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Home | People | Philip Stork

Philip Stork

Research Fellow

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

List of publications

L. Felix and R.G.W. Kraeussl and P.A. Stork. 2016. The 2011 European Short Sale Ban: A Cure or a Curse?. Journal of Financial Stability, 25, 115--131, 1572-3089

C.G. Koedijk and A.M.H. Slager and P.A. Stork. 2016. Investing in systematic factor premiums. European Financial Management, 22, 193--234, 1468-036X

Di Cesare, A. and P.A. Stork and de Vries, C.G.. 2015. Risk Measures for Autocorrelated Hedge Fund Returns. Journal of Financial Econometrics, 13, 868--895, 1479-8409

A. Pais and P.A. Stork. 2013. Bank Size and Systemic Risk. European Financial Management, 19, 452--469, 1468-036X

P.A. Stork and R. Gregory-Allen and H. Lu. 2012. Asymmetric Extreme Tails and Prospective Utility of Momentum Returns. Economics Letters, 117, 295--297, 0165-1765

P.A. Stork and A. Pais. 2011. Contagion Risk in the Australian Banking and Property Sectors. Journal of Banking and Finance, 35, 681--697, 0378-4266