Ralf Seiz

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

Rosenbergstrasse 52

St. Gallen, CH-9000

Switzerland

SCHOLARLY PAPERS

9

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SSRN CITATIONS
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Top 49,946

in Total Papers Citations

3

CROSSREF CITATIONS

8

Scholarly Papers (9)

1.

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 1,278 (16,512)
Citation 3

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Mutual Funds, Performance, Hybrid Securities, Convertible Bonds

2.

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 1,267 (16,723)
Citation 8

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

3.

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

EFMA 2004 Basel Meetings Paper
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 420 (75,076)

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Employee stock options, option pricing, option exercise

4.

New Evidence on the Announcement Effect of Convertible and Exchangeable Bonds

EFMA 2004 Basel Meetings Paper
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 417 (75,754)
Citation 5

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Convertible bonds, exchangeable debt, event study, announcement effects

Demographic Change and Pharmaceuticals' Stock Returns

Number of pages: 28 Posted: 06 Jul 2009
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 197 (167,107)

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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
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 (736,422)
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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 19 (569,556)

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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

Abstract:

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9.

Valuing Employee Stock Options: Does the Model Matter?

Financial Analysts Journal, Vol. 60, No. 5, pp. 21-37, September/October 2004
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