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Home | People | Philip Stork

Philip Stork

Research Fellow

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

List of publications

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.