Robert Neumann

Danske Bank - Danske Markets

Holmens Kanal 2-12

DK-1092 Copenhagen K

Denmark

SCHOLARLY PAPERS

5

DOWNLOADS

264

CITATIONS

1

Scholarly Papers (5)

1.

Do Realistic Distribution Assumptions Improve Risk Estimates? A Long-Term Out-of-Sample Perspective on Risk Management

EFMA 2003 Helsinki Meetings
Number of pages: 34 Posted: 19 May 2003
Robert Neumann and Aron Akesson
Danske Bank - Danske Markets and Danske Bank - Danske Markets
Downloads 226 (133,462)

Abstract:

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VaR back-test, Normal Inverse Gaussian distribution, GARCH

2.

Price Differentials between Dual-Class Stocks: Voting Premium or Liquidity Discount?

European Financial Management, Vol. 9, pp. 315-332, September 2003
Number of pages: 17 Posted: 12 Jul 2003
Robert Neumann
Danske Bank - Danske Markets
Downloads 38 (426,887)
Citation 19
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Abstract:

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3.

Top Executive Turnovers: Separating Decision and Control Rights

Managerial and Decision Economics, Vol. 26, No. 1, pp. 25-37, January/February 2005
Posted: 03 Apr 2008
Robert Neumann and Torben Voetmann
Danske Bank - Danske Markets and The Brattle Group

Abstract:

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CEO Turnovers, Corporate Governance, Ownership Structure

4.

Demand Curves for European Stocks Slope Down Too

Review of Finance, Vol. 7, No. 3, pp. 437-457, 2003
Posted: 03 Apr 2008
Robert Neumann and Torben Voetmann
Danske Bank - Danske Markets and The Brattle Group

Abstract:

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Downward sloping demand curves, Float capitalization, Imperfect substitution, Index weights, Liquidity effects, Price pressure

5.

Does Ownership Matter in the Presence of Strict Antiactivism Legislation? Evidence from Equity Transactions in Denmark

International Review of Financial Analysis, Vol. 12, No. 2, 2003
Posted: 03 Apr 2008
Robert Neumann and Torben Voetmann
Danske Bank - Danske Markets and The Brattle Group

Abstract:

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Corporate governance, Ownership structure, Equity transactions, Institutional and strategic investors

Other Papers (1)

Total Downloads: 0
1.

Float Capitalization Index Weights in Dow Jones Stoxx Price and Volume Effects

EFMA 2002 London Meetings
Posted: 16 Feb 2002
Torben Voetmann and Robert Neumann
The Brattle Group and Danske Bank - Danske Markets

Abstract:

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Float Capitalization; Price Pressure; Demand Curves; Index Weights; Liquidity Effects