Profile Page Prof. Dr. Manuel Ammann

Profile Picture
Name Manuel Ammann
Title Prof. Dr.
Institute/School s/bf - Swiss Institute of Banking and Finance, EMBA - Executive MBA, SoF - School of Finance
Address s/bf-HSG
Büro 51-5008
Unterer Graben 21
9000 St. Gallen
Email address
Phone +41 71 224 70 80
Main Focuses Finanzen
Further fields of research Finanzmärkte, Asset Management, Derivatives, Risk Management
Additional Information

Latest Additions (all)

  1. Item Ammann, Manuel & Schaub, Nic (2020) Do Individual Investors Trade on Investment-related Internet Postings? Management Science, (online first). ISSN 0025-1909 [img]
  2. Item Ammann, Manuel; Fischer, Sebastian & Weigert, Florian (2020) Factor Exposure Variation and Mutual Fund Performance. Financial Analysts Journal, ISSN 0015-198X
  3. Item Ammann, Manuel & Moerke, Mathis: Credit Variance Risk Premiums. School of Finance Working Paper Series, 2019, 2019/08. [img]
  4. 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]
  5. 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
  6. Item Ammann, Manuel & Feser, Alexander (2019) Robust Estimation of Risk-Neutral Moments. Journal of Futures Markets, 39 (9). 1137-1166. ISSN 0270-7314
  7. Item Ammann, Manuel & Feser, Alexander: Information Uncertainty and the Puzzle of Option-Implied Skewness. [Conference or Workshop Item]
  8. Item Ammann, Manuel; Arnold, Marc & Straumann, Simon: Illuminating the Dark Side of Financial Innovation: The Role of Investor Information. School of Finance Working Paper Series, 2017, 2017/04. [img]
  9. Item Ammann, Manuel; Blickle, Kristian & Ehmann, Christian (2017) Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry. European financial management, 23 (1). 127-152. ISSN 1354-7798 [img]
  10. Item Ammann, Manuel & Ehmann, Christian (2017) Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds. Swiss Journal of Economics and Statistics, 153 (3). 293-339. ISSN 0303-9692