Lukas Salcher, Sebastian Stöckl, Michael Hanke (2026). Lost in Translation? Risk-Adjusting RMSE for Economic Forecast Performance. Journal of Forecasting.

Piotr Kotlarz, Michael Hanke, Sebastian Stöckl (2023). Regime-Dependent Drivers of the EUR/CHF Exchange Rate. Swiss Journal of Economics and Statistics, 159(3).

Michael Hanke, Sebastian Stöckl, Alex Weissensteiner (2022). Recovering Election Winner Probabilities from Stock Prices. Finance Research Letters, 45, 102122.

Sebastian Stöckl, Martin Rode (2021). The Price of Populism - Financial Market Outcomes of Populist Electoral Success. Journal of Economic Behavior & Organization, 189, 51-83.

Sebastian Stöckl, Lars Kaiser (2020). Higher Moments Matter! Cross-Sectional (Higher) Moments and the Predictability of Stock Returns. Review of Financial Economics 39(4), 455-481.

Lars Kaiser, Sebastian Stöckl (2020). Cryptocurrencies: Herding and the Transfer Currency. Finance Research Letters, 33.

Michael Hanke, Sebastian Stöckl, Alex Weissensteiner (2020). Political Event Portfolios. Journal of Banking & Finance, 118, 1-18.

Martin Gächter, Martin Geiger, Sebastian Stöckl (2020). Credit Intermediation and the Transmission of Macro-Financial Uncertainty: International Evidence. Journal of International Money and Finance, 108, 1-13.

Martin Angerer, Manuel Dünser, Lars Kaiser, Georg Peter, Sebastian Stöckl, Aron Veress (2019). What Drives Our Beer Consumption? - In Search of Nutrition Habits and Demographic Patterns. Applied Economics, 51(41), 4539-4550.

Martin Angerer, Georg Peter, Sebastian Stöckl, Thomas Wachter, Matthias Bank, Marco Menichetti (2018). Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra. Schmalenbach Business Review, 70(3), 209-230.

Sebastian Stöckl, Michael Hanke, Martin Angerer (2017). PRIX – A Risk Index for Global Private Investors. The Journal of Risk Finance, 18(2), 214-231.

Marcel Philipp Müller, Sebastian Stöckl, Steffen Zimmermann, Bernd Heinrich (2016). Decision Support for IT Investment Projects. Business & Information Systems Engineering, 58(6), 381-396.

Sebastian Stöckl, Michael Hanke (2014). Financial Applications of the Mahalanobis Distance. Applied Economics and Finance, 1(2), 71-77.

Lukas Salcher, Sebastian Stöckl, Michael Hanke (2026). Post-Optimal Moment Correction Aligned with the Sharpe Gap. Working Paper (University of Liechtenstein).

Christoph Reschenhofer, Sebastian Stöckl (2025). Unpriced Sector Risk in the Factor Zoo: The Role of Industry Momentum. Working Paper (University of Liechtenstein & WU Vienna) — under review at Journal of Financial Economics.

Merlin Bartel, Sebastian Stöckl, Joshua Traut (2024). Are There Fences in the Global Factor Zoo?. Working Paper (University of Liechtenstein & University of St. Gallen).

Lukas Salcher, Sebastian Stöckl (2024). Breaking Bad: Parameter Uncertainty Caused by Structural Breaks in Stocks. University of Liechtenstein.

Pedro Barroso, Merlin Bartel, Sebastian Stöckl (2024). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Working Paper (Católica Lisbon & University of Liechtenstein).

Lukas Salcher, Sebastian Stöckl (2024). Less Is More: Ranking Information, Estimation Errors and Optimal Portfolios. Working paper (University of Liechtenstein).

Michael Hanke, Wolfgang Schadner, Sebastian Stöckl, Alex Weissensteiner (2024). Stochastic Event-Outcome Probabilities and the Pricing of Scheduled Event Risk. Working Paper (University of Liechtenstein & Free University of Bozen-Bolzano).

Lukas Müller, Sebastian Stöckl, Johanna Müller, Dirk Schiereck (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.

Merlin Bartel, Sebastian Stöckl (2022). Diversifying Estimation Errors with Unsupervised Machine Learning. Working Paper (University of Liechtenstein).

Manuel Ammann, Luca Liebi, Tom Burdorf, Sebastian Stöckl (2022). Survivorship and Delisting Bias in Cryptocurrency Markets. Working Paper (University of St.Gallen & University of Liechtenstein).

Sebastian Stöckl (2020). Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns. Working Paper (University of Liechtenstein).

Sebastian Stöckl (2018). Turbulence in the Cross-Section: Predicting Factor Premia. Working Paper (University of Liechtenstein).

Lars Kaiser, Sebastian Stöckl (2016). The Economic Benefit of Forecasting Market Components for Mean-Variance Investors. Working Paper.

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).

Sebastian Stöckl (2009). Die Riemannsche Vermutung. In: Mathematisch für Anfänger (Spektrum Verlag).