Sebastian Stöckl
Names
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Sebastian |
| last: |
Stöckl |
Identifer
Contact
Affiliations
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Universität Liechtenstein
/ Institut für Finanzdienstleistungen
Research profile
author of:
- Cryptocurrencies: Herding and the transfer currency (RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319302636)
by Kaiser, Lars & Stöckl, Sebastian - Recovering election winner probabilities from stock prices (RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002038)
by Hanke, Michael & Stöckl, Sebastian & Weissensteiner, Alex - Political event portfolios (RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301497)
by Hanke, Michael & Stöckl, Sebastian & Weissensteiner, Alex - The price of populism: Financial market outcomes of populist electoral success (RePEc:eee:jeborg:v:189:y:2021:i:c:p:51-83)
by Stöckl, Sebastian & Rode, Martin - Credit intermediation and the transmission of macro-financial uncertainty: International evidence (RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300826)
by Gächter, Martin & Geiger, Martin & Stöckl, Sebastian - PRIX – A risk index for global private investors (RePEc:eme:jrfpps:jrf-09-2016-0118)
by Sebastian Stöckl & Michael Hanke & Martin Angerer - Financial Applications of the Mahalanobis Distance (RePEc:rfa:aefjnl:v:1:y:2014:i:2:p:78-84)
by Sebastian Stockl & Michael Hanke - Decision Support for IT Investment Projects (RePEc:spr:binfse:v:58:y:2016:i:6:d:10.1007_s12599-016-0423-7)
by Marcel Philipp Müller & Sebastian Stöckl & Steffen Zimmermann & Bernd Heinrich - Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra (RePEc:spr:schmbr:v:70:y:2018:i:3:d:10.1007_s41464-018-0049-z)
by Martin Angerer & Georg Peter & Sebastian Stoeckl & Thomas Wachter & Matthias Bank & Marco Menichetti - Regime-dependent drivers of the EUR/CHF exchange rate (RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00107-w)
by Piotr Kotlarz & Michael Hanke & Sebastian Stöckl - What drives our Beer Consumption?---In Search of Nutrition Habits and Demographic Patterns (RePEc:taf:applec:v:51:y:2019:i:41:p:4539-4550)
by M. Angerer & M. Dünser & L. Kaiser & G. Peter & S. Stöckl & A. Veress - Higher moments matter! Cross‐sectional (higher) moments and the predictability of stock returns (RePEc:wly:revfec:v:39:y:2021:i:4:p:455-481)
by Sebastian Stöckl & Lars Kaiser