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Sebastian Stöckl

University of Liechtenstein

Assistant Professor

Fürst-Franz-Josef-Strasse

Vaduz, FL-9490

Liechtenstein

http://www.sebastianstoeckl.com

  • University of Liechtenstein

SCHOLARLY PAPERS

13

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Top 43,659

in Total Papers Downloads

2,894

TOTAL CITATIONS

8

Scholarly Papers (13)

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1.

Higher Moments Matter! Cross-Sectional (Higher) Moments and the Predictability of Stock Returns

Number of pages: 31 Posted: 15 Mar 2016 Last Revised: 10 Nov 2016
Sebastian Stöckl and Lars Kaiser
University of Liechtenstein and University of Liechtenstein
Downloads 1,011 (56,960)
Citation 3

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cross-sectional volatility, cross-sectional skewness, cross-sectional kurtosis, principal components, return dispersion, predictability of stock returns, out-ofsample predictability, equity premium

2.

Survivorship and Delisting Bias in Cryptocurrency Markets

Number of pages: 48 Posted: 07 Dec 2022
Manuel Ammann, Tom Burdorf, Dr. Luca Liebi and Sebastian Stöckl
University of St. Gallen - School of Finance, University of St.Gallen, University of St. Gallen - Swiss Institute of Banking and Finance and University of Liechtenstein
Downloads 415 (181,053)

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Cryptocurrency, Survivorship bias, Delisting bias, Size premium, Momentum, Downside risk, Market β

3.

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns

Number of pages: 41 Posted: 20 Jun 2017 Last Revised: 20 Jul 2017
Sebastian Stöckl
University of Liechtenstein
Downloads 312 (244,299)
Citation 1

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Parameter Uncertainty, Aggregate Investor Behavior, Equity Risk Premium, Predictive Regression, Out-Of-Sample Predictability, Asset Allocation, Financial Turbulence

4.

Estimating Crypto-Related Risk: Market-Based Evidence from FTX’s Failure and Its Contagion on U.S. Banks

Number of pages: 26 Posted: 19 Oct 2023
Lukas Mueller, Sebastian Stöckl, Johanna Mueller and Dirk Schiereck
Technical University of Darmstadt, University of Liechtenstein, Hochschule Liechtenstein and Technical University of Darmstadt
Downloads 239 (324,656)
Citation 1

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operational risk, crypto-related risk, FTX, fraud, event study

5.

Are There Fences in the Global Factor Zoo?

Number of pages: 43 Posted: 16 Apr 2024
Merlin Bartel, Sebastian Stöckl and Joshua Traut
University of Liechtenstein, University of Liechtenstein and BIT Capital
Downloads 218 (359,492)

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International Asset Pricing, Factor Timing, Factor Momentum

6.

The Price of Populism: Financial Market Outcomes of Populist Electoral Success

Number of pages: 49 Posted: 31 Dec 2020 Last Revised: 26 Apr 2021
Sebastian Stöckl and Martin Rode
University of Liechtenstein and University of Navarra
Downloads 214 (361,209)
Citation 3

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Populism, Elections, Political uncertainty, Option markets, Implied volatility, Political ideology

7.

Research Note: The Economic Benefit of Forecasting Market Components for Mean-Variance Investors

Number of pages: 5 Posted: 20 Jan 2017
Lars Kaiser and Sebastian Stöckl
University of Liechtenstein and University of Liechtenstein
Downloads 153 (488,442)

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out-of-sample return predictability, industry portfolios, CAPM, empirical mean, market implied returns

8.

On the Saving Behavior of European Households

Number of pages: 64 Posted: 24 Oct 2022
Aicha Kharazi, Michael Hanke, Sebastian Stöckl and Alex Weissensteiner
University of Warwick - Department of Economics, University of Liechtenstein, University of Liechtenstein and Free University of Bolzano-Bozen
Downloads 93 (736,406)

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Savings, interest rates, aging

9.

Towards a Well-Founded Valuation of Managerial Flexibilities in IT Investment Projects - A Multidisciplinary Literature Review

Number of pages: 13 Posted: 10 Mar 2015
Bernd Heinrich, Marcel Müller, Sebastian Stöckl and Steffen Zimmermann
University of Regensburg, University of Innsbruck - School of Management, University of Liechtenstein and University of Innsbruck
Downloads 86 (771,553)

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Real Options Analysis, Black-Scholes Model, Assumptions, Characteristics of IT Projects, Multidisciplinary Literature Review

10.

Recovering Election Winner Probabilities from Stock Prices

Number of pages: 10 Posted: 10 Dec 2020
Michael Hanke, Sebastian Stöckl and Alex Weissensteiner
University of Liechtenstein, University of Liechtenstein and Free University of Bolzano-Bozen
Downloads 78 (816,709)

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Election winner probabilities, Political prediction markets, Election portfolios

11.

Embedded Liberalism and Populism: A Cautionary Empirical Note

Number of pages: 10 Posted: 22 Jan 2022
Carlos Fellmann, Martin Rode and Sebastian Stöckl
affiliation not provided to SSRN, University of Navarra and University of Liechtenstein
Downloads 75 (844,901)

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Populism, free trade, government compensation, embedded liberalism

12.

Political Event Portfolios

Journal of Banking and Finance, Forthcoming
Posted: 22 Aug 2018 Last Revised: 09 Jun 2020
Michael Hanke, Sebastian Stöckl and Alex Weissensteiner
University of Liechtenstein, University of Liechtenstein and Free University of Bolzano-Bozen

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betting odds, election portfolios, political uncertainty

13.

Financial Applications of the Mahalanobis Distance

Applied Economics and Finance, 1(2), p. 71-77
Posted: 19 Aug 2013 Last Revised: 05 Sep 2015
Sebastian Stöckl and Michael Hanke
University of Liechtenstein and University of Liechtenstein

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Mahalanobis distance, Financial turbulence, Multivariate distance