Finance

2005 - 2023

From Presses universitaires de Grenoble
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Volume 44, issue 3, 2023

Does government stability affect the banking system’s stability? pp. 5-46

Nicolae Stef and Sophia Dimelis

Excess Control Rights, Multiple Large Shareholders, and Corporate Cash Holding Behavior pp. 47-108

Ramzi Benkraiem, Sabri Boubaker, Imen Derouiche and Emilios Galariotis

Proximity with affinity: How M&A top executives could exacerbate agency conflicts? pp. 109-153

Jean-Gabriel Cousin, Marion Dupire and Jean-Yves Filbien

Sign effects of volatility and jumps in forex markets and a reappraisal of meteor showers and heat waves pp. 154-198

Massimiliano Caporin and Syed Jawad Hussain Shahzad

Volume 44, issue 2, 2023

The Impacts of Incentive Contracts and Hormones on Risk Taking pp. 3-36

François Desmoulins-Lebeault, Jean-François Gajewski and Luc Meunier

Stock Price Crash Risk, Managerial Ownership, and Cost of Debt pp. 37-68

Florence Depoers, Assil Guizani and Faten Lakhal

Why Do Investors Buy Shares of Actively Managed Equity Mutual Funds? Considering the Correct Reference Portfolio from an Uninformed Investor’s Perspective pp. 69-111

Radu Burlacu, Patrice Fontaine and Sonia Jimenez-Garces

Development of a Shadow Rating Model pp. 112-148

Rémy Estran, Victor-Manuel de Fabritus and Antoine Souchaud

Volume 44, issue 1, 2023

Board gender quotas: can women realistically boost firm performance? pp. 3-63

Cécile Casteuble, Laetitia Lepetit and Thu Ha Tran

Mutual Fund Screening Versus Weighting pp. 64-102

Roman Skripnik

How do Large Firms Manage their Banking Pools? pp. 103-153

Thomas David and Michael Troege

Distance in Reward-Based Crowdfunding pp. 154-194

Ludovic Vigneron

Volume 43, issue 3, 2022

The Benefit of Cross-Border Investments in the Chinese Emerging Venture Capital and Private Equity Market pp. 3-36

Fabio Bertoni and Alexander Peter Groh

Mergers and Acquisitions Across Cultures pp. 37-117

Muhammad Farooq Ahmad, Eric De Bodt and Helen Bollaert

The rise of fast trading: Curse or blessing for liquidity? pp. 119-158

Christophe Desagre, Catherine D’Hondt and Mikael Petitjean

Bankruptcy Reform, Credit Availability, and Financial Distress pp. 159-220

Hamid Boustanifar

Volume 43, issue 2, 2022

Asset pricing models with measurement error problems: A new framework with Compact Genetic Algorithms pp. 1-78

Erkin Diyarbakirlioglu, Marc Desban and Souad Lajili Jarjir

Incentive Fees with a Moving Benchmark and Portfolio Selection under Loss Aversion pp. 79-110

Constantin Mellios and Anh Ngoc Lai

Timing the Size Risk Premia pp. 111-158

Serge Darolles, Gaëlle Le Fol and Gulten Mero

The oak and the reed: Working capital management and the role of business group affiliation pp. 159-194

Vivien Lefebvre and Anaïs Hamelin

Volume 43, issue 1, 2022

Honoring the Memory of Professor Roland Portait pp. 3-45

Patrice Poncet, Patricia Charléty, Bernard Dumas, Isabelle Bajeux-Besnainou and Benjamin Croitoru

Portfolio Optimization and Asset Pricing Implications under Returns Non-Normality Concerns pp. 47-94

Roméo Tédongap and Jules Tinang

Portfolio choice and mental accounts: A comparison with traditional approaches pp. 95-121

Georges Hübner and Thomas Lejeune

Performance Participation Strategies: OBPP versus CPPP pp. 123-150

Philippe Bertrand and Jean-Luc Prigent

Volume 42, issue 3, 2021

When Overconfident Traders Meet Feedback Traders pp. 7-55

Hervé Boco, Laurent Germain and Fabrice Rousseau

Cash holdings in privately held firms: A closer look on the precautionary motivation for smaller firms pp. 57-98

Vivien Lefebvre

The Resilience of French Companies to the COVID-19 Crisis pp. 99-137

Alexandre Garel and Arthur Petit-Romec

Credit spread determinants. How loan officer seniority matters pp. 139-179

Marion Dupire, Frédéric Lobez and Jean-Christophe Statnik

Volume 42, issue 2, 2021

Hyperbolic or exponential time discounting function?. Empirical evidence using a conditional Consumption Capital Asset Pricing Model pp. 7-37

Hubert de La Bruslerie and Alain Coën

Foreign Stock Investment and Sophistication of French Retail Investors pp. 39-80

Hava Orkut

Bond Fund Fragility: Flow Reactions to Extremely Negative Return Shocks pp. 81-115

Raphaëlle Bellando, Laura-Dona Capotă and Sébastien Galanti

Cross-Asset Holdings and the Interbank Lending Market pp. 117-163

Olessia Caillé and Louis Raffestin

Volume 42, issue 1, 2021

Board Gender Diversity and Corporate Cash Holdings pp. 7-49

Aitzaz Ahsan Alias Sarang, Nicolas Aubert and Xavier Hollandts

Controlling shareholders and CEO pay monitoring: A panel threshold approach on the degree and seniority of control pp. 51-109

Lionel Almeida

Why is there a Home Bias? An Analysis of US REITs Geographic Concentration pp. 111-154

Alain Coën, Arnaud Simon and Saadallah Zaiter

Family Control, Stock Price Levels, and Stock Split Activity pp. 155-219

François Belot and Timothée Waxin

Volume 41, issue 3, 2020

Does corruption impact the demand for bank credit? A study of discouraged borrowers in Asian developing countries pp. 7-50

Jean-Christophe Statnik and Thi-Le-Giang Vu

Stock returns and weather: The case of European listed energy firms pp. 51-92

Jean-Louis Bertrand and Miia Chabot

Bankruptcy of ECF-funded firms: Evidence from France pp. 93-131

Karima Bouaiss, Carine Girard-Guerraud and Constantin Zopounidis

Volume 41, issue 2, 2020

Making a Difference: European Mutual Funds Distinctiveness and Peers’ Performance pp. 7-51

Sophie Béreau, Jean-Yves Gnabo and Henri Vanhomwegen

Cash Holdings and the Selection Effect in the Eurozone pp. 53-106

Philippe Dupuy, Michel Albouy, Christophe Bonnet and Safwan Mchawrab

The Ups and Downs of European Real Estate Markets’ Integration pp. 109-139

Jean-François Carpantier and Christelle Sapata

Volume 41, issue 1, 2020

Green Regulation and Stock Price Reaction to Green Bond Issuance pp. 7-51

Dejan Glavas

A re-examination of analysts’ differential target price forecasting ability pp. 53-95

Patrice Fontaine and Tristan Roger

International Mutual Funds Performance and Persistence across the Universe of Performance Measures pp. 97-176

Philippe Cogneau and Georges Hübner

Volume 40, issue 3, 2019

Editors’ foreword pp. 3-5

Carole Bernard, Pascal François and Christophe Godlewski

Debt Maturity and the Leverage Ratcheting Effect pp. 13-44

Hayne Leland and Dirk Hackbarth

Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk pp. 45-75

Hayne Leland

Bond Exchange Offers or Collective Action Clauses? pp. 77-119

Ulrich Hege and Pierre Mella-Barral

Long-Term Project Valuation in Capital-Constrained Firms pp. 121-139

David C. Shimko

On Bankruptcy Procedures and the Valuation of Corporate Securities pp. 141-191

Franck Moraux

Volume 40, issue 2, 2019

When Machines Read the Web: Market Efficiency and Costly Information Acquisition at the Intraday Level pp. 7-49

Roland Gillet and Thomas Renault

Mandatory Voting, Large Shareholder Power, and Wolf Packs pp. 51-76

Patricia Charléty, Marie-Cécile Fagart and Saïd Souam

Conditional Risk-Based Portfolio pp. 77-117

Olessia Caillé and Daria Onori

Volume 40, issue 1, 2019

Endogenous crashes in the foreign exchange market: a theoretical model pp. 7-51

Louis Raffestin

Liquidity provision in ETF markets: The basket and beyond pp. 53-85

Anna Calamia, Laurent Deville and Fabrice Riva

Multiple channels of financial contagion: an empirical analysis of stock price dynamics pp. 87-133

Stefano Nasini and Deniz Erdemlioglu