BMI (BANKERS, MARKETS & INVESTORS)

• Value Creation: The Information Content of EVA® and Accounting Earnings A NON-LINEAR SPECIFICATION
• Foreign Currency Exposure and Derivatives Use
• What Are the Real Reasons for Mergers and Acquisitions in the Banking Sector ?
• The Dynamics of US Equity Risk Premia LESSONS FROM PROFESSIONALS' VIEW

• Is Corporate Bond Market Performance Connected with Stock Market Performance?
• Ownership Structures and Agency Problems: THE FRENCH BANKS CASE
• A Caviar Time-Varying Proportion Portfolio Insurance
• SMEs Choice of Main Bank and Organizational Structure: THE ROLE OF SOFT INFORMATION AND OF CREDIT RA

• Ownership and Control Structure of French Listed Firms
• The choice of debt maturity
• New Evidence of Currency Forward Premium Anomaly: Empirical Analysis with Multivariate Non-Linear Mo
• Organizational typologies and performance of mutual fund managers

• Libor Market Model in Premia* BERMUDAN PRICER, STOCHASTIC VOLATILITY AND MALLIAVIN CALCULUS
• Disclosure, Derecognition and Consolidationof Securitizations*
• PRICING PARISIAN OPTIONS USING LAPLACE TRANSFORMS
• Calibration of the LIBOR market model - implementation in PREMIA*

• The Complementarity of regulatory and internal governance mechanisms in banks
• Bankruptcy Prediction Models: How to Choose the Most Relevant Variables?
• Hedging and Financing Decisions: A SIMULTANEOUS EQUATIONS MODEL
• A comparison of the profi tability of islamic and conventional banks: THE CASE OF GCC COUNTRIES

• The Investment Policy of Canadian Pension Funds: Evolution and current issues
• Investor over- and underreaction to earnings announcements: AN EXPERIMENTAL STUDY
• Abstracts BM N°97
• The Benefits of Hedge Funds in Asset-Liability Management

• ' Roses des vents ', ' éventails ' et ' explosions d'étoiles ' sur le marché français : CARACTÉRISAT
• La nécessité de corriger les rentabilités des hedge funds...
• Les facteurs influençant les gains des actionnaires
• Equity Issues and Ownership Structure in France
• Sélection dynamique de portefeuille dans un cadre Moyenne-VaR : UNE APPROCHE GARCH MULTIVARIÉE
• Abstracts

• Impact de la diversification sur la psychologie de l'investisseur : étude empirique des anomalies de
• Comparative Analysis of Hedge Fund Returns.
• Création de valeur et motivations des acquisitions d'entreprises
• On the Robustness of Mutual Funds Ranking with an Index of Relative Efficiency

Articles

• Short-term Impacts of the 2004 Indian Ocean Tsunami on Stock Markets: A DCC-GARCH Analysis
• Equity Option Listing and Underlying Market Quality: Evidence from a Price Duration Model
• Does the Catering Theory of Dividend Apply to the French Listed Firms?

Articles

• Relationships between Trading Volume, Stock Returns and Volatility: Evidence from the French Stock Market
• Violating United Nations Global Compact Principles: An Event Study
• Investigating a Fund Return Distribution when the Value of the Fund under Management is Irregularly Observed
• Intergenerational Risk Trading and the Innovative Role of Equity- Wage Swaps

Articles

• Active Portfolio Management with Conditional Tracking Error
• Bank Acquisitiveness and Financial Crisis Vulnerability
• Is Macroeconomic Announcement News Priced?

Focus On

• Basel III and Bank Liquidity Creation

Articles

• Purchasing an Annuity: Now or Later? The Role of Interest Rates
• Does Corporate Social Performance Really Improve Corporate Financial Performance?
• Does the Market Value the Social Dimension? International Evidence
• When Financial Derivatives can be Applied to the Real Economy – The Case of Exotic Options in Corporate Finance