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From Presses universitaires de Grenoble
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Volume 37, issue 3, 2016

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

Volume 37, issue 2, 2016

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

Volume 37, issue 1, 2016

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

Volume 36, issue 3, 2015

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

Volume 36, issue 2, 2015

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

Volume 36, issue 1, 2015

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

Volume 35, issue 3, 2014

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

Volume 35, issue 2, 2014

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

Volume 35, issue 1, 2014

M&A Outcomes and Willingness to Sell pp. 7-49 Downloads
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 Downloads
Christophe Trowski
Irrational Market Makers pp. 107-145 Downloads
Laurent Germain, Fabrice Rousseau and Anne Vanhems

Volume 34, issue 3, 2013

The value effect of operational hedging: Evidence from foreign takeovers pp. 7-30 Downloads
Nihat Aktas, Jean-Gabriel Cousin and Jun Yao (Chris) Zhang
Legality and the Spread of Voluntary Investor Protection pp. 31-65 Downloads
Douglas Cumming, Gaël Imad’Eddine and Armin Schwienbacher
What drives the herding behavior of individual investors? pp. 67-104 Downloads
Maxime Merli and Tristan Roger

Volume 34, issue 2, 2013

Underwriting Syndicate Structure and Lead Manager Reputation: An Empirical Study on European Stock Markets pp. 7-34 Downloads
Achraf Bernoussi, Sébastien Dereeper and Armin Schwienbacher
Portfolio choice and financial advice pp. 35-64 Downloads
Alexis Direr and Michael Visser
A scenario-based description of optimal American capital guaranteed strategies pp. 65-119 Downloads
Sami Attaoui and Vincent Lacoste

Volume 34, issue 1, 2013

Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky pp. 7-41 Downloads
Marie Brière, Bastien Drut, Valérie Mignon, Kim Oosterlinck and Ariane Szafarz
On the Bankruptcy Risk of Insurance Companies pp. 43-72 Downloads
Olivier Le Courtois and Rivo Randrianarivony
Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies pp. 73-116 Downloads
Philippe Bertrand and Jean-Luc Prigent

Volume 33, issue 2, 2012

The Performance of French LBO Firms: New data and new results pp. 7-60 Downloads
José-Miguel Gaspar
Ownership, control and market liquidity pp. 61-99 Downloads
Edith Ginglinger and Jacques Hamon
Corporate Risk Management and Information Disclosure pp. 101-128 Downloads
Emmanuelle Gabillon and Jean-Claude Gabillon

Volume 33, issue 1, 2012

Sophistication of Individual Investors and Disposition Effect Dynamics pp. 9-37 Downloads
Shaneera Boolell-Gunesh, Marie-Hélène Broihanne and Maxime Merli
Hedge Fund Market Risk Exposures: A Survey pp. 39-78 Downloads
Marie Lambert
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests pp. 79-112 Downloads
Elena Ivona Dumitrescu, Christophe Hurlin and Vinson Pham

Volume 32, issue 2, 2011

The Link between Social Rating and Financial Capital Structure pp. 9-52 Downloads
Isabelle Girerd-Potin, Sonia Jimenez-Garces and Pascal Louvet
Ownership Structure and Board Characteristics as Determinants of CEO Turnover in French-Listed Companies pp. 53-89 Downloads
Bang Dang Nguyen
Misunderstanding risk and return? pp. 91-136 Downloads
Abraham Lioui and Patrice Poncet
A Structural Balance Sheet Model of Sovereign Credit Risk pp. 137-165 Downloads
Pascal François, Georges Hübner and Jean-Roch Sibille

Volume 32, issue 1, 2011

Are Jumps Contagious? An Empirical Investigation of Jumps Transmission Mechanisms in the Nasdaq Sector Indexes pp. 11-41 Downloads
Thierry Ané and Carole Métais
Capital Structure Decisions of French Very Small Businesses pp. 43-73 Downloads
Nihat Aktas, Ingrid Bellettre and Jean-Gabriel Cousin
A survey of ‘culture and finance' pp. 75-152 Downloads
Charles H. J. Reuter

Volume 31, issue 2, 2010

Money and Asset Prices in a Production Economy pp. 007-049 Downloads
Abraham Lioui and Patrice Poncet
How to get a syndicated loan fast ? The role of syndicate composition and organization pp. 051-092 Downloads
Christophe Godlewski
Dynamic strategies when consumption and wealth risk aversions differ pp. 093-118 Downloads
Pierre Six

Volume 31, issue 1, 2010

Employee's investment behaviors in a company based savings plan pp. 5-32 Downloads
Nicolas Aubert and Thomas Rapp
Exchange Options when One Underlying Price Can Jump pp. 33-53 Downloads
François M. Quittard-Pinon and Rivo Randrianarivony
Volatility regimes and liquidity co-movements in cap-based portfolios pp. 55-79 Downloads
Renaud Beaupain, Pierre Giot and Mikael Petitjean
Mathematical Methods for Financial Markets pp. 81-85 Downloads
Monique Jeanblanc, Marc Yor and Marc Chesney
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