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Manuel Ammann

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This is information that was supplied by Manuel Ammann in registering through RePEc. If you are Manuel Ammann , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Manuel
Middle Name:
Last Name: Ammann
Suffix:

RePEc Short-ID: pam58

Email: [This author has chosen not to make the email address public]
Homepage: http://www.manuel-ammann.com
Postal Address: University of St. Gallen 9000 St. Gallen Switzerland
Phone:

Affiliation

Schweizerisches Institut für Banken und Finanzen (SBF)
School of Finance
Universität St. Gallen
Location: Sankt Gallen, Switzerland
Homepage: http://www.sbf.unisg.ch/
Email:
Phone: +41 71 243 40 11
Fax: +41 71 243 40 40
Postal:
Handle: RePEc:edi:sbfsgch (more details at EDIRC)

Works

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Working papers

  1. Ammann, Manuel & Buesser, Ralf, 2013. "Variance Risk Premiums in Foreign Exchange Markets," Working Papers on Finance 1304, University of St. Gallen, School of Finance.
  2. Ammann, Manuel & Odoni, Sandro & Oesch, David, 2012. "An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union," Working Papers on Finance 1202, University of St. Gallen, School of Finance.
  3. Manuel Ammann & Axel Kind & Christian Wilde, 2005. "Simulation-Based Pricing of Convertible Bonds," Finance 0507015, EconWPA.

Articles

  1. Manuel Ammann & Daniel Hoechle & Markus Schmid, 2012. "Is there Really No Conglomerate Discount?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 39(1-2), pages 264-288, 01.
  2. Manuel Ammann, 2012. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 26(1), pages 1-2, March.
  3. Ammann, Manuel & Odoni, Sandro & Oesch, David, 2012. "An alternative three-factor model for international markets: Evidence from the European Monetary Union," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 1857-1864.
  4. Manuel Ammann & Alexander Ising & Stephan Kessler, 2012. "Disposition effect and mutual fund performance," Applied Financial Economics, Taylor & Francis Journals, vol. 22(1), pages 1-19, January.
  5. Manuel Ammann, 2012. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 26(2), pages 177-178, June.
  6. Manuel Ammann, 2011. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 25(3), pages 237-238, September.
  7. Manuel Ammann, 2011. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 25(2), pages 109-110, June.
  8. Manuel Ammann, 2011. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 25(4), pages 343-344, December.
  9. Manuel Ammann, 2011. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 25(1), pages 1-2, March.
  10. Ammann, Manuel & Oesch, David & Schmid, Markus M., 2011. "Corporate governance and firm value: International evidence," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 36-55, January.
  11. Manuel Ammann, 2010. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 24(3), pages 217-218, September.
  12. Ammann, Manuel & Zingg, Andreas, 2010. "Performance and governance of Swiss pension funds," Journal of Pension Economics and Finance, Cambridge University Press, vol. 9(01), pages 95-128, January.
  13. Manuel Ammann, 2010. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 24(4), pages 325-326, December.
  14. Manuel Ammann, 2010. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 24(2), pages 105-106, June.
  15. Ammann, Manuel & Kind, Axel & Seiz, Ralf, 2010. "What drives the performance of convertible-bond funds?," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2600-2613, November.
  16. Manuel Ammann, 2010. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 24(1), pages 1-2, March.
  17. Manuel Ammann & Michael Steiner, 2009. "The Performance of Actively and Passively Managed Swiss Equity Funds," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 145(I), pages 1-36, March.
  18. Manuel Ammann, 2009. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 23(3), pages 207-208, September.
  19. Manuel Ammann & Stephan Suss, 2009. "Asymmetric dependence patterns in financial time series," The European Journal of Finance, Taylor & Francis Journals, vol. 15(7-8), pages 703-719.
  20. Manuel Ammann & Stephan Markus Kessler, 2009. "Intraday characteristics of stock price crashes," Applied Financial Economics, Taylor & Francis Journals, vol. 19(15), pages 1239-1255.
  21. Manuel Ammann & David Skovmand & Michael Verhofen, 2009. "Implied And Realized Volatility In The Cross-Section Of Equity Options," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(06), pages 745-765.
  22. Manuel Ammann, 2009. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 23(2), pages 109-110, June.
  23. Manuel Ammann, 2009. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 23(1), pages 1-2, March.
  24. Manuel Ammann & Michael Verhofen, 2009. "The impact of prior performance on the risk-taking of mutual fund managers," Annals of Finance, Springer, vol. 5(1), pages 69-90, January.
  25. Manuel Ammann & Michael Verhofen, 2008. "Tactical Industry Allocation and Model Uncertainty," The Financial Review, Eastern Finance Association, vol. 43(2), pages 273-302, 05.
  26. Manuel Ammann, 2008. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 22(1), pages 1-2, March.
  27. Manuel Ammann & Michael Verhofen, 2008. "Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach," European Financial Management, European Financial Management Association, vol. 14(3), pages 391-418.
  28. Manuel Ammann & Michael Steiner, 2008. "Risk Factors for the Swiss Stock Market," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(I), pages 1-35, March.
  29. Manuel Ammann, 2008. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 22(3), pages 193-194, September.
  30. Manuel Ammann & Andreas Zingg, 2008. "Investment Performance of Swiss Pension Funds and Investment Foundations," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(II), pages 153-195, June.
  31. Ammann, Manuel & Kind, Axel & Wilde, Christian, 2008. "Simulation-based pricing of convertible bonds," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 310-331, March.
  32. Manuel Ammann, 2007. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 21(1), pages 1-2, March.
  33. Manuel Ammann, 2007. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 21(3), pages 267-268, September.
  34. Manuel Ammann, 2007. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 21(2), pages 145-146, June.
  35. Manuel Ammann, 2007. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 21(4), pages 401-402, December.
  36. Manuel Ammann & Ralf Seiz & Martin Zulauf, 2006. "Nennwertrückzahlungen am Schweizer Aktienmarkt und ihre Auswirkungen auf den Unternehmenswert," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(IV), pages 447–477, December.
  37. Manuel Ammann, 2006. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 20(2), pages 121-122, June.
  38. Manuel Ammann, 2006. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 20(1), pages 1-2, April.
  39. Manuel Ammann & Michael Verhofen, 2006. "The Effect of Market Regimes on Style Allocation," Financial Markets and Portfolio Management, Springer, vol. 20(3), pages 309-337, September.
  40. Manuel Ammann & Michael Verhofen, 2006. "The Conglomerate Discount: A New Explanation Based On Credit Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(08), pages 1201-1214.
  41. Ammann, Manuel & Fehr, Martin & Seiz, Ralf, 2006. "New evidence on the announcement effect of convertible and exchangeable bonds," Journal of Multinational Financial Management, Elsevier, vol. 16(1), pages 43-63, February.
  42. Manuel Ammann & Ralf Seiz, 2005. "An IFRS 2 and FASB 123 (R) Compatible Model for the Valuation of Employee Stock Options," Financial Markets and Portfolio Management, Springer, vol. 19(4), pages 381-396, December.
  43. Manuel Ammann & Markus Leuenberger & Heinrich von Wyss, 2005. "Eigenschaften von Verwaltungsräten und Unternehmensperformance," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 141(I), pages 1-22, March.
  44. Manuel Ammann, 2004. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 18(4), pages 351-352, December.
  45. Ammann, Manuel & Kind, Axel & Wilde, Christian, 2003. "Are convertible bonds underpriced? An analysis of the French market," Journal of Banking & Finance, Elsevier, vol. 27(4), pages 635-653, April.
  46. Manuel Ammann & Christian Zenkner, 2003. "Tactical Asset Allocation mit Genetischen Algorithmen," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 1-40, March.
  47. Manuel Ammann & Heinz Zimmermann, 2000. "Evaluating the Long-Term Risk of Equity Investments in a Portfolio Insurance Framework," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan, vol. 25(3), pages 424-438, July.
  48. Manuel Ammann & Heinz Zimmermann, 1998. "Portfolioabsicherung mit konstanter Indexpartizipation," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 134(IV), pages 499-526, December.

Editor

  1. Financial Markets and Portfolio Management, Springer.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2005-07-18. Author is listed
  2. NEP-FIN: Finance (1) 2005-07-18. Author is listed
  3. NEP-FMK: Financial Markets (1) 2005-07-18. Author is listed
  4. NEP-RMG: Risk Management (1) 2013-08-31. Author is listed

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