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Sebastian Stöckl

Election Portfolios - The Case of the 2020 US Presidential Election
Recovering Election Winner Probabilities from Stock Prices
Decision Methods and Tools in the Context of Pension Finance
Higher Moments Matter! Cross-Sectional (Higher) Moments and the Predictability of Stock Returns
Cryptocurrencies: Herding and the Transfer Currency
Political Event Portfolios
Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
Credit Intermediation and the Transmission of Macro-Financial Uncertainty: International Evidence
The Price of Populism
Crypto Research Data from Coin-Market Cap without Survivorship Bias
Use the 'ffdownload'-package to download Fama-French datasets in R
What Drives Our Beer Consumption? - In Search of Nutrition Habits and Demographic Patterns
Turbulence in the Cross-Section: Predicting Factor Premia
Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra
Jumping with the dividends: Hedging European Market Risk with EuroStoxx 50 Index Futures Contracts
PRIX – A risk index for global private investors
The Economic Benefit of Forecasting Market Components for Mean-Variance Investors
Towards a Well-Founded Valuation of Managerial Flexibilities in IT Investment Projects - A Multidisciplinary Literature Review
Decision Support for IT Investment Projects
Financial Applications of the Mahalanobis Distance
Die Riemannsche Vermutung

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