20112019

Research output per year

If you made any changes in Pure these will be visible here soon.

Research Output

An Empirical Note on US Stock Split Announcements, 2000-2009

Li, X., Stork, P. A. & Zou, L., 2013, In : International Journal of Economic Perspectives. 7, 2

Research output: Contribution to JournalArticle

Asymmetric Extreme Tails and Prospective Utility of Momentum Returns

Stork, P. A., Gregory-Allen, R. & Lu, H., 2012, In : Economics Letters. 117, 1, p. 295-297

Research output: Contribution to JournalArticle

A Trustee Guide to Factor Investing

Koedijk, C. G., Slager, A. M. H. & Stork, P. A., 2016, In : The Journal of Portfolio Management. 42, 5, p. 28-38

Research output: Contribution to JournalArticle

Bank Size and Systemic Risk

Pais, A. & Stork, P. A., 2013, In : European Financial Management. 19, 3, p. 452-469 18 p.

Research output: Contribution to JournalArticle

Beleggen met meer inzicht

Lausberg, P. & Stork, P. A., 2015, In : VBA Journaal. 122, Summer, p. 40-45

Research output: Contribution to JournalArticle

Contagion Risk in the Australian Banking and Property Sectors

Stork, P. A. & Pais, A., 2011, In : Journal of Banking and Finance. 35, 3, p. 681-697

Research output: Contribution to JournalArticle

Factor-Based Investing

Lausberg, P., Slager, A. M. H. & Stork, P. A., 2016, Amsterdam: ABN AMRO.

Research output: Working paperProfessional

Factor Beleggen

Lausberg, P. & Stork, P. A., 2015, In : Pensioen Bestuur & Management. 12, 1, p. 25-28 2 p.

Research output: Contribution to JournalArticle

Factorbeleggen, paradigma of panacee

Menco, P. & Stork, P. A., 2016, In : VBA Journaal. 32, 127, p. 36-42

Research output: Contribution to JournalArticle

Factorbeleggen voor particulieren

Jorritsma, G., Lausberg, P. & Stork, P. A., 2014, In : Financial Investigator. 6, 5, p. 72-74 3 p.

Research output: Contribution to JournalArticle

Factor investing in practice: A trustee's guide to implementation

Koedijk, C. G., Slager, A. M. H. & Stork, P. A., 2014, Rotterdam: Robeco. 38 p.

Research output: Book / ReportReportProfessional

Foreword

Stork, P. A., 2016, Factor Investing. Blitz, D. & Huij, J. (eds.). Rotterdam: Robeco, p. 8-9

Research output: Chapter in Book / Report / Conference proceedingChapterProfessional

Gedragsmatig risicomanagement binnen pensioenfondsen

Loonen, A. J. C. C. M. & Stork, P. A., 2013, In : Tijdschrift voor Compliance. p. 309-317 9 p.

Research output: Contribution to JournalArticle

Open Access
File

Het belang van gedragsmatig risicomanagement bij Nederlandse banken

Stork, P. A., 2013, In : Ondernemingsrecht. 5, p. 185-188 4 p.

Research output: Contribution to JournalArticle

Implied Volatility Sentiment: A Tale of Two Tails

Stork, P. A., Fortes Felix, L. F. & Kraeussl, R. G. W., 2017, Amsterdam: Tinbergen Institute, 48 p. (Tinbergen Institute Discussion Paper; no. 17-002/IV).

Research output: Working paperAcademic

Investing in systematic factor premiums

Koedijk, C. G., Slager, A. M. H. & Stork, P. A., 2016, In : European Financial Management. 22, 2, p. 193-234

Research output: Contribution to JournalArticle

Investing in Systematic Factor Premiums

Koedijk, C. G., Slager, A. H. M. & Stork, P. A., 2013, Rotterdam: Robeco. 64 p.

Research output: Book / ReportReportProfessional

Risk Measures for Autocorrelated Hedge Fund Returns

Di Cesare, A., Stork, P. A. & de Vries, C. G., 2015, In : Journal of Financial Econometrics. 13, 4, p. 868-895

Research output: Contribution to JournalArticle

Short-Selling, Leverage and Systemic Risk

Pais, A. & Stork, P. A., 2013, Amsterdam: Tinbergen Institute, 41 p. (TI Discussion Paper; no. 13-186/IV/DSF68).

Research output: Working paperProfessional

Short-selling bans and contagion risk

Stork, P. A. & Pais, A., 2012, In : Journal of Financial Transformation. 35, 10, p. 109-121

Research output: Contribution to JournalArticle

Single Stock Call Options as Lottery Tickets

Felix, L., Kraeussl, R. G. W. & Stork, P. A., 2016, Amsterdam: Tinbergen Institute, 48 p. (TI Discussion Paper; no. 16-022/IV).

Research output: Working paperProfessional

Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment

Félix, L., Kräussl, R. & Stork, P., 1 Jan 2019, In : Journal of Behavioral Finance. 20, 4, p. 385-407 23 p.

Research output: Contribution to JournalArticle

Tail Risk Reduction Strategies

Ergun, M. L. & Stork, P. A., 2013, Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges. Wehn, C. S., Gregoriou, G. N. & Hoppe, C. (eds.). New York: Elsevier, p. 457-470 (Handbook on Investment Strategies, portfolio Theory and Asset Management).

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

The 2011 European Short Sale Ban: A Cure or a Curse?

Felix, L., Kraeussl, R. G. W. & Stork, P. A., 2016, In : Journal of Financial Stability. 25, August, p. 115-131

Research output: Contribution to JournalArticle

The Intertemporal Mechanics of European Stock Price Momentum

Stork, P. A., 2011, In : Studies in Economics and Finance. 28, 3, p. 217-232

Research output: Contribution to JournalArticle

The Share Market Perception of Celebrity Endorsements: An Empirical Analysis

Stork, P. A., Ding, H. & Molchanov, A. E., 2011, In : Marketing Letters. 22, 2, p. 147-163

Research output: Contribution to JournalArticle

Open Access
File

Towards Better Risk Management for Dutch Banks

Stork, P. A., 2011, Amsterdam: NVB, (White Paper; no. July 2011).

Research output: Working paperProfessional

When a Celebrity Endorser is Disgraced: A Twenty Five Year Event Study

Bratz, S., Molchanov, A. E. & Stork, P. A., 2013, In : Marketing Letters. 24, 2, p. 131-141 11 p.

Research output: Contribution to JournalArticle