Details about Roland GILLET

Access statistics for papers by Roland GILLET.

Last updated 2024-04-06. Update your information in the RePEc Author Service.

Short-id: pgi77

Working Papers

2024

1. Circuit Breakers and Market Quality in High Frequency Markets
   Working Papers, HAL
2. Cross-Border trading and Price discovery in High-Frequency markets
   Working Papers, HAL

2022

3. CEO overconfidence: Towards a new measure
   Post-Print, HAL View citations (1)
   See also Journal Article CEO overconfidence: Towards a new measure, International Review of Financial Analysis, Elsevier (2022) View citations (1) (2022)
4. Investor attention and intraday market reaction to ECB announcement
   Post-Print, HAL
   Also in Post-Print, HAL (2022)
   Working Papers, HAL (2021)

2021

5. Décision d'investissement
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
   Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2016) View citations (2)
   Post-Print, HAL (2003)
6. Décision d'investissement (4ème édition)
   Post-Print, HAL
7. Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency
   Post-Print, HAL View citations (2)
   See also Journal Article Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency, Journal of International Financial Markets, Institutions and Money, Elsevier (2021) View citations (2) (2021)

2020

8. Cross-border trading and price discovery: evidence from French stocks
   Working Papers, HAL

2019

9. La Gestion de portefeuille - Instruments: Instruments, stratégie et performance
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
   Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2015)
10. La gestion de portefeuille (3ème édition)
    Post-Print, HAL
    Also in Post-Print, HAL (1997)
11. When Machines Read the Web: Market Efficiency and Costly Information Acquisition at the Intraday Level
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2019)
    See also Journal Article When Machines Read the Web: Market Efficiency and Costly Information Acquisition at the Intraday Level, Finance, Presses universitaires de Grenoble (2019) (2019)

2017

12. Leading or lagging indicators of risk? The informational content of extra-financial performance scores
    Post-Print, HAL View citations (3)
    See also Journal Article Leading or lagging indicators of risk? The informational content of extra-financial performance scores, Journal of Asset Management, Palgrave Macmillan (2017) View citations (3) (2017)
13. The challenges and implications of the Markets in Financial Instruments Directive (MiFID) and of its revision (MiFID I, MiFIR) on the efficiency of financial markets
    Post-Print, HAL
    Also in Post-Print, HAL (2017)
    Post-Print, HAL (2017)

2015

14. Equivalent Risky Allocation: The New ERA of Risk Measurement for Heterogeneous Investors
    Post-Print, HAL View citations (1)
15. La Gestion de portefeuille (2ème édition)
    Post-Print, HAL

2013

16. Marché des capitaux, coût du capital, investissement et emploi
    Post-Print, HAL

2012

17. Décision d'investissement (3ème édition)
    Post-Print, HAL
18. Reputational damage of operational loss on the bond market: Evidence from the financial industry
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (11)
    Also in Post-Print, HAL (2012) View citations (8)
    See also Journal Article Reputational damage of operational loss on the bond market: Evidence from the financial industry, International Review of Financial Analysis, Elsevier (2012) View citations (11) (2012)

2011

19. La Gestion de portefeuille
    Post-Print, HAL
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2004) View citations (9)

2010

20. Incitations perverses, résultats non durables. Le rôle des politiques salariales et fiscales dans la crise financière
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    See also Journal Article Incitations perverses, résultats non durables. Le rôle des politiques salariales et fiscales dans la crise financière, Reflets et perspectives de la vie économique, De Boeck Université (2010) (2010)
21. Operational risk and reputation in the financial industry
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (60)
    Also in Post-Print, HAL (2010) View citations (32)
    See also Journal Article Operational risk and reputation in the financial industry, Journal of Banking & Finance, Elsevier (2010) View citations (53) (2010)
22. The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring?
    (Incitations perverses, résultats non durables. Le rôle des politiques salariales et fiscales dans la crise financière)
    Post-Print, HAL
    Also in Post-Print, HAL (2010) View citations (3)
    Post-Print, HAL (2010)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2010) View citations (3)
    See also Journal Article The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring?, European Financial Management, European Financial Management Association (2010) View citations (3) (2010)

2009

23. Efficience des marchés (2ème édition)
    Post-Print, HAL
24. Efficience des marchés: concepts, bulles spéculatives et image comptable
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (2)
    Also in Post-Print, HAL (2003)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2003) View citations (3)
25. Finance et comptabilité: de la rivalité à la complémentarité
    Post-Print, HAL

2008

26. Dividend Policy and Reputation
    Post-Print, HAL View citations (2)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2008) View citations (5)
    See also Journal Article Dividend Policy and Reputation, Journal of Business Finance & Accounting, Wiley Blackwell (2008) View citations (5) (2008)
27. Décision d'investissement (2ème édition)
    Post-Print, HAL

2007

28. A general formula for the WACC: A Reply
    Post-Print, HAL
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2007)
    Working Papers CEB, ULB -- Universite Libre de Bruxelles (2007)
29. Electricity futures: analysis of the french market and impact of the empirical dependance structure on diversification
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    Also in Post-Print, HAL (2007)
30. Futures sur électricité: analyse du marché français et impact de la structure de dépendance empirique en matière de diversification
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

2006

31. A general formula for the WACC
    Post-Print, HAL View citations (7)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2005) View citations (8)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2006) View citations (22)
32. Stratégies d'investissement en actions et fonds à capital garanti
    Working Papers CEB, ULB -- Universite Libre de Bruxelles

2005

33. Croyances, représentations collectives et conventions en finance
    Post-Print, HAL View citations (11)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2005) View citations (10)
34. L'efficience informationnelle des marchés: une hypothèse, et au-delà ?
    Post-Print, HAL
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2004)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2005) View citations (1)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2005) View citations (1)

2004

35. Gestion de portefeuille (4ème édition)
    Post-Print, HAL
36. Information, réputation et équilibre de signalisation
    Working Papers, HAL
37. Les bourses traditionnelles face à la concurrence des systèmes de transaction alternatifs
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    Also in Post-Print, HAL (2004)
38. Les conséquences de l'émission d'obligations convertibles: dilution et/ou restructuration financière?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
39. Marchés financiers et anticipations rationnelles
    Post-Print, HAL
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2004)
    See also Journal Article Marchés financiers et anticipations rationnelles, Reflets et perspectives de la vie économique, De Boeck Université (2004) View citations (1) (2004)

2003

40. Finance. Finance d'entreprise, finance de marché, diagnostic financier
    Post-Print, HAL
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2003) View citations (1)
41. Finance: finance d'entreprise, finance de marché et diagnostic financier (2ème édition)
    Post-Print, HAL

2002

42. Electronic networks and competition for order flows
    Post-Print, HAL
43. Les phénomènes de globalisation
    Post-Print, HAL
    See also Journal Article Les phénomènes de globalisation, Reflets et perspectives de la vie économique, De Boeck Université (2002) (2002)
44. Nouvelles technologies et compétition entre marchés boursiers
    Post-Print, HAL

2001

45. Globalisation des marchés: liens entre sphère réelle et financière
    Post-Print, HAL

2000

46. Cotation en bourse, coûts de transaction et compétition entre marchés de valeurs
    Post-Print, HAL
47. Finance et comptabilité
    Post-Print, HAL
48. IPOs and the market dedicated to growth companies
    Post-Print, HAL
49. La globalisation des marchés financiers et l'économie réelle
    Post-Print, HAL
50. Les principaux enjeux de la compétition entre bourses de valeurs
    Post-Print, HAL

1999

51. Krach, bonnes nouvelles et réactions à Bruxelles, Toronto et New York
    Post-Print, HAL

1998

52. Revisiting the competition between the International Equity Market of the London Stock Exchange and the Brussels Stock Exchange
    Post-Print, HAL

1995

53. Les marchés dérivés: microstructure et développement
    Post-Print, HAL
54. Microstructure et rénovation des marchés financiers en Europe
    Post-Print, HAL
55. Produits dérivés: gestion des risques et contrôle prudentiel
    Post-Print, HAL

1994

56. Le concept de liquidité et ses implications sur le processus de formation des prix: l'exemple de la Bourse de Bruxelles
    Post-Print, HAL

1993

57. Efficience informationnelle: un concept clé de la finance moderne
    Post-Print, HAL

1992

58. Efficience informationnelle du marché boursier belge: une synthèse
    Post-Print, HAL
59. Rationnement du crédit, asymétrie de l'information et contrats séparants
    Post-Print, HAL

1991

60. Efficience informationnelle de la Bourse de Bruxelles: une synthèse
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)
61. Efficience informationnelle du marché boursier: définitions, tests empiriques et interprétation cohérente des résultats
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)
    Also in Post-Print, HAL (1991)
    See also Journal Article Efficience informationnelle du marché boursier définitions, tests empiriques et interprétation cohérente des résultats, Brussels Economic Review, ULB -- Universite Libre de Bruxelles (1991) (1991)
62. Efficience informationnelle du marché boursier: vérification empirique et implications théoriques
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)
    Also in Post-Print, HAL (1991)
63. Fonctionnement et réformes de la Bourse de Bruxelles
    Post-Print, HAL
64. Introduction au processus d’évolution du prix des actions en temps continu et efficience du marché boursier
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)
    Also in Post-Print, HAL (1991)
65. L'efficience informationnelle du marché boursier: aspects théoriques et empiriques
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (2)

1990

66. Processus d'évolution du prix des actions en temps continu et efficience du marché boursier
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)

1989

67. Risque systématique de tendance du marché et krach boursier
    Post-Print, HAL

1986

68. Les scissions et attributions gratuites d'actions comme source d'information: une étude empirique
    Post-Print, HAL

Journal Articles

2022

1. CEO overconfidence: Towards a new measure
   International Review of Financial Analysis, 2022, 84, (C) View citations (1)
   See also Working Paper CEO overconfidence: Towards a new measure, Post-Print (2022) View citations (1) (2022)

2021

2. Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency
   Journal of International Financial Markets, Institutions and Money, 2021, 75, (C) View citations (2)
   See also Working Paper Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency, Post-Print (2021) View citations (2) (2021)

2019

3. When Machines Read the Web: Market Efficiency and Costly Information Acquisition at the Intraday Level
   Finance, 2019, 40, (2), 7-49
   See also Working Paper When Machines Read the Web: Market Efficiency and Costly Information Acquisition at the Intraday Level, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2019) (2019)

2017

4. Leading or lagging indicators of risk? The informational content of extra-financial performance scores
   Journal of Asset Management, 2017, 18, (5), 347-370 View citations (3)
   See also Working Paper Leading or lagging indicators of risk? The informational content of extra-financial performance scores, Post-Print (2017) View citations (3) (2017)

2012

5. Reputational damage of operational loss on the bond market: Evidence from the financial industry
   International Review of Financial Analysis, 2012, 24, (C), 66-73 View citations (11)
   See also Working Paper Reputational damage of operational loss on the bond market: Evidence from the financial industry, ULB Institutional Repository (2012) View citations (11) (2012)

2010

6. Incitations perverses, résultats non durables. Le rôle des politiques salariales et fiscales dans la crise financière
   Reflets et perspectives de la vie économique, 2010, XLIX, (1), 59-70
   See also Working Paper Incitations perverses, résultats non durables. Le rôle des politiques salariales et fiscales dans la crise financière, ULB Institutional Repository (2010) (2010)
7. Operational risk and reputation in the financial industry
   Journal of Banking & Finance, 2010, 34, (1), 224-235 View citations (53)
   See also Working Paper Operational risk and reputation in the financial industry, ULB Institutional Repository (2010) View citations (60) (2010)
8. The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring?
   European Financial Management, 2010, 16, (4), 552-584 View citations (3)
   See also Working Paper The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring?, Post-Print (2010) (2010)

2008

9. Dividend Policy and Reputation
   Journal of Business Finance & Accounting, 2008, 35, (3‐4), 516-540 View citations (5)
   See also Working Paper Dividend Policy and Reputation, Post-Print (2008) View citations (2) (2008)

2004

10. Marchés financiers et anticipations rationnelles
    Reflets et perspectives de la vie économique, 2004, XLIII, (2), 7-17 View citations (1)
    See also Working Paper Marchés financiers et anticipations rationnelles, Post-Print (2004) (2004)

2002

11. Les phénomènes de globalisation
    Reflets et perspectives de la vie économique, 2002, XLI, (1), 115-130
    See also Working Paper Les phénomènes de globalisation, Post-Print (2002) (2002)

1991

12. Efficience informationnelle du marché boursier définitions, tests empiriques et interprétation cohérente des résultats
    Brussels Economic Review, 1991, 132, 373-413
    See also Working Paper Efficience informationnelle du marché boursier: définitions, tests empiriques et interprétation cohérente des résultats, LIDAM Discussion Papers IRES (1991) (1991)