Obserwuj
Manuel Ammann
Manuel Ammann
Zweryfikowany adres z unisg.ch - Strona główna
Tytuł
Cytowane przez
Cytowane przez
Rok
Corporate governance and firm value: International evidence
M Ammann, D Oesch, MM Schmid
Journal of Empirical Finance 18 (1), 36-55, 2011
7772011
Credit risk valuation: methods, models, and applications
M Ammann
Springer Science & Business Media, 2002
2582002
Product market competition, corporate governance, and firm value: Evidence from the EU area
M Ammann, D Oesch, MM Schmid
European Financial Management 19 (3), 452-469, 2013
2152013
The impact of the Morningstar Sustainability Rating on mutual fund flows
M Ammann, C Bauer, S Fischer, P Müller
European Financial Management 25 (3), 520-553, 2019
1792019
Are convertible bonds underpriced? An analysis of the French market
M Ammann, A Kind, C Wilde
Journal of Banking & Finance 27 (4), 635-653, 2003
1632003
Simulation-based pricing of convertible bonds
M Ammann, A Kind, C Wilde
Journal of empirical finance 15 (2), 310-331, 2008
1242008
Tracking error and tactical asset allocation
M Ammann, H Zimmermann
Financial Analysts Journal 57 (2), 32-43, 2001
1212001
Impact of fund size on hedge fund performance
M Ammann, P Moerth
Journal of Asset Management 6, 219-238, 2005
1152005
New evidence on the announcement effect of convertible and exchangeable bonds
M Ammann, M Fehr, R Seiz
Journal of Multinational Financial Management 16 (1), 43-63, 2006
1102006
Is there really no conglomerate discount?
M Ammann, D Hoechle, M Schmid
Journal of Business Finance & Accounting 39 (1‐2), 264-288, 2012
1092012
Do individual investors trade on investment-related internet postings?
M Ammann, N Schaub
Management science 67 (9), 5679-5702, 2021
802021
Announcement effects of contingent convertible securities: Evidence from the global banking industry
M Ammann, K Blickle, C Ehmann
European financial management 23 (1), 127-152, 2017
782017
Competing with superstars
M Ammann, P Horsch, D Oesch
Management Science 62 (10), 2842-2858, 2016
752016
Valuing employee stock options: Does the model matter?
M Ammann, R Seiz
Financial Analysts Journal 60 (5), 21-37, 2004
74*2004
VaR for nonlinear financial instruments—linear approximation or full Monte Carlo?
M Ammann, C Reich
Financial Markets and Portfolio Management 15 (3), 363-378, 2001
692001
The effect of market regimes on style allocation
M Ammann, M Verhofen
Financial Markets and Portfolio Management 20, 309-337, 2006
682006
Hedge fund characteristics and performance persistence
M Ammann, O Huber, M Schmid
European Financial Management 19 (2), 209-250, 2013
612013
Risk factors for the Swiss stock market
M Ammann, M Steiner
Swiss Journal of Economics and Statistics 144, 1-35, 2008
592008
Do newspaper articles predict aggregate stock returns?
M Ammann, R Frey, M Verhofen
Journal of behavioral finance 15 (3), 195-213, 2014
572014
Pricing derivative credit risk
M Ammann
Springer Science & Business Media, 2013
512013
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