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Joëlle Miffre

SSRN Author Rank: 680 by Downloads and 5,724 by Citations

 Professor of Finance
 

EDHEC Business School


 58 rue du Port
 Lille, 59046
 France
 email address

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. Joëlle Miffre's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
24,684
Total
Citations
88
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Fuertes, Ana-Maria
Cass Business School, City University London
Miffre, Joëlle
EDHEC Business School
Rallis, Georgios
City University of London - Sir John Cass Business School
Posted:
30 Apr 08
Last Revised:
19 Dec 13
5,355
(678)
10

2.   Incl. Electronic Paper
Miffre, Joëlle
EDHEC Business School
Rallis, Georgios
City University of London - Sir John Cass Business School
Posted:
20 Apr 05
Last Revised:
10 Nov 15
5,062
(953)
29

3.  
Capturing the Risk Premium of Commodity Futures: The Role of Hedging Pressure | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Vol. 37, No. 7, 2013
Number of Pages in PDF File: 37
Basu, Devraj
Université Lille Nord de France - Skema Business School
Miffre, Joëlle
EDHEC Business School
Posted:
12 Feb 09
Last Revised:
10 Nov 15
1,566
(6,448)
3

4.  
Chong, James
California State University, Northridge - Department of Finance, Financial Planning and Insurance
Miffre, Joëlle
EDHEC Business School
Posted:
20 Oct 05
Last Revised:
10 Nov 15
1,429
(7,260)
9

5.  
Li, Xiafei
Nottingham University Business School
Brooks, Chris
University of Reading - ICMA Centre
Miffre, Joëlle
EDHEC Business School
Posted:
10 Aug 07
Last Revised:
19 May 09
1,077
(12,614)
2

6.  
Fuertes, Ana-Maria
Cass Business School, City University London
Miffre, Joëlle
EDHEC Business School
Fernandez-Perez, Adrian
Auckland University of Technology
Posted:
14 Dec 11
Last Revised:
10 Nov 15
833
(15,347)
 

7.  
Momentum Profits, Non-Normality Risks and the Business Cycle | Show Abstract | Download This Paper | Open PDF in Browser |
Applied Financial Economics, Forthcoming, Cass Business School Research Paper
Number of Pages in PDF File: 39
Fuertes, Ana-Maria
Cass Business School, City University London
Miffre, Joëlle
EDHEC Business School
Tan, Wooi Hou
Cyberring Ltd.
Posted:
15 Jul 05
Last Revised:
05 May 08
768
(21,866)
1

8.  
Optimal Hedging with Higher Moments | Show Abstract | Download This Paper | Open PDF in Browser |
Cass Business School Research Paper
Number of Pages in PDF File: 40
Brooks, Chris
University of Reading - ICMA Centre
Černý, Aleš
Cass Business School
Miffre, Joëlle
EDHEC Business School
Posted:
20 Mar 08
Last Revised:
22 Apr 10
618
(29,364)
1

9.  
The Case for Long-Short Commodity Investing | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Alternative Investments, Vol. 18, No. 9, 2015
Number of Pages in PDF File: 37
Miffre, Joëlle
EDHEC Business School
Fernandez-Perez, Adrian
Auckland University of Technology
Posted:
01 Sep 11
Last Revised:
11 Nov 15
591
(26,627)
 

10.  
Li, Xiafei
Nottingham University Business School
Brooks, Chris
University of Reading - ICMA Centre
Miffre, Joëlle
EDHEC Business School
Posted:
19 May 09
414
(48,029)
 

11.  
Strategic and Tactical Roles of Enhanced-Commodity Indices | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Futures Markets 33(10), 965-992
Number of Pages in PDF File: 38
Rallis, Georgios
City University of London - Sir John Cass Business School
Miffre, Joëlle
EDHEC Business School
Fuertes, Ana-Maria
Cass Business School, City University London
Posted:
27 Jul 10
Last Revised:
19 Dec 13
389
(52,469)
3

12.   Incl. Electronic Paper
Li, Xiafei
Nottingham University Business School
Brooks, Chris
University of Reading - ICMA Centre
Miffre, Joëlle
EDHEC Business School
Posted:
02 May 07
Last Revised:
10 Nov 15
378
(57,136)
3

13.  
Is Idiosyncratic Volatility Priced in Commodity Futures Markets? | Show Abstract | Download This Paper | Open PDF in Browser |
International Review of Financial Analysis, Forthcoming
Number of Pages in PDF File: 30
Fernandez-Perez, Adrian
Auckland University of Technology
Fuertes, Ana-Maria
Cass Business School, City University London
Miffre, Joëlle
EDHEC Business School
Posted:
01 Aug 12
Last Revised:
03 Jun 16
320
(52,469)
 

14.  
Miffre, Joëlle
EDHEC Business School
Posted:
21 Aug 12
302
(66,018)
 

15.   Incl. Electronic Paper
Li, Xiafei
Nottingham University Business School
Miffre, Joëlle
EDHEC Business School
Brooks, Chris
University of Reading - ICMA Centre
Posted:
01 Sep 06
Last Revised:
10 Nov 15
293
(76,666)
10

16.  
Brooks, Chris
University of Reading - ICMA Centre
Fernandez-Perez, Adrian
Auckland University of Technology
Miffre, Joëlle
EDHEC Business School
Nneji, Ogonna
University of Reading - ICMA Centre
Posted:
02 Sep 14
Last Revised:
04 Jul 15
155
(110,806)
 

17.  
Do Long-Short Speculators Destabilize Commodity Futures Markets? | Show Abstract | Download This Paper | Open PDF in Browser |
International Review of Financial Analysis, Vol. 30, 2013
Number of Pages in PDF File: 30
Miffre, Joëlle
EDHEC Business School
Brooks, Chris
University of Reading - ICMA Centre
Posted:
04 Apr 13
Last Revised:
10 Nov 15
147
(138,135)
1

18.  
Idiosyncratic Volatility and the Pricing of Poorly-Diversified Portfolios | Show Abstract | Download This Paper | Open PDF in Browser |
International Review of Financial Analysis, Vol. 30, 2013
Number of Pages in PDF File: 25
Miffre, Joëlle
EDHEC Business School
Brooks, Chris
University of Reading - ICMA Centre
Li, Xiafei
Nottingham University Business School
Posted:
03 Jun 11
Last Revised:
10 Nov 15
147
(135,251)
1

19.  
Fernandez-Perez, Adrian
Auckland University of Technology
Fuertes, Ana-Maria
Cass Business School, City University London
Miffre, Joëlle
EDHEC Business School
Posted:
07 May 14
Last Revised:
23 Nov 15
128
(103,341)
 

20.  
The Conditional Price of Basis Risk: An Investigation Using Foreign Exchange Instruments | Show Abstract | Add to Cart |
Journal of Business Finance & Accounting, Vol. 31, No. 7-8, pp. 1043-1068, September 2004
Number of Pages in PDF File: 26
Miffre, Joëlle
EDHEC Business School
Posted:
23 Sep 04
13
(436,692)
2

21.  
Conditional Risk Premia in International Government Bond Markets | Show Abstract | Add to Cart |
Multinational Finance Journal, Vol. 12, No. 3/4, p. 185-204, 2008
Number of Pages in PDF File: 20
Miffre, Joëlle
EDHEC Business School
Posted:
26 Jun 15
12
(406,858)
 

22.  
Long-Short Commodity Investing: A Review of the Literature | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Commodity Markets, Invited publication, Forthcoming
Number of Pages in PDF File: 31
Miffre, Joëlle
EDHEC Business School
Posted:
09 Dec 15
Last Revised:
28 Jan 16
0
(37,774)
 

23.  
Fernandez-Perez, Adrian
Auckland University of Technology
Frijns, Bart
Auckland University of Technology - Faculty of Business & Law
Fuertes, Ana-Maria
Cass Business School, City University London
Miffre, Joëlle
EDHEC Business School
Posted:
08 Oct 15
Last Revised:
04 Aug 16
0
(51,889)
 

24.  
Basu, Devraj
Université Lille Nord de France - Skema Business School
Miffre, Joëlle
EDHEC Business School
Posted:
04 Mar 09
Last Revised:
27 Jun 14
 

25.   Incl. Electronic Paper
Kat, Harry M.
Independent
Miffre, Joëlle
EDHEC Business School
Posted:
28 May 08
Last Revised:
06 Jun 16
1,958
(5,073)
 

26.  
Efficiency in the Pricing of the FTSE 100 Futures Contract | Show Abstract |
European Financial Management, Vol. 7, No. 1, Pp. 9-22, 2001, Cass Business School Research Paper
Miffre, Joëlle
EDHEC Business School
Posted:
13 Jul 00
 


Records 1 - 26 of 26 matches
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