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Where does information processing in a fragmented market take place? : evidence from the Swiss stock market after MiFID

Kohler, Alexander; Wyss, Rico von - 2012

Persistent link: https://www.econbiz.de/10010407675

Measuring and predicting liquidity in the stock market

Wyss, Rico von (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002192698

Eigenschaften von Verwaltungsräten und Unternehmensperformance

Ammann, Manuel; Leuenberger, Markus; Wyss, Rico von - In: Swiss journal of economics and statistics 141 (2005) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10002631479

The impact of prior performance on the risk-taking of mutual fund managers

Ammann, Manuel; Verhofen, Michael - In: Annals of finance 5 (2009) 1, pp. 69-90

Persistent link: https://www.econbiz.de/10003775313

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

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

Do implied volatilities predict stock returns?

Ammann, Manuel; Verhofen, Michael; Süss, Stephan - 2009

Persistent link: https://www.econbiz.de/10003906382

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

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

Do Implied Volatilities Predict Stock Returns?

Ammann, Manuel - 2013

Using a complete sample of US equity options, we find a positive, highly significant relation between stock returns and lagged implied volatilities. The results are robust after controlling for a number of factors such as firm size, market value, analyst recommendations and different levels of...

Persistent link: https://www.econbiz.de/10013094350