Sebastian Stöckl
Sebastian Stöckl
Assistant Professor at the Chair in Finance, University of Liechtenstein
Verified email at - Homepage
Cited by
Cited by
Cryptocurrencies: Herding and the transfer currency
L Kaiser, S Stöckl
Finance Research Letters 33, 101214, 2020
Financial Applications of the Mahalanobis Distance
S Stöckl, M Hanke
Applied Economics and Finance 1 (2), 71-77, 2014
Die Riemannsche Vermutung. In: Wohlgemuth M. (eds) Mathematisch für Anfänger
S Stöckl
Mathematisch für Anfänger, 283-295, 2011
Decision Support for IT Investment Projects
MP Müller, S Stöckl, S Zimmermann, B Heinrich
Business & Information Systems Engineering 58 (6), 381-396, 2016
PRIX–A risk index for global private investors
S Stöckl, M Hanke, M Angerer
The Journal of Risk Finance, 2017
Higher moments matter! Cross‐sectional (higher) moments and the predictability of stock returns
S Stöckl, L Kaiser
Review of Financial Economics 39 (4), 455-481, 2021
Political event portfolios
M Hanke, S Stöckl, A Weissensteiner
Journal of Banking & Finance 118, 105883, 2020
What drives our Beer Consumption?---In Search of Nutrition Habits and Demographic Patterns
M Angerer, M Dünser, L Kaiser, G Peter, S Stöckl, A Veress
Applied Economics 51 (41), 4539-4550, 2019
The price of populism: Financial market outcomes of populist electoral success
S Stöckl, M Rode
Journal of Economic Behavior & Organization 189, 51-83, 2021
Credit intermediation and the transmission of macro-financial uncertainty: International evidence
M Gächter, M Geiger, S Stöckl
Journal of International Money and Finance 108, 102152, 2020
Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
S Stöckl
Financial Turbulence and Aggregate Stock Returns (July 19, 2017), 2017
Recovering election winner probabilities from stock prices
M Hanke, S Stöckl, A Weissensteiner
Finance Research Letters, 102122, 2021
Turbulence in the Cross-Section: Predicting Factor Premia
S Stöckla
31st Australasian Finance and Banking Conference, 2018
Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra
M Angerer, G Peter, S Stoeckl, T Wachter, M Bank, M Menichetti
Schmalenbach Business Review, 1-22, 2018
Research Note: The Economic Benefit of Forecasting Market Components for Mean-Variance Investors
L Kaiser, S Stöckl
Available at SSRN 2901935, 2016
Towards a Well-Founded Valuation of Managerial Flexibilities in IT Investment Projects - A Multidisciplinary Literature Review
B Heinrich, MP Müller, S Stöckl, S Zimmermann, 2015
Diversifying Estimation Errors with Unsupervised Machine Learning
M Bartel, S Stöckl
Less is more: Ranking Information, Estimation Errors and Optimal Portfolios
L Salcher, S Stöckl
Use the'ffdownload'-package to download Fama-French datasets in R
S Stöckl
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