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Bankers, Markets & Investors

2014 - 2016

From ESKA Publishing
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2016, issue 145

Short-term Impacts of the 2004 Indian Ocean Tsunami on Stock Markets: A DCC-GARCH Analysis pp. 4-12 Downloads
Erwan le Saout and Sébastien Ganneval
Equity Option Listing and Underlying Market Quality: Evidence from a Price Duration Model pp. 14-25 Downloads
Kaouther Jouaber-Snoussi and Rim Tekaya
Does the Catering Theory of Dividend Apply to the French Listed Firms? pp. 27-38 Downloads
Nicolas Aubert

2016, issue 144

Violating United Nations Global Compact Principles: An Event Study pp. 4-19 Downloads
Anastasia Borisova and Michael Rockinger
Investigating a Fund Return Distribution when the Value of the Fund under Management is Irregularly Observed pp. 20-30 Downloads
KiHoon Jimmy Hong and Stephen Satchell
Intergenerational Risk Trading and the Innovative Role of Equity- Wage Swaps pp. 31-42 Downloads
Jiajia Cui and Eduard Ponds
Relationships between Trading Volume, Stock Returns and Volatility: Evidence from the French Stock Market pp. 44-58 Downloads
Anthony Miloudi, Mondher Bouattour and Ramzi Benkraiem

2016, issue 143

Is Macroeconomic Announcement News Priced? pp. 4-17 Downloads
Peter De Goeij and Jiehui Hu
Active Portfolio Management with Conditional Tracking Error pp. 18-25 Downloads
Winfried G. Hallerback and Igor Pouchkarev
Bank Acquisitiveness and Financial Crisis Vulnerability pp. 26-44 Downloads
Saqib Aziz, Michael Dowling and Jean-Jacques Lilti
Basel III and Bank Liquidity Creation pp. 46-54 Downloads
Franck Bancel and Laurent Salé

2016, issue 142

Purchasing an Annuity: Now or Later? The Role of Interest Rates pp. 4-17 Downloads
Thijs Markwat, Roderick Molenaar and Juan Carlos Rodriguez
Does Corporate Social Performance Really Improve Corporate Financial Performance? pp. 18-27 Downloads
Olivier Meier, Jean-Yves Saulquin, Guillaume Schier and Richard Soparnot
Does the Market Value the Social Dimension? International Evidence pp. 28-40 Downloads
Sylvain Marsat and Benjamin Williams
When Financial Derivatives can be Applied to the Real Economy – The Case of Exotic Options in Corporate Finance pp. 42-53 Downloads
Jian Wu

2016, issue 141

Book Review: Risk-Based and Factor Investing pp. 3 Downloads
Eric Jondeau
Expected Credit Loss vs. Credit Value Adjustment: A Comparative Analysis pp. 6-18 Downloads
Vivien Brunel, Stéphane Crépey and Monique Jeanblanc
Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach pp. 20-34 Downloads
Thanh Huong Dinh, Jean-François Gajewski and Duc Khuong Nguyen
Changing Dynamic Relationships between Stock and Bond Markets in Crises: Evidence of a Flight to Quality pp. 36-56 Downloads
Wafa Kammoun Masmoudi
Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data pp. 58-70 Downloads
Hachmi Ben Ameur, Faten Ben Bouheni, Abdoulkarim Idi Chefou and Fredj Jawadi

2016, issue 140

How Risky are Low-Risk Hedge Funds? pp. 5-18 Downloads
Olga Kolokolova and Achim Mattes
Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach pp. 20-32 Downloads
Spyridon Vrontos
New Insight on the Performance of Equity Long/short Investment Styles pp. 34-45 Downloads
Boris Fays, Georges Hübner and Marie Lambert
Multi-Asset Seasonality and Trend-Following Strategies pp. 47-62 Downloads
Nick Baltas

2015, issue 139

Ownership Concentration, Board Structure and Credit Risk:The Case of MENA Banks pp. 5-18 Downloads
Rim Boussaada and Daniel Labaronne
Market Efficiency and Crises:Don’t Throw the Baby out with the Bathwater pp. 20-26 Downloads
Ariane Szafarz
Mass Customization in Life-Cycle Investing Strategies with Income Risk pp. 28-44 Downloads
Romain Deguest, Lionel Martellini and Vincent Milhau
Currency Turmoil in an Unbalanced World Economy pp. 46-57 Downloads
Michel Aglietta and Virginie Coudert

2015, issue 138

Could French and Eurozone Savers Invest More in Risky Assets? pp. 4-16 Downloads
Luc Arrondel and André Masson
Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Asset Allocation pp. 18-28 Downloads
Thierry Roncalli
Robust Portfolio Protection: A Scenarios-based Approach pp. 30-44 Downloads
Selim Mankaï and Khaled Guesmi
Financial Regulations and Procyclicality pp. 45-54 Downloads
Stéphane Auray and Christian Gourieroux

2015, issue 136-137

Double Issue "2013 Paris Financial Management COnference (PFMC)" pp. 3 Downloads
Sabri Boubaker
Does Corportae Social Responsibility Have an Impact on Financing Decisions? pp. 5-19 Downloads
Guillaume Pijourlet
New Insights on Corporate SocialResponsibility and Country-level Institutions in Western Europe pp. 20-40 Downloads
Karim Ben Khediri and Souad Lajili Jarjir
Consequences of Voluntary Stock Exchange Section Switching on Stock Prices, Liquidity and Volatility pp. 42-62 Downloads
Abdoul K. Cissé and Patrice Fontaine
International CAPM and Oil Price: Evidence from Selected OPEC Countries pp. 64-78 Downloads
Anna Creti and Khaled Guesmi
On the Dynamic Dependence between US and other Developed Stock Markets: An Extreme-value Time-varying Copula Approach pp. 80-93 Downloads
Heni Boubaker and Nadia Sghaier

2015, issue 135

French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing pp. 4-18 Downloads
Philippe Bertrand and Jean-Luc Prigent
Conflict of Interest between Investors and Financial Advisers pp. 20-35 Downloads
Sebastien Lemeunier
Reforming the Structures of the EU Banking Sector: Risks and Challenges pp. 37-48 Downloads
Régis Breton and Laurent Clerc
Managerial Myopia: Do Managers Privilege Short-term Decisions or Value Creation? pp. 50-58 Downloads
Franck Bancel and Alexandre Garel

2015, issue 134

Edito pp. 3 Downloads
Marie Brière and Patrice Poncet
Economic-financial Literacy and (Sustainable) Pension Reforms: Why the Former is a Key Ingredient for the Latter pp. 6-16 Downloads
Elsa Fornero
Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup pp. 18-32 Downloads
Frédérique Bec and Christian Gollier
Can Large Long-Term Investors Capture Illiquidity Premiums? pp. 34-60 Downloads
Frank de Jong and Joost Driessen
Long-term Portfolio Allocation Based on Long-term Macro forecasts pp. 62-69 Downloads
Eric Jondeau and Michael Rockinger
Projecting Pension Outcomes at Retirement - Towards an Industry Reporting Standard pp. 71-86 Downloads
Kees De Vaan and Daniele Fano

2014, issue 133

Testing the Profitability of Contrarian Trading Strategies Based on the Overreaction Hypothesis pp. 4-10 Downloads
Matthieu Duvinage and Paolo Mazza
Evaluating UCITS Compliant Hedge Fund Performance pp. 11-22 Downloads
Serge Darolles
Do Cooperative Banks Have Greater Market Power? pp. 24-33 Downloads
Damien Egarius and Laurent Weill
In which Media are Analysts’ Recommendations most Followed? pp. 34-46 Downloads
Nadine Galy, Laurent Germain, Denis Hilton and Rainer Mathes

2014, issue 132

Is Rating Associated with Better Retail Funds’ Performance in Changing Market Conditions? pp. 4-24 Downloads
Richard Louth, Stephen Satchell and Warapong Wongwachara
Estimation Risk versus Optimality Risk: AN EX-ANTE EFFICIENCY ANALYSIS OF ALTERNATIVE EQUITY PORTFOLIO DIVERSIFICATION STRATEGIES pp. 26-42 Downloads
Lionel Martellini, Vincent Milhau and Andrea Tarelli
The Trading Performance of Individual Investors pp. 43-52 Downloads
Camille Magron
Cash Holdings, Working Capital and Firm Value: Evidence from France pp. 53-62 Downloads
Ruta Autukaite and Eric Molay

2014, issue 131

Introducing to Risk Parity and Budgeting pp. 3 Downloads
Emmanuel Jurczenko
What Maximum Fees Should Investors Pay to Active Fund Managers? pp. 5-16 Downloads
Chekib Ezzili and Patrice Poncet
How does the Market Price of the Corporate Sponsor React to Socially Responsible Fund Introductions? pp. 17-29 Downloads
Jonathan Peillex and Loredana Ureche-Rangau
Pricing, Hedging and Assessing Risk in a General Lévy Context pp. 30-42 Downloads
Abdou Kélani and François Quittard-Pinon
The Performance Implications of Business Group Affiliation for Small Businesses pp. 43-50 Downloads
Anaïs Hamelin

2014, issue 130

Market microstructure in practice pp. 3 Downloads
Mathieu Rosenbaum
The Paulson Plan: Who Are the Winners? pp. 5-22 Downloads
Eric de Bodt, Frédéric Lobez and Junyao Zhang
A Partial Equilibrium Model of the Convenience Yield Risk Premium of Storable Commodities pp. 24-40 Downloads
Vincent Lacoste and Pierre Six
Raising Companies’ Profile with Corporate Social Performance pp. 41-54 Downloads
Philippe Bertrand, Alexis Guyot and Vincent Lapointe
Does Employee Ownership Really Boost Performance? pp. 55-68 Downloads
Amel Belanès and Malek Saihi
Islamic Equity Indices: Insight and Comparison with Conventional Counterparts pp. 69-80 Downloads
Abdelbari El Khamlichi, Aurélie Sannajust and Humaylin Kabir Sarkar

2014, issue 129

Edito pp. 3 Downloads
Serge Darolles
Alpha or not Alpha: The Case of the Hedge Fund Industry pp. 4-16 Downloads
Hugues Pirotte and Nils S. Tuchschmid
What Happens “Before the Birth” and “After the Death” of a Hedge Fund? pp. 18-26 Downloads
Vikas Agarwal, Vyacheslav Fos and Wei Jiang
Hedge Fund Managers: Luck and Dynamic Assessment pp. 28-38 Downloads
Gilles Criton and Olivier Scaillet
A Time-Varying Performance Evaluation of Hedge Fund Strategies through Aggregation pp. 40-58 Downloads
Monica Billio, Lorenzon Frattarolo and Loriana Pelizzon
Detecting Early Warnings for Hedge Fund Contagion pp. 60-73 Downloads
Roberto Savona

2014, issue 128

Editor's letter pp. 3 Downloads
Marie Brière
HFT and Market Quality pp. 5-19 Downloads
Bruno Biais and Thierry Foucault
Asset Class Liquidity Risk pp. 20-30 Downloads
Ronnie Sadka
On the Financial Performance of Socially Responsible Investments pp. 31-35 Downloads
Sébastien Pouget
Pension Reform in The Netherlands: Attractive Options for other Countries? pp. 36-45 Downloads
Theo Nijman
French Pensions Framework in an International Perspective pp. 46-48 Downloads
Jean-François Boulier
Optimal Asset Allocation for Sovereign Wealth Funds: Theory and Practice pp. 49-54 Downloads
Zvi Bodie and Marie Brière
Page updated 2020-05-21