Profile Page Prof. Dr. Manuel Ammann

Profile Picture
Name Manuel Ammann
Title Prof. Dr.
Function
Institute/School SoF - School of Finance
Address s/bf-HSG
Büro 51-5008
Unterer Graben 21
9000 St. Gallen
Schweiz
Email address manuel.ammann@unisg.ch
Phone +41 71 224 70 80
Homepage http://manuelammann.ch/
Main Focuses Finanzen
Further fields of research Finanzmärkte, Asset Management, Derivatives, Risk Management
Affiliations
Additional Information

Latest Additions (all)

  1. Item Ammann, Manuel; Burdorf, Tom; Liebi, Luca & Stöckl, Sebastian (2022) Survivorship and Delisting Bias in Cryptocurrency Markets. [img]
  2. Item Ammann, Manuel; Hemauer, Tobias & Straumann, Simon: Resurrecting the Value Factor from its Redundancy. , 2022, [img]
  3. Item Ammann, Manuel; Cochardt, Alexander; Cohen, Lauren & Heller, Stephan: Hidden Alpha. , 2022, [img]
  4. Item Ammann, Manuel & Schaub, Nic (2020) Do Individual Investors Trade on Investment-related Internet Postings? Management Science, (online first). ISSN 0025-1909 [img]
  5. Item Ammann, Manuel; Fischer, Sebastian & Weigert, Florian (2020) Factor Exposure Variation and Mutual Fund Performance. Financial Analysts Journal, ISSN 0015-198X
  6. Item Ammann, Manuel & Mörke, Mathis: Credit Variance Risk Premiums. School of Finance Working Paper Series, 2019, 2019/08. [img]
  7. Item Ammann, Manuel; Bauer, Christopher; Fischer, Sebastian & Müller, Philipp (2019) The Impact of the Morningstar Sustainability Rating on Mutual Fund Flows. European Financial Management, 25 (3). 520-553. ISSN 1354-7798 [img]
    Preview
  8. Item Ammann, Manuel & Feser, Alexander (2019) Option-Implied Value-at-Risk and the Cross-Section of Stock Returns. Review of Derivatives Research, 22 (3). 449-474. ISSN 1380-6645
  9. Item Ammann, Manuel & Feser, Alexander (2019) Robust Estimation of Risk-Neutral Moments. Journal of Futures Markets, 39 (9). 1137-1166. ISSN 0270-7314
  10. Item Ammann, Manuel & Feser, Alexander: Information Uncertainty and the Puzzle of Option-Implied Skewness. [Conference or Workshop Item]
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