Details about Gunther CAPELLE-BLANCARD

Homepage:	https://sites.google.com/site/capelleblancard/
Workplace:	Paris School of Business (PSB), Groupe Paris Graduate School of Management, (more information at EDIRC) Théorie et Applications en Microéconomie et Macroéconomie (TEAM) (Theory and Applications in Microeconomics and Macroeconomics), Centre d'Économie de la Sorbonne (Sorbonne Economic Centre), Université Paris 1 (Panthéon-Sorbonne) (University of Paris 1), (more information at EDIRC)

Access statistics for papers by Gunther CAPELLE-BLANCARD.

Last updated 2024-09-19. Update your information in the RePEc Author Service.

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Working Papers

2024

1. La taxation des transactions financières: une analyse du dispositif français
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
2. Nonstandard Errors
   Post-Print, HAL
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024)
   Post-Print, HAL (2021)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2021)
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2021)
   Working Papers, Lund University, Department of Economics (2021)
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
3. The Taxation of Financial Transactions: An Analysis of the French System
   (La taxation des transactions financières: une analyse du dispositif français)
   Post-Print, HAL
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2024)
4. The geography of European financial centers: 1993–2020
   Post-Print, HAL
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2024)

2023

5. La taxation des transactions financières: une estimation des recettes fiscales mondiales
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
6. The taxation of Financial Transactions: An estimate of Global Tax Revenues
   (La taxation des transactions financières: une estimation des recettes fiscales mondiales)
   Post-Print, HAL
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2023)

2022

7. Economie Internationale (12e ed.)
   Post-Print, HAL

2021

8. L’investissement socialement responsable: Changement structurel et faux semblant
   Post-Print, HAL
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2021)
   See also Journal Article L’investissement socialement responsable. Changement structurel et faux semblant, Revue française de gestion, Lavoisier (2021) (2021)
9. Shareholders and the environment: a review of four decades of academic research
   Post-Print, HAL View citations (3)
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2021) View citations (8)
10. Socially Responsible Investing Strategies under Pressure: Evidence from the COVID-19 Crisis
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (4)
    Also in Post-Print, HAL (2021) View citations (4)

2020

11. Public Country-by-Country-Reporting for EU Banks: Data-in-brief
    (Reporting publique pays par pays pour des banques de l'UE: Data-in-brief)
    Post-Print, HAL
12. The stock market is not the economy? Insights from the Covid-19 crisis
    Post-Print, HAL View citations (38)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2020) View citations (37)

2019

13. Every Little Helps? ESG News and Stock Market Reaction
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (55)
    Also in Post-Print, HAL (2019) View citations (54)
    See also Journal Article Every Little Helps? ESG News and Stock Market Reaction, Journal of Business Ethics, Springer (2019) View citations (113) (2019)
14. Focus on… Tax havens
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2019)
15. Gender Studies in Finance
    (Vers un nouveau genre de finance ?)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2019)
    Post-Print, HAL (2019)
16. Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries
    (Écarts de rendement des obligations souveraines et durabilité: une analyse empirique des pays de l’OCDE)
    Post-Print, HAL View citations (46)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2019) View citations (53)
    See also Journal Article Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries, Journal of Banking & Finance, Elsevier (2019) View citations (48) (2019)

2018

17. Banks Defy Gravity in Tax Havens
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2017) View citations (1)
    Working Papers, CEPII research center (2017) View citations (10)
    Working Papers, HAL (2017) View citations (2)
18. Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries
    Post-Print, HAL
    Also in Working Papers, HAL (2016) View citations (4)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2018)
    Working Papers, HAL (2017)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2017) View citations (3)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016) View citations (4)
19. Les banques et les paradis fiscaux
    Post-Print, HAL View citations (1)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2018) View citations (1)
    See also Journal Article Les banques et les paradis fiscaux, Revue d'économie financière, Association d'économie financière (2018) View citations (1) (2018)
20. Richard Thaler ou comment la finance est devenue comportementale
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in Post-Print, HAL (2018) View citations (1)
    See also Journal Article Richard Thaler ou comment la finance est devenue comportementale, Revue d'économie politique, Dalloz (2018) View citations (1) (2018)
21. What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2018)
    See also Journal Article What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?, Comparative Economic Studies, Palgrave Macmillan (2018) (2018)

2017

22. Curbing the Growth of Stock Trading? Order-to-Trade Ratios and Financial Transaction Taxes
    Post-Print, HAL View citations (9)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2017) View citations (10)
    BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy (2014)
    See also Journal Article Curbing the growth of stock trading? Order-to-trade ratios and financial transaction taxes, Journal of International Financial Markets, Institutions and Money, Elsevier (2017) View citations (7) (2017)
23. Incidence of Bank Levy and Bank Market Power
    Post-Print, HAL View citations (19)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2017) View citations (20)
    Working Papers, CEPII research center (2013) View citations (5)
    See also Journal Article Incidence of Bank Levy and Bank Market Power, Review of Finance, European Finance Association (2017) View citations (22) (2017)
24. À quoi servent les (centaines de milliers de milliards de) transactions boursières ?
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2017)
    See also Journal Article À quoi servent les (centaines de milliers de milliards de) transactions boursières ?, Revue d'économie financière, Association d'économie financière (2017) (2017)

2016

25. Every Little Helps? ESG news disclosure and stock market reaction
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Working Papers, HAL (2016) View citations (1)
26. Finance d’entreprise et finance de marché: une influence par ricochets
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2016)
27. More Bankers, More Growth? Evidence from OECD Countries
    Post-Print, HAL View citations (12)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016) View citations (15)
    Working Papers, CEPII research center (2011) View citations (8)
    See also Journal Article More Bankers, More Growth? Evidence from OECD Countries, Economic Notes, Banca Monte dei Paschi di Siena SpA (2016) View citations (17) (2016)
28. The abrogation of the “Impôt sur les opérations de bourse” did not foster the French stock market
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (4)
    Also in Post-Print, HAL (2016) View citations (4)
    See also Journal Article The abrogation of the “Impôt sur les opérations de bourse” did not foster the French stock market, Finance Research Letters, Elsevier (2016) View citations (3) (2016)
29. The impact of financial transaction tax: a meta-analysis
    Post-Print, HAL
30. The impact of the French securities transaction tax on market liquidity and volatility
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (13)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013) View citations (9)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2013) View citations (8)
    Post-Print, HAL (2016) View citations (14)
    Post-Print, HAL (2013) View citations (10)
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) (2014) View citations (5)
    Working Papers, HAL (2014)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) View citations (5)
    See also Journal Article The impact of the French securities transaction tax on market liquidity and volatility, International Review of Financial Analysis, Elsevier (2016) View citations (15) (2016)
31. The impact of the resale right on the British art market
    Working Papers, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016)
32. The weighting of CSR dimensions: one size does not fit all
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016) View citations (6)
33. Étudier à Paris, travailler à Londres: fuite des cerveaux et allocation des talents
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2016)

2015

34. L'accès aux données bancaires et financières: une mission de service public
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Working Papers, HAL (2015)

2014

35. Comment bien choisir sa banque ?
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2014)
36. Finance d'entreprise
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2014)
37. Financial transaction taxation in Europe
    Post-Print, HAL View citations (1)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2014) View citations (1)
38. Les banques ne paient pas assez d'impôts
    Post-Print, HAL
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2014)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2014)
39. The Performance of Socially Responsible Funds: Does the Screening Process Matter?
    Post-Print, HAL View citations (63)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2014) View citations (67)
    Working Papers, CEPII research center (2011) View citations (10)
40. The ability of banks to shift corporate income taxes to customers
    Post-Print, HAL View citations (5)
    Also in Working Papers, CEPII research center (2013) View citations (8)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2014) View citations (7)
41. The burden of bank taxation: Corporate income tax vs. bank levy
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2014)
    See also Chapter The burden of bank taxation: corporate income tax vs. bank levy, Chapters, Edward Elgar Publishing (2014) (2014)

2013

42. Economie internationale, 9e édition
    Post-Print, HAL
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2013)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013)
43. L'intermédiation financière
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2013)
44. La crise financière et économique mondiale: échecs des politiques économiques et inefficience des marchés financier
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2013)
45. Les prélèvements obligatoires et les entreprises du secteur financier - rapports particuliers parties 3 et 4
    Working Papers, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2013)
46. Mesurer les performances extra-financières: le véritable défi de l'ISR
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013)
47. Who pays bank taxes?
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013)

2012

48. Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis
    Post-Print, HAL View citations (1)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) View citations (5)
    Working Papers, CEPII research center (2011) View citations (29)
    See also Journal Article Index trading and agricultural commodity prices: A panel Granger causality analysis, International Economics, CEPII research center (2011) View citations (31) (2011)
49. Quand la finance ne sert plus la croissance
    Post-Print, HAL
    Also in Post-Print, HAL (2012) View citations (4)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) View citations (4)
50. Trends in the literature on socially responsible investment: Looking for the keys under the lamppost
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (73)
    Also in Post-Print, HAL (2012) View citations (67)
51. Économie internationale
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009)
    Post-Print, HAL (2009)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2012) View citations (1)
    Post-Print, HAL (2012) View citations (1)

2011

52. La taxation des activités financières: modalités et objectifs
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011)

2010

53. Arbitrer entre stabilité et croissance
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2010)
54. Are Derivatives Dangerous? a Literature Survey
    Working Papers, CEPII research center View citations (4)
    Also in Post-Print, HAL (2010) View citations (5)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (4)
    See also Journal Article Are Derivatives Dangerous? A Literature Survey, International Economics, CEPII research center (2010) View citations (4) (2010)
55. Are derivatives dangerous?
    Post-Print, HAL View citations (3)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (3)
56. De la crise des subprimes à la crise mondiale
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010)
57. How Does the Stock Market Respond to Chemical Disasters?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (85)
    Also in Post-Print, HAL (2010) View citations (95)
    See also Journal Article How does the stock market respond to chemical disasters?, Journal of Environmental Economics and Management, Elsevier (2010) View citations (96) (2010)
58. How does the stock market respond to petrochemical disasters?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (103)
    Also in Post-Print, HAL (2010) View citations (67)
59. La finance est un jeu dangereux ! Jeux et questions sur la finance à intérêt garanti
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2010)
60. Socially Responsible Investing: it Takes More than Words
    Working Papers, CEPII research center View citations (3)
61. Socially responsible investing: myths and reality
    Post-Print, HAL View citations (3)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (3)
62. The Impact of the 2007-2010 Crisis on the Geography of Finance
    Working Papers, CEPII research center

2009

63. L'intermédiation bancaire et financière
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2009)
64. Les marchés dérivés sont-ils dangereux ?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in Post-Print, HAL (2009)
    See also Journal Article Les marchés dérivés sont-ils dangereux ?, Revue économique, Presses de Sciences-Po (2009) View citations (2) (2009)
65. Quel avenir pour la place financière de Paris ?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2009)
66. The Location of Financial Activities: The Impact of New Technologies and the Financial Crisis
    EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (3)
    Also in Working Papers, HAL (2009)
67. The impact of socially responsible investing: Evidence from stock index redefinitions
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (8)
    Also in Post-Print, HAL (2009) View citations (8)

2008

68. International nonlinear causality between stock markets
    Post-Print, HAL View citations (12)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) View citations (12)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2008) View citations (13)
    See also Journal Article International nonlinear causality between stock markets, The European Journal of Finance, Taylor & Francis Journals (2008) View citations (15) (2008)
69. L'intégration des marchés boursiers
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2008)
70. La crise des subprimes
    Post-Print, HAL View citations (7)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) View citations (13)
71. Origines et solution à la crise financière
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2008)
72. The Buncefield oil depot explosion. Where there's smoke, there's (stock market) fire?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in Post-Print, HAL (2008) View citations (1)
    See also Journal Article The Buncefield oil depot explosion: where there's smoke, there's (stock market) fire?, Applied Financial Economics Letters, Taylor & Francis Journals (2008) View citations (1) (2008)
73. The measurement of financial intermediation in Japan
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (7)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2005)
    Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2005) View citations (3)
    Post-Print, HAL (2008) View citations (6)
    Post-Print, HAL (2005)
    See also Journal Article The measurement of financial intermediation in Japan, Japan and the World Economy, Elsevier (2008) View citations (6) (2008)
74. What drives the market value of firms in the defense industry?
    Post-Print, HAL View citations (1)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) View citations (2)
    Post-Print, HAL (2006)
    Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2006)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2006)
    See also Journal Article What drives the market value of firms in the defense industry, Review of Financial Economics, Elsevier (2008) View citations (2) (2008)

2007

75. La localisation des activités financières dans l'Union européenne
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (4)
    Also in Post-Print, HAL (2007) View citations (1)
76. Les places financières
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in Post-Print, HAL (2007) View citations (1)
77. Price clustering in the CAC 40 index options market
    Post-Print, HAL View citations (7)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2007) View citations (7)
    See also Journal Article Price clustering in the CAC 40 index options market, Applied Financial Economics, Taylor & Francis Journals (2007) View citations (6) (2007)

2006

78. L'investissement socialement responsable
    Post-Print, HAL View citations (1)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2006) View citations (1)
79. Les agences de notation
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2006)
80. Licenciements boursiers chez Michelin et Danone: beaucoup de bruit pour rien ?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2006)
    See also Journal Article Licenciements boursiers chez Michelin et Danone: beaucoup de bruit pour rien ?, Revue Française d'Économie, Programme National Persée (2006) (2006)

2004

81. Empirical evidence on periodically collapsing stock price bubbles
    Post-Print, HAL View citations (8)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2004) View citations (8)
    See also Journal Article Empirical evidence on periodically collapsing stock price bubbles, Applied Economics Letters, Taylor & Francis Journals (2004) View citations (9) (2004)
82. La supervision bancaire en Europe
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2004)

2003

83. Le financement des agents non financiers en Europe: le rôle des intermédiaires financiers demeure prépondérant
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (14)
    Also in Post-Print, HAL (2003) View citations (1)
    See also Journal Article Le financement des agents non financiers en Europe: le rôle des intermédiaires financiers demeure prépondérant, Économie et Statistique, Programme National Persée (2003) View citations (14) (2003)
84. Marchés dérivés et « trading » de volatilité
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2003)
    See also Journal Article Marchés dérivés et trading de volatilité, Revue économique, Presses de Sciences-Po (2003) View citations (4) (2003)

2002

85. Relations intrajournalières entre l'indice CAC 40 et les options sur indice
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (2)
    Also in Post-Print, HAL (2002) View citations (1)

2001

86. The Approximate Option Pricing Model: Performances and Dynamic Properties
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (10)
    Also in Post-Print, HAL (2001) View citations (7)
    See also Journal Article The approximate option pricing model: performances and dynamic properties, Journal of Multinational Financial Management, Elsevier (2001) View citations (10) (2001)

2000

87. Intraday relations between CAC 40 cash index and CAC 40 index options
    (Relations intrajournalières entre l'indice CAC 40 et les options sur indice. Quel est le marché préféré des investisseurs informés ?)
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2000)
88. Relations intrajournalieres entre l'indice CAC 40 et les options sur indice. Quel est le marche prefere des investisseurs informes ?
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) View citations (1)
    Also in Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2000)
    See also Journal Article Relations intrajournalières entre l'indice CAC 40 et les options sur indice: Quel est le marché préféré des investisseurs informés ?, Annals of Economics and Statistics, GENES (2002) View citations (2) (2002)
89. Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40
    Post-Print, HAL
    Also in Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) (1999)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2000)
    Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2000)

1999

90. A new measure of the financial intermediation rate: the approach in volume
    (Une nouvelle mesure du taux d'intermédiation financière: L'approche en volume)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (1999)
91. Une nouvelle mesure du taux d'intermédiation financière: L'approche en volume
    Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1)
    See also Journal Article Une nouvelle mesure du taux d’intermédiation financière: l’approche en volume, Revue d'Économie Financière, Programme National Persée (2000) View citations (1) (2000)

Journal Articles

2024

1. The geography of European financial centers: 1993–2020
   Environment and Planning A, 2024, 56, (8), 2143-2168
2. The impact of the capital gains tax on the Korean derivatives market
   Finance Research Letters, 2024, 64, (C)

2021

3. L’investissement socialement responsable. Changement structurel et faux semblant
   Revue française de gestion, 2021, N° 300, (7), 61-99
   See also Working Paper L’investissement socialement responsable: Changement structurel et faux semblant, Post-Print (2021) (2021)

2019

4. Every Little Helps? ESG News and Stock Market Reaction
   Journal of Business Ethics, 2019, 157, (2), 543-565 View citations (113)
   See also Working Paper Every Little Helps? ESG News and Stock Market Reaction, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2019) View citations (55) (2019)
5. Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries
   Journal of Banking & Finance, 2019, 98, (C), 156-169 View citations (48)
   See also Working Paper Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries, Post-Print (2019) View citations (46) (2019)
6. Vers un nouveau genre de finance ?
   (Gender Studies in Finance)
   Revue de la Régulation - Capitalisme, institutions, pouvoirs, 2019, 25 View citations (2)

2018

7. Les banques et les paradis fiscaux
   Revue d'économie financière, 2018, N° 131, (3), 189-216 View citations (1)
   See also Working Paper Les banques et les paradis fiscaux, Post-Print (2018) View citations (1) (2018)
8. Richard Thaler ou comment la finance est devenue comportementale
   Revue d'économie politique, 2018, 128, (4), 549-574 View citations (1)
   See also Working Paper Richard Thaler ou comment la finance est devenue comportementale, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2018) View citations (1) (2018)
9. What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?
   Comparative Economic Studies, 2018, 60, (1), 15-33
   See also Working Paper What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2018) (2018)

2017

10. Curbing the growth of stock trading? Order-to-trade ratios and financial transaction taxes
    Journal of International Financial Markets, Institutions and Money, 2017, 49, (C), 48-73 View citations (7)
    See also Working Paper Curbing the Growth of Stock Trading? Order-to-Trade Ratios and Financial Transaction Taxes, Post-Print (2017) View citations (9) (2017)
11. Incidence of Bank Levy and Bank Market Power
    Review of Finance, 2017, 21, (3), 1023-1046 View citations (22)
    Also in Review of Finance, 2017, 21, (3), 1353-1353 (2017) View citations (22)
    See also Working Paper Incidence of Bank Levy and Bank Market Power, Post-Print (2017) View citations (19) (2017)
12. À quoi servent les (centaines de milliers de milliards de) transactions boursières ?
    Revue d'économie financière, 2017, N° 127, (3), 37-58
    See also Working Paper À quoi servent les (centaines de milliers de milliards de) transactions boursières ?, Post-Print (2017) (2017)

2016

13. More Bankers, More Growth? Evidence from OECD Countries
    Economic Notes, 2016, 45, (1), 37-51 View citations (17)
    See also Working Paper More Bankers, More Growth? Evidence from OECD Countries, Post-Print (2016) View citations (12) (2016)
14. The abrogation of the “Impôt sur les opérations de bourse” did not foster the French stock market
    Finance Research Letters, 2016, 17, (C), 257-266 View citations (3)
    See also Working Paper The abrogation of the “Impôt sur les opérations de bourse” did not foster the French stock market, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2016) View citations (4) (2016)
15. The impact of the French securities transaction tax on market liquidity and volatility
    International Review of Financial Analysis, 2016, 47, (C), 166-178 View citations (15)
    See also Working Paper The impact of the French securities transaction tax on market liquidity and volatility, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2016) View citations (13) (2016)

2013

16. Mesurer les performances extrafinancières
    Revue française de gestion, 2013, N° 236, (7), 109-125

2011

17. Index trading and agricultural commodity prices: A panel Granger causality analysis
    International Economics, 2011, (126-127), 51–71 View citations (31)
    See also Working Paper Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis, Post-Print (2012) View citations (1) (2012)

2010

18. Are Derivatives Dangerous? A Literature Survey
    International Economics, 2010, (123), 67–89 View citations (4)
    See also Working Paper Are Derivatives Dangerous? a Literature Survey, Working Papers (2010) View citations (4) (2010)
19. How does the stock market respond to chemical disasters?
    Journal of Environmental Economics and Management, 2010, 59, (2), 192-205 View citations (96)
    See also Working Paper How Does the Stock Market Respond to Chemical Disasters?, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2010) View citations (85) (2010)
20. Taxing Financial Activities: a Renewal of the Debate
    La Lettre du CEPII, 2010, (304)

2009

21. Discussion de la session: « Les causes de la crise »
    Revue de l'OFCE, 2009, n° 110, (3), 141-145
22. Les marchés dérivés sont-ils dangereux ?
    Revue économique, 2009, 60, (1), 157-171 View citations (2)
    See also Working Paper Les marchés dérivés sont-ils dangereux ?, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2009) View citations (1) (2009)

2008

23. International nonlinear causality between stock markets
    The European Journal of Finance, 2008, 14, (8), 663-686 View citations (15)
    See also Working Paper International nonlinear causality between stock markets, Post-Print (2008) View citations (12) (2008)
24. The Buncefield oil depot explosion: where there's smoke, there's (stock market) fire?
    Applied Financial Economics Letters, 2008, 4, (2), 103-107 View citations (1)
    See also Working Paper The Buncefield oil depot explosion. Where there's smoke, there's (stock market) fire?, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2008) View citations (1) (2008)
25. The measurement of financial intermediation in Japan
    Japan and the World Economy, 2008, 20, (1), 40-60 View citations (6)
    See also Working Paper The measurement of financial intermediation in Japan, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2008) View citations (7) (2008)
26. What drives the market value of firms in the defense industry
    Review of Financial Economics, 2008, 17, (1), 14-32 View citations (2)
    Also in Review of Financial Economics, 2008, 17, (1), 14-32 (2008) View citations (2)
    See also Working Paper What drives the market value of firms in the defense industry?, Post-Print (2008) View citations (1) (2008)

2007

27. Les places financières: désintégration, suburbanisation et spécialisation
    Revue d'Économie Financière, 2007, 90, (4), 93-115 View citations (1)
28. Price clustering in the CAC 40 index options market
    Applied Financial Economics, 2007, 17, (15), 1201-1210 View citations (6)
    See also Working Paper Price clustering in the CAC 40 index options market, Post-Print (2007) View citations (7) (2007)

2006

29. Licenciements boursiers chez Michelin et Danone: beaucoup de bruit pour rien ?
    Revue Française d'Économie, 2006, 21, (2), 55-73
    See also Working Paper Licenciements boursiers chez Michelin et Danone: beaucoup de bruit pour rien ?, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2006) (2006)

2004

30. Empirical evidence on periodically collapsing stock price bubbles
    Applied Economics Letters, 2004, 11, (1), 61-69 View citations (9)
    See also Working Paper Empirical evidence on periodically collapsing stock price bubbles, Post-Print (2004) View citations (8) (2004)
31. L'apport de modèles quantitatifs à la supervision bancaire en Europe
    Revue Française d'Économie, 2004, 19, (1), 77-120

2003

32. Le financement des agents non financiers en Europe: le rôle des intermédiaires financiers demeure prépondérant
    Économie et Statistique, 2003, 366, (1), 63-95 View citations (14)
    See also Working Paper Le financement des agents non financiers en Europe: le rôle des intermédiaires financiers demeure prépondérant, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2003) View citations (14) (2003)
33. Marchés dérivés et trading de volatilité
    Revue économique, 2003, 54, (3), 663-673 View citations (4)
    See also Working Paper Marchés dérivés et « trading » de volatilité, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2003) (2003)

2002

34. Relations intrajournalières entre l'indice CAC 40 et les options sur indice: Quel est le marché préféré des investisseurs informés ?
    Annals of Economics and Statistics, 2002, (66), 143-177 View citations (2)
    See also Working Paper Relations intrajournalieres entre l'indice CAC 40 et les options sur indice. Quel est le marche prefere des investisseurs informes ?, Papiers d'Economie Mathématique et Applications (2000) View citations (1) (2000)

2001

35. The approximate option pricing model: performances and dynamic properties
    Journal of Multinational Financial Management, 2001, 11, (4-5), 427-443 View citations (10)
    See also Working Paper The Approximate Option Pricing Model: Performances and Dynamic Properties, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2001) View citations (10) (2001)

2000

36. Une nouvelle mesure du taux d’intermédiation financière: l’approche en volume
    Revue d'Économie Financière, 2000, 59, (4), 163-187 View citations (1)
    See also Working Paper Une nouvelle mesure du taux d'intermédiation financière: L'approche en volume, Cahiers de la Maison des Sciences Economiques (1999) (1999)

Chapters

2014

1. Securities transaction tax in Europe: first impact assessments
   Chapter 6 in Taxing Banks Fairly, 2014, pp 107-126
2. The burden of bank taxation: corporate income tax vs. bank levy
   Chapter 4 in Taxing Banks Fairly, 2014, pp 73-89
   See also Working Paper The burden of bank taxation: Corporate income tax vs. bank levy, HAL (2014) (2014)