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Details about Gunther CAPELLE-BLANCARD

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Workplace: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)

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Last updated 2020-02-04. Update your information in the RePEc Author Service.

Short-id: pca245


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Working Papers

2019

  1. Every Little Helps? ESG News and Stock Market Reaction
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    See also Journal Article in Journal of Business Ethics (2019)
  2. Gender Studies in Finance
    (Vers un nouveau genre de finance ?)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
  3. Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    See also Journal Article in Journal of Banking & Finance (2019)

2018

  1. Richard Thaler ou comment la finance est devenue comportementale
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    See also Journal Article in Revue d'économie politique (2018)

2017

  1. Banks Defy Gravity in Tax Havens
    Working Papers, CEPII research center Downloads
  2. Banks in Tax Havens: First Evidence based on Country-by-Country Reporting
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  3. Curbing the Growth of Stock Trading? Order-to-Trade Ratios and Financial Transaction Taxes
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (3)
    Also in BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy (2014) Downloads

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2017)
  4. Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (1)
    Also in Working Papers, HAL (2016) Downloads
  5. Incidence of Bank Levy and Bank Market Power
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (6)
    Also in Working Papers, CEPII research center (2013) Downloads View citations (4)

    See also Journal Article in Review of Finance (2017)

2016

  1. Every Little Helps? ESG news disclosure and stock market reaction
    Working Papers, HAL
  2. More Bankers, More Growth? Evidence from OECD Countries
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (7)
    Also in Working Papers, CEPII research center (2011) Downloads View citations (6)

    See also Journal Article in Economic Notes (2016)
  3. 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 (1)
    See also Journal Article in Finance Research Letters (2016)
  4. 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 (6)
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2013) Downloads View citations (6)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) Downloads View citations (4)
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) (2014) Downloads View citations (4)

    See also Journal Article in International Review of Financial Analysis (2016)
  5. The impact of the resale right on the British art market
    Working Papers, HAL
  6. The weighting of CSR dimensions: one size does not fit all
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL

2015

  1. L'accès aux données bancaires et financières: une mission de service public
    Working Papers, HAL Downloads

2014

  1. The Performance of Socially Responsible Funds: Does the Screening Process Matter?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (23)
    Also in Working Papers, CEPII research center (2011) Downloads View citations (10)

2013

  1. Les prélèvements obligatoires et les entreprises du secteur financier - rapports particuliers parties 3 et 4
    Working Papers, HAL
  2. The Ability of Banks to Shift Corporate Income Taxes to Customers
    Working Papers, CEPII research center Downloads View citations (4)

2012

  1. Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (5)
    Also in Working Papers, CEPII research center (2011) Downloads View citations (25)

    See also Journal Article in International Economics (2011)
  2. 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 (21)

2010

  1. Are Derivatives Dangerous? a Literature Survey
    Working Papers, CEPII research center Downloads View citations (2)
    See also Journal Article in International Economics (2010)
  2. How Does the Stock Market Respond to Chemical Disasters?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (31)
    See also Journal Article in Journal of Environmental Economics and Management (2010)
  3. Socially Responsible Investing: it Takes More than Words
    Working Papers, CEPII research center Downloads View citations (3)
  4. The Impact of the 2007-2010 Crisis on the Geography of Finance
    Working Papers, CEPII research center Downloads

2009

  1. Les marchés dérivés sont-ils dangereux ?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    See also Journal Article in Revue économique (2009)
  2. The Location of Financial Activities: The Impact of New Technologies and the Financial Crisis
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (3)

2008

  1. International nonlinear causality between stock markets
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (2)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) View citations (2)

    See also Journal Article in The European Journal of Finance (2008)
  2. 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)
    See also Journal Article in Applied Financial Economics Letters (2008)
  3. The measurement of financial intermediation in Japan
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (3)
    Also in Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2005) Downloads View citations (2)

    See also Journal Article in Japan and the World Economy (2008)
  4. What drives the market value of firms in the defense industry?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2006) Downloads

    See also Journal Article in Review of Financial Economics (2008)

2007

  1. Price clustering in the CAC 40 index options market
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    See also Journal Article in Applied Financial Economics (2007)

2004

  1. Empirical evidence on periodically collapsing stock price bubbles
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (3)
    See also Journal Article in Applied Economics Letters (2004)

2001

  1. The Approximate Option Pricing Model: Performances and Dynamic Properties
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (5)
    See also Journal Article in Journal of Multinational Financial Management (2001)

2000

  1. 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)
    See also Journal Article in Annals of Economics and Statistics (2002)

1999

  1. Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)

Journal Articles

2019

  1. Every Little Helps? ESG News and Stock Market Reaction
    Journal of Business Ethics, 2019, 157, (2), 543-565 Downloads
    See also Working Paper (2019)
  2. Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries
    Journal of Banking & Finance, 2019, 98, (C), 156-169 Downloads View citations (1)
    See also Working Paper (2019)
  3. Vers un nouveau genre de finance ?
    (Gender Studies in Finance)
    Revue de la Régulation - Capitalisme, institutions, pouvoirs, 2019, 25 Downloads View citations (1)

2018

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

2017

  1. 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 Downloads View citations (3)
    See also Working Paper (2017)
  2. Incidence of Bank Levy and Bank Market Power
    Review of Finance, 2017, 21, (3), 1353-1353 Downloads View citations (8)
    Also in Review of Finance, 2017, 21, (3), 1023-1046 (2017) Downloads View citations (8)

    See also Working Paper (2017)
  3. À quoi servent les (centaines de milliers de milliards de) transactions boursières ?
    Revue d'économie financière, 2017, N° 127, (3), 37-58 Downloads

2016

  1. More Bankers, More Growth? Evidence from OECD Countries
    Economic Notes, 2016, 45, (1), 37-51 Downloads View citations (7)
    See also Working Paper (2016)
  2. 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 Downloads View citations (3)
    See also Working Paper (2016)
  3. The impact of the French securities transaction tax on market liquidity and volatility
    International Review of Financial Analysis, 2016, 47, (C), 166-178 Downloads View citations (8)
    See also Working Paper (2016)

2013

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

2011

  1. Index trading and agricultural commodity prices: A panel Granger causality analysis
    International Economics, 2011, (126-127), 51–71 Downloads View citations (12)
    See also Working Paper (2012)

2010

  1. Are Derivatives Dangerous? A Literature Survey
    International Economics, 2010, (123), 67–89 Downloads View citations (1)
    See also Working Paper (2010)
  2. How does the stock market respond to chemical disasters?
    Journal of Environmental Economics and Management, 2010, 59, (2), 192-205 Downloads View citations (33)
    See also Working Paper (2010)
  3. Taxing Financial Activities: a Renewal of the Debate
    La Lettre du CEPII, 2010, (304) Downloads

2009

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

2008

  1. International nonlinear causality between stock markets
    The European Journal of Finance, 2008, 14, (8), 663-686 Downloads View citations (10)
    See also Working Paper (2008)
  2. The Buncefield oil depot explosion: where there's smoke, there's (stock market) fire?
    Applied Financial Economics Letters, 2008, 4, (2), 103-107 Downloads View citations (1)
    See also Working Paper (2008)
  3. The measurement of financial intermediation in Japan
    Japan and the World Economy, 2008, 20, (1), 40-60 Downloads View citations (3)
    See also Working Paper (2008)
  4. What drives the market value of firms in the defense industry
    Review of Financial Economics, 2008, 17, (1), 14-32 Downloads View citations (1)
    See also Working Paper (2008)

2007

  1. Les places financières: désintégration, suburbanisation et spécialisation
    Revue d'Économie Financière, 2007, 90, (4), 93-115 Downloads View citations (1)
  2. Price clustering in the CAC 40 index options market
    Applied Financial Economics, 2007, 17, (15), 1201-1210 Downloads View citations (3)
    See also Working Paper (2007)

2006

  1. Licenciements boursiers chez Michelin et Danone: beaucoup de bruit pour rien ?
    Revue Française d'Économie, 2006, 21, (2), 55-73 Downloads

2004

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

2003

  1. Le financement des agents non financiers en Europe: le rôle des intermédiaires financiers demeure prépondérant
    Économie et Statistique, 2003, 366, (1), 63-95 Downloads View citations (13)
  2. Marchés dérivés et trading de volatilité
    Revue économique, 2003, 54, (3), 663-673 Downloads View citations (4)

2002

  1. 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 Downloads
    See also Working Paper (2000)

2001

  1. The approximate option pricing model: performances and dynamic properties
    Journal of Multinational Financial Management, 2001, 11, (4-5), 427-443 Downloads View citations (10)
    See also Working Paper (2001)

2000

  1. Une nouvelle mesure du taux d’intermédiation financière: l’approche en volume
    Revue d'Économie Financière, 2000, 59, (4), 163-187 Downloads View citations (1)

Chapters

2014

  1. Securities transaction tax in Europe: first impact assessments
    Chapter 6 in Taxing Banks Fairly, 2014, pp 107-126 Downloads
  2. The burden of bank taxation: corporate income tax vs. bank levy
    Chapter 4 in Taxing Banks Fairly, 2014, pp 73-89 Downloads
 
Page updated 2020-02-18