Search Results
Universite Paris-Dauphine Research Papers Series

64,961 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Viewing: 1 - 50 of 320 papers

1.

Live Fast, Die Young: Equilibrium and Survival in Large Economies

Economic Theory, Forthcoming, Université Paris-Dauphine Research Paper No. 3603872
Number of pages: 47 Posted: 11 Jun 2020
Accepted Paper Series
Arthur Beddock and Elyes Jouini
Université Paris Dauphine - Department of Finance and Univ. Paris Dauphine - CEREMADE
Downloads 16
2.

Adoption of IAS/IFRS, Liquidity Constraints, and Credit Rationing: The Case of the European Banking Industry

Quarterly Review of Economics and Finance, Vol. 63, 2017, Université Paris-Dauphine Research Paper No. 3601597
Posted: 09 Jun 2020
Accepted Paper Series
Hervé Alexandre
Université Paris-Dauphine, PSL Research University
3.

'banks' earnings': Empirical Evidence of the Influence of Economic and Financial Market Factors

Review of Financial Economics, Vol. 36, No. 2, 2018, Université Paris-Dauphine Research Paper No. 3601583
Posted: 09 Jun 2020
Accepted Paper Series
Hervé Alexandre
Université Paris-Dauphine, PSL Research University
4.

Ridesharing to the Rescue: Usage and Welfare Impact of BlaBlaCar during the 2018 French Railway Strike

Université Paris-Dauphine Research Paper No. 3578412
Number of pages: 74 Posted: 12 May 2020 Last Revised: 13 Jan 2021
Working Paper Series
Timothy Yu-Cheong Yeung and Dianzhuo ZHU
Faculty of Law, KU Leuven and University of Paris-Dauphine, PSL Research University
Downloads 35
5.

A Policy Iteration Algorithm for Nonzero-Sum Stochastic Impulse Games

ESAIM: ProcS: 27-45, 2019, Université Paris-Dauphine Research Paper No. 3530120
Number of pages: 23 Posted: 27 Feb 2020
Accepted Paper Series
René Aïd, Francisco Bernal, Mohamed Mnif, Diego Zabaljauregui and Jorge Zubelli
Université Paris-Dauphine, affiliation not provided to SSRN, Ecole Nationale d'Ingénieurs de Tunis (ENIT), London School of Economics & Political Science (LSE) and affiliation not provided to SSRN
Downloads 4
6.

Futures Market Liquidity and the Trading Cost of Trend Following Strategies

Université Paris-Dauphine Research Paper No. 3523005
Posted: 14 Feb 2020
Working Paper Series
Charles Chevalier and Serge Darolles
KeyQuant and Université Paris Dauphine - DRM-CEREG
7.

Diversifying Trends

Université Paris-Dauphine Research Paper No. 3523001
Number of pages: 41 Posted: 14 Feb 2020
Working Paper Series
Charles Chevalier and Serge Darolles
KeyQuant and Université Paris Dauphine - DRM-CEREG
Downloads 132
8.

Gender Pay Gap, Labor Unions and Firm Performance

Université Paris-Dauphine Research Paper No. 3519647
Number of pages: 45 Posted: 03 Feb 2020
Working Paper Series
Fabien-Antoine Dugardin and Edith Ginglinger
Université Paris-Dauphine, PSL Research University and Université Paris-Dauphine, PSL Research University
Downloads 109
9.

Mixture of Distribution Hypothesis: Analyzing Daily Liquidity Frictions and Information Flows

Journal of Econometrics, Vol. 201, 2017, Université Paris-Dauphine Research Paper No. 3515235
Posted: 30 Jan 2020
Accepted Paper Series
Gaëlle Le Fol
Université Paris-Dauphine, PSL Research University, CNRS, UMR 7088, DRM, Finance, 75016 Paris, France
10.

Untangling Systemic Risk in Financialized Commodity Markets

Université Paris-Dauphine Research Paper No. 3508275
Number of pages: 54 Posted: 14 Jan 2020
Working Paper Series
Julien Ling
Paris Dauphine University, Department of Finance
Downloads 49
11.

Gradual College Admission

Université Paris-Dauphine Research Paper No. 3488038, Baruch College Zicklin School of Business Research Paper No. 2019-11-03
Number of pages: 37 Posted: 01 Dec 2019 Last Revised: 16 Dec 2019
Working Paper Series
Guillaume Haeringer and Vincent Iehlé
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Université Paris Dauphine - CEREMADE
Downloads 12
12.

Encouraging Long-Term Shareholders: The Effects of Loyalty Shares with Double Voting Rights

Université Paris-Dauphine Research Paper No. 3475429, Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 43 Posted: 29 Oct 2019
Working Paper Series
Francois Belot, Edith Ginglinger and Laura T. Starks
Université de Cergy-Pontoise, Université Paris-Dauphine, PSL Research University and University of Texas at Austin - Department of Finance
Downloads 205
13.

Does Debt Curb Controlling Shareholders’ Private Benefits? Modelling in a Contingent Claim Framework

Université Paris-Dauphine Research Paper No. 3447201
Number of pages: 55 Posted: 07 Sep 2019
Working Paper Series
Hubert de La Bruslerie
Université Paris Dauphine
Downloads 17
14.

Build or Buy? Human Capital and Corporate Diversification

Fisher College of Business Working Paper No. 2019-03-018, Charles A. Dice Center Working Paper No. 2019-18, Université Paris-Dauphine Research Paper No. 3444992
Number of pages: 76 Posted: 30 Aug 2019
Working Paper Series
Paul Beaumont, Camille Hebert and Victor Lyonnet
Paris Dauphine University, University of Toronto - Rotman School of Management and Ohio State University (OSU)

Multiple version iconThere are 2 versions of this paper

Downloads 340
15.

Granular Borrowers

Université Paris-Dauphine Research Paper No. 3391768
Number of pages: 54 Posted: 07 Jun 2019
Working Paper Series
Paul Beaumont, Thibault Libert and Christophe Hurlin
Paris Dauphine University, Banque de France and University of Orleans
Downloads 47
16.

NGO-GM: Natural Gradient Optimization for Graphical Models

Université Paris-Dauphine Research Paper No. 3387874
Number of pages: 18 Posted: 03 Jun 2019
Working Paper Series
Eric Benhamou, Jamal Atif, Rida Laraki and David Saltiel
A.I. Square Connect, Université Paris Dauphine, Université Paris-Dauphine, PSL Research University and A.I. Square Connect
Downloads 12
17.

Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies

Université Paris-Dauphine Research Paper No. 3380239
Number of pages: 37 Posted: 28 May 2019 Last Revised: 14 Jan 2020
Working Paper Series
Marie Briere, Charles‐Albert Lehalle, Tamara Nefedova and Amine Raboun
Amundi Asset Management, Capital Fund Management, Université Paris Dauphine - PSL and Euronext Paris
Downloads 235
18.

Option-Implied Volatility Measures and Stock Return Predictability

Journal of Derivatives, Vol. 24, No.1, 58-78, 2016, https://doi.org/10.3905/jod.2016.24.1.058
Posted: 20 May 2019 Last Revised: 09 Aug 2019
Accepted Paper Series
Xi Fu, Yakup Eser Arısoy, Mark B. Shackleton and Mehmet Umutlu
University of Liverpool, NEOMA Business School, Lancaster University - Department of Accounting and Finance and Yasar University - Department of International Trade and Finance
19.

Are Global Value Chains Receding? The Jury Is Still Out. Key Findings from the Analysis of Deflated World Trade in Parts and Components

Banque de France Working Paper March 2019, WP #715 , Université Paris-Dauphine Research Paper No. 3359558
Number of pages: 41 Posted: 25 Mar 2019
Working Paper Series
Guillaume Gaulier, Aude Sztulman and Deniz Ünal-Kesenci
Banque de France, Université Paris-Dauphine, PSL Research University and Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)
Downloads 30
20.

Gender Pay Gap in French Public Administration: An Application of a Novel Three-Step Approach of Blinder-Oaxaca Decomposition with Fixed Effect Model

Université Paris-Dauphine Research Paper No. 3337866
Number of pages: 26 Posted: 12 Mar 2019
Working Paper Series
Annick Vignes and Timothy Yu-Cheong Yeung
Ecole des Ponts ParisTech and Faculty of Law, KU Leuven
Downloads 31
21.

Multiproduct Retailing and Consumer Shopping Behavior: The Role of Shopping Costs

Université Paris-Dauphine Research Paper No. 3327387, International Journal of Industrial Organization, Vol. 68, January 2020, 102560.
Number of pages: 60 Posted: 12 Feb 2019 Last Revised: 15 Jan 2020
Accepted Paper Series
Jorge Florez-Acosta and Daniel Herrera-Araujo
Universidad del Rosario and Université Paris-Dauphine
Downloads 24
22.

Climate Risk and Capital Structure

Université Paris-Dauphine Research Paper No. 3327185
Number of pages: 44 Posted: 12 Feb 2019
Working Paper Series
Edith Ginglinger and Quentin Moreau
Université Paris-Dauphine, PSL Research University and Université Paris-Dauphine, PSL Research University
Downloads 892
23.

Tick Size, Trading Strategies and Market Quality

Fisher College of Business Working Paper No. 2019-03-03, Charles A. Dice Center Working Paper No. 2019-3, Université Paris-Dauphine Research Paper No. 3330807
Number of pages: 54 Posted: 08 Feb 2019
Working Paper Series
Ingrid M. Werner, Yuanji Wen, Barbara Rindi and Sabrina Buti
The Ohio State University - Fisher College of Business, The University of Western Australia - Department of Accounting and Finance, Bocconi University and IGIER and Baffi Carefin and Université Paris Dauphine - Department of Finance
Downloads 653
24.

Is Bigger Always Better? the Unit Effect in Carbon Emissions Information

International Journal of Research in Marketing (Replication Corner), 2016, 33(1), Université Paris-Dauphine Research Paper No. 3309209
Number of pages: 11 Posted: 16 Jan 2019
Working Paper Series
Romain Cadario, Béatrice Parguel and Florence Benoît-Moreau
Erasmus University, Rotterdam School of Management, University Paris-Est Créteil (UPEC) and Paris-Dauphine University
Downloads 5
25.

Smart Systemic-Risk Scores

Number of pages: 49 Posted: 06 Nov 2018 Last Revised: 17 Dec 2018
Working Paper Series
Sylvain Benoit
Université Paris Dauphine - LEDa-SDFi
Downloads 114
26.

Tying Allocation to Selection in the Core-Satellite Framework

Number of pages: 22 Posted: 27 Aug 2018 Last Revised: 10 Sep 2018
Working Paper Series
Hamza Bahaji
University of Paris 9 Dauphine, DRM-Finance
Downloads 45
27.

Building a Customer Base Under Liquidity Constraints

Number of pages: 79 Posted: 25 Aug 2018 Last Revised: 21 Jan 2020
Working Paper Series
Paul Beaumont and Clémence Lenoir
Paris Dauphine University and National Institute of Statistics and Economic Studies (INSEE), Center for Research in Economics and Statistics (CREST), Students
Downloads 41
28.

Trends Everywhere? The Case of Hedge Fund Styles

Number of pages: 45 Posted: 20 Aug 2018 Last Revised: 05 Nov 2019
Working Paper Series
Charles Chevalier and Serge Darolles
KeyQuant and Université Paris Dauphine - DRM-CEREG

Multiple version iconThere are 2 versions of this paper

Downloads 140
29.

Bivariate INAR Processes with Application to Mutual Fund Share Purchase/Redemption Counts

Number of pages: 47 Posted: 14 Aug 2018
Working Paper Series
Serge Darolles, Gaëlle Le Fol, Yang Lu and Theo Ran Sun
Université Paris Dauphine - DRM-CEREG, Université Paris-Dauphine, PSL Research University, CNRS, UMR 7088, DRM, Finance, 75016 Paris, France, University of Paris 13 and Université Paris-Dauphine, PSL Research University
Downloads 39
30.

The Role of Financial Investors in Determining the Commodity Futures Risk Premium

Journal of Futures Markets (forthcoming)
Number of pages: 25 Posted: 14 Aug 2018 Last Revised: 20 Apr 2020
Accepted Paper Series
Mohammad Isleimeyyeh
Paris Dauphine University, PSL Research University
Downloads 54
31.

Implementing the Median

UNSW Business School Research Paper No. 2018-11
Number of pages: 15 Posted: 12 Jul 2018
Working Paper Series
Matias Nuñez, Carlos Pimienta and Dimitrios Xefteris
Université Paris Dauphine, University of New South Wales (UNSW) and University of Cyprus
Downloads 40
32.

Pricing Without Martingale Measure

Number of pages: 33 Posted: 30 Jun 2018
Working Paper Series
Julien Baptiste, Laurence Carassus and Emmanuel Lepinette
Université Paris Dauphine - PSL Research University, Université Paris VII Denis Diderot and Université Paris-Dauphine - CEREMADE, CNRS
Downloads 33
33.

Build or Buy? Human Capital and Corporate Diversification

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 41 Posted: 05 Jun 2018 Last Revised: 01 Oct 2019
Working Paper Series
Paul Beaumont, Camille Hebert and Victor Lyonnet
Paris Dauphine University, University of Toronto - Rotman School of Management and Ohio State University (OSU)

Multiple version iconThere are 2 versions of this paper

Downloads 45
34.

Do Institutional Investors Play Hide-and-Sell in the IPO Aftermarket?

Journal of Corporate Finance, Forthcoming
Number of pages: 67 Posted: 04 Jun 2018 Last Revised: 10 Apr 2020
Accepted Paper Series
Tamara Nefedova and Giuseppe Pratobevera
Université Paris Dauphine - PSL and University of Bristol
Downloads 86
35.

Are Investors Aware of Ownership Connections?

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 48 Posted: 29 May 2018
Working Paper Series
Edith Ginglinger, Camille Hebert and Luc Renneboog
Université Paris-Dauphine, PSL Research University, University of Toronto - Rotman School of Management and Tilburg University - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 86
37.

Stereotypes, Underconfidence and Decision-Making with an Application to Gender and Math

Journal of Economic Behavior and Organization, Forthcoming
Number of pages: 28 Posted: 21 Feb 2018
Accepted Paper Series
Elyes Jouini, Paul Karehnke and Clotilde Napp
Univ. Paris Dauphine - CEREMADE, ESCP Europe - Department of Finance and CNRS and Université Paris-Dauphine
Downloads 80
38.

Intrinsic Liquidity in Conditional Volatility Models

Annals of Economics and Statistics, Vol. 123/124, Dec. 2016, 225-246
Number of pages: 28 Posted: 20 Nov 2017
Accepted Paper Series
Serge Darolles, Christian Francq, Gaëlle Le Fol and Jean-Michel Zakoïan
Université Paris Dauphine - DRM-CEREG, University of Lille III, Université Paris-Dauphine, PSL Research University, CNRS, UMR 7088, DRM, Finance, 75016 Paris, France and CREST
Downloads 33
39.

Gauging Liquidity Risk in Emerging Market Bond Index Funds

Annals of Economics ans Statistics, Vol 123/124, Dec. 2016, 247-269
Posted: 20 Nov 2017
Accepted Paper Series
Serge Darolles, Jérémy Dudek and Gaëlle Le Fol
Université Paris Dauphine - DRM-CEREG, National Institute of Statistics and Economic Studies (INSEE) - Laboratory of Finance and Insurance and Université Paris-Dauphine, PSL Research University, CNRS, UMR 7088, DRM, Finance, 75016 Paris, France
40.

Would a Euro's Depreciation Improve the French Economy?

IZA Discussion Paper No. 11094
Number of pages: 58 Posted: 23 Oct 2017
Working Paper Series
Riccardo Magnani, Luca Piccoli, Martine Carré and Amedeo Spadaro
Université Paris XIII Nord, University of Verona, Université Paris Dauphine and University of the Balearic Islands - Facultat de Ciències Econòmiques i Empresarials
Downloads 11
41.

Understanding the Momentum Risk Premium: An In-Depth Journey Through Trend-Following Strategies

Number of pages: 102 Posted: 09 Oct 2017
Working Paper Series
Paul Jusselin, Edmond Lezmi, Hassan Malongo, Côme Masselin, Thierry Roncalli and Tung-Lam Dao
Ecole Polytechnique, Palaiseau, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Millennium Capital Management, France branch
Downloads 2,579
42.

Connected Firms and Investor Myopia

CentER Discussion Paper Series No. 2017-037
Number of pages: 51 Posted: 22 Sep 2017
Working Paper Series
Edith Ginglinger, Camille Hebert and Luc Renneboog
Université Paris-Dauphine, PSL Research University, University of Toronto - Rotman School of Management and Tilburg University - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 78
43.

A Joint Model for Electricity Spot Prices and Wind Penetration with Dependence in the Extremes

Number of pages: 19 Posted: 05 Sep 2017
Working Paper Series
Thomas Deschatre and Almut Veraart
Université Paris Dauphine and Imperial College London
Downloads 79
44.

Non-Additivity in Accounting Valuation: Theory and Applications

Forthcoming, Abacus, HEC Paris Research Paper No. ACC-2017-1227
Number of pages: 43 Posted: 31 Aug 2017 Last Revised: 28 Nov 2017
Accepted Paper Series
Luc Paugam, Jean-Francois Casta and Hervé Stolowy
HEC Paris, Accounting and Management Control Department, University Paris-Dauphine - DRM Finance and HEC Paris - Accounting and Management Control Department

Multiple version iconThere are 2 versions of this paper

Downloads 102
45.

Equilibrium Returns with Transaction Costs

Number of pages: 27 Posted: 29 Jul 2017 Last Revised: 13 Mar 2018
Working Paper Series
Bruno Bouchard, Masaaki Fukasawa, Martin Herdegen and Johannes Muhle-Karbe
Université Paris Dauphine - CEREMADE, Osaka University, University of Warwick - Department of Statistics and Imperial College London - Department of Mathematics
Downloads 180
46.

Closing the Gap: Board Gender Quotas and Hiring Practices

ECGI - Finance Working Paper No. 520/2017
Number of pages: 55 Posted: 26 Jun 2017 Last Revised: 23 Oct 2020
Accepted Paper Series
Daniel Ferreira, Edith Ginglinger, Marie-Aude Laguna and Yasmine Skalli
London School of Economics - Department of Finance, Université Paris-Dauphine, PSL Research University, Université Paris Dauphine - DRM-CEREG and Université Paris Dauphine

Multiple version iconThere are 2 versions of this paper

Downloads 498
47.

Organizational Configurations for Sustainability and Employee Productivity: A Qualitative Comparative Analysis Approach

Business & Society, Forthcoming
Number of pages: 21 Posted: 17 Apr 2017
Accepted Paper Series
Magali A. Delmas and Sanja Pekovic
University of California, Los Angeles (UCLA) and Université Paris - Dauphine
Downloads 69
48.

Du Tunindex au Tunindex-i: Structure et Performance (From Tunindex to Tunindex-i: Structure and Performance)

Number of pages: 11 Posted: 24 Mar 2017 Last Revised: 24 Mar 2017
Working Paper Series
Amine Ben Amar, Makram Bellalah and Lamjed Jerfel
UIR, RBS College of Management, BEAR Lab, Conservatoire des Arts et Metiers (CNAM) and ESTIM Université
Downloads 87
49.

Mission Drift in Microcredit and Microfinance Institution Incentives

CESifo Working Paper Series No. 6332
Number of pages: 28 Posted: 02 Mar 2017
Working Paper Series
Sara Biancini, David Ettinger and Baptiste Venet
University of Cergy-Pontoise - THEMA, CNRS, National Center for Scientific Research, France - CERAS and Université Paris Dauphine
Downloads 76
50.

Financial Sustainability and Public Debt Management in Central Government

M. P. R. Bolívar ed. “Financial Sustainability in Public Administrations,” Basingstoke (UK): Palgrave Macmillan Pub. Forthcoming, DOI: 10.1007/978-3-319-57962-7_7, 83rd International Atlantic Economic Conference (IAES), Berlin, 22-25 March 2017, EGPA Permanent Study Group XII “Public Sector Financial Management” Spring Workshop, Malta, 4-5 May 2017, 16th Biennial CIGAR Conference, Porto, Portugal, 7-9 June 2017
Number of pages: 21 Posted: 11 Feb 2017 Last Revised: 22 Jul 2017
Accepted Paper Series
Yuri Biondi and Marion Sierra
French National Center for Scientific Research (CNRS) and Université Paris Dauphine
Downloads 216