2 | Sebastian Stöckl

Regime-dependent drivers of the EUR/CHF exchange rate

Wed, 18 Jan 2023 00:00:00 +0000

Recovering Election Winner Probabilities from Stock Prices

Tue, 01 Mar 2022 23:26:32 +0100

Implied Republican winning probabilities on Nov. ,4 2020, calculated from intraday prices. Vertical lines indicate the time (ET) when the respective state was called by Associated Press. Solid/dashed/dotted lines are for decile/quintile/tercile portfolios. Results from value-weighted (equally-weighted) portfolios are shown in red (blue).

Implied Republican winning probabilities around Election Day (Nov. 3, 2020). Left: Results from the portfolio approach, using daily closing prices. Solid (dashed) lines indicate probabilities calculated when including stocks whose sensitivities $\theta_i$ are significant at the 10% (5%) level. Results from value-weighted/equally-weighted/median portfolios are shown in red/blue/turquoise. Right: Results from the regression approach, using daily closing prices. Solid/dashed/dotted lines are for decile/quintile/tercile portfolios. Results from value-weighted (equally-weighted) portfolios are shown in red (blue).

The Price of Populism: Financial Market Outcomes of Populist Electoral Success

Mon, 26 Apr 2021 00:00:00 +0000

Higher Moments Matter! Cross-Sectional (Higher) Moments and the Predictability of Stock Returns

Mon, 07 Sep 2020 00:00:00 +0000

Cryptocurrencies: Herding and the Transfer Currency

Sun, 01 Mar 2020 00:00:00 +0100

Political Event Portfolios

Tue, 25 Feb 2020 00:00:00 +0100

Credit Intermediation and the Transmission of Macro-Financial Uncertainty: International Evidence

Tue, 21 Jan 2020 00:00:00 +0100

What Drives Our Beer Consumption? - In Search of Nutrition Habits and Demographic Patterns

Wed, 13 Feb 2019 00:00:00 +0100

Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra

Sun, 01 Jul 2018 00:00:00 +0100

PRIX – A risk index for global private investors

Fri, 03 Feb 2017 00:00:00 +0000

Decision Support for IT Investment Projects

Tue, 08 Mar 2016 00:00:00 +0000

This paper was awarded with the Research Prize of the Principality of Liechtenstein for Young Researchers 2015

Financial Applications of the Mahalanobis Distance

Wed, 10 Sep 2014 00:00:00 +0000