Ralf Seiz

University of St. Gallen - Swiss Institute of Banking and Finance

Rosenbergstrasse 52

St. Gallen, CH-9000

Switzerland

  • University of St. Gallen - Swiss Institute of Banking and Finance

SCHOLARLY PAPERS

9

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4

CROSSREF CITATIONS

9

Scholarly Papers (9)

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1.

Pricing (Multi-) Barrier Reverse Convertibles

Number of pages: 39 Posted: 16 Jul 2008
Thomas Lindauer and Ralf Seiz
University of St. Gallen and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 1,606 (15,764)
Citation 10

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Pricing Study, Structured Products, Reverse Convertibles, Exotic, Knock-In

2.

What Drives the Performance of Convertible-Bond Funds?

Number of pages: 68 Posted: 04 Mar 2007
Manuel Ammann, Axel H. Kind and Ralf Seiz
University of St. Gallen - School of Finance, University of Konstanz and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 1,309 (21,441)
Citation 5

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Mutual Funds, Performance, Hybrid Securities, Convertible Bonds

3.

New Evidence on the Announcement Effect of Convertible and Exchangeable Bonds

EFMA 2004 Basel Meetings Paper, Journal of Multinational Financial Management, Vol. 16, No. 1, pp. 43-63, 2006
Number of pages: 30 Posted: 13 May 2004
Manuel Ammann, Martin Fehr and Ralf Seiz
University of St. Gallen - School of Finance, University of St. Gallen - Swiss Institute of Banking and Finance and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 431 (94,393)
Citation 6

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Convertible bonds, exchangeable debt, event study, announcement effects

4.

Does the Model Matter? A Valuation Analysis of Employee Stock Options

Number of pages: 31 Posted: 13 May 2004
Manuel Ammann and Ralf Seiz
University of St. Gallen - School of Finance and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 426 (95,714)

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Employee stock options, option pricing, option exercise

5.

Demographic Change and Pharmaceuticals' Stock Returns

Downloads 201 (208,206)

Demographic Change and Pharmaceuticals' Stock Returns

Number of pages: 28 Posted: 06 Jul 2009
Manuel Ammann, Rachel Berchtold and Ralf Seiz
University of St. Gallen - School of Finance, University of St. Gallen - Swiss Institute of Banking and Finance and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 200 (209,040)

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Demographic Change, Demand Growth, Abnormal Stock Returns, Pharmaceutical Companies

Demographic Change and Pharmaceuticals' Stock Returns

European Financial Management, Vol. 17, Issue 4, pp. 726-754, 2011
Number of pages: 29 Posted: 17 Aug 2011
Manuel Ammann, Rachel Berchtold and Ralf Seiz
University of St. Gallen - School of Finance, University of St. Gallen - Swiss Institute of Banking and Finance and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 1 (913,224)

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demographic change, demand growth, abnormal stock returns, pharmaceutical companies, panel regression, investor attention, trading strategies

6.

Warrant Pricing During the Financial Crisis

Number of pages: 62 Posted: 28 Jan 2018
Gregory Hung and Ralf Seiz
Independent and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 25 (656,055)

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Warrant Pricing, Warrant Overpricing, Credit Risk, Global Financial Crisis

7.

Pricing and Hedging Mandatory Convertible Bonds

Journal of Derivatives, Vol. 13, No. 3, pp. 30-46, Spring 2006
Posted: 19 May 2006
Manuel Ammann and Ralf Seiz
University of St. Gallen - School of Finance and University of St. Gallen - Swiss Institute of Banking and Finance

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mandatory convertibles, hybrid securities, convertible bonds

8.

An IFRS 2 and Fasb 123 (R) Compatible Model for the Valuation of Employee Stock Options

Financial Markets and Portfolio Management, Vol. 19, No. 4, pp. 381-396, 2005
Posted: 30 Jan 2006
Manuel Ammann and Ralf Seiz
University of St. Gallen - School of Finance and University of St. Gallen - Swiss Institute of Banking and Finance

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9.

Valuing Employee Stock Options: Does the Model Matter?

Posted: 05 Nov 2004
Manuel Ammann and Ralf Seiz
University of St. Gallen - School of Finance and University of St. Gallen - Swiss Institute of Banking and Finance

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Equity Investments: Fundamental Analysis and Valuation Models, Financial Statement Analysis: Financial Accounting Standards and Proposals, Derivatives Instruments: Equity Derivatives