LIDAM Reprints LFIN

From Université catholique de Louvain, Louvain Finance (LFIN)
Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium).
Contact information at EDIRC.
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2018017: A Comparison of Pricing and Hedging Performances of Equity Derivatives Models

Nathan Lassance and Frédéric Vrins

2018016: A subordinated CIR intensity model with application to wrong-way risk CVA

Cheikh Mbaye and Frédéric Vrins

2018015: Bankruptcy and the cost of organized labor: Evidence from union elections

Murillo Campello, Janet Gao, Jiaping Qiu and Yue Zhang

2018014: Bannissement des produits dérivés: la bonne affaire ?

Frédéric Vrins

2018013: Cross-country information transmissions and the role of commodity markets: A multichannel Markov switching approach

Carl-Henrik Dahlqvist

2018012: Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures

Damiano Brigo and Frédéric Vrins

2018011: Effective network inference through multivariate information transfer estimation

Carl-Henrik Dahlqvist and Jean-Yves Gnabo

2018010: Extreme events and the cumulative distribution of net gains in gambling and structured products

Frédéric Vrins and Mikael Petitjean

2018009: High frequency trading and extreme price movements

Jonathan Brogaard, Allen Carrion, Thibaut Moyaert, Ryan Riordan, Andriy Shkilko and Konstantin Sokolov

2018008: Implicit transaction cost management using intraday price dynamics

Paolo Mazza and Mikael Petitjean

2018007: La Belgique est-elle inégalitaire ?

Mikael Petitjean

2018006: Le sauvetage des institutions financières a épargné plusieurs milliards d’euros aux pouvoirs publics

Mikael Petitjean

2018005: Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint

Frédéric Vrins

2018004: Subjective Financial Literacy and Retail Investors’ Behavior

Anthony Bellofatto, Catherine D'Hondt and Rudy De Winne

2018003: The Disposition Effect does not survive disclosure of expected price trends

Olivier Corneille, Rudy De Winne and Catherine D'Hondt

2018002: What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank

Mikael Petitjean

2018001: When does the tone of earnings press releases matter?

James Thewissen, Wouter Torsin and Kris Boudt

2017004: Capital-risque et performance à court terme de l’entreprise après introduction en bourse

Victor Boullenger, Mikael Petitjean and Patrick Daguet

2017003: Identifying Expensive Trades by Monitoring the Limit Order Book

Catherine D'Hondt and Benoît Detollenaere

2017002: La finance comportementale: enjeux et perspectives

Rudy De Winne and Catherine D'Hondt

2017001: Wrong-Way Risk CVA Models with Analytical EPE Profiles under Gaussian Exposure Dynamics

Frédéric Vrins

2016004: La vitesse sur les marchés financiers: stop ou encore ?

Mikael Petitjean

2016003: Managers set the tone: Equity incentives and the tone of earnings press releases

James Thewissen

2016002: On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios

Mikael Petitjean

2016001: The financial reward for environmental performance in the energy sector

Özgür Arslan-Ayaydin and James Thewissen

2015009: A macro-financial analysis of the euro area sovereign bond market

Hans Dewachter, Leonardo Iania, Marco Lyrio and Maite de Sola Perea

2015008: Analysts' forecast error: a robust prediction model and its short-term trading profitability

Kris Boudt, Peter de Goeij, James Thewissen and Geert Van Campenhout

2015007: Chapeau bas et respect pour Albert FRERE ?

Mikael Petitjean

2015006: Commonality on Euronext: Do Location and Account Type Matter?

Catherine D'Hondt, Christophe Majois and Paolo Mazza

2015005: D'une démocratie des opinions à une aristocratie des connaissances

Mikael Petitjean

2015004: How integrated is the European carbon derivatives market?

Mikael Petitjean

2015003: La taxe sur la "bourse casino"

Mikael Petitjean

2015002: Les sept familles de l'ISR

Mikael Petitjean

2015001: The securitization of gold and its potential impact on gold stocks

Yue Zhang

2014009: Assessing warm ischemic injury of pig livers at hypothermic machine perfusion

Qiang Liu, Katrien Vekemans, Leonardo Iania, Mina Komuta, Jaakko Parkkinen, Veerle Heedfeld and Tine Wylin

2014008: De la médiocrité des conseils d’investissement de Test-Achats invest sur actions individuelles

Camille Godart and Mikael Petitjean

2014007: Information in the yield curve: A macro-finance approach

Hans Dewachter, Leonardo Iania and Marco Lyrio

2014006: Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks

Kris Boudt and Mikael Petitjean

2014005: Inégalités patrimoniales, moralisme et passeport

Mikael Petitjean

2014004: La Bourse, truquée?

Mikael Petitjean

2014003: Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index

Rudy De Winne, Isabelle Platten and Carole Gresse

2014002: Quel secteur financier voulons-nous pour nos enfants?

Mikael Petitjean

2014001: Testing the profitability of contrarian trading strategies based on the overreaction hypothesis

Mikael Petitjean

2013006: Bank failures and regulation: a critical review

Mikael Petitjean

2013005: Determining an optimal multiplier in dynamic core-satellite strategies

Thibaut Caliman, Catherine D'Hondt and Mikael Petitjean

2013004: Il n’y aura pas de croissance solide sans confiance dans l’avenir

Mikael Petitjean

2013003: Sibuya copulas

Marius Hofert and Frédéric Vrins

2013002: Synchronisation des chocs d'offre et de demande en Europe: un après euro ou une après crises des subprimes ?

Nathalie Gilson and Fabien Labondance

2013001: The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks

Matthieu Duvinage, Paolo Mazza and Mikael Petitjean

2012001: An Extended Macro-Finance Model with Financial Factors

Hans Dewachter and Leonardo Iania