Access Statistics for Philip Alexander Stork

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Between Realignments and Intervention: the Belgian Franc in the European Monetary System 0 0 0 0 0 1 8 446
Implied Volatility Sentiment: A Tale of Two Tails 0 0 0 3 0 11 22 83
Implied volatility sentiment: A tale of two tails 0 0 0 29 1 1 10 96
Investing in Systematic Factor Premiums 0 0 3 52 2 4 21 177
Policy Optimization Using a Lexicographic Preference Ordering 0 0 0 0 0 0 2 533
Predictable biases in macroeconomic forecasts and their impact across asset classes 0 0 0 25 3 27 47 105
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 25 2 2 16 128
Risk measures for autocorrelated hedge fund returns 0 1 1 72 0 1 13 317
Short-Selling, Leverage and Systemic Risk 0 0 1 36 1 1 17 140
Single Stock Call Options as Lottery Tickets - Overpricing and Investor Sentiment 0 0 1 22 1 1 13 79
Single stock call options as lottery tickets 0 0 0 17 0 0 15 53
The 2011 European Short Sale Ban: An Option Market Perspective 0 0 0 15 1 1 13 79
The 2011 European short sale ban on financial stocks: A cure or a curse? 0 0 0 54 0 1 17 106
Total Working Papers 0 1 6 350 11 51 214 2,342

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An EMS target zone model in discrete time 0 0 0 55 2 4 18 356
Asymmetric extreme tails and prospective utility of momentum returns 0 0 0 10 0 0 11 68
Bank Size and Systemic Risk 0 0 0 12 0 2 27 80
Behavioral heterogeneity in return expectations across equity style portfolios 0 0 0 1 0 0 9 16
Carbon Beta: A Market-Based Measure of Climate Transition Risk Exposure 0 0 0 0 0 0 0 0
Contagion risk in the Australian banking and property sectors 0 0 0 69 1 1 21 276
Differences between foreign exchange rate regimes: The view from the tails 0 0 0 53 0 1 6 204
Implied volatility sentiment: a tale of two tails 0 0 0 5 0 0 8 33
Investing in Systematic Factor Premiums 0 0 1 13 1 2 15 58
New evidence on the effectiveness of foreign exchange market intervention 0 0 0 5 0 0 6 85
Policy optimization by lexicographic preference ordering 0 0 0 15 0 0 5 65
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 10 0 0 9 63
Short-selling bans and contagion risk 0 0 0 0 0 0 3 109
Should we care? psychological barriers in stock markets 0 1 1 100 0 2 8 248
Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment 0 0 1 1 1 2 16 27
Strategic bias and popularity effect in the prediction of economic surprises 0 0 1 1 0 0 7 13
Technical trading rules, loss avoidance, and the business cycle 1 1 3 4 1 4 15 21
The 2011 European short sale ban: A cure or a curse? 0 0 1 17 1 2 10 83
The intertemporal mechanics of European stock price momentum 0 0 0 6 0 1 10 61
The value of celebrity endorsements: A stock market perspective 0 0 0 135 0 2 14 518
When a celebrity endorser is disgraced: A twenty-five-year event study 0 0 1 29 0 1 16 195
Total Journal Articles 1 2 9 541 7 24 234 2,579
1 registered items for which data could not be found
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Statistics updated 2026-09-10