.
Stork, Philip A.'s
Scholarly Papers
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Aggregate Statistics
Total Downloads
3,165
Total
Citations
8
1.
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
de Vries, Casper G. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
16 Apr 08
Last Revised:
14 Aug 09
649
(17,815)
Hedge Funds, Financial Stability
2.
Molchanov, Alexander Massey University
Ding, Haina University of Toulouse 1 - Ecole Doctorale Sciences de Gestion
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
Posted:
20 Jan 09
Last Revised:
31 May 10
638
(18,328)
4
3.
Risk Measures for Autocorrelated Hedge Fund Returns
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Di Cesare, Antonio Bank of Italy
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
de Vries, Casper G. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
02 May 11
Last Revised:
20 Feb 12
255
(57,906)
Di Cesare, Antonio Bank of Italy
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
de Vries, Casper G. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
143
hedge funds, serial correlation, systemic risk, VaR, Pareto distribution
Di Cesare, Antonio Bank of Italy
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
de Vries, Casper G. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
112
Hedge funds, Serial correlation,Systemic risk, VaR, Pareto distribution
4.
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
255
(57,906)
Momentum, trading volume, European shares
5.
Pais, Amelia Massey University - Department of Commerce
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
Posted:
01 Jun 10
Last Revised:
11 Feb 11
217
(69,163)
systemic risk, banks, Extreme Value Theory, too big to fail
6.
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
Posted:
21 Feb 08
Last Revised:
21 Jul 09
217
(68,801)
2
Momentum, shares, Australia, New Zealand, investment strategy
7.
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
Posted:
14 Jul 11
Last Revised:
20 Feb 12
215
(69,776)
Banken, Risicomanagement, Behavioural Finance
8.
Molchanov, Alexander Massey University
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
Zeng, Victor affiliation not provided to SSRN
Posted:
27 Jul 10
Last Revised:
08 Oct 10
175
(85,027)
Corporate Sponsorship, Beijing Olympics, Event Study
9.
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
Pais, Amelia Massey University - Department of Commerce
Posted:
25 Aug 09
Last Revised:
11 Feb 11
161
(91,822)
2
Contagion Risk, Extreme Value Theory, Banks, Australia
10.
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
Posted:
21 Jul 08
Last Revised:
15 Aug 11
117
(120,370)
Price momentum, European stock markets, overconfidence, self-attribution
11.
Li, Xiaoqi Massey University - College of Business
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
Zou , Liping Massey University - Department of Commerce
112
(124,563)
Stock Splits, Event Study
12.
Gregory-Allen, Russell B. Massey University - Department of Commerce
Lu, Helen University of Otago
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
Posted:
23 Sep 10
Last Revised:
07 May 12
78
(158,757)
Extreme value theory, Asymmetric tails, Prospective utility
13.
Felix, Luiz F. F. VU University Amsterdam
Kräussl, Roman Universite du Luxembourg - Luxembourg School of Finance
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
Posted:
09 Feb 13
Last Revised:
08 May 13
48
(204,113)
short-selling, ban, financial stocks, implied volatility skew, risk aversion
14.
Bartz, Sherry University of Miami
Molchanov, Alexander Massey University
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
28
(248,877)
Celebrity Endorsement, Event Study, Stock Returns
15.
Ergun, Lerby Murat Duisenberg School of Finance
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
tail risk, investment strategy, technical analysis
16.
Pais, Amelia Massey University - Department of Commerce
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
Posted:
20 Feb 12
Last Revised:
27 Feb 12
systemic risk, short selling, bank’s risk, Extreme Value Theory
17.
Molchanov, Alexander Massey University
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
Momentum, stock returns
18.
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
de Vries, Casper G. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
04 Aug 09
Last Revised:
03 Feb 10
Australia, banking, contagion risk
19.
An EMS Target Zone Model in Discrete Time
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Koedijk, Kees C. G. Tilburg University - Department of Finance
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
de Vries, Casper G. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
28 Feb 08
Last Revised:
08 Mar 08
Koedijk, Kees C. G. Tilburg University - Department of Finance
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
de Vries, Casper G. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
0
EMS currencies, fat tails, realignment probability
20.
New Evidence on the Effectiveness of Foreign Exchange Market Intervention
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Koedijk, Kees C. G. Tilburg University - Department of Finance
Mizrach, Bruce Rutgers University, Department of Economics
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
de Vries, Casper G. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Koedijk, Kees C. G. Tilburg University - Department of Finance
Mizrach, Bruce Rutgers University, Department of Economics
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
de Vries, Casper G. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
0
official intervention, target zones
21.
Koedijk, Kees C. G. Tilburg University - Department of Finance
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
de Vries, Casper G. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
exchnage rate regime, tails, distribution
22.
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
Viaene, Jean-Marie Erasmus University
policy optimization, lexicographic ordering
23.
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
Koedijk, Kees C. G. Tilburg University - Department of Finance
psychological barriers, stock markets