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From Université catholique de Louvain, Louvain Finance (LFIN)
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2022009: Is cross-listing a panacea for improving earnings quality? The case of H- and B-share firms in China

Özgür Arslan-Ayaydin, Shimin Chen, Serene Xu Ni and James Thewissen

2022008: A general firm-value model under partial information

Cheikh Mbaye, Abass Sagna and Frédéric Vrins

2022007: Dynamic portfolio selection with sector-specific regularization

Christian Hafner and Linqi Wang

2022006: A dynamic conditional score model for the log correlation matrix

Christian Hafner and Linqi Wang

2022005: Unpacking the black box of ICO white papers: a topic modeling approach

Anna Pastwa, Prabal Shrestha, James Thewissen and Wouter Torsin

2022004: Does the yield curve signal recessions? New evidence from an international panel data analysis

Jean-Baptiste Hasse and Quentin Lajaunie

2022003: Earnings Management Methods and CEO Political Affiliation

Özgür Arslan-Ayaydin, James Thewissen and Wouter Torsin

2022002: International Earnings Announcements: Tone, Forward-looking Statements, and Informativeness

Elaine Henry, James Thewissen and Wouter Torsin

2022001: Fragmentation in the European Monetary Union: Is it really over?

Bertrand Candelon, Angelo Luisi and Francesco Roccazzella

2021025: Migration to the PRIIPs framework: what impact on the European risk indicator of UCITS funds ?

Donovan Herr, Emilien Clausse and Frédéric Vrins

2021024: Affine term structure models: a time-change approach with perfect fit to market curves

Cheikh Mbaye and Frédéric Vrins

2021023: ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation

Bertrand Candelon, Jean-Baptiste Hasse and Quentin Lajaunie

2021022: Regularized regression when covariates are linked on a network: the 3CoSE algorithm

Matthias Weber, Jonas Striaukas, Martin Schumacher and Harald Binder

2021021: Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs

Marcel Aloy, Floris Laly, Sébastien Laurent and Christelle Lecourt

2021020: What drives retail portfolio exposure to ESG factors?

D’Hondt, Catherine, Maxime Merli and Tristan Roger

2021019: Judging the functioning of equity markets in 2020: A bird's-eye (re)view

Mikael Petitjean

2021018: The rise of fast trading: Curse or blessing for liquidity?

Christophe Desagre, D’Hondt, Catherine and Mikael Petitjean

2021017: Mini flash crashes: Review, taxonomy and policy responses

Floris Laly and Mikael Petitjean

2021016: Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks

Deniz Erdemlioglu, Mikael Petitjean and Nicolas Vargas

2021015: Do retail investors bite off more than they can chew? A close look at their return objectives

D’Hondt, Catherine, Rudy De Winne and Maxime Merli

2021014: Optimal and robust combination of forecasts via constrained optimization and shrinkage

Francesco Roccazzella, Paolo Gambetti and Frédéric Vrins

2021013: Reconciling mean-variance portfolio theory with non-Gaussian returns

Nathan Lassance

2021012: Optimal Portfolio Diversification via Independent Component Analysis

Victor DeMiguel, Nathan Lassance and Frédéric Vrins

2021011: What leads people to tolerate negative interest rates on their savings?

O. Corneille, D’Hondt, Catherine, Rudy De Winne, E. Efendic and Aleksandar Todorovic

2021010: Machine Learning Time Series Regressions With an Application to Nowcasting

Andrii Babii, Eric Ghysels and Jonas Striaukas

2021009: Diversification potential in real estate portfolios

Bertrand Candelon, Franz Fuerst and Jean-Baptiste Hasse

2021008: How risk-prone are people when facing a sure loss? Negative interest rates as a convenient conceptual framework

Emir Efendić, Olivier Corneille, D’Hondt, Catherine and Rudy De Winne

2021007: Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?

Bruno De Backer, Hans Dewachter and Leonardo Iania

2021006: Does managerial ability affect disclosure? Evidence from earnings press releases

Beibei Yan, Özgür Arslan-Ayaydin, James Thewissen and Wouter Torsin

2021005: Portfolio selection with parsimonious higher comoments estimation

Nathan Lassance and Frédéric Vrins

2021004: Trading leveraged Exchange-Traded products is hazardous to your wealth

D’Hondt, Catherine, Richard McGowan and Patrick Roger

2021003: Global financial interconnectedness: a non-linear assessment of the uncertainty channel

Bertrand Candelon, Laurent Ferrara and Marc Joëts

2021002: Measuring the disposition effect

Rudy De Winne

2021001: Googlization and retail trading activity

Christophe Desagre and D’Hondt, Catherine

2020007: Artificial Intelligence Alter Egos: Who might benefit from robo-investing?

Catherine D'Hondt, Rudy De Winne, Eric Ghysels and Steve Raymond

2020006: SDES with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions

Damiano Brigo, Monique Jeanblanc and Frédéric Vrins

2020005: Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach

Anne-Florence Allard, Leonardo Iania and Kristien Smedts

2020004: Institutions, regulations and initial coin offerings: An international perspective

James Thewissen, Özgür Arslan-Ayaydin, Prabal Shrestha and Wouter Torsin

2020003: Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases

Özgür Arslan-Ayaydin, Norman Bishara, James Thewissen and Wouter Torsin

2020002: Forecasting recovery rates on non-performing loans with machine learning

Anthony Bellotti, Damiano Brigo, Paolo Gambetti and Frédéric Vrins

2020001: Disclosure tone management and labor unions

Özgür Arslan-Ayaydina, James Thewissen and Wouter Torsin

2019009: Minimum Rényi entropy portfolios

Nathan Lassance and Frédéric Vrins

2019008: A Macro-Financial Analysis of the Corporate Bond Market

Hans Dewacther, Leonardo Iania, Wolfgang Lemke and Marco Lyrio

2019007: Recovery rates: Uncertainty certainly matters

Paolo Gambetti, Geneviève Gauthier and Frédéric Vrins

2019006: Testing the effect of technical analysis on market quality and order book dynamics

Paolo Mazza and Mikael Petitjean

2019005: Taming financial development to reduce crises

Sami Ben Naceur, Bertrand Candelon and Quentin Lajaunie

2019004: Piecewise constant martingales and lazy clocks

Christophe Profeta and Frédéric Vrins

2019003: The informativeness of impression management - financial analysts and rhetorical style of CEO letters

Beibei Yan, Walter Aerts and James Thewissen

2019002: Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies?

Mikael Petitjean

2019001: Advances in Credit Risk Modeling and Management

Frédéric Vrins