Sebastian Stöckl
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Publications
Piotr Kotlarz
University of Liechtenstein
,
Michael Hanke
University of Liechtenstein
,
Sebastian Stöckl
University of Liechtenstein
(2023).
Regime-Dependent Drivers of the EUR/CHF Exchange Rate
.
Swiss Journal of Economics and Statistics, 159
(3).
Publisher page
PDF
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DOI
Sebastian Stöckl
Equal contribution
,
Martin Rode
Equal contribution
(2021).
The Price of Populism - Financial Market Outcomes of Populist Electoral Success
.
Journal of Economic Behavior & Organization, 189
, 51-83.
ICMAIF 2020
EPCS 2019
PC WS 2019
Wifo 2020
PDF
Cite
DOI
Code
PDF
Preprint
Sebastian Stöckl
Equal contribution
,
Lars Kaiser
Equal contribution
(2020).
Higher Moments Matter! Cross-Sectional (Higher) Moments and the Predictability of Stock Returns
.
Review of Financial Economics
39(4), 455-481.
SGF 2017
SSRN
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DOI
PDF
Lars Kaiser
University of Liechtenstein
,
Sebastian Stöckl
University of Liechtenstein
(2020).
Cryptocurrencies: Herding and the transfer currency
.
Finance Research Letters, 33
.
PDF
Cite
DOI
Dataset
PDF
Michael Hanke
University of Liechtenstein
,
Sebastian Stöckl
University of Liechtenstein
,
Alex Weissensteiner
Free University of Bozen-Bolzano
(2020).
Political Event Portfolios
.
Journal of Banking and Finance, 118
, 1-18.
QMF 2019
PDF
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DOI
Dataset
PDF
Martin Gächter
Liechtenstein Financial Market Authority
,
Martin Geiger
Liechtenstein Institute & University of Innsbruck
,
Sebastian Stöckl
University of Liechtenstein
(2020).
Credit Intermediation and the Transmission of Macro-Financial Uncertainty: International Evidence
.
Journal of International Money and Finance, 108
, 1-13.
NOeG 2019
EPS Alpenrhein
ifo 2019
ICMAIF 2019
PDF
Cite
DOI
Dataset
PDF
Project
Martin Angerer
University of Liechtenstein
,
Manuel Dünser
University of Liechtenstein
,
Lars Kaiser
University of Liechtenstein
,
Georg Peter
University of Liechtenstein
,
Sebastian Stöckl
University of Liechtenstein
,
Aron Veress
University of Liechtenstein
(2019).
What Drives Our Beer Consumption? - In Search of Nutrition Habits and Demographic Patterns
.
Applied Economics, 51
(41), 4539-4550.
Beeronomics Conference 2013
PDF
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DOI
PDF
Martin Angerer
University of Liechtenstein
,
Georg Peter
University of Liechtenstein & LLB Asset Management AG
,
Sebastian Stöckl
University of Liechtenstein
,
Thomas Wachter
LGT Bank AG
,
Matthias Bank
University of Innsbruck
,
Marco Menichetti
University of Liechtenstein
(2018).
Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra
.
Schmalenbach Business Review, 70
(3), 209-230.
Springer
PDF
Cite
DOI
Sebastian Stöckl
University of Liechtenstein
,
Michael Hanke
University of Liechtenstein
,
Martin Angerer
University of Liechtenstein
(2017).
PRIX – A risk index for global private investors
.
The Journal of Risk Finance, 18
(2), 214-231.
Emerald
PDF
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DOI
Marcel Philipp Müller
,
Sebastian Stöckl
,
Steffen Zimmermann
,
Bernd Heinrich
(2016).
Decision Support for IT Investment Projects
.
Business & Information Systems Engineering, 58
(6), 381-396.
Springer
PDF
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DOI
Sebastian Stöckl
Equal contribution
,
Robert Ford
Equal contribution
(2015).
An example journal article
.
Journal of Source Themes, 1
(1).
Cite
Code
PDF
Sebastian Stöckl
,
Michael Hanke
(2014).
Financial Applications of the Mahalanobis Distance
.
Applied Economics and Finance
.
ABFC 2014
PDF
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DOI
Slides
Working Papers
Merlin Bartel
University of Liechtenstein
,
Sebastian Stöckl
University of Liechtenstein
,
Joshua Traut
University of St. Gallen
(2024).
Are There Fences in the Global Factor Zoo?
.
Working Paper
(University of Liechtenstein & University of St. Gallen).
IDS 2024
AWG 2024
Cite
DOI
Preprint
Slides
Michael Hanke
University of Liechtenstein
,
Wolfgang Schadner
University of Liechtenstein
,
Sebastian Stöckl
University of Liechtenstein
,
Alex Weissensteiner
Free University of Bozen-Bolzano
(2024).
Event Risk Premia and Non-Convex Volatility Smiles
.
Working Paper
(University of Liechtenstein & Free University of Bozen-Bolzano).
QMF 2024
AFBC 2024
Cite
Slides
Pedro Barroso
Católica Lisbon
,
Merlin Bartel
University of Liechtenstein
,
Sebastian Stöckl
University of Liechtenstein
(2024).
Factor Chasing and the Cross-Country Factor Momentum Anomaly
.
Working Paper
(Católica Lisbon & University of Liechtenstein).
AWG 2021
FOFIE 2022
FinEcon 2022
FMCG 2023
FMA Europe 2023
FMA 2023
SFA 2023
AFBC 2023
Cite
Slides
Lukas Salcher
University of Liechtenstein
,
Sebastian Stöckl
University of Liechtenstein
(2024).
Less Is More: Ranking Information, Estimation Errors and Optimal Portfolios
.
Working paper
(University of Liechtenstein).
WFC 2021
ICMAIF 2022
ECSO-CMS 2022
AWG 2024
Konstanz Seminar 2022
Neuchatel Seminar 2022
HSG Seminar 2023
AFBC 2024
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Slides
Lukas Salcher
University of Liechtenstein
,
Sebastian Stöckl
University of Liechtenstein
,
Michael Hanke
University of Liechtenstein
(2024).
Lost in Translation: How Predictability Turns into Performance
.
Working Paper
(University of Liechtenstein).
NZFM 2024
AFBC 2024
Cite
Lukas Müller
TU Darmstadt
,
Sebastian Stöckl
University of Liechtenstein
,
Johanna Müller
University of Liechtenstein
,
Dirk Schiereck
TU Darmstadt
(2023).
Estimating Crypto-Related Risk: Market-Based Evidence from FTX's Failure and Its Contagion on U.S. Banks
.
Working Paper
, University of Liechtenstein & TU Darmstadt.
Cite
DOI
Preprint
Sebastian Stöckl
University of Liechtenstein
(2020).
Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
.
Working Paper
(University of Liechtenstein).
Frontiers of Factor Investing 2020*
Cologne Colloquium on Financial Markets 2020*
Asset Allocation under Parameter Uncertainty 2017
Workshop of the AWG 2017
DGF 2017
FMA Europe 2017
Australasian Finance & Banking 2016
SFA 2015
World Finance 2015
UBC Sauder (Vancouver)
HSG (St. Gallen)
Cite
Poster
Preprint
Sebastian Stöckl
University of Liechtenstein
(2018).
Turbulence in the Cross-Section: Predicting Factor Premia
.
Working Paper
(University of Liechtenstein).
Preprint
INFINITI 2019
Australasian Finance & Banking 2018
INFINITI Asia-Pacific 2018
Cite
Bernd Heinrich
,
Marcel Müller
,
Sebastian Stöckl
,
Steffen Zimmermann
(2016).
Towards a Well-Founded Valuation of Managerial Flexibilities in IT Investment Projects - A Multidisciplinary Literature Review
.
Working Paper
(University of Innsbruck).
Cite
Preprint
Contributions in Books
Sebastian Stöckl
(2009).
Die Riemannsche Vermutung
. In:
Mathematisch für Anfänger
(Spektrum Verlag).
Springer
Cite
Preprint
Books