Sebastian Stöckl

University of Liechtenstein

Assistant Professor

Fürst-Franz-Josef-Strasse

Vaduz, FL-9490

Liechtenstein

http://www.sebastianstoeckl.com

SCHOLARLY PAPERS

9

DOWNLOADS

1,255

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (9)

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 806 (44,238)
Citation 3

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 225 (193,013)
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.

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 80 (422,817)

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

4.

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 47 (547,897)

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

5.

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 46 (552,697)

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

6.

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 36 (605,122)

Abstract:

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Election winner probabilities, Political prediction markets, Election portfolios

7.

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 15 (759,086)

Abstract:

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Populism, free trade, government compensation, embedded liberalism

8.

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

9.

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

Abstract:

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Mahalanobis distance, Financial turbulence, Multivariate distance