LSF Research Working Paper Series

from Luxembourg School of Finance, University of Luxembourg
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11-04: The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps: Lamia Bekkour, Thorsten Lehnert and Maria Chiara Amadari
11-03: Public Good and Private Good Valuation for Waiting, Time Reduction: A Laboratory Study: Tibor Neugebauer and Stefan Traub
11-02: Strategic delegation and collusion: Do incentive schemes matter?: Jean-Daniel Guigou, Patrick De Lamirande and Bruno Lovat
11-01: Cultural Values, CEO Risk Aversion and Corporate Takeovers: Thorsten Lehnert, Bart Frijn, Aaron Gilbert and Alireza Tourani-Rad
10-14: Moral Impossibility in the Petersburg Paradox: A Literature Survey and Experimental Evidence: Tibor Neugebauer
10-13: Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates: Theoharry Grammatikos and Robert Vermeulen
10-12: Leverage and risk in US commercial banking in the light of the current financial crisis: Nikolaos . Papanikolaou and Christian Wolff
10-11: Market Strucutre, Screening Activity and Bank Lending Behavior: Nikolaos . Papanikolaou
10-10: Do Agency relations Mediate the Interactions between Firms' Financial Policies and Business Cycles?: Charles-Henri Reuter
10-09: An Optimal Control Approach to Portfolio Optimisation with Conditioning Information: Marc Boissaux and Jang Schiltz
10-08: Contingent Capital: The Case for COERCs: Christian Wolff, Theo Vermaelen and George G. Pennacchi
10-07: Modelling structural changes in the volatility process: Tibor Neugebauer, Juan A. Lacomba and Francisco Lagos
10-06: Georges-Louis Leclerc de Buffon’s‘Essays on Moral Arithmetic’: Tibor Neugebauer, John Denis Hey and Carmen Pasca
10-05: Modelling structural changes in the volatility process: Thorsten Lehnert, Bart Frijns and Remco Zwinkels
10-04: Limited Liability, Moral Hazard and Risk Taking - A Safety Net Game Experiment: Tibor Neugebauer and Sascha Füllbrunn
10-03: Ownership Concentration, Family Control and Performance of Firms: Malika Hamadi
10-02: Comoment Risk and Stock Returns: Marie Lambert and Georges Hübner
10-01: How to Construct Fundamental Risk Factors?: Marie Lambert and Georges Hübner
09-09: TIPS, Inflation Expectations and the Financial Crisis: Thorsten Lehnert, Aleksandar Andonov and Florian Bardong
09-08: A Volatility Targeting GARCH model with Time-Varying Coefficients: Thorsten Lehnert, Bart Frijns and Remco Zwinkels
09-07: Behavioral Heterogeneity in the Option Market: Thorsten Lehnert, Bart Frijns and Remco Zwinkels
09-06: Directional and non-directional risk exposures in Hedge Fund returns: Marie Lambert, Georges Hübner and Marie Lambert
09-05: The Dark Side of Global Integration: Increasing Tail Dependence: Antonio Cosma, antonio.cosma@uni.lu, Michel AR Beine and Robert Vermeulen
09-04: Large powerful shareholders and cash holding: Malika Hamadi and Ronald W. Anderson
09-03: A Cumulative Prospect Theory Approach to Option Pricing: Christian Wolff, Thorsten Lehnert and Cokki Versluis
09-02: Time-Variation in Term Permia: International Survey-Based Evidence: Christian Wolff, Ron Jongen and Willem F.C. Verschoor
09-01: Dispersion of Beliefs in the Foreign Exchange Market: Christian Wolff, Ron Jongen, Willem F.C. Verschoor and Remco Zwinkels
08-12: Are Capital Controls in the Foreign Exchange Market Effective?: Christian Wolff, Stefan T.M. Straetmans and Roald J. Versteeg
08-11: Loss Functions in Option Valuation: A Framework for Selection: Christian Wolff, Dennis F.M. Bams and Thorsten Lehnert
08-10: An Experimental Analysis of Optimal Renewable Resource Management: The Fishery: Tibor Neugebauer, John Denis Hey and Abdolkarim Sadrieh
08-09: Anonymity deters collusion in hard-close auctions: Experimental Evidence: Tibor Neugebauer and Sascha Füllbrunn
08-08: Funds Rating: The Predictive Power: Terraza Virginie and Toque Carole
08-07: Times series Factorial models with incertitute measures on ARMA processes and its application to final data: Terraza Virginie and Toque Carole
08-06: IFRS and the Need for Non-Financial Information: Tristan Boyer and Elena Chane-Alune
08-05: Law, Corporate Governance and Financial System: Econometric Analysis of French Case: Régis BLAZY, Afef Boughanmi, Bruno Deffains and Jean-Daniel Guigou
08-04: How Bankruptcy Punishment Influences the Ex-Ante Design of Debt Contracts?: Régis BLAZY, Gisèle Umbhauer and Laurent Weill
08-03: Stochastic and Deterministic Menus in Common Agency games: A corrected version: Gwenaël Piaser
08-02: Incentive compatible mechanisms in multiprincipal multiagent games: Gwenaël Piaser
08-01: Moral Hazard: Messages, Delegation and Efficiency: Andrea Attar, Eloisa Campioni, Gwenaël Piaser and Uday Rajan
07-19: Intervention Policy of the BoJ: a Unified Approach: Michel AR Beine, Oscar Bernal, Jean-Yves Gnabo and Christelle Lecourt
07-17: Bid and price effects of increased competition in the first-price auction: experimental evidence: Tibor Neugebauer
07-14: Four-Moment Asset Pricing Model: Computation Standards and specification Tests for Moment-Related Risk Premia: Marie Lambert
07-10: On multiple-principal multiple-agent models of moral hazard: Gwenaël Piaser
07-09: Direct Mechanisms, Menus and Latent Contracts: Gwenaël Piaser
07-08: Ownership, Control and Liquidity: Ronald Anderson and Malika Hamadi
07-07: Relative Performance Evaluation, Risk Aversion and Entry: Jean-Daniel Guigou, Bruno Lovat and Gwenaël Piaser
07-06: Les IFRS et les besoins en informations non financières: Tristan Boyer and Elena CHANE-ALUNE
07-05: Do shareholders really own the firm?: Tristan Boyer
07-02: Financial versus Social Efficiency of Corporate Bankruptcy Law: the French Dilemma?: Régis BLAZY, Bertrand Chopard, Agnès Fimayer and Jean-Daniel Guigou
07-01: On multiple-principal multiple-agent models of moral hazard: Andrea Attar, Eloisa Campioni, Gwenaël Piaser and Uday Rajan
06-15: Evaluation des performances relatives, risque et entrée: J.-D. Guigou and B. Lovat
06-10: A Nonparametric ACD Model: Antonio Cosma and Fausto Galli
06-09: The Impact of Legal Sanctions on Moral Hazard when Debt Contracts are Renegotiable: Régis BLAZY and Laurent Weill
06-08: How Recovery Process Influences the Design of Debt Contracts?: Régis BLAZY and Laurent Weill
06-07: Why Do Banks Ask for Collateral and Which Ones?: Régis BLAZY and Laurent Weill
06-06: Quelles performances financières pour les jeunes entreprises pérennes ?: Régis BLAZY and Bertrand Chopard
06-04: International Financial Reporting Standards and Market Efficiency: A European Perspective: M. Lambert, Georges Hübner, P.-A. Michel and H. Olivier
06-03: Nonexclusivity and adverse selection: An application to the annuity market: Agar Brugiavini and Gwenaël Piaser
06-02: The Impact of International Financial Reporting Standards on Market Microstructure in Europe: M. Lambert, Georges Hübner, P.-A. Michel and H. Olivier