Sebastian Stöckl
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  • Publications
    • Are There Fences in the Global Factor Zoo?
    • Breaking Bad: Parameter Uncertainty Caused by Structural Breaks in Stocks
    • Event Risk Premia and Non-Convex Volatility Smiles
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    • Regime-Dependent Drivers of the EUR/CHF Exchange Rate
    • The Price of Populism - Financial Market Outcomes of Populist Electoral Success
    • Higher Moments Matter! Cross-Sectional (Higher) Moments and the Predictability of Stock Returns
    • Cryptocurrencies: Herding and the transfer currency
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    • Credit Intermediation and the Transmission of Macro-Financial Uncertainty: International Evidence
    • What Drives Our Beer Consumption? - In Search of Nutrition Habits and Demographic Patterns
    • An example preprint / working paper
    • Turbulence in the Cross-Section: Predicting Factor Premia
    • Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra
    • 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
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    • Factor Chasing and the Cross-Country Factor Momentum Anomaly
    • Factor Chasing and the Cross-Country Factor Momentum Anomaly
    • Too much information: When reducing the informational content of input parameters yields better portfolios
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return
    • Portfolio Rules and Factor Premia under Ambiguity
    • The Price of Populism: Financial Market Outcomes of Populist Electoral Success
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
    • Turbulence in the Cross-Section: Predicting Factor Premia
    • Political Populism and Financial Markets
    • Turbulence in the Cross-Section: Predicting Factor Premia
    • Turbulence in the Cross-Section: Predicting Factor Premia
    • Turbulence in the Cross-Section: Predicting Factor Premia
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
    • Financial Turbulence, Parameter Uncertainty and Aggregate Stock Returns
    • Higher Moments Matter! Cross-Sectional (higher) Moments and the Predictability of Stock Returns
    • Financial Turbulence and Aggregate Stock Returns
    • The Economic Benefit of Forecasting Market Components for Mean-Variance Investors
    • Financial Turbulence and Aggregate Stock Returns
    • Portfolio Turbulence and the Predictability of Stock Returns
    • Portfolio Turbulence and the Predictability of Stock Returns
    • Comoment Factors and the Predictability of Stock Returns
    • Financial Applications of the Mahalanobis Distance
    • PRIX - A Risk Index for Global Private Investors
    • Financial Applications of the Mahalanobis Distance
    • PRIX - A Risk Index for Global Private Investors
    • What drives our beer consumption? - In search of nutrition habits and demographic patterns
    • A Risk Index for Global Private Investors
    • Towards a Precise Valuation of Interdependent IT Projects – A Real Option Approach Considering Unhedgeable Risks
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Populism, financial markets, and political capitalism

2021-12-02·
Sebastian Stöckl
Sebastian Stöckl
,
Martin Rode
· 0 min read
Go to Project Site
Last updated on 2024-12-11
Populism
Sebastian Stöckl
Authors
Sebastian Stöckl
Associate Professor in Financial Economics
Authors
Martin Rode
Associate Professor
← Use the 'ffdownload'-package to download Fama-French datasets in R 2024-12-20
Election Portfolios - The Case of the 2020 US Presidential Election 2020-12-05 →

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