Philip Alexander Stork

Names

Identifer

Contact

Affiliations

• Vrije Universiteit Amsterdam / School of Business and Economics (weight: 50%)
  • EDIRC entry
  • location:
• Tinbergen Instituut (weight: 50%)
  • EDIRC entry
  • location:

Research profile

author of:

• Risk measures for autocorrelated hedge fund returns (RePEc:bdi:wptemi:td_831_11)
  by Antonio Di Cesare & Philip A. Stork & Casper G. de Vries
• Bank Size and Systemic Risk (RePEc:bla:eufman:v:19:y:2013:i:3:p:429-451)
  by Amelia Pais & Philip A. Stork
• Investing in Systematic Factor Premiums (RePEc:bla:eufman:v:22:y:2016:i:2:p:193-234)
  by Kees G. Koedijk & Alfred M.H. Slager & Philip A. Stork
• Behavioral heterogeneity in return expectations across equity style portfolios (RePEc:bla:irvfin:v:21:y:2021:i:4:p:1225-1250)
  by Philip A. Stork & Milan Vidojevic & Remco C. J. Zwinkels
• Investing in Systematic Factor Premiums (RePEc:cpr:ceprdp:10824)
  by Stork, Philip & Koedijk, Kees & Slager, Alfred
• The 2011 European Short Sale Ban: An Option Market Perspective (RePEc:crf:wpaper:14-02)
  by Roman Kräussl & Luiz Félix & Philip Stork
• Asymmetric extreme tails and prospective utility of momentum returns (RePEc:eee:ecolet:v:117:y:2012:i:1:p:295-297)
  by Gregory-Allen, Russell & Lu, Helen & Stork, Philip
• Should we care? psychological barriers in stock markets (RePEc:eee:ecolet:v:44:y:1994:i:4:p:427-432)
  by Koedijk, Kees G. & Stork, Philip A.
• New evidence on the effectiveness of foreign exchange market intervention (RePEc:eee:eecrev:v:39:y:1995:i:3-4:p:501-508)
  by Koedijk, Kees G. & Mizrach, Bruce & Stork, Philip A. & de Vries, Casper G.
• The 2011 European short sale ban: A cure or a curse? (RePEc:eee:finsta:v:25:y:2016:i:c:p:115-131)
  by Félix, Luiz & Kräussl, Roman & Stork, Philip
• Contagion risk in the Australian banking and property sectors (RePEc:eee:jbfina:v:35:y:2011:i:3:p:681-697)
  by Pais, Amelia & Stork, Philip A.
• Differences between foreign exchange rate regimes: The view from the tails (RePEc:eee:jimfin:v:11:y:1992:i:5:p:462-473)
  by Koedijk, Kees G. & Stork, Philip A. & de Vries, Casper G.
• Policy optimization by lexicographic preference ordering (RePEc:eee:jpolmo:v:14:y:1992:i:5:p:655-673)
  by Stork, P. & Viaene, J. -M.
• Technical trading rules, loss avoidance, and the business cycle (RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002433)
  by Ergun, Lerby & Molchanov, Alexander & Stork, Philip
• Unknown item RePEc:eme:sefpps:10867371111141972 (article)
• The intertemporal mechanics of European stock price momentum (RePEc:eme:sefpps:v:28:y:2011:i:3:p:217-232)
  by Philip A. Stork
• Policy Optimization Using a Lexicographic Preference Ordering (RePEc:fth:erroec:9106-g)
  by Stork, P. & Viaene, J.M.
• Between Realignments and Intervention: the Belgian Franc in the European Monetary System (RePEc:fth:purkib:94-001)
  by Koedijk, K.G. & Stork, P.A. & de Vries, C.
• An EMS target zone model in discrete time (RePEc:jae:japmet:v:13:y:1998:i:1:p:31-48)
  by Kees G. Koedijk & Philip A. Stork & Casper G. De Vries
• The value of celebrity endorsements: A stock market perspective (RePEc:kap:mktlet:v:22:y:2011:i:2:p:147-163)
  by Haina Ding & Alexander Molchanov & Philip Stork
• When a celebrity endorser is disgraced: A twenty-five-year event study (RePEc:kap:mktlet:v:24:y:2013:i:2:p:131-141)
  by Sherry Bartz & Alexander Molchanov & Philip Stork
• Risk Measures for Autocorrelated Hedge Fund Returns (RePEc:oup:jfinec:v:13:y:2015:i:4:p:868-895.)
  by Antonio Di Cesare & Philip A. Stork & Casper G. de Vries
• Short-selling bans and contagion risk (RePEc:ris:jofitr:1532)
  by Pais, Amelia & Stork, Philip A.
• Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment (RePEc:taf:hbhfxx:v:20:y:2019:i:4:p:385-407)
  by Luiz Félix & Roman Kräussl & Philip Stork
• Implied volatility sentiment: a tale of two tails (RePEc:taf:quantf:v:20:y:2020:i:5:p:823-849)
  by Luiz Félix & Roman Kräussl & Philip Stork
• Risk Measures for Autocorrelated Hedge Fund Returns (RePEc:tin:wpaper:20110084)
  by Antonio Di Cesare & Philip A. Stork & Casper G. de Vries
• Short-Selling, Leverage and Systemic Risk (RePEc:tin:wpaper:20130186)
  by Amelia Pais & Philip A. Stork
• Single Stock Call Options as Lottery Tickets - Overpricing and Investor Sentiment (RePEc:tin:wpaper:20160022)
  by Luiz Felix & Roman Kraussl & Philip Stork
• Implied Volatility Sentiment: A Tale of Two Tails (RePEc:tin:wpaper:20170002)
  by Philip Stork & Luiz Felix & Roman Kraussl
• Strategic bias and popularity effect in the prediction of economic surprises (RePEc:wly:jforec:v:40:y:2021:i:6:p:1095-1117)
  by Luiz Félix & Roman Kräussl & Philip Stork
• The 2011 European short sale ban on financial stocks: A cure or a curse? (RePEc:zbw:cfswop:201317)
  by Félix, Luiz & Kräussl, Roman & Stork, Philip
• Implied volatility sentiment: A tale of two tails (RePEc:zbw:cfswop:565)
  by Felix, Luiz & Kräussl, Roman & Stork, Philip
• Single stock call options as lottery tickets (RePEc:zbw:cfswop:566)
  by Felix, Luiz & Kräussl, Roman & Stork, Philip
• Predictable biases in macroeconomic forecasts and their impact across asset classes (RePEc:zbw:cfswop:596)
  by Félix, Luiz & Kräussl, Roman & Stork, Philip