Archives

Articles

• Capital Protected notes for Loss Averse Investors: a Counterintuitive Result
• The Cost of Accuracy in the Least Squares Monte Carlo Approach
• Success of Shareholder Activism: the French Case

Focus On

• Dividend Policy

Articles

• Comparing the Value Relevance of Earnings and Book Value in IFRS and GAAP Standards
• Credit Risk Evaluation: The Econometric vs the Structural Approach
• The Fund Synthetic Index: An Alternative Benchmark for Mutual Funds
• Corporate Governance and Performance of French Listed Companies

Focus On

• Symmetric vs. Downside Risk Measures in Portfolio Decisions

Articles

• Stress Testing with a Credit Risk Model
• How Many Banks does it Take to Lend? Empirical Evidence from Europe
• Diversification Portfolio Strategies and Financial Integration: Toward a European Capital Market?
• Risk Management of CPPI Funds in Switching Regime Markets

Focus On

• Why do Firms go private? Motivations, Performance and International Issues

Articles

• CEO Compensation and Managerial Performance: An Analysis of US Non-Financial Firms
• Calendar Spreads in Commodity Futures Markets, Risk Premium and the Convenience Yield
• Hedge Fund Returns and Factor Models: A Cross Section Approach

Focus On

• A New Classifi cation of Exotic Options

Articles

• SME Reliance on Bank Debt in France
• Real Estate Brokers: Do they Infl ate Housing Prices?
• Capital Structure Determinants and Convergence

Focus On

• Bank Transparency: a Microeconomic and Macroeconomic Assessment

• How do oil prices affect stock returns in GCC markets? An asymmetric cointegration approach

Articles

• Passive Investing before and after the Crisis: Investors’ views on exchange-traded funds and competing index products
• Stock Volatility, Institutional Ownership and Analyst Coverage
• The Contribution of Emerging Markets to International Diversification
• VaR and Omega Measures for Hedge Funds Portfolios: A Copula Approach

Focus On

• Microcredit Contracts

• The Impact of Ownership Structure and Control Mechanisms on Transaction Costs:
• The Evidence On Privatization Around The World
• Effi ciency of the Saudi Banking Sector: A DATA ENVELOPMENT ANALYSIS APPROACH T he
• Financial News and Volatility of Underlying Securities in the Pharmaceutical Sector
• The Impact of the 2008 Short Sale Ban on Stock Returns

• Investigating the Common Latent Component in Stock Returns: SYSTEMATIC AND SYSTEMIC RISK FACTORS
• An Address in Mayfair or Vendôme Spatial Rationality of Hedge Funds
• An Analysis of Risk Changes Surrounding French Convertible Bond Offerings
• The options embedded within pension plans: TYPES, VALUATION PRINCIPLES AND EFFECTS ON OPTIMAL INVEST

• The Performance of Socially Responsible Investment A STUDY OF THE FRENCH MARKET
• Herding in fi nancial markets: A REVIEW OF THE EMPIRICAL LITERATURE
• To Find the Blind for a One-Eyed: FUNDS TOURNAMENT AND EQUITY PORTFOLIO MANAGERS RISK-TAKING
• The Determinants of Payment Method Choice in Cross-Border Acquisitions

• The Cost-Effi ciency of French Banks
• Credit Risk Models: A Contribution to the Debate on CDS Pricing
• The Determinants of Productive Efficiency of the Banks APPLICATION TO TUNISIAN BANKS
• Realized Volatility and High Frequency : Data: WHAT CONTRIBUTIONS TO FINANCIAL MARKET ANALYSIS?
• Effi ciency and Threshold Stock Price Adjustment: THE AMERICAN STOCK MARKET CASE