Corporate governance and firm value: International evidence M Ammann, D Oesch, MM Schmid Journal of Empirical Finance 18 (1), 36-55, 2011 | 777 | 2011 |
Credit risk valuation: methods, models, and applications M Ammann Springer Science & Business Media, 2002 | 258 | 2002 |
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 | 215 | 2013 |
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 | 179 | 2019 |
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 | 163 | 2003 |
Simulation-based pricing of convertible bonds M Ammann, A Kind, C Wilde Journal of empirical finance 15 (2), 310-331, 2008 | 124 | 2008 |
Tracking error and tactical asset allocation M Ammann, H Zimmermann Financial Analysts Journal 57 (2), 32-43, 2001 | 121 | 2001 |
Impact of fund size on hedge fund performance M Ammann, P Moerth Journal of Asset Management 6, 219-238, 2005 | 115 | 2005 |
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 | 110 | 2006 |
Is there really no conglomerate discount? M Ammann, D Hoechle, M Schmid Journal of Business Finance & Accounting 39 (1‐2), 264-288, 2012 | 109 | 2012 |
Do individual investors trade on investment-related internet postings? M Ammann, N Schaub Management science 67 (9), 5679-5702, 2021 | 80 | 2021 |
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 | 78 | 2017 |
Competing with superstars M Ammann, P Horsch, D Oesch Management Science 62 (10), 2842-2858, 2016 | 75 | 2016 |
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 | 69 | 2001 |
The effect of market regimes on style allocation M Ammann, M Verhofen Financial Markets and Portfolio Management 20, 309-337, 2006 | 68 | 2006 |
Hedge fund characteristics and performance persistence M Ammann, O Huber, M Schmid European Financial Management 19 (2), 209-250, 2013 | 61 | 2013 |
Risk factors for the Swiss stock market M Ammann, M Steiner Swiss Journal of Economics and Statistics 144, 1-35, 2008 | 59 | 2008 |
Do newspaper articles predict aggregate stock returns? M Ammann, R Frey, M Verhofen Journal of behavioral finance 15 (3), 195-213, 2014 | 57 | 2014 |
Pricing derivative credit risk M Ammann Springer Science & Business Media, 2013 | 51 | 2013 |