full description at Econpapers || Download paper |
| 2023 | Announcement 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. Full description at Econpapers || Download paper |
| 2023 | Modeling 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. Full description at Econpapers || Download paper |
| 2023 | Does 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. Full description at Econpapers || Download paper |
| 2023 | Are 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. Full description at Econpapers || Download paper |
| 2023 | Option 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. Full description at Econpapers || Download paper |
| 2023 | 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 |
| 2023 | A 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. Full description at Econpapers || Download paper |
| 2023 | Der Diversification Discount in Deutschland. (2023). Seaknina, Alexander ; Eulerich, Marc ; Campagna, Sebastian. In: Mitbestimmungsreport. RePEc:zbw:hbsmbr:76. Full description at Econpapers || Download paper |
Manuel Ammann is editor of
| Journal | |
|---|---|
| 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 | 25 |
| 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 | 96 |
| 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 | 27 |
| 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 | 15 |
| 2016 | Competing with Superstars.(2016) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | 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 | 20 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team