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Do implied volatilities predict stock returns?
Ammann, Manuel; Verhofen, Michael; Süss, Stephan - In: The journal of asset management 10 (2009/10) 4, pp. 222-234
Persistent link: https://www.econbiz.de/10003894702
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Implied and realized volatility in the cross-section of equity options
Ammann, Manuel; Skovmand, David; Verhofen, Michael - 2009
Persistent link: https://www.econbiz.de/10003906281
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Do implied volatilities predict stock returns?
Ammann, Manuel; Verhofen, Michael; Süss, Stephan - 2009
Persistent link: https://www.econbiz.de/10003906382
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Implied and realized volatility in the cross-section of equity options
Ammann, Manuel; Skovmand, David; Verhofen, Michael - In: International journal of theoretical and applied finance 12 (2009) 6, pp. 745-765
Persistent link: https://www.econbiz.de/10003911231
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The impact of prior performance on the risk-taking of mutual fund managers
Ammann, Manuel (contributor); Verhofen, Michael (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674174
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Pricing and hedging mandatory convertible bonds
Ammann, Manuel; Seiz, Ralf - In: The journal of derivatives : the official publication … 13 (2006) 3, pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
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Intraday characteristics of stock price crashes
Ammann, Manuel; Kessler, Stephan - In: Applied financial economics 19 (2009) 13/15, pp. 1239-1255
Persistent link: https://www.econbiz.de/10003886042
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Intra-day characteristics of stock price crashes
Ammann, Manuel; Kessler, Stephan - 2009 - Nov. 2009
Persistent link: https://www.econbiz.de/10003905956
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Pricing and hedging mandatory convertible bonds
Ammann, Manuel (contributor); Seiz, Ralf (contributor) - 2006
Persistent link: https://www.econbiz.de/10003376056
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Has hedge fund alpha disappeared?
Ammann, Manuel; Huber, Otto; Schmid, Markus M. - 2009
Persistent link: https://www.econbiz.de/10003907747