Finance

2005 - 2024

From Presses universitaires de Grenoble
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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

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

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

Institutional Trading and Near-Term Stock Returns pp. 7-43: Bernd Hanke, Garrett Quigley, David Stolin and Maxim Zagonov
Testing the new Fama and French factors with illiquidity: A panel data investigation pp. 45-102: François-Éric Racicot, William F. Rentz and Raymond Théoret

A literature review on neurofinance pp. 9-41: Guillaume Baechler and Laurent Germain
Financial decisions of the financially literate pp. 43-91: Nicolas Aubert, Niaz Kammoun and Yacine Bekrar
What can we learn from neurofinance? pp. 93-148: François Desmoulins-Lebeault, Jean-François Gajewski and Luc Meunier

Editorial pp. 3-3: Carole Bernard and Pascal François
Richard Thaler: The anomalies of life pp. 9-34: Werner De Bondt, Marie Pfiffelmann and Patrick Roger
Analysts’ stickiness, over-reaction and drift pp. 35-69: Romain Boulland
Round-Number Bias in Investment: Evidence from Equity Crowdfunding pp. 71-105: Fabrice Herve and Armin Schwienbacher
Investment goals and mental accounting in French retail clients pp. 107-144: Marie-Hélène Broihanne and Hava Orkut

Employment Protection and Payout Policy pp. 5-43: Muhammad Farooq Ahmad, Christof Beuselinck and Helen Bollaert
Modelling bank leverage and financial fragility under the new minimum leverage ratio of Basel III regulation pp. 45-84: Olivier Bruno, Andre Cartapanis and Eric Nasica

Investor sentiment and stock return predictability: The power of ignorance pp. 7-37: Catherine D'Hondt and Patrick Roger
Performance-Sensitive Debt: A New Mechanism pp. 39-93: Sami Attaoui, Moez Bennouri and Imen Mejri
ROE in Banks: Performance or Risk Measure? Evidence from Financial Crises pp. 95-133: Christophe Moussu and Arthur Petit-Romec

Competition in Exchanges and Reputational Concerns pp. 7-44: Selma Boussetta
Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing pp. 45-83: Eduard Dubin, Olesya V. Grishchenko and Vasily Kartashov
Bank Deregulation, Consolidation and Stability: Evidence on U.S. M&A Centric Activity pp. 85-128: Saqib Aziz and Jean-Jacques Lilti

Government Awards as Economic Instruments of Governance pp. 5-29: Linus Siming
Smart beta and CPPI performance pp. 31-65: David Ardia, Kris Boudt and Marjan Wauters

Recent Trends in Executive Compensation: Are They Pareto Improving? pp. 7-37: Igor Salitskiy
Feedback effects and endogenous risk in financial markets pp. 39-74: Lakshithe Wagalath
A repeat-sales index for pricing US corporate bonds pp. 75-117: Renaud Beaupain and Stephanie Heck

Emerging Market Risk Premia Fluctuations: A micro founded decomposition pp. 7-50: Paula Margaretic
The asymmetrical behavior of hedge funds across the state of the business cycle: The q -factor model revisited pp. 51-95: François-Éric Racicot and Raymond Théoret
Paulson Plan Credits pp. 97-120: Eric De Bodt, Frédéric Lobez and Armin Schwienbacher

Overcollateralization in Corporate Securitization pp. 7-52: Ilham Riachi and Armin Schwienbacher
Impact of the subprime crisis on the reputation of rating agencies pp. 53-83: Jamil Jaballah
The Impact of Different Risk Aversions on The Bond-Stock Mix: A Note pp. 85-111: Sami Attaoui and Pierre Six

Rethinking Zero Returns in the Liquidity Puzzle of a Limit Order Market pp. 7-36: Paolo Mazza
Too much of a good thing? The impact of a new bankruptcy law in Canada pp. 37-66: Timothy Fisher and Jocelyn Martel
On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds) pp. 67-105: Philippe Bertrand and Jean-Luc Prigent

A DARE for VaR pp. 7-38: Benjamin Hamidi, Christophe Hurlin, Patrick Kouontchou and Bertrand Maillet
Counterparty credit risk in a multivariate structural model with jumps pp. 39-74: Laura Ballotta and Gianluca Fusai
Increased entry threat and merger activity pp. 75-115: Nihat Aktas and Marion Dupire-Declerck

Performance of microfinance institutions: do board activity and governance ratings matter? pp. 7-52: Hubert Tchakoute Tchuigoua
The 99% Market Sentiment Index pp. 53-96: Patrick Roger
Interest Term Premiums and C-CAPM: A Test of a Parsimonious Model pp. 97-145: Hubert de La Bruslerie and Jessica Fouilloux

Explicit Representation of Cost-Efficient Strategies pp. 5-55: Carole Bernard, Phelim P. Boyle and Steven Vanduffel
Stock Returns Memories: a “Stardust” Memory? pp. 57-85: Julien Fouquau and Philippe Spieser
The Computation of Risk Budgets under the Lévy Process Assumption pp. 87-108: Olivier Le Courtois and Christian Walter

M&A Outcomes and Willingness to Sell pp. 7-49: Eric De Bodt, Jean-Gabriel Cousin and Irina De Bruyne Demidova
Acquisitions and Bidder Stock Valuations: Empirical Evidence from the French Market pp. 51-105: Christophe Trowski
Irrational Market Makers pp. 107-145: Laurent Germain, Fabrice Rousseau and Anne Vanhems