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Universite Paris-Dauphine Research Papers Series

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Viewing: 1 - 50 of 300 papers

1.

Smart Systemic-Risk Scores

Number of pages: 49 Posted: 06 Nov 2018 Last Revised: 17 Dec 2018
Working Paper Series
Université Paris Dauphine - LEDa-SDFi
Downloads 54
2.

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
University of Paris 9 Dauphine, DRM-Finance
Downloads 13
3.

Building a Customer Base Under Liquidity Constraints

Number of pages: 54 Posted: 25 Aug 2018 Last Revised: 30 Aug 2018
Working Paper Series
Université Paris Dauphine and CREST
Downloads 9
4.

Trends Everywhere? The Case of Hedge Fund Styles

Number of pages: 45 Posted: 20 Aug 2018 Last Revised: 30 Aug 2018
Working Paper Series
Université Paris Dauphine - Department of Finance and Université Paris Dauphine - DRM-CEREG
Downloads 77
5.

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

Number of pages: 47 Posted: 14 Aug 2018
Working Paper Series
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 12
6.

The Role of Financial Investors on Commodity Futures Risk Premium

Number of pages: 44 Posted: 14 Aug 2018 Last Revised: 03 Oct 2018
Working Paper Series
Université Paris Dauphine - LEDa-SDFi
Downloads 25
7.

Implementing the Median

UNSW Business School Research Paper No. 2018-11
Number of pages: 15 Posted: 12 Jul 2018
Working Paper Series
Université Paris Dauphine, University of New South Wales (UNSW) and University of Cyprus
Downloads 24
8.

Pricing Without Martingale Measure

Number of pages: 33 Posted: 30 Jun 2018
Working Paper Series
Université Paris Dauphine - PSL Research University, Université Paris VII Denis Diderot and Université Paris-Dauphine - CEREMADE, CNRS
Downloads 22
9.

Is Destiny Worth the Distance? On Private Equity in Emerging Markets

Number of pages: 52 Posted: 05 Jun 2018
Working Paper Series
Université Paris Dauphine - Department of Finance, Paris Dauphine University and Glion Institute of Higher Education

Multiple version iconThere are 2 versions of this paper

Downloads 28
10.

Build or Buy? Human Capital and Corporate Diversification

Number of pages: 41 Posted: 05 Jun 2018
Working Paper Series
Université Paris Dauphine, Tilburg University and Ohio State University (OSU)

Multiple version iconThere are 2 versions of this paper

Downloads 29
11.

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

Number of pages: 66 Posted: 04 Jun 2018 Last Revised: 23 Feb 2019
Working Paper Series
Université Paris-Dauphine and University of Lugano
Downloads 43
12.

Are Investors Aware of Ownership Connections?

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 48 Posted: 29 May 2018
Working Paper Series
Université Paris-Dauphine, PSL Research University, Tilburg University and Tilburg University - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 73
14.

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
Univ. Paris Dauphine - CEREMADE, UNSW Australia Business School, School of Banking and Finance and CNRS and Université Paris-Dauphine
Downloads 47
15.

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
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 29
16.

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
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
17.

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
Université Paris XIII Nord, University of Verona, Université Paris Dauphine and University of the Balearic Islands - Facultat de Ciències Econòmiques i Empresarials
Downloads 4
18.

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

Number of pages: 102 Posted: 09 Oct 2017
Working Paper Series
Ecole Polytechnique, Palaiseau, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Capital Fund Management
Downloads 1,662
19.

Connected Firms and Investor Myopia

CentER Discussion Paper Series No. 2017-037
Number of pages: 51 Posted: 22 Sep 2017
Working Paper Series
Université Paris-Dauphine, PSL Research University, Tilburg University and Tilburg University - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 59
20.

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
Université Paris Dauphine and Imperial College London
Downloads 78
21.

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
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 88
22.

Equilibrium Returns with Transaction Costs

Number of pages: 27 Posted: 29 Jul 2017 Last Revised: 13 Mar 2018
Working Paper Series
Université Paris Dauphine - CEREMADE, Osaka University, University of Warwick - Department of Statistics and Imperial College London - Department of Mathematics
Downloads 169
23.

Board Quotas and Director-Firm Matching

ECGI - Finance Working Paper No. 520/2017
Number of pages: 65 Posted: 26 Jun 2017 Last Revised: 16 Jan 2018
Accepted Paper Series
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 289
24.

Another Law of Small Numbers: Patterns of Trading Prices in Experimental Markets

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 31 Posted: 07 Jun 2017 Last Revised: 12 Oct 2017
Working Paper Series
Université Paris-Dauphine, PSL Research University, Université Montpellier I, Strasbourg University - LARGE Research Center - EM Strasbourg Business School and LAMETA, University of Montpellier 1
Downloads 104
25.

On the Performance of Listed Private Equity

Number of pages: 41 Posted: 06 Jun 2017 Last Revised: 05 Jun 2018
Working Paper Series
Paris Dauphine University and Université Paris Dauphine - DRM-CEREG
Downloads 127
26.

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
University of California, Los Angeles (UCLA) and Université Paris - Dauphine
Downloads 59
27.

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
Université Paris Dauphine - LEDa-SDFi, Conservatoire des Arts et Metiers (CNAM) and ESTIM Université
Downloads 62
28.

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
University of Cergy-Pontoise - THEMA, CNRS, National Center for Scientific Research, France - CERAS and Université Paris Dauphine
Downloads 54
29.

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
French National Center for Scientific Research (CNRS) and Université Paris Dauphine
Downloads 182
30.

How Chinese Commercial Banks Innovate: Process and Practice

6th International Engaged Management Scholarship Conference
Number of pages: 30 Posted: 25 Jan 2017
Working Paper Series
Université Paris Dauphine
Downloads 85
31.

Financial Inclusion, Bank Concentration and Firm Performance

Banque de France Working Paper No. 615
Number of pages: 30 Posted: 24 Jan 2017
Working Paper Series
Université Paris Dauphine and Banque de France
Downloads 139
32.

How Fast Should Trades Settle?

Society for Financial Studies (SFS) Cavalcade, 2017, EFA 2017 Mannheim Meetings Paper, Rotman School of Management Working Paper No. 2881331, Swedish House of Finance Research Paper No. 17-4
Number of pages: 56 Posted: 08 Dec 2016 Last Revised: 25 Mar 2019
Working Paper Series
University of Toronto - Finance Area and University of Toronto - Finance Area
Downloads 1,001
33.

Approximation of Non-Lipschitz SDEs by Picard Iterations

Number of pages: 39 Posted: 16 Nov 2016 Last Revised: 14 Jun 2018
Working Paper Series
Université Paris Dauphine - PSL Research University, Université Paris Dauphine - PSL Research University and Université Paris-Dauphine - CEREMADE, CNRS
Downloads 30
34.

Does Size Matter in Predicting Hedge Funds’ Liquidation?

European Financial Management (Forthcoming)
Number of pages: 50 Posted: 04 Nov 2016 Last Revised: 16 Oct 2017
Accepted Paper Series
University of Birmingham, Université Paris Dauphine - Department of Finance and University of Brighton
Downloads 121
35.

The Modern Corporation Statement on Management

Humanistic Management Network, Research Paper Series No. 51/16
Number of pages: 7 Posted: 03 Nov 2016
Working Paper Series
Hugh Christopher Willmott, Marie-Laure Djelic, Andre Spicer, Martin Parker, Charles Perrow, Derek S. Pugh, J.-C. Spender, Jean-Pascal Gond, René ten Bos, Armin Beverungen, Marta Calas, Grahame F. Thompson, Glenn Morgan, Stewart R. Clegg, Brendan McSweeney, Pasi Ahonen, Philip Hancock, Barbara Czarniawska, Howard Gospel, Tyrone S. Pitsis, Scott Taylor, Christopher Land, Stevphen Shukaitis, Ace Volkmann Simpson, Tom Keenoy, Sheena Vachhani, Laurent Taskin, George Cheney, Nicolas Bencherki, Véronique Perret, Florence Allard-Poesi, Florence Palpacuer, Juan Espinosa, David Carroll Jacobs, Joanna Brewis, Daniel King, Thomas Wainwright, Torkild Thanem, Walter Jarvis, Casper Hoedemaekers, Jason Glynos, Ian Towers, Samuel Mansell, Laure Cabantous, Bill M. Cooke, Richard Marens, Iain Munro, Oleg Komlik, Ken Weir, Simon Lilley, Ludovic Cailluet, Nihel Chabrak, Tony Huzzard, Ozan Nadir Alakavuklar, Chris Mowles, Jonathan Murphy, Joan Le Goff, Ruth Slater, Maria-Carolina Cambre, Susana Velez-Castrillon, Djamel Eddine Laouisset, Stuart M Schmidt, Ismail Erturk, Alan D. Meyer, Timothy Kuhn, Isabelle Huault, Hovig Tchalian, Thomas Clarke, Isabelle Cassiers, Jean-Pierre Chanteau, Julien Malaurent, David J. Cooper, Dermot O'Reilly, Michael Pirson, Nidhi Srinivas, Duarte de Souza Rosa Filho, Alex Faria, Raza Mir, Carolina Serrano Archimi, George Cairns, Kevin Tennent, Daniel Doherty, Rick Wartzman, Pik Liew, Vlatka Hlupic, Annick Bourguignon, Joe O’Mahoney, Suhaib Riaz, Ismael Al-Amoudi, Oscar Montiel, Steve McKenna, Herman Bosch, Chris Rees, Emma Bell, Olivia Kyriakidou, Abby Cathcart, Rory Rory Ridley-Duff, Lorna Stevenson, Andreas Kornelakis and Jeroen Veldman
City University London - Sir John Cass Business School, ESSEC Business School, City University London - Sir John Cass Business School, University of Leicester, Yale University, The Open University - Business School, affiliation not provided to SSRN, Cass Business School, Radboud University Nijmegen - Nijmegen School of Management, Leuphana University of Lueneburg, University of Massachusetts Amherst - Department of Management, The Open University - Department of Political Economics, University of Bristol, University of Technology, Sydney - School of Management, University of London, Royal Holloway - School of Management, Swansea University school of Management, Essex Business School, University of Essex, University of Gothenburg, King's College London - The Management Centre, Newcastle University, University of Birmingham, Essex Business School, Essex Business School, PEC University of Technology, Cardiff Business School, University of Bristol, Université catholique de Louvain, Kent State University, State University of New York at Albany, Université Paris Dauphine, Université Paris Est - Université Paris Est-Creteil, Université Montpellier, School of Commerce, Pontificia Universidad Católica de Valparaíso, Morgan State University, University of Leicester, Daniel King, University of Southampton - School of Management, Stockholm University School of Business, University of Technology, Sydney, University of Essex, University of Essex, SRH Hochschule Berlin, University of St. Andrews, Cass Business School, City University London, Lancaster University - Management School, Sacramento State University, Newcastle University (UK) - Business School, Ben-Gurion University of the Negev, University of Leicester, University of Leicester - Management Centre, EDHEC Business School - Department of Management & Strategy, College of Business, United Arab Emirates University, Department of Business Administration, Lund University School of Economics and Management, Massey University - School of Management, University of Hertfordshire, International Management, Cardiff Business School, Vallorem, Tours School of Management (IAE), Tours, University of Central Lancashire, King’s University College, London ON Canada, University of West Georgia, ALHOSN University, Temple University - Fox School of Business and Management, University of Manchester - Manchester Business School, University of Oregon - Department of Management, University of Colorado at Boulder, Université Paris Dauphine, Claremont Graduate University, Drucker School of Management, University of Technology, Sydney, Senior Research Associate FNRS, Université Grenoble Alpes, ESSEC Business School, University of Alberta - Department of Accounting, Operations & Information Systems, Lancaster University, Fordham University - Graduate School of Business Administration, The New School, Federal University of Espirito Santo, EBAPE/FGV, William Paterson University, Aix-Marseille Graduate School of Management-IAE, Aix-Marseille Université, RMIT University, University of York, Middlesex University Business School, Claremont Colleges - Peter F. Drucker Graduate School of Management, University of Essex - Essex Business School, University of Westminster, ESSEC Business School - Department of Accounting and Management Control, Cardiff University, University of Massachusetts Boston - College of Management, Grenoble Ecole de Management, Univ Grenoble Alpes ComUE, Universidad Autonoma de Ciudad Juarez, York University, Open University, UK, Royal Holloway, University of London, Open University, UK, Athens University of Economics and Business, Queensland University of Technology, Sheffield Hallam University - Faculty of Organisation and Management, University of St. Andrews, King's College London and City University London - Faculty of Management
Downloads 380
36.
Downloads 184
37.

What Explains Aid Project Success in Post-Conflict Situations?

World Bank Policy Research Working Paper No. 5418
Number of pages: 28 Posted: 20 Apr 2016
Working Paper Series
Université Paris Dauphine, University of Oxford - Blavatnik School of Government and The World Bank
Downloads 234
38.

Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002

World Bank Policy Research Working Paper No. 3858
Number of pages: 55 Posted: 20 Apr 2016
Working Paper Series
Université Paris IX Dauphine and University of Orleans
Downloads 122
39.

Punitive Damages in Europe and Plea for the Recognition of Legal Pluralism

European Business Law Review, Vol. 27, No. 1, 2016
Posted: 21 Mar 2016 Last Revised: 17 Jul 2018
Accepted Paper Series
Stanford Law School, Munich Re, British Institute of International and Comparative Law, Maastricht University and University of Bologna
40.

Do Financial Markets React to Regulatory Sanctions? An Event Study of the French Case

Number of pages: 25 Posted: 09 Jul 2015
Working Paper Series
Université Paris Dauphine and ISG BUSINESS SCHOOL
Downloads 92
41.

The Regulatory Practice of the French Financial Markets Authority, 2006-2011. From Substantive to Procedural Financial Regulation?

Number of pages: 16 Posted: 30 Jun 2015 Last Revised: 30 May 2017
Working Paper Series
Université Paris Dauphine and Research Group on Law, Economics and Management (UMR CNRS 7321 GREDEG) / Université Nice Sophia Antipolis
Downloads 35
42.

Natural Disasters, Land Use, and Insurance

Number of pages: 27 Posted: 08 May 2015 Last Revised: 22 Feb 2017
Working Paper Series
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) and Université Paris-Dauphine, PSL Research University
Downloads 72
43.

New Developments on the Modigliani-Miller Theorem

Number of pages: 16 Posted: 25 Feb 2015
Working Paper Series
Université Paris XIII Nord - Department of Economics and Management and Université Paris-Dauphine - CEREMADE, CNRS
Downloads 165
44.

Refining Vulnerability and Resilience Indexes: A Methodological Contribution and Application

Posted: 29 Jan 2015
Working Paper Series
University of Angers - GRANEM and University of the Antilles and Guyane - CEREGMIA
45.

Does Health Insurance Encourage the Rise in Medical Prices? A Test on Balance Billing in France

Number of pages: 25 Posted: 21 Jan 2015 Last Revised: 03 Jul 2015
Working Paper Series
Université Paris Dauphine and Université Paris Dauphine - PSL Research University
Downloads 51
46.

The Creation of Transnational Administrative Structures Governing Internet Communication

Missouri Law Review, Vol. 78, No. 527, 2013
Number of pages: 27 Posted: 07 Jan 2015
Working Paper Series
University of Louisville - Louis D. Brandeis School of Law, British Institute of International and Comparative Law and Universities of Marseille - University of Provence - Aix-Marseille I
Downloads 21
47.

Rethinking Product Liability: A Missing Element in the European Commission's Third Review of the European Product Liability Directive

(2007) 60 Modern Law Review 962–978,
Posted: 10 Nov 2014
Accepted Paper Series
British Institute of International and Comparative Law and City University of Hong Kong (CityUHK) - School of Law

Multiple version iconThere are 2 versions of this paper

48.

Option Pricing under Skewness and Kurtosis Using a Cornish Fisher Expansion

Number of pages: 18 Posted: 07 Nov 2014 Last Revised: 21 Jun 2015
Working Paper Series
Université Paris XIII Nord - Department of Economics and Management and Conservatoire National des Arts et Métiers (CNAM)
Downloads 211
49.

Effect of Impairment-Testing Disclosures on the Cost of Equity Capital

Number of pages: 53 Posted: 01 Nov 2014 Last Revised: 15 Jun 2015
Working Paper Series
HEC Paris, Accounting and Management Control Department and Université Paris Dauphine - CEREG Research Centre

Multiple version iconThere are 2 versions of this paper

Downloads 224
50.

Collective Redress Procedures – European Debates

(2009) 58 International and Comparative Law Quarterly 379-409
Posted: 23 Oct 2014
Accepted Paper Series
British Institute of International and Comparative Law and City University of Hong Kong (CityUHK) - School of Law