Search Results
Paris-Dauphine: Finance (Topic)

Viewing: 1 - 50 of 188 papers

1.

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 71
2.

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
3.

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
4.

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
5.

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 208
6.

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 and Université Paris Dauphine - CEREG Research Centre

Multiple version iconThere are 2 versions of this paper

Downloads 224
7.

Individual Uncertainty on Longevity

KU Leuven Discussion Paper Series DPS14.28
Number of pages: 40 Posted: 14 Oct 2014
Working Paper Series
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)
Downloads 51
8.

Employee Stock Option-Implied Risk Attitude Under Rank-Dependent Expected Utility

Economic Modelling, Vol. 52, pp.144-154.
Number of pages: 30 Posted: 04 Oct 2014 Last Revised: 20 Dec 2015
Working Paper Series
University of Paris 9 Dauphine, DRM-Finance and University Paris-Dauphine - DRM Finance
Downloads 40
9.

Volatility of Aggregate Volatility and Hedge Fund Returns

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 64 Posted: 29 Sep 2014 Last Revised: 29 Jul 2016
Accepted Paper Series
Georgia State University, NEOMA Business School and London Business School - Institute of Finance and Accounting
Downloads 1,771
10.

Does Aggregate Uncertainty Explain Size and Value Anomalies?

Applied Economics, Forthcoming
Number of pages: 29 Posted: 13 Sep 2014 Last Revised: 03 Nov 2016
Accepted Paper Series
Université Paris XIII Nord - Department of Economics and Management and NEOMA Business School
Downloads 786
11.

Do Stock Markets Really Care About Skewness?

Number of pages: 72 Posted: 11 Sep 2014 Last Revised: 31 Jan 2019
Working Paper Series
Alliance Manchester Business School and NEOMA Business School
Downloads 837
12.

Cross-Market Spillovers with ‘Volatility Surprise’

Number of pages: 35 Posted: 28 Jul 2014
Working Paper Series
Université Paris XIII Nord - Department of Economics and Management and University of Paris 8 Vincennes-Saint Denis
Downloads 81
13.

Explicit Investment Rules with Time-to-Build and Uncertainty

Journal of Economic Dynamics and Control, Vol. 51, pp. 240-256, 2015
Number of pages: 22 Posted: 25 Jun 2014 Last Revised: 09 May 2017
Accepted Paper Series
Université Paris-Dauphine, University of Milan, Université Paris VII Denis Diderot and Université Paris-Dauphine, PSL Research University
Downloads 45
14.

Mortgage Life Insurance: A Rationale for a Time Limit in Switching Rights

Number of pages: 25 Posted: 25 Jun 2014
Working Paper Series
Université Paris-Dauphine, PSL Research University
Downloads 37
15.

Contagion Analysis in the Banking Sector

Number of pages: 37 Posted: 19 Jun 2014
Working Paper Series
Université Paris Dauphine - DRM-CEREG, affiliation not provided to SSRN and University of Toronto - Department of Economics
Downloads 139
16.

The Red, the Purple, and the Green: Negotiated Zones Around Hazardous Plants

Number of pages: 29 Posted: 08 Jun 2014 Last Revised: 21 Oct 2018
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 66
17.

News Dissemination and Investor Attention

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 416/2014, Swiss Finance Institute Research Paper No. 14-21
Number of pages: 52 Posted: 28 Mar 2014 Last Revised: 15 Mar 2016
Working Paper Series
ESSEC Business School, University of Lugano - Faculty of Economics and Université Paris-Dauphine, PSL Research University
Downloads 304
18.

The Pentagon of Vulnerability and Resilience: A Methodological Proposal in Development Economics Using Graph Theory

Number of pages: 16 Posted: 28 Feb 2014
Working Paper Series
University of Angers - GRANEM, University of the Antilles and Guyane - CEREGMIA and University of the Antilles and Guyane - CEREGMIA
Downloads 36
19.

Option-Implied Volatility Measures and Stock Return Predictability

Journal of Derivatives, Forthcoming
Number of pages: 44 Posted: 14 Feb 2014 Last Revised: 24 Aug 2016
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
Downloads 1,881
20.

A Model of Self-Regulation in Banking Industry

Number of pages: 11 Posted: 09 Feb 2014
Working Paper Series
Université Paris XIII Nord - Department of Economics and Management and Université Paris-Dauphine - CEREMADE, CNRS

Multiple version iconThere are 2 versions of this paper

Downloads 67
21.

Freedom of Choice between Unitary and Two-Tier Boards: An Empirical Analysis

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 58 Posted: 03 Feb 2014
Accepted Paper Series
Université de Cergy-Pontoise, Université Paris-Dauphine, PSL Research University, HEC Paris and Arizona State University
Downloads 389
22.

Do Mergers and Acquisitions Improve Informativeness About the Acquirer's Stock?

Number of pages: 50 Posted: 09 Jan 2014
Working Paper Series
Université Paris Dauphine
Downloads 70
23.

Share Repurchase: Does it Increase the Informativeness of Market Prices?

Number of pages: 30 Posted: 09 Jan 2014
Working Paper Series
Université Paris Dauphine
Downloads 108
24.

Debt, Private Benefits, and Corporate Governance: An Analysis in an Option Valuation Framework

Number of pages: 38 Posted: 09 Jan 2014
Working Paper Series
Université Paris Dauphine
Downloads 74
25.

Do Banks Satisfy the Modigliani-Miller Theorem ?

Number of pages: 13 Posted: 02 Nov 2013 Last Revised: 21 Jun 2015
Working Paper Series
Université Paris XIII Nord - Department of Economics and Management and Université Paris-Dauphine - CEREMADE, CNRS
Downloads 374
26.

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
Number of pages: 34 Posted: 17 Oct 2013
Working Paper Series
Université Paris Dauphine, Ecole Normale Superieure (ENS) - Department and Laboratory of Applied and Theoretical Economics (DELTA) and ESSEC Business School
Downloads 24
27.

When Behavioral Portfolio Theory Meets Markowitz Theory

Economic Modelling, Forthcoming
Number of pages: 48 Posted: 05 Oct 2013 Last Revised: 21 Oct 2015
Accepted Paper Series
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)
Downloads 412
28.

Hedging Pressure and Speculation in Commodity Markets

Economic Theory, Forthcoming
Number of pages: 41 Posted: 10 Sep 2013 Last Revised: 30 Apr 2018
Accepted Paper Series
University of British Columbia (UBC) - Faculty of Education, University Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 542
29.

On Portfolio Choice with Savoring and Disappointment

Management Science, Forthcoming
Number of pages: 25 Posted: 10 Jul 2013
Accepted Paper Series
Univ. Paris Dauphine - CEREMADE, UNSW Australia Business School, School of Banking and Finance and CNRS and Université Paris-Dauphine
Downloads 119
30.

Analyzing Economic Growth From Structural Unobserved Component Modeling: The Case of Senegal

Number of pages: 15 Posted: 16 Jun 2013 Last Revised: 12 Jun 2015
Working Paper Series
University of Angers - GRANEM and Université Gaston Berger de Saint-Louis
Downloads 28
31.

An Alternative Model to Basel Regulation

Number of pages: 19 Posted: 23 May 2013 Last Revised: 21 Jun 2015
Working Paper Series
Université Paris XIII Nord - Department of Economics and Management and Université Paris-Dauphine - CEREMADE, CNRS
Downloads 73
32.

Liquidity Contagion: The Emerging Sovereign Debt Markets Example

Posted: 09 Feb 2013
Working 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
33.

Survival of Hedge Funds: Frailty vs Contagion

Number of pages: 75 Posted: 22 Dec 2012 Last Revised: 15 Jun 2015
Working Paper Series
Université Paris Dauphine - DRM-CEREG, University of Lugano - Institute of Finance and University of Toronto - Department of Economics
Downloads 143
34.

Robust Portfolio Allocation with Systematic Risk Contribution Restrictions

Number of pages: 48 Posted: 22 Dec 2012
Working Paper Series
Université Paris Dauphine - DRM-CEREG, University of Toronto - Department of Economics and QUANTED
Downloads 574
35.

Bankruptcy Litigation and Relationship Banking

Journal of Business Finance and Accounting, Forthcoming
Posted: 01 Dec 2012
Accepted Paper Series
Université Paris IX Dauphine
36.

How Does Option Listing Affect Underlying Stock Efficiency? Evidence from a Duration Model

Number of pages: 39 Posted: 29 Nov 2012
Working Paper Series
Université Paris Dauphine and Université Paris Dauphine
Downloads 53
37.

Agency Problems in Venture Capital Contracts: Islamic Profit Sharing Ratio as a Screening Device

Number of pages: 33 Posted: 28 Nov 2012
Working Paper Series
Université Paris Dauphine and Université Paris Dauphine
Downloads 282
38.

Ownership Structure and Debt Leverage: Empirical Test of a Trade-Off Hypothesis On French Firms

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 41 Posted: 05 Nov 2012
Working Paper Series
Université Paris Dauphine and Université du Québec à Chicoutimi (UQAC)
Downloads 212
39.

Seasoned Equity Offerings: Stock Market Liquidity and the Rights Offer Paradox

Journal of Business Finance and Accounting, Forthcoming
Number of pages: 42 Posted: 26 Oct 2012
Accepted Paper Series
Université Paris-Dauphine, PSL Research University, Université Paris-Dauphine and Université Paris-Dauphine, PSL Research University

Multiple version iconThere are 2 versions of this paper

Downloads 203
40.

Is There Any Black Swan Hidden in the Oil Markets?

Number of pages: 11 Posted: 14 Oct 2012
Working Paper Series
Université Paris XIII Nord - Department of Economics and Management
Downloads 110
41.

Lessons from the French Exception: How Firms Choose between Unitary and Dual Boards

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 44 Posted: 09 Oct 2012
Working Paper Series
Université de Cergy-Pontoise, Université Paris-Dauphine, PSL Research University, Louisiana State University, Baton Rouge - Department of Finance and Arizona State University
Downloads 87
42.

Cash Holdings, Corporate Governance and Financial Constraints

Number of pages: 32 Posted: 30 Sep 2012
Working Paper Series
Université Paris-Dauphine, PSL Research University and Université Paris Dauphine - DRM-CEREG

Multiple version iconThere are 2 versions of this paper

Downloads 274
43.

Industry Restructuring: A Case for Affirmative Action

Forthcoming at Annales d'Economie et Statistique
Number of pages: 25 Posted: 20 Sep 2012
Accepted Paper Series
Université Paris-Dauphine, PSL Research University and Global Economics Group, LLC
Downloads 18
44.

A Theory of Profit Sharing Ratio Under Adverse Selection: The Case of Islamic Venture Capital

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 38 Posted: 19 Sep 2012
Working Paper Series
Université Paris Dauphine and Université Paris Dauphine
Downloads 153
45.

The Reactive Volatility Model

Number of pages: 15 Posted: 08 Aug 2012
Working Paper Series
John Locke Investments, CNRS, Université Paris XIII Nord - Department of Economics and Management and John Locke Investments
Downloads 253
46.

Leverage vs. Feedback: Which Effect Drives the Oil Market?

Number of pages: 15 Posted: 24 Jul 2012
Working Paper Series
Université Paris XIII Nord - Department of Economics and Management and University of Paris 8 Vincennes-Saint Denis
Downloads 95
47.

Ownership, Control and Market Liquidity

Finance, 2012, 33, 2, pp. 61-99
Number of pages: 50 Posted: 03 Jul 2012 Last Revised: 16 Jun 2015
Accepted Paper Series
Université Paris-Dauphine, PSL Research University and Université Paris Dauphine - CEREG

Multiple version iconThere are 2 versions of this paper

Downloads 169
48.

Banks’ Earnings: An Empirical Evidence of the Influence of Economic and Financial Markets Factors

Number of pages: 33 Posted: 12 Jun 2012 Last Revised: 19 Jun 2015
Working Paper Series
Université Paris I Panthéon-Sorbonne - Institut d'Administration des Entreprises de Paris (IAE Paris) and Université Paris Dauphine - DRM-CEREG
Downloads 36
49.

Equilibrium Storage in a Markov Economy

Number of pages: 27 Posted: 31 May 2012
Working Paper Series
Université Paris Ouest - Nanterre, La Défense - EconomiX and Université Paris-Dauphine, PSL Research University
Downloads 26
50.

The Performance of Islamic Investment: Evidence from the Dow Jones Islamic Indexes

Number of pages: 26 Posted: 03 Apr 2012 Last Revised: 21 Jun 2015
Working Paper Series
Université Paris Dauphine, Caen University and School of Management and Company founders (EDC)
Downloads 277