EconPapers    
Economics at your fingertips  
 

Finance

2005 - 2016

From Presses universitaires de Grenoble
Series data maintained by Jean-Baptiste de Vathaire ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume Vol.37, issue 2, 2016

Recent Trends in Executive Compensation: Are They Pareto Improving? pp. 7-37 Downloads
Igor Salitskiy
Feedback effects and endogenous risk in financial markets pp. 39-74 Downloads
Lakshithe Wagalath
A repeat-sales index for pricing US corporate bonds pp. 75-117 Downloads
Renaud Beaupain and Stephanie Heck

Volume Vol.37, issue 1, 2016

Emerging Market Risk Premia Fluctuations: A micro founded decomposition pp. 7-50 Downloads
Paula Margaretic
The asymmetrical behavior of hedge funds across the state of the business cycle: The q -factor model revisited pp. 51-95 Downloads
François-Éric Racicot and Raymond Théoret
Paulson Plan Credits pp. 97-120 Downloads
Eric De Bodt, Frédéric Lobez and Armin Schwienbacher

Volume Vol.36, issue 3, 2015

Overcollateralization in Corporate Securitization pp. 7-52 Downloads
Ilham Riachi and Armin Schwienbacher
Impact of the subprime crisis on the reputation of rating agencies pp. 53-83 Downloads
Jamil Jaballah
The Impact of Different Risk Aversions on The Bond-Stock Mix: A Note pp. 85-111 Downloads
Sami Attaoui and Pierre Six

Volume Vol.36, issue 2, 2015

Rethinking Zero Returns in the Liquidity Puzzle of a Limit Order Market pp. 7-36 Downloads
Paolo Mazza
Too much of a good thing? The impact of a new bankruptcy law in Canada pp. 37-66 Downloads
Timothy Fisher and Jocelyn Martel
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) pp. 67-105 Downloads
Philippe Bertrand and Jean-Luc Prigent

Volume Vol.36, issue 1, 2015

A DARE for VaR pp. 7-38 Downloads
Benjamin Hamidi, Christophe Hurlin, Patrick Kouontchou and Bertrand Maillet
Counterparty credit risk in a multivariate structural model with jumps pp. 39-74 Downloads
Laura Ballotta and Gianluca Fusai
Increased entry threat and merger activity pp. 75-115 Downloads
Nihat Aktas and Marion Dupire-Declerck

Volume 35, issue 3, 2014

Performance of microfinance institutions: do board activity and governance ratings matter? pp. 7-52 Downloads
Hubert Tchakoute Tchuigoua
The 99% Market Sentiment Index pp. 53-96 Downloads
Patrick Roger
Interest Term Premiums and C-CAPM: A Test of a Parsimonious Model pp. 97-145 Downloads
Hubert de la Bruslerie and Jessica Fouilloux

Volume 35, issue 2, 2014

Explicit Representation of Cost-Efficient Strategies pp. 5-55 Downloads
Carole Bernard, Phelim P. Boyle and Steven Vanduffel
Stock Returns Memories: a “Stardust” Memory? pp. 57-85 Downloads
Julien Fouquau and Philippe Spieser
The Computation of Risk Budgets under the Lévy Process Assumption pp. 87-108 Downloads
Olivier Le Courtois and Christian Walter

Volume 35, issue 1, 2014

M&A Outcomes and Willingness to Sell pp. 7-49 Downloads
Eric De Bodt, Jean-Gabriel Cousin and Irina De Bruyne Demidova
Acquisitions and Bidder Stock Valuations: Empirical Evidence from the French Market pp. 51-105 Downloads
Christophe Trowski
Irrational Market Makers pp. 107-145 Downloads
Laurent Germain, Fabrice Rousseau and Anne Vanhems

Volume 34, issue 3, 2013

The value effect of operational hedging: Evidence from foreign takeovers pp. 7-30 Downloads
Nihat Aktas, Jean-Gabriel Cousin and Jun Yao (Chris) Zhang
Legality and the Spread of Voluntary Investor Protection pp. 31-65 Downloads
Douglas Cumming, Gaël Imad’Eddine and Armin Schwienbacher
What drives the herding behavior of individual investors? pp. 67-104 Downloads
Maxime Merli and Tristan Roger

Volume 34, issue 2, 2013

Underwriting Syndicate Structure and Lead Manager Reputation: An Empirical Study on European Stock Markets pp. 7-34 Downloads
Achraf Bernoussi, Sébastien Dereeper and Armin Schwienbacher
Portfolio choice and financial advice pp. 35-64 Downloads
Alexis Direr and Michael Visser
A scenario-based description of optimal American capital guaranteed strategies pp. 65-119 Downloads
Sami Attaoui and Vincent Lacoste

Volume 34, issue 1, 2013

Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky pp. 7-41 Downloads
Marie Brière, Bastien Drut, Valérie Mignon, Kim Oosterlinck and Ariane Szafarz
On the Bankruptcy Risk of Insurance Companies pp. 43-72 Downloads
Olivier Le Courtois and Rivo Randrianarivony
Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies pp. 73-116 Downloads
Philippe Bertrand and Jean-Luc Prigent

Volume 33, issue 2, 2012

The Performance of French LBO Firms: New data and new results pp. 7-60 Downloads
José-Miguel Gaspar
Ownership, control and market liquidity pp. 61-99 Downloads
Edith Ginglinger and Jacques Hamon
Corporate Risk Management and Information Disclosure pp. 101-128 Downloads
Emmanuelle Gabillon and Jean-Claude Gabillon

Volume 33, issue 1, 2012

Sophistication of Individual Investors and Disposition Effect Dynamics pp. 9-37 Downloads
Shaneera Boolell-Gunesh, Marie-Hélène Broihanne and M. Merli
Hedge Fund Market Risk Exposures: A Survey pp. 39-78 Downloads
Marie Lambert
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests pp. 79-112 Downloads
Elena Ivona Dumitrescu, Christophe Hurlin and Vinson Pham

Volume 32, issue 2, 2011

The Link between Social Rating and Financial Capital Structure pp. 9-52 Downloads
Isabelle Girerd-Potin, Sonia Jimenez-Garces and Pascal Louvet
Ownership Structure and Board Characteristics as Determinants of CEO Turnover in French-Listed Companies pp. 53-89 Downloads
Bang Dang Nguyen
Misunderstanding risk and return? pp. 91-136 Downloads
Abraham Lioui and Patrice Poncet
A Structural Balance Sheet Model of Sovereign Credit Risk pp. 137-165 Downloads
Pascal François, Georges Hübner and Jean-Roch Sibille

Volume 32, issue 1, 2011

Are Jumps Contagious? An Empirical Investigation of Jumps Transmission Mechanisms in the Nasdaq Sector Indexes pp. 11-41 Downloads
Thierry Ané and Carole Métais
Capital Structure Decisions of French Very Small Businesses pp. 43-73 Downloads
Nihat Aktas, Ingrid Bellettre and Jean-Gabriel Cousin
A survey of ‘culture and finance' pp. 75-152 Downloads
Charles H. J. Reuter

Volume 31, issue 2, 2010

Money and Asset Prices in a Production Economy pp. 007-049 Downloads
Abraham Lioui and Patrice Poncet
How to get a syndicated loan fast ? The role of syndicate composition and organization pp. 051-092 Downloads
Christophe Godlewski
Dynamic strategies when consumption and wealth risk aversions differ pp. 093-118 Downloads
Pierre Six

Volume 31, issue 1, 2010

Employee's investment behaviors in a company based savings plan pp. 5-32 Downloads
Nicolas Aubert and Thomas Rapp
Exchange Options when One Underlying Price Can Jump pp. 33-53 Downloads
François Quittard-Pinon and Rivo Randrianarivony
Volatility regimes and liquidity co-movements in cap-based portfolios pp. 55-79 Downloads
Renaud Beaupain, Pierre Giot and Mikael Petitjean
Mathematical Methods for Financial Markets pp. 81-85 Downloads
Monique Jeanblanc, Marc Yor and Marc Chesney
Page updated 2017-08-22