Details about John Paul Broussard

Access statistics for papers by John Paul Broussard.

Last updated 2024-07-28. Update your information in the RePEc Author Service.

Short-id: pbr3

Working Papers

2005

1. The Role of Growth in Long Term Investment Returns
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (12)

Journal Articles

2018

1. The efficacy of life insurance company general account equity asset allocations: a safety-first perspective using vine copulas
   Annals of Actuarial Science, 2018, 12, (2), 372-390

2016

2. Style Migration in Europe
   European Financial Management, 2016, 22, (5), 797-816 View citations (1)

2014

3. Communication Technology and Exchanging Financial Assets: A Historical Perspective
   Business and Economic Research, 2014, 4, (2), 308-322
4. Intraday periodicity in algorithmic trading
   Journal of International Financial Markets, Institutions and Money, 2014, 30, (C), 196-204 View citations (3)

2013

5. Is there price discovery in equity options?
   Journal of Financial Economics, 2013, 107, (2), 259-283 View citations (68)

2012

6. Profitability of pairs trading strategy in an illiquid market with multiple share classes
   Journal of International Financial Markets, Institutions and Money, 2012, 22, (5), 1188-1201 View citations (24)

2004

7. CEO Incentives, Cash Flow, and Investment
   Financial Management, 2004, 33, (2) View citations (18)

2002

8. The Index of Economic Freedom and Economic Growth in Transition Economies
   Zagreb International Review of Economics and Business, 2002, 5, (Special Conference Issue), 21-36

2001

9. Extreme-value and margin setting with and without price limits
   The Quarterly Review of Economics and Finance, 2001, 41, (3), 365-385 View citations (13)

1999

10. Reply to 'Note on "Earnings and stock returns: evidence from Germany" '
    European Accounting Review, 1999, 8, (3), 565-568

1998

11. Setting NYSE Circuit Breaker Triggers
    Journal of Financial Services Research, 1998, 13, (3), 187-204 View citations (7)
12. The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting
    European Journal of Operational Research, 1998, 104, (3), 393-402 View citations (8)

1997

13. Earnings and stock returns: evidence from Germany
    European Accounting Review, 1997, 6, (4), 589-603 View citations (4)
14. Prudent Margin Levels in the Finnish Stock Index Futures Market
    Management Science, 1997, 43, (8), 1177-1188 View citations (24)

Chapters

2002

1. Governance, Economic and Financial Factors Affecting Success for Transition Economies
   Chapter 11 in Economies In Transition Conception, Status and Prospects, 2002, pp 187-200
2. The Relationship Between Economic Freedom and Transitionary Economic Growth
   Chapter 12 in Economies In Transition Conception, Status and Prospects, 2002, pp 201-208