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
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
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
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
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
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
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
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
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
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
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
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
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
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
Paris Dauphine University, University of Toronto - Rotman School of Management and Ohio State University (OSU)
There are 2 versions of this paper
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
Downloads
340
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
Downloads
45
Downloads
340
15.
Granular Borrowers
Université Paris-Dauphine Research Paper No. 3391768
Number of pages: 54
Posted: 07 Jun 2019
Working Paper Series
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
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
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
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
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
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
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
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
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
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
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
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
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
KeyQuant and Université Paris Dauphine - DRM-CEREG
There are 2 versions of this paper
Trends Everywhere? The Case of Hedge Fund Styles
Number of pages: 45
Posted: 20 Aug 2018
Last Revised: 05 Nov 2019
Downloads
140
Trends Everywhere? The Case of Hedge Fund Styles
Journal of Asset Management (2019) 20: 442.
Posted: 22 Nov 2019
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
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
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
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
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
Paris Dauphine University, University of Toronto - Rotman School of Management and Ohio State University (OSU)
There are 2 versions of this paper
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
Downloads
340
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
Downloads
45
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
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
Université Paris-Dauphine, PSL Research University, University of Toronto - Rotman School of Management and Tilburg University - Department of Finance
There are 3 versions of this paper
Are Investors Aware of Ownership Connections?
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 525/2017
Number of pages: 53
Posted: 05 Sep 2017
Last Revised: 07 Feb 2018
Downloads
197
Are Investors Aware of Ownership Connections?
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 48
Posted: 29 May 2018
Downloads
86
Connected Firms and Investor Myopia
CentER Discussion Paper Series No. 2017-037
Number of pages: 51
Posted: 22 Sep 2017
Downloads
78
Downloads
86
36.
L'Impact De L'Obsolescence Perçue Des Biens Durables Sur La Décision De Remplacement Et La Destinée De L'Objet Remplacé (The Impact of Perceived Obsolescence on the Replacement Decision and on the Disposal of the Replaced Product)
ESSEC Working Paper No. 1801
Number of pages: 33
Posted: 08 Mar 2018
Working Paper Series
Université Paris Dauphine and ESSEC Business School
Downloads
48
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
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
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
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
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
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
Université Paris-Dauphine, PSL Research University, University of Toronto - Rotman School of Management and Tilburg University - Department of Finance
There are 3 versions of this paper
Are Investors Aware of Ownership Connections?
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 525/2017
Number of pages: 53
Posted: 05 Sep 2017
Last Revised: 07 Feb 2018
Downloads
197
Are Investors Aware of Ownership Connections?
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 48
Posted: 29 May 2018
Downloads
86
Connected Firms and Investor Myopia
CentER Discussion Paper Series No. 2017-037
Number of pages: 51
Posted: 22 Sep 2017
Downloads
78
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
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
HEC Paris, Accounting and Management Control Department, University Paris-Dauphine - DRM Finance and HEC Paris - Accounting and Management Control Department
There are 2 versions of this paper
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
Downloads
102
Non‐Additivity in Accounting Valuation: Theory and Applications
Abacus, Vol. 54, Issue 3, pp. 381-416, 2018
Number of pages: 36
Posted: 17 Sep 2018
Downloads
102
45.
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
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
London School of Economics - Department of Finance, Université Paris-Dauphine, PSL Research University, Université Paris Dauphine - DRM-CEREG and Université Paris Dauphine
There are 2 versions of this paper
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
Downloads
498
Board Quotas and Director-Firm Matching
CEPR Discussion Paper No. DP12117
Number of pages: 60
Posted: 04 Jul 2017
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
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
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
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
French National Center for Scientific Research (CNRS) and Université Paris Dauphine
Downloads
216
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.