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Home | People | Philip Stork
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Philip Stork

Research Fellow

University
Vrije Universiteit Amsterdam
Research field
Finance
Interests
Banking, Finance, Financial Econometrics, Risk Management

List of publications

Félix, L., Kräussl, R. and Stork, P. (2021). Strategic bias and popularity effect in the prediction of economic surprises Journal of Forecasting, :.

Stork, PhilipA., Vidojevic, M. and Zwinkels, RemcoC.J. (2020). Behavioral heterogeneity in return expectations across equity style portfolios International Review of Finance, :1--26.

Félix, L., Kräussl, R. and Stork, P. (2020). Implied volatility sentiment: a tale of two tails Quantitative Finance, 20(5):823--849.

Félix, L., Kräussl, R. and Stork, P. (2019). Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment Journal of Behavioral Finance, 20(4):385--407.

Felix, L., Kraeussl, R. and Stork, P. (2016). The 2011 European Short Sale Ban: A Cure or a Curse? Journal of Financial Stability, 25(August):115--131.

Koedijk, C., Slager, A. and Stork, P. (2016). Investing in systematic factor premiums European Financial Management, 22(2):193--234.

Di Cesare, A., Stork, P. and de Vries, C.G. (2015). Risk Measures for Autocorrelated Hedge Fund Returns Journal of Financial Econometrics, 13(4):868--895.

Pais, A. and Stork, P. (2013). Bank Size and Systemic Risk European Financial Management, 19(3):452--469.

Stork, P., Gregory-Allen, R. and Lu, H. (2012). Asymmetric Extreme Tails and Prospective Utility of Momentum Returns Economics Letters, 117(1):295--297.

Stork, P. and Pais, A. (2011). Contagion Risk in the Australian Banking and Property Sectors Journal of Banking and Finance, 35(3):681--697.

Koedijk, KeesG. and Stork, PhilipA. (1994). Should we care? psychological barriers in stock markets Economics Letters, 44(4):427--432.

Stork, P. and Viaene, J.M. (1992). Policy optimization by lexicographic preference ordering Journal of Policy Modeling, 14(5):655--673.

Koedijk, KeesG., Stork, PhilipA. and de Vries, CasperG. (1992). Differences between foreign exchange rate regimes: The view from the tails Journal of International Money and Finance, 11(5):462--473.