SSRN Universite Paris-Dauphine Research Papers Series

1.

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 36

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

Hamza Bahaji

University of Paris 9 Dauphine, DRM-Finance

Downloads 9

3.

Building a Customer Base Under Liquidity Constraints

Number of pages: 54 Posted: 25 Aug 2018 Last Revised: 30 Aug 2018

Working Paper Series

Paul Beaumont and Clémence Lenoir

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

Charles Chevalier and Serge Darolles

Université Paris Dauphine - Department of Finance and Université Paris Dauphine - DRM-CEREG

Downloads 72

5.

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 11

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

Mohammad Isleimeyyeh

Université Paris Dauphine - LEDa-SDFi

Downloads 24

7.

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 20

8.

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 19

9.

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

Number of pages: 52 Posted: 05 Jun 2018

Working Paper Series

Serge Darolles, Sara Ain Tommar and Emmanuel Jurczenko

Université Paris Dauphine - Department of Finance, Paris Dauphine University and Ecole hoteliere de Lausanne

There are 2 versions of this paper

Downloads 24

10.

Build or Buy? Human Capital and Corporate Diversification

Number of pages: 41 Posted: 05 Jun 2018

Working Paper Series

Paul Beaumont, Camille Hebert and Victor Lyonnet

Université Paris Dauphine, Tilburg University and Ohio State University (OSU)

There are 2 versions of this paper

Downloads 28

11.

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

Number of pages: 44 Posted: 04 Jun 2018 Last Revised: 05 Jun 2018

Working Paper Series

Tamara Nefedova and Giuseppe Pratobevera

Université Paris-Dauphine and University of Lugano

Downloads 34

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

Edith Ginglinger, Camille Hebert and Luc Renneboog

Université Paris-Dauphine, PSL Research University, Tilburg University and Tilburg University - Department of Finance

There are 3 versions of this paper

Downloads 66

13.

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

Guillard Valérie and Emmanuelle Le Nagard

Université Paris Dauphine and ESSEC Business School

Downloads 13

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

Elyes Jouini, Paul Karehnke and Clotilde Napp

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

Downloads 46

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

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 27

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

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

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

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 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

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 Capital Fund Management

Downloads 1,518

19.

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, Tilburg University and Tilburg University - Department of Finance

There are 3 versions of this paper

Downloads 58

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

Thomas Deschatre and Almut Veraart

Université Paris Dauphine and Imperial College London

Downloads 72

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

Luc Paugam, Jean-Francois Casta and Hervé Stolowy

HEC Paris, University Paris-Dauphine - DRM Finance and HEC Paris - Accounting and Management Control Department

There are 2 versions of this paper

Downloads 85

22.

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 167

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

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

There are 2 versions of this paper

Downloads 268

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

Tristan Roger, Wael Bousselmi, Patrick Roger and Marc Willinger

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 100

25.

On the Performance of Listed Private Equity

Number of pages: 41 Posted: 06 Jun 2017 Last Revised: 05 Jun 2018

Working Paper Series

Sara Ain Tommar and Serge Darolles

Paris Dauphine University and Université Paris Dauphine - DRM-CEREG

Downloads 116

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

Magali A. Delmas and Sanja Pekovic

University of California, Los Angeles (UCLA) and Université Paris - Dauphine

Downloads 58

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

Amine Ben Amar, Makram Bellalah and Lamjed Jerfel

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

Downloads 60

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

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 52

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

Yuri Biondi and Marion Sierra

French National Center for Scientific Research (CNRS) and Université Paris Dauphine

Downloads 179

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

Jack Woo

Université Paris Dauphine

Downloads 83

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

Lisa Chauvet and Luc Jacolin

Université Paris Dauphine and Banque de France

Downloads 129

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: 50 Posted: 08 Dec 2016 Last Revised: 18 Dec 2018

Working Paper Series

Mariana Khapko and Marius Zoican

University of Toronto - Finance Area and University of Toronto - Finance Area

Downloads 968

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

Julien Baptiste, Julien Grépat and Emmanuel Lepinette

Université Paris Dauphine - PSL Research University, Université Paris Dauphine - PSL Research University and Université Paris-Dauphine - CEREMADE, CNRS

Downloads 29

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

Jairaj Gupta, Adrien Becam and Andros Gregoriou

University of Birmingham, Université Paris Dauphine - Department of Finance and University of Brighton

Downloads 118

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, Cardiff University - Cardiff Business School, 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 373

36.

L'Introduction de la certification dans le règlement général de la protection des données personnelles: quelle valeur ajoutée? (The introduction of the Certification in the EU General Data Protection Regulation: What Added Value?)

publié à la Revue Lamy de Droit de l'Immatériel, Avril 2016 p. 51-54,

Number of pages: 10 Posted: 03 May 2016

Accepted Paper Series

Olivia Tambou

Université Paris Dauphine

Downloads 176

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

Lisa Chauvet, Paul Collier and Marguerite Duponchel

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

Florence Arestoff and Christophe Hurlin

Université Paris IX Dauphine and University of Orleans

Downloads 120

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

Erdem Büyüksagis, Ina Ebert, Duncan Fairgrieve, Lotte Meurkens and Francesco Quarta

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

Thierry Kirat and Amir Rezaee

Université Paris Dauphine and ISG BUSINESS SCHOOL

Downloads 90

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

Thierry Kirat and Frédéric M. Marty

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

Céline Grislain-Letrémy and Bertrand Villeneuve

National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) and Université Paris-Dauphine, PSL Research University

Downloads 71

43.

New Developments on the Modigliani-Miller Theorem

Number of pages: 16 Posted: 25 Feb 2015

Working Paper Series

Sofiane Aboura and Emmanuel Lepinette

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

Samuel Bates and Valérie Angeon

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

Brigitte Dormont and Mathilde Péron

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

Russell L. Weaver, Duncan Fairgrieve and François Lichère

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.