Finance

2005 - 2024

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

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

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

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

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

The Link between Social Rating and Financial Capital Structure pp. 9-52: 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: Bang Dang Nguyen
Misunderstanding risk and return? pp. 91-136: Abraham Lioui and Patrice Poncet
A Structural Balance Sheet Model of Sovereign Credit Risk pp. 137-165: Pascal François, Georges Hübner and Jean-Roch Sibille

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

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

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

Is employee ownership so senseless pp. 5-29: Nicolas Aubert, Bernard Grand, André Lapied and Patrick Rousseau
Idiosyncratic Volatility Change and Event Study Tests pp. 31-61: Nihat Aktas, Eric De Bodt and Jean-Gabriel Cousin
Dynamics of Implied Distributions: Evidence from the CAC 40 Options Market pp. 63-103: Lamya Kermiche

Venture Capital Performance: The Disparity Between Europe and the United States pp. 7-50: Ulrich Hege, Frédéric Palomino and Armin Schwienbacher
Disposition effect, investor sophistication and taxes: Some French Specificities pp. 51-78: Shaneera Boolell-Gunesh, Marie-Hélène Broihanne and Maxime Merli
Optimism and overconfidence investors' biases: a methodological note pp. 79-119: Bruno Fabre and Alain François-Heude
An Empirical Analysis of the Firm's Reorganization Decision pp. 121-149: Timothy Fisher and Jocelyn Martel

Transparence et microstructure des marchés: une revue de littérature pp. 5-56: Christophe Majois
Une modélisation de la surface de volatilité implicite par processus à sauts pp. 57-101: Lamya Kermiche
Calibrage d'options pour trois modèles mixtes diffusions et sauts pp. 103-130: François M. Quittard-Pinon and Rivo Randrianarivony
Critiques d'ouvrage pp. 131-133: François M. Quittard-Pinon

Erreurs sur les variables et modèles d'évaluation des actifs financiers canadiens pp. 7-29: Benoît Carmichael, Alain Coën and Jean-François L’Her
Multiple Potential Payers and Sovereign Bond Prices pp. 31-52: Kim Oosterlinck and Loredana Ureche-Rangau
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » pp. 53-80: Christophe Hurlin and Sessi Tokpavi
Le Carnet d'Ordres: une revue de littérature pp. 81-147: Sophie Moinas
Critique de l'ouvrage. « The Calculus of Retirement Income. Financial Models for Pension Annuities and Life Insurance », Moshe A. MILEVSKY, Cambridge University Press pp. 149-151: François M. Quittard-Pinon

Are IPOs Still a Puzzle?. A Survey of the Empirical Evidence from Europe pp. 5-41: Emmanuel Boutron, Jean-François Gajewski, Carole Gresse and Florence Labégorre
Business Risk Targeting and Rescheduling of Distressed Debt pp. 43-78: Franck Moraux and Patrick Navatte
L'impact de l'admission à la cote sur les performances économiques des entreprises pp. 79-120: Stéphanie Serve
Spreads de crédit et taux d'intérêt pp. 121-160: Jean-Claude Gabillon
Critique de l'ouvrage. « Financial Modelling with Jump Processes » de Rama Cont et Peter Tankov, Chapman and Hall/CRC pp. 161-163: Monique Jeanblanc

La complémentarité entre dette bancaire et dette obligataire: une interprétation en termes de signaux pp. 5-27: Frédéric Lobez and Jean-Christophe Statnik
Dynamique non-linéaire des marchés boursiers du G7: une application des modèles STAR pp. 29-74: Fredj Jawadi and Yosra Koubbaa
Commentaire sur le livre de Jean Tirole: The Theory of Corporate Finance pp. 75-80: François Larmande
Analyse de l'ouvrage de John H. Cochrane « Asset Pricing » pp. 81-84: Dusan Isakov