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Robust estimation of risk‐neutral moments

Ammann, Manuel; Feser, Alexander - In: Journal of Futures Markets 39 (2019) 9, pp. 1137-1166

Persistent link: https://www.econbiz.de/10012082210

The impact of the Morningstar Sustainability Rating on mutual fund flows

Ammann, Manuel; Bauer, Christopher; Fischer, Sebastian; … - In: European Financial Management 25 (2018) 3, pp. 520-553

Persistent link: https://www.econbiz.de/10012089855

Do individual investors trade on investment-related internet postings?

Ammann, Manuel; Schaub, Nic - In: Management science : journal of the Institute for … 67 (2021) 9, pp. 5679-5702

Persistent link: https://www.econbiz.de/10012650151

Option-implied Value-at-Risk and the cross-section of stock returns

Ammann, Manuel; Feser, Alexander - In: Review of derivatives research 22 (2019) 3, pp. 449-474

Persistent link: https://www.econbiz.de/10012311843

Competing with superstars

Ammann, Manuel; Horsch, Philipp; Oesch, David - In: Management science : journal of the Institute for … 62 (2016) 10, pp. 2842-2858

Persistent link: https://www.econbiz.de/10011591758

Characteristics-based portfolio choice with leverage constraints

Ammann, Manuel; Coqueret, Guillaume; Schade, Jan-Philip - In: Journal of banking & finance 70 (2016), pp. 23-37

Persistent link: https://www.econbiz.de/10011635115

Announcement effects of contingent convertible securities : evidence from the global banking industry

Ammann, Manuel; Blickle, Kristian; Ehmann, Christian - In: European financial management : the journal of the … 23 (2017) 1, pp. 127-152

Persistent link: https://www.econbiz.de/10011713424

New evidence on the announcement effect of convertible and exchangeable bonds

Ammann, Manuel; Fehr, Martin; Seiz, Ralf - In: Journal of Multinational Financial Management 16 (2006) 1, pp. 43-63

Persistent link: https://www.econbiz.de/10005323612

THE CONGLOMERATE DISCOUNT: A NEW EXPLANATION BASED ON CREDIT RISK

AMMANN, MANUEL; VERHOFEN, MICHAEL - In: International Journal of Theoretical and Applied … 09 (2006) 08, pp. 1201-1214

We present a simple new explanation for the diversification discount in the valuation of firms. We demonstrate that, ceteris paribus, limited liability of equity holders is sufficient to explain a diversification discount. To derive this result, we use a credit risk model based on the value of...

Persistent link: https://www.econbiz.de/10005080460

Is there Really No Conglomerate Discount?

Ammann, Manuel; Hoechle, Daniel; Schmid, Markus - In: Journal of Business Finance & Accounting 39 (2012) 1-2, pp. 264-288

Persistent link: https://www.econbiz.de/10010543777