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 2 3 7 443
Implied Volatility Sentiment: A Tale of Two Tails 0 0 0 3 2 4 5 66
Implied volatility sentiment: A tale of two tails 0 0 0 29 2 4 6 91
Investing in Systematic Factor Premiums 0 1 3 50 5 6 12 163
Policy Optimization Using a Lexicographic Preference Ordering 0 0 0 0 2 2 2 533
Predictable biases in macroeconomic forecasts and their impact across asset classes 0 0 1 25 5 10 14 70
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 25 2 2 2 114
Risk measures for autocorrelated hedge fund returns 0 0 0 71 4 4 5 309
Short-Selling, Leverage and Systemic Risk 0 0 0 35 2 5 7 130
Single Stock Call Options as Lottery Tickets - Overpricing and Investor Sentiment 0 0 0 21 4 5 5 71
Single stock call options as lottery tickets 0 0 0 17 6 9 13 48
The 2011 European Short Sale Ban: An Option Market Perspective 0 0 0 15 5 10 13 77
The 2011 European short sale ban on financial stocks: A cure or a curse? 0 0 0 54 8 13 14 102
Total Working Papers 0 1 4 345 49 77 105 2,217

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 4 6 8 345
Asymmetric extreme tails and prospective utility of momentum returns 0 0 0 10 2 3 5 61
Bank Size and Systemic Risk 0 0 0 12 10 22 24 75
Behavioral heterogeneity in return expectations across equity style portfolios 0 0 0 1 0 0 3 9
Contagion risk in the Australian banking and property sectors 0 0 0 69 3 10 15 269
Differences between foreign exchange rate regimes: The view from the tails 0 0 0 53 1 2 2 200
Implied volatility sentiment: a tale of two tails 0 0 0 5 2 5 5 30
Investing in Systematic Factor Premiums 0 1 1 13 5 8 11 51
New evidence on the effectiveness of foreign exchange market intervention 0 0 0 5 0 2 3 81
Policy optimization by lexicographic preference ordering 0 0 0 15 3 3 3 63
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 10 2 2 3 56
Short-selling bans and contagion risk 0 0 0 0 0 0 2 107
Should we care? psychological barriers in stock markets 0 0 0 99 2 2 5 243
Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment 0 0 1 1 3 4 11 19
Strategic bias and popularity effect in the prediction of economic surprises 0 1 1 1 1 5 7 11
Technical trading rules, loss avoidance, and the business cycle 0 2 3 3 1 9 12 15
The 2011 European short sale ban: A cure or a curse? 0 0 1 17 1 2 5 76
The intertemporal mechanics of European stock price momentum 0 0 0 6 4 4 4 55
The value of celebrity endorsements: A stock market perspective 0 0 0 135 2 4 5 508
When a celebrity endorser is disgraced: A twenty-five-year event study 0 0 1 29 4 7 9 188
Total Journal Articles 0 4 8 539 50 100 142 2,462
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12