LSF Research Working Paper Series

From Luxembourg School of Finance, University of Luxembourg
Contact information at EDIRC.
Bibliographic data for series maintained by Martine Zenner ( this e-mail address is bad, please contact ).

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

11-11: Corporate Governance and Financial Development: A Study of the French Case

Jean-Daniel Guigou, Régis Blazy, Afef Boughanmi and Bruno Defffains

11-10: Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas

Thorsten Lehnert and Xisong Jin

11-9: Transparency and Ending Times of Call Auctions: A Comparison of Euronext and Xetra

Jos van Bommel and Peter Hoffmann

11-8: Financial Intermediation in an Overlapping Generations Model with Transaction Costs

Jos van Bommel, Augusto Hasman and Margarita Samartin

11-6: Does the GARCH Structural Credit Risk Model Make a Difference?

Thorsten Lehnert, Xisong Jin and Francisco Nadal De Simone

11-5: The Takeover Game

Sascha F Llbrunn and Ernan Haruvy

11-04: The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps

Lamia Bekkour, Thorsten Lehnert and Maria Chiara Amadari

11-03: Public Good and Private Good Valuation for Waiting, Time Reduction: A Laboratory Study

Tibor Neugebauer and Stefan Traub

11-02: Strategic delegation and collusion: Do incentive schemes matter?

Jean-Daniel Guigou, Patrick de Lamirande and Bruno Lovat

11-01: Cultural Values, CEO Risk Aversion and Corporate Takeovers

Thorsten Lehnert, Bart Frijn, Aaron Gilbert and Alireza Tourani-Rad

10-14: Moral Impossibility in the Petersburg Paradox: A Literature Survey and Experimental Evidence

Tibor Neugebauer

10-13: Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates

Theoharry Grammatikos and Robert Vermeulen

10-12: Leverage and risk in US commercial banking in the light of the current financial crisis

Nikolaos Papanikolaou and Christian Wolff

10-11: Market Strucutre, Screening Activity and Bank Lending Behavior

Nikolaos Papanikolaou

10-10: Do Agency relations Mediate the Interactions between Firms' Financial Policies and Business Cycles?

Charles-Henri Reuter

10-09: An Optimal Control Approach to Portfolio Optimisation with Conditioning Information

Marc Boissaux and Jang Schiltz

10-08: Contingent Capital: The Case for COERCs

Christian Wolff, Theo Vermaelen and George Pennacchi

10-07: Modelling structural changes in the volatility process

Tibor Neugebauer, Juan A. Lacomba and Francisco Lagos

10-06: Georges-Louis Leclerc de Buffon’s‘Essays on Moral Arithmetic’

Tibor Neugebauer, John Hey and Carmen Pasca

10-05: Modelling structural changes in the volatility process

Thorsten Lehnert, Bart Frijns and Remco Zwinkels

10-04: Limited Liability, Moral Hazard and Risk Taking - A Safety Net Game Experiment

Tibor Neugebauer and Sascha Füllbrunn

10-03: Ownership Concentration, Family Control and Performance of Firms

Malika Hamadi

10-02: Comoment Risk and Stock Returns

Marie Lambert and Georges Hübner

10-01: How to Construct Fundamental Risk Factors?

Marie Lambert and Georges Hübner

09-09: TIPS, Inflation Expectations and the Financial Crisis

Thorsten Lehnert, Aleksandar Andonov and Florian Bardong

09-08: A Volatility Targeting GARCH model with Time-Varying Coefficients

Thorsten Lehnert, Bart Frijns and Remco Zwinkels

09-07: Behavioral Heterogeneity in the Option Market

Thorsten Lehnert, Bart Frijns and Remco Zwinkels

09-06: Directional and non-directional risk exposures in Hedge Fund returns

Marie Lambert, Georges Hübner and Marie Lambert

09-05: The Dark Side of Global Integration: Increasing Tail Dependence

Antonio Cosma, Antonio.cosma@uni.lu, Michel Beine and Robert Vermeulen

09-04: Large powerful shareholders and cash holding

Malika Hamadi and Ronald W. Anderson

09-03: A Cumulative Prospect Theory Approach to Option Pricing

Christian Wolff, Thorsten Lehnert and Cokki Versluis

09-02: Time-Variation in Term Permia: International Survey-Based Evidence

Christian Wolff, Ron Jongen and Willem Verschoor

09-01: Dispersion of Beliefs in the Foreign Exchange Market

Christian Wolff, Ron Jongen, Willem Verschoor and Remco Zwinkels

08-12: Are Capital Controls in the Foreign Exchange Market Effective?

Christian Wolff, Stefan Straetmans and Roald Versteeg

08-11: Loss Functions in Option Valuation: A Framework for Selection

Christian Wolff, Dennis Bams and Thorsten Lehnert

08-10: An Experimental Analysis of Optimal Renewable Resource Management: The Fishery

Tibor Neugebauer, John Hey and Abdolkarim Sadrieh

08-09: Anonymity deters collusion in hard-close auctions: Experimental Evidence

Tibor Neugebauer and Sascha Füllbrunn

08-08: Funds Rating: The Predictive Power

Terraza Virginie and Toque Carole

08-07: Times series Factorial models with incertitute measures on ARMA processes and its application to final data

Terraza Virginie and Toque Carole

08-06: IFRS and the Need for Non-Financial Information

Tristan Boyer and Elena Chane-Alune

08-05: Law, Corporate Governance and Financial System: Econometric Analysis of French Case

Régis Blazy, Afef Boughanmi, Bruno Deffains and Jean-Daniel Guigou

08-04: How Bankruptcy Punishment Influences the Ex-Ante Design of Debt Contracts?

Régis Blazy, Gisèle Umbhauer and Laurent Weill

08-03: Stochastic and Deterministic Menus in Common Agency games: A corrected version

Gwenaël Piaser

08-02: Incentive compatible mechanisms in multiprincipal multiagent games

Gwenaël Piaser

08-01: Moral Hazard: Messages, Delegation and Efficiency

Andrea Attar, Eloisa Campioni, Gwenaël Piaser and Uday Rajan

07-19: Intervention Policy of the BoJ: a Unified Approach

Michel Beine, Oscar Bernal, Jean-Yves Gnabo and Christelle Lecourt

07-17: Bid and price effects of increased competition in the first-price auction: experimental evidence

Tibor Neugebauer

07-14: Four-Moment Asset Pricing Model: Computation Standards and specification Tests for Moment-Related Risk Premia

Marie Lambert

07-10: On multiple-principal multiple-agent models of moral hazard

Gwenaël Piaser

07-09: Direct Mechanisms, Menus and Latent Contracts

Gwenaël Piaser

07-08: Ownership, Control and Liquidity

Ronald Anderson and Malika Hamadi

07-07: Relative Performance Evaluation, Risk Aversion and Entry

Jean-Daniel Guigou, Bruno Lovat and Gwenaël Piaser

07-06: Les IFRS et les besoins en informations non financières

Tristan Boyer and Elena Chane-Alune

07-05: Do shareholders really own the firm?

Tristan Boyer

07-02: Financial versus Social Efficiency of Corporate Bankruptcy Law: the French Dilemma?

Régis Blazy, Bertrand Chopard, Agnès Fimayer and Jean-Daniel Guigou

07-01: On multiple-principal multiple-agent models of moral hazard

Andrea Attar, Eloisa Campioni, Gwenaël Piaser and Uday Rajan

06-15: Evaluation des performances relatives, risque et entrée

J.-D. Guigou and B. Lovat

06-10: A Nonparametric ACD Model

Antonio Cosma and Fausto Galli

06-09: The Impact of Legal Sanctions on Moral Hazard when Debt Contracts are Renegotiable

Régis Blazy and Laurent Weill

06-08: How Recovery Process Influences the Design of Debt Contracts?

Régis Blazy and Laurent Weill

06-07: Why Do Banks Ask for Collateral and Which Ones?

Régis Blazy and Laurent Weill

06-06: Quelles performances financières pour les jeunes entreprises pérennes ?

Régis Blazy and Bertrand Chopard

06-04: International Financial Reporting Standards and Market Efficiency: A European Perspective

Marie Lambert, Georges Hübner, P.-A. Michel and H. Olivier

06-03: Nonexclusivity and adverse selection: An application to the annuity market

Agar Brugiavini and Gwenaël Piaser

06-02: The Impact of International Financial Reporting Standards on Market Microstructure in Europe

Marie Lambert, Georges Hübner, P.-A. Michel and H. Olivier