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Fontaine, Patrice C.'s
Scholarly Papers
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Total Downloads
977 |
Total
Citations
2 |
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1.
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Information Precision, Noise, and the Cross-Section of Stock Returns
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Burlacu, Radu University of Grenoble 2 - ESA - CERAG Jimenez-Garcès, Sonia G. French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG) Seasholes, Mark S. Hong Kong University of Science & Technology (HKUST) Fontaine, Patrice C. Eurofidai (CNRS and University of Grenoble 2)
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Posted:
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28 Jul 08
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Last Revised:
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22 Nov 12
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338
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Burlacu, Radu University of Grenoble 2 - ESA - CERAG Fontaine, Patrice C. Eurofidai (CNRS and University of Grenoble 2) Jimenez-Garces, Sonia Grenoble Institute of Technology and CERAG Seasholes, Mark S. Hong Kong University of Science & Technology (HKUST)
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Risk Premia, Cross-Sectional Asset Pricing, REE Models
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Burlacu, Radu University of Grenoble 2 - ESA - CERAG Jimenez-Garcès, Sonia G. French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG) Seasholes, Mark S. Hong Kong University of Science & Technology (HKUST) Fontaine, Patrice C. Eurofidai (CNRS and University of Grenoble 2)
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261
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Risk Premia, Cross-Sectional Asset Pricing, REE Models
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Seasholes, Mark S. Hong Kong University of Science & Technology (HKUST) Covrig, Vicentiu California State University, Northridge - Department of Finance, Real Estate, & Insurance Jimenez-Garcès, Sonia G. French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG) Fontaine, Patrice C. Eurofidai (CNRS and University of Grenoble 2)
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21 Mar 08
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Last Revised:
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25 Nov 08
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244
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Information Asymmetry, REE Models, Home Bias
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Burlacu, Radu University of Grenoble 2 - ESA - CERAG Jimenez-Garces, Sonia Grenoble Institute of Technology and CERAG Fontaine, Patrice C. Eurofidai (CNRS and University of Grenoble 2)
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171
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private information, sector funds, performance, industry concentration
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Burlacu, Radu University of Grenoble 2 - ESA - CERAG Fontaine, Patrice C. Eurofidai (CNRS and University of Grenoble 2) Jimenez-Garcès, Sonia G. French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG)
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118
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asymmetric information, private information, information-risk premium, rational expectations equilibrium models, price informativeness
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Fontaine, Patrice C. Eurofidai (CNRS and University of Grenoble 2) Burlacu, Radu University of Grenoble 2 - ESA - CERAG Jimenez-Garcès, Sonia G. French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG)
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68
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information asymmetry, information risk, actively managed equity mutual funds, selectivity performance, rational expectations equilibrium models
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Fontaine, Patrice C. Eurofidai (CNRS and University of Grenoble 2) Cissé, Abdoul French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG)
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38
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Market section transfer, price reaction, liquidity effect, information asymmetry, event study.
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7.
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Nguyen, Duc Khuong ISC Paris School of Management Fontaine, Patrice C. Eurofidai (CNRS and University of Grenoble 2)
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Emerging markets, Stock market liberalization, Weak form efficiency, Time-varying predictability of stock returns, GARCH-in-Mean effect, Kalman Filter
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Records 1 -
7
of 7 matches
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