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SSRN eLibrary Search Results
Paris-Dauphine: Finance (Topic)
44,333 Total downloads
Natural Disasters, Land Use, and InsuranceCéline 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 Date Posted: May 08, 2015 Last Revised: February 22, 2017 Working Paper Series 55 downloads
New Developments on the Modigliani-Miller TheoremSofiane Aboura and Emmanuel Lepinette Université Paris XIII Nord - Department of Economics and Management and Université Paris-Dauphine - CEREMADE, CNRS Date Posted: February 25, 2015 Working Paper Series 146 downloads Refining Vulnerability and Resilience Indexes: A Methodological Contribution and Application Samuel Bates and Valérie Angeon Université Paris-Dauphine University, PSL Research University and University of the Antilles and Guyane - CEREGMIA Date Posted: January 29, 2015 Working Paper Series
Does Health Insurance Encourage the Rise in Medical Prices? A Test on Balance Billing in FranceBrigitte Dormont and Mathilde Péron Université Paris Dauphine and Université Paris Dauphine - PSL Research University Date Posted: January 21, 2015 Last Revised: July 03, 2015 Working Paper Series 47 downloads
Option Pricing under Skewness and Kurtosis Using a Cornish Fisher ExpansionSofiane Aboura and Didier Maillard Université Paris XIII Nord - Department of Economics and Management and Conservatoire National des Arts et Métiers (CNAM) Date Posted: November 07, 2014 Last Revised: June 21, 2015 Working Paper Series 132 downloads
Effect of Impairment-Testing Disclosures on the Cost of Equity CapitalLuc Paugam and Olivier J. Ramond HEC Paris and Université Paris Dauphine - CEREG Research Centre Date Posted: November 01, 2014 Last Revised: June 15, 2015 Working Paper Series 206 downloads
Individual Uncertainty on LongevityKU Leuven Discussion Paper Series DPS14.28 Brigitte Dormont, Anne-Laure Samson, Marc Fleurbaey, Stephane Luchini, Erik Schokkaert, Clémence Thébaut and Carine Van de Voorde Université Paris Dauphine, Université Paris Ouest - Nanterre, La Défense - EconomiX, Princeton University - Woodrow Wilson School of Public and International Affairs, National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM), EHESS, Catholic University of Leuven (KUL), Independent and Catholic University of Leuven (KULeuven) Date Posted: October 14, 2014 Working Paper Series 39 downloads
Employee Stock Option-Implied Risk Attitude Under Rank-Dependent Expected UtilityEconomic Modelling, Vol. 52, pp.144-154. Hamza Bahaji and Jean-Francois Casta University of Paris 9 Dauphine, DRM-Finance and University Paris-Dauphine - DRM Finance Date Posted: October 04, 2014 Last Revised: December 20, 2015 Working Paper Series 34 downloads
Volatility of Aggregate Volatility and Hedge Fund ReturnsJournal of Financial Economics (JFE), Forthcoming Vikas Agarwal, Yakup Eser Arısoy and Narayan Y. Naik Georgia State University, Université Paris Dauphine - DRM Finance and London Business School - Institute of Finance and Accounting Date Posted: September 29, 2014 Last Revised: July 29, 2016 Accepted Paper Series 1716 downloads
Does Aggregate Uncertainty Explain Size and Value Anomalies?Applied Economics, Forthcoming Sofiane Aboura and Yakup Eser Arısoy Université Paris XIII Nord - Department of Economics and Management and Université Paris Dauphine - DRM Finance Date Posted: September 13, 2014 Last Revised: November 03, 2016 Accepted Paper Series 777 downloads
Do Stock Markets Price Expected Stock Skewness? New Evidence from Quantile Regression Skewness ForecastsKevin Aretz and Yakup Eser Arısoy Manchester Business School and Université Paris Dauphine - DRM Finance Date Posted: September 11, 2014 Last Revised: December 17, 2016 Working Paper Series 803 downloads
Cross-Market Spillovers with ‘Volatility Surprise’Sofiane Aboura and Julien Chevallier Université Paris XIII Nord - Department of Economics and Management and University of Paris 8 Vincennes-Saint Denis Date Posted: July 28, 2014 Working Paper Series 62 downloads
Explicit Investment Rules with Time-to-Build and UncertaintyJournal of Economic Dynamics and Control, Vol. 51, pp. 240-256, 2015 René Aïd, Salvatore Federico, Huyên Pham and Bertrand Villeneuve Université Paris-Dauphine, University of Milan, Université Paris VII Denis Diderot and Université Paris Dauphine Date Posted: June 25, 2014 Last Revised: May 09, 2017 Accepted Paper Series 35 downloads
Mortgage Life Insurance: A Rationale for a Time Limit in Switching RightsBertrand Villeneuve Université Paris Dauphine Date Posted: June 25, 2014 Working Paper Series 32 downloads
Contagion Analysis in the Banking SectorSerge Darolles, Simon Dubecq and Christian Gourieroux Université Paris Dauphine - DRM-CEREG, affiliation not provided to SSRN and University of Toronto - Department of Economics Date Posted: June 19, 2014 Working Paper Series 104 downloads
Negotiated Red Zones Around Hazardous PlantsCéline 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 Date Posted: June 08, 2014 Last Revised: February 07, 2017 Working Paper Series 49 downloads
News Dissemination and Investor AttentionEuropean Corporate Governance Institute (ECGI) - Finance Working Paper No. 416/2014, Swiss Finance Institute Research Paper No. 14-21 Romain Boulland, Francois Degeorge and Edith Ginglinger ESSEC Business School, University of Lugano - Faculty of Economics and Université Paris-Dauphine, DRM Date Posted: March 28, 2014 Last Revised: March 15, 2016 Working Paper Series 273 downloads
The Pentagon of Vulnerability and Resilience: A Methodological Proposal in Development Economics Using Graph TheorySamuel Bates, Valérie Angeon and Ahmed Ainouche Université Paris-Dauphine University, PSL Research University, University of the Antilles and Guyane - CEREGMIA and University of the Antilles and Guyane - CEREGMIA Date Posted: February 28, 2014 Working Paper Series 22 downloads
Option-Implied Volatility Measures and Stock Return PredictabilityJournal of Derivatives, Forthcoming Xi Fu, Yakup Eser Arısoy, Mark B. Shackleton and Mehmet Umutlu University of Liverpool, Université Paris Dauphine - DRM Finance, Lancaster University - Department of Accounting and Finance and Yasar University - Department of International Trade and Finance Date Posted: February 14, 2014 Last Revised: August 24, 2016 Accepted Paper Series 1815 downloads
A Model of Self-Regulation in Banking IndustrySofiane Aboura and Emmanuel Lepinette Université Paris XIII Nord - Department of Economics and Management and Université Paris-Dauphine - CEREMADE, CNRS Date Posted: February 09, 2014 Working Paper Series 56 downloads
Freedom of Choice between Unitary and Two-Tier Boards: An Empirical AnalysisJournal of Financial Economics (JFE), Forthcoming Francois Belot, Edith Ginglinger, Myron B. Slovin and Marie E. Sushka Université de Cergy-Pontoise, Université Paris-Dauphine, DRM, HEC Paris and Arizona State University Date Posted: February 03, 2014 Accepted Paper Series 337 downloads
Do Mergers and Acquisitions Improve Informativeness About the Acquirer's Stock?Hubert de La Bruslerie Université Paris Dauphine Date Posted: January 09, 2014 Working Paper Series 61 downloads
Share Repurchase: Does it Increase the Informativeness of Market Prices?Hubert de La Bruslerie Université Paris Dauphine Date Posted: January 09, 2014 Working Paper Series 96 downloads
Debt, Private Benefits, and Corporate Governance: An Analysis in an Option Valuation FrameworkHubert de La Bruslerie Université Paris Dauphine Date Posted: January 09, 2014 Working Paper Series 64 downloads
Do Banks Satisfy the Modigliani-Miller Theorem ?Sofiane Aboura and Emmanuel Lepinette Université Paris XIII Nord - Department of Economics and Management and Université Paris-Dauphine - CEREMADE, CNRS Date Posted: November 02, 2013 Last Revised: June 21, 2015 Working Paper Series 254 downloads
Assurance Maladie En Suisse: L'Assurance Supplémentaire Nuit-Elle À La Concurrence Sur L'Assurance De Base? (Managed Competition in Swiss Health Insurance Markets: Does Supplementary Health Insurance Prevent Competition from Working Properly in Basic Health Insurance?)ESSEC Working Paper 1303 Brigitte Dormont, Pierre-Yves Geoffard and Karine Lamiraud Université Paris Dauphine, Ecole Normale Superieure (ENS) - Department and Laboratory of Applied and Theoretical Economics (DELTA) and ESSEC Business School Date Posted: October 17, 2013 Working Paper Series 21 downloads
When Behavioral Portfolio Theory Meets Markowitz TheoryEconomic Modelling, Forthcoming Marie Pfiffelmann, Tristan Roger and Olga Bourachnikova EM Strasbourg.University of Strasbourg. LARGE, Université Paris-Dauphine, PSL Research University and University of Strasbourg - LaRGE Research Center (Laboratoire de Recherche en Gestion et Economie) Date Posted: October 05, 2013 Last Revised: October 21, 2015 Accepted Paper Series 357 downloads
Hedging Pressure and Speculation in Commodity MarketsIvar Ekeland, Delphine Lautier and Bertrand Villeneuve University of British Columbia (UBC) - Faculty of Education, University Paris Dauphine and Université Paris Dauphine Date Posted: September 10, 2013 Last Revised: February 22, 2017 Working Paper Series 410 downloads
On Portfolio Choice with Savoring and DisappointmentManagement Science, Forthcoming 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 Date Posted: July 10, 2013 Accepted Paper Series 107 downloads
Analyzing Economic Growth From Structural Unobserved Component Modeling: The Case of SenegalSamuel Bates and Cheikh Tidiane Ndiaye Université Paris-Dauphine University, PSL Research University and Université Gaston Berger de Saint-Louis Date Posted: June 16, 2013 Last Revised: June 12, 2015 Working Paper Series 24 downloads
An Alternative Model to Basel RegulationSofiane Aboura and Emmanuel Lepinette Université Paris XIII Nord - Department of Economics and Management and Université Paris-Dauphine - CEREMADE, CNRS Date Posted: May 23, 2013 Last Revised: June 21, 2015 Working Paper Series 67 downloads Liquidity Contagion: The Emerging Sovereign Debt Markets Example 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 Date Posted: February 09, 2013 Working Paper Series
Survival of Hedge Funds: Frailty vs ContagionSerge Darolles, Patrick Gagliardini and Christian Gourieroux Université Paris Dauphine - DRM-CEREG, University of Lugano and Swiss Finance Institute and University of Toronto - Department of Economics Date Posted: December 22, 2012 Last Revised: June 15, 2015 Working Paper Series 128 downloads
Robust Portfolio Allocation with Systematic Risk Contribution RestrictionsSerge Darolles, Christian Gourieroux and Emmanuelle Jay Université Paris Dauphine - DRM-CEREG, University of Toronto - Department of Economics and QAMLAB Date Posted: December 22, 2012 Working Paper Series 515 downloads Bankruptcy Litigation and Relationship Banking Journal of Business Finance and Accounting, Forthcoming Francois Marini Université Paris IX Dauphine Date Posted: December 01, 2012 Accepted Paper Series
How Does Option Listing Affect Underlying Stock Efficiency? Evidence from a Duration ModelKaouther Jouaber-Snoussi and Rim Tekaya Université Paris Dauphine and Université Paris Dauphine Date Posted: November 29, 2012 Working Paper Series 43 downloads
Agency Problems in Venture Capital Contracts: Islamic Profit Sharing Ratio as a Screening DeviceKaouther Jouaber-Snoussi and Meryem Mehri Université Paris Dauphine and Université Paris Dauphine Date Posted: November 28, 2012 Working Paper Series 257 downloads
Ownership Structure and Debt Leverage: Empirical Test of a Trade-Off Hypothesis On
French Firms29th International Conference of the French Finance Association (AFFI) 2012 Hubert de La Bruslerie and Imen Latrous Université Paris Dauphine and Université du Québec à Chicoutimi (UQAC) Date Posted: November 05, 2012 Working Paper Series 200 downloads
Seasoned Equity Offerings: Stock Market Liquidity and the Rights Offer ParadoxJournal of Business Finance and Accounting, Forthcoming Edith Ginglinger, Laure Koenig-Matsoukis and Fabrice Riva Université Paris-Dauphine, DRM, Université Paris-Dauphine and Université Paris-Dauphine, PSL Research University Date Posted: October 26, 2012 Accepted Paper Series 187 downloads
Is There Any Black Swan Hidden in the Oil Markets?Sofiane Aboura Université Paris XIII Nord - Department of Economics and Management Date Posted: October 14, 2012 Working Paper Series 103 downloads
Lessons from the French Exception: How Firms Choose between Unitary and Dual Boards29th International Conference of the French Finance Association (AFFI) 2012 Francois Belot, Edith Ginglinger, Myron B. Slovin and Marie E. Sushka Université de Cergy-Pontoise, Université Paris-Dauphine, DRM, Louisiana State University, Baton Rouge - Department of Finance and Arizona State University Date Posted: October 09, 2012 Working Paper Series 74 downloads
Cash Holdings, Corporate Governance and Financial ConstraintsEdith Ginglinger and Khaoula Saddour Université Paris-Dauphine, DRM and Université Paris Dauphine - DRM-CEREG Date Posted: September 30, 2012 Working Paper Series 258 downloads
Industry Restructuring: A Case for Affirmative ActionForthcoming at Annales d'Economie et Statistique Bertrand Villeneuve and Vanessa Yanhua Zhang Université Paris Dauphine and Global Economics Group, LLC Date Posted: September 20, 2012 Accepted Paper Series 17 downloads
What Drives the Herding Behavior of Individual Investors?29th International Conference of the French Finance Association (AFFI) 2012 Maxime Merli and Tristan Roger Strasbourg University, LaRGE Research Center, EM Strasbourg Business School and Université Paris-Dauphine, PSL Research University Date Posted: September 19, 2012 Working Paper Series 111 downloads
A Theory of Profit Sharing Ratio Under Adverse Selection: The Case of Islamic Venture Capital29th International Conference of the French Finance Association (AFFI) 2012 Kaouther Jouaber-Snoussi and Meryem Mehri Université Paris Dauphine and Université Paris Dauphine Date Posted: September 19, 2012 Working Paper Series 131 downloads
The Reactive Volatility ModelSébastien Valeyre, Denis Grebenkov, Sofiane Aboura and Qian Liu John Locke Investments, CNRS, Université Paris XIII Nord - Department of Economics and Management and John Locke Investments Date Posted: August 08, 2012 Working Paper Series 245 downloads
Leverage vs. Feedback: Which Effect Drives the Oil Market?Sofiane Aboura and Julien Chevallier Université Paris XIII Nord - Department of Economics and Management and University of Paris 8 Vincennes-Saint Denis Date Posted: July 24, 2012 Working Paper Series 86 downloads
Ownership, Control and Market LiquidityFinance, 2012, 33, 2, pp. 61-99 Edith Ginglinger and Jacques Hamon Université Paris-Dauphine, DRM and Université Paris Dauphine - CEREG Date Posted: July 03, 2012 Last Revised: June 16, 2015 Accepted Paper Series 155 downloads
Banks’ Earnings: An Empirical Evidence of the Influence of Economic and Financial Markets FactorsStéphane Albert and Hervé Alexandre Université Paris I Panthéon-Sorbonne - Institut d'Administration des Entreprises de Paris (IAE Paris) and Université Paris Dauphine - DRM-CEREG Date Posted: June 12, 2012 Last Revised: June 19, 2015 Working Paper Series 32 downloads
Equilibrium Storage in a Markov EconomyAnna Creti and Bertrand Villeneuve Université Paris Ouest - Nanterre, La Défense - EconomiX and Université Paris Dauphine Date Posted: May 31, 2012 Working Paper Series 25 downloads |
