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Philip Stork
Philip Stork
Vrije Universiteit Amsterdam, Professor of Financial Markets and Instruments
Verified email at vu.nl - Homepage
Title
Cited by
Cited by
Year
The value of celebrity endorsements: A stock market perspective
H Ding, AE Molchanov, PA Stork
Marketing Letters 22, 147-163, 2011
1572011
Bank size and systemic risk
A Pais, PA Stork
European Financial Management 19 (3), 429-451, 2013
1212013
Differences between foreign exchange rate regimes: the view from the tails
KG Koedijk, PA Stork, CG de Vries
Journal of International Money and Finance 11 (5), 462-473, 1992
1041992
Should we care? Psychological barriers in stock markets
KG Koedijk, PA Stork
Economics Letters 44 (4), 427-432, 1994
981994
When a celebrity endorser is disgraced: A twenty-five-year event study
S Bartz, A Molchanov, PA Stork
Marketing Letters 24, 131-141, 2013
952013
Contagion risk in the Australian banking and property sectors
A Pais, PA Stork
Journal of Banking & Finance 35 (3), 681-697, 2011
892011
Investing in systematic factor premiums
KG Koedijk, AMH Slager, PA Stork
European Financial Management 22 (2), 193-234, 2016
332016
An EMS target zone model in discrete time
KG Koedijk, PA Stork, CG De Vries
Journal of Applied Econometrics 13 (1), 31-48, 1998
331998
Carbon beta: A market-based measure of climate risk
J Huij, D Laurs, PA Stork, RCJ Zwinkels
Available at SSRN, 2021
282021
Risk measures for autocorrelated hedge fund returns
A Di Cesare, PA Stork, CG De Vries
Journal of Financial Econometrics 13 (4), 868-895, 2015
232015
The 2011 European short sale ban: A cure or a curse?
L Félix, R Kräussl, P Stork
Journal of Financial Stability 25, 115-131, 2016
172016
Foreign exchange rate regime differences viewed from the tails
KG Koedijk, PA Stork, CG de Vries
Journal of International Money and Finance 11 (5), 462-473, 1992
151992
A Trustee guide to factor investing
K Koedijk, A Slager, P Stork
The Journal of Portfolio Management 42 (5), 28-38, 2016
142016
Factor investing in practice: A trustees' guide to implementation
KCG Koedijk, AMH Slager, PA Stork
SSRN, 2016
122016
An empirical note on US stock split announcements, 2000-2009
X Li, PA Stork, L Zou
International Journal of Economic Perspectives, 2013
122013
On agricultural commodities’ extreme price risk
MRC van Oordt, PA Stork, CG de Vries
Extremes 24 (3), 531-563, 2021
102021
Momentum effects in the largest Australian and New Zealand shares
PA Stork
INFINZ Journal, 30-33, 2008
102008
New evidence on the effectiveness of foreign exchange market intervention
KG Koedijk, B Mizrach, PA Stork, CG de Vries
European Economic Review 39 (3-4), 501-508, 1995
101995
Implied volatility sentiment: a tale of two tails
L Félix, R Kräussl, P Stork
Quantitative Finance 20 (5), 823-849, 2020
92020
The intertemporal mechanics of European stock price momentum
PA Stork
Studies in Economics and Finance 28 (3), 217-232, 2011
92011
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