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Philip Alexander Stork

This is information that was supplied by Philip Stork in registering through RePEc. If you are Philip Alexander Stork , 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:Philip
Middle Name:Alexander
Last Name:Stork
RePEc Short-ID:pst361
Amsterdam, Netherlands

: +31 (0)20 598 4580

Gustav Mahlerplein 117, 1082 MS Amsterdam
RePEc:edi:tinbenl (more details at EDIRC)
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  1. Luiz Félix & Roman Kräussl & Philip Stork, 2016. "Single Stock Call Options as Lottery Tickets - Overpricing and Investor Sentiment," Tinbergen Institute Discussion Papers 16-022/IV, Tinbergen Institute.
  2. Koedijk, Kees & Slager, Alfred & Stork, Philip, 2015. "Investing in Systematic Factor Premiums," CEPR Discussion Papers 10824, C.E.P.R. Discussion Papers.
  3. Roman Kräussl & Luiz Félix & Philip Stork, 2014. "The 2011 European Short Sale Ban: An Option Market Perspective," LSF Research Working Paper Series 14-02, Luxembourg School of Finance, University of Luxembourg.
  4. Félix, Luiz & Kräussl, Roman & Stork, Philip, 2013. "The 2011 European short sale ban on financial stocks: A cure or a curse?," CFS Working Paper Series 2013/17, Center for Financial Studies (CFS).
  5. Amelia Pais & Philip A. Stork, 2013. "Short-Selling, Leverage and Systemic Risk," Tinbergen Institute Discussion Papers 13-186/IV/DSF68, Tinbergen Institute.
  6. Maarten van Oordt & Philip Stork & Casper de Vries, 2013. "On agricultural commodities' extreme price risk," DNB Working Papers 403, Netherlands Central Bank, Research Department.
  7. Antonio Di Cesare & Philip A. Stork & Casper G. de Vries, 2011. "Risk measures for autocorrelated hedge fund returns," Temi di discussione (Economic working papers) 831, Bank of Italy, Economic Research and International Relations Area.
  8. Koedijk, K.G. & Stork, P.A. & de Vries, C., 1994. "Between Realignments and Intervention: the Belgian Franc in the European Monetary System," Papers 94-001, Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).
  9. Stork, P. & Viaene, J.M., 1991. "Policy Optimization Using a Lexicographic Preference Ordering," Papers 9106-g, Erasmus University of Rotterdam - Institute for Economic Research.
  1. Félix, Luiz & Kräussl, Roman & Stork, Philip, 2016. "The 2011 European short sale ban: A cure or a curse?," Journal of Financial Stability, Elsevier, vol. 25(C), pages 115-131.
  2. Antonio Di Cesare & Philip A. Stork & Casper G. de Vries, 2015. "Risk Measures for Autocorrelated Hedge Fund Returns," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 13(4), pages 868-895.
  3. Sherry Bartz & Alexander Molchanov & Philip Stork, 2013. "When a celebrity endorser is disgraced: A twenty-five-year event study," Marketing Letters, Springer, vol. 24(2), pages 131-141, June.
  4. Gregory-Allen, Russell & Lu, Helen & Stork, Philip, 2012. "Asymmetric extreme tails and prospective utility of momentum returns," Economics Letters, Elsevier, vol. 117(1), pages 295-297.
  5. Pais, Amelia & Stork, Philip A., 2012. "Short-selling bans and contagion risk," Journal of Financial Transformation, Capco Institute, vol. 35, pages 109-122.
  6. Haina Ding & Alexander Molchanov & Philip Stork, 2011. "The value of celebrity endorsements: A stock market perspective," Marketing Letters, Springer, vol. 22(2), pages 147-163, June.
  7. Pais, Amelia & Stork, Philip A., 2011. "Contagion risk in the Australian banking and property sectors," Journal of Banking & Finance, Elsevier, vol. 35(3), pages 681-697, March.
  8. Philip A. Stork, 2011. "The intertemporal mechanics of European stock price momentum," Studies in Economics and Finance, Emerald Group Publishing, vol. 28(3), pages 217-232, August.
  9. Kees G. Koedijk & Philip A. Stork & Casper G. De Vries, 1998. "An EMS target zone model in discrete time," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(1), pages 31-48.
  10. Koedijk, Kees G. & Mizrach, Bruce & Stork, Philip A. & de Vries, Casper G., 1995. "New evidence on the effectiveness of foreign exchange market intervention," European Economic Review, Elsevier, vol. 39(3-4), pages 501-508, April.
  11. Koedijk, Kees G. & Stork, Philip A., 1994. "Should we care? psychological barriers in stock markets," Economics Letters, Elsevier, vol. 44(4), pages 427-432, April.
  12. Stork, P. & Viaene, J. -M., 1992. "Policy optimization by lexicographic preference ordering," Journal of Policy Modeling, Elsevier, vol. 14(5), pages 655-673, October.
  13. Koedijk, Kees G. & Stork, Philip A. & de Vries, Casper G., 1992. "Differences between foreign exchange rate regimes: The view from the tails," Journal of International Money and Finance, Elsevier, vol. 11(5), pages 462-473, October.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (5) 2011-12-13 2013-11-22 2013-12-15 2014-11-12 2015-04-25. Author is listed
  2. NEP-FMK: Financial Markets (3) 2011-12-13 2013-11-22 2015-04-25. Author is listed
  3. NEP-AGR: Agricultural Economics (1) 2013-12-15
  4. NEP-BAN: Banking (1) 2015-04-25
  5. NEP-CFN: Corporate Finance (1) 2015-04-25
  6. NEP-EEC: European Economics (1) 2013-11-22
  7. NEP-MST: Market Microstructure (1) 2013-11-22
  8. NEP-UPT: Utility Models & Prospect Theory (1) 2016-04-16

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