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| Asset Pricing & Financial Markets |
| 2012 |
An Alternative Three-factor Model for International Markets: Evidence from the European Monetary Union
M. Ammann, S. Odoni, D. Oesch
Journal of Banking and Finance, forthcoming |
| 2012 |
Hedge Fund Characteristics and Performance Persistence
M. Ammann, O. Huber, M. Schmid
European Financial Management forthcoming |
| 2011 |
Demographic Change and Pharmaceuticals' Stock Returns
M. Ammann, R. Berchtold, R. Seiz
European Financial Management
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| 2010 |
What Drives the Performance of Convertible-Bond Funds?
M. Ammann, A.H. Kind, R. Seiz
Journal of Banking and Finance, 34, 2600-2613 |
| 2008 |
Simulation-Based Pricing of Convertible Bonds
M. Ammann, A. Kind, C. Wilde
Journal of Empirical Finance, 15, 310-331 |
| 2006 |
Pricing and Hedging Mandatory Convertible Bonds
M. Ammann, R. Seiz
Journal of Derivatives, 13, 30-46 |
| 2006 |
Is there Evidence of Pessimism and Doubt in Subjective Distributions? Implications for the Equity Premium Puzzle
P. Söderlind, P.Giordani
Journal of Economic Dynamics and Control, 30, 1027-1043 |
| 2003 |
Are Convertible Bonds Underpriced? An Analysis of the French Market
M. Ammann, A. Kind, C. Wilde
Journal of Banking and Finance, 27, 635-653 |
| 2000 |
Performance and Characteristics of Swedish Mutual Funds
P. Söderlind, M. Dahlquist, S. Engström
Journal of Financial and Quantitative Analysis, 35, 409-423 |
| 1999 |
Evaluating Portfolio Performance with Stochastic Discount Factors
P. Söderlind, M. Dahlquist
Journal of Business, 72 (3), 347-384 |
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| International Finance & Monetary Policy |
| 2011 |
The Time-Varying Systematic Risk of Carry Trade Strategies
P. Söderlind, C. Christiansen, A. Ranaldo
Journal of Financial and Quantitative Analysis |
| 2010 |
Safe Haven Currencies
P. Söderlind, A. Ranaldo
Review of Finance, 10, 385-407 |
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| Corporate Finance |
| 2012 |
Product Market Competition, Corporate Governance, and Firm Value: Evidence from the EU-Area
M. Ammann, S. Odoni, D. Oesch
European Financial Management, forthcoming |
| 2012 |
Is There Really No Conglomerate Discount?
M. Ammann, D. Hoechle, M. Schmid
Journal of Business Finance and Accounting, 39(1-2), 2012, 264-288 |
| 2011 |
Corporate Governance and Firm Value: International Evidence
M. Ammann, D. Oesch, M. Schmid
Journal of Empirical Finance ,
18, 36-55 |
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| Financial Intermediation & Financial Institutions Management |
| 2011 |
Who Needs Credit and Who Gets Credit in Eastern Europe?
M. Brown, S. Ongena A. Popov, A.P. Yesin
Economic Policy, 65, 93-130 |
| 2010 |
The Emergence of Information Sharing in Credit Markets
M. Brown, C. Zehnder
Journal of Financial Intermediation, 19, 255-278 |
| 2009 |
On Reputation – A Microfoundation of Contract Enforcement and Price Rigidity
M. Brown, E. Fehr, C. Zehnder
Economic Journal, 119, 333-353 |
| 2009 |
Information Sharing and Credit: Firm-Level Evidence from Transition Countries
M. Brown, T. Jappelli, M. Pagano
Journal of Financial Intermediation, 18, 151-172 |
| 2007 |
Credit Reporting, Relationship Banking, and Loan Repayment
M. Brown, C. Zehnder
Journal of Money, Credit, & Banking, 39, 1883-1918
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