Sebastian Stöckl

University of Liechtenstein

Assistant Professor

Fürst-Franz-Josef-Strasse

Vaduz, FL-9490

Liechtenstein

http://www.uni.li/sebastian.stoeckl

SCHOLARLY PAPERS

6

DOWNLOADS
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Top 49,038

in Total Papers Downloads

816

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (6)

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 581 (45,857)
Citation 2

Abstract:

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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.

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 115 (240,429)
Citation 1

Abstract:

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

3.

Quantitative Selection of Election Portfolios

Number of pages: 25 Posted: 22 Aug 2018 Last Revised: 05 Feb 2019
Michael Hanke, Sebastian Stöckl and Alex Weissensteiner
University of Liechtenstein, University of Liechtenstein and Free University of Bolzano Bozen
Downloads 47 (398,632)

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betting odds, election portfolios, political uncertainty

4.

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

Number of pages: 13 Posted: 10 Mar 2015
University of Regensburg, University of Innsbruck - School of Management, University of Liechtenstein and University of Innsbruck
Downloads 37 (436,712)

Abstract:

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

5.

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 36 (440,772)

Abstract:

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

6.

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