1.
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
2.
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
78
3.
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
184
4.
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
5.
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
53
6.
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
248
7.
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
There are 2 versions of this paper
Effect of Impairment-Testing Disclosures on the Cost of Equity Capital
Number of pages: 53
Posted: 01 Nov 2014
Last Revised: 15 Jun 2015
Downloads
226
Effect of Impairment‐Testing Disclosures on the Cost of Equity Capital
Journal of Business Finance & Accounting, Vol. 42, Issue 5-6, pp. 583-618, 2015
Number of pages: 36
Posted: 17 Jul 2015
Downloads
226
8.
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
53
9.
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
42
10.
Volatility of Aggregate Volatility and Hedge Fund Returns
Journal of Financial Economics, Vol. 125, No. 3, 491-510, 2017
Number of pages: 64
Posted: 29 Sep 2014
Last Revised: 09 Aug 2019
Accepted Paper Series
Georgia State University, NEOMA Business School and London Business School - Institute of Finance and Accounting
Downloads
1,811
11.
Does Aggregate Uncertainty Explain Size and Value Anomalies?
Applied Economics, Vol. 49, No. 32, 3214-3230, 2017
Number of pages: 29
Posted: 13 Sep 2014
Last Revised: 09 Aug 2019
Accepted Paper Series
Université Paris XIII Nord - Department of Economics and Management and NEOMA Business School
Downloads
797
12.
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
857
13.
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
88
14.
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
50
15.
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
40
16.
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
157
17.
The Ground for Negotiation: Zoning for Risk Reduction around Hazardous Plants
Number of pages: 32
Posted: 08 Jun 2014
Last Revised: 24 Nov 2019
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
18.
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
317
19.
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
40
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
There are 2 versions of this paper
Downloads
87
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
422
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
72
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
115
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
77
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
463
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
25
27.
When Behavioral Portfolio Theory Meets Markowitz Theory
Economic Modelling 53, February 2016
Number of pages: 48
Posted: 05 Oct 2013
Last Revised: 24 Jul 2019
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
440
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
595
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, ESCP Europe - Department of Finance and CNRS and Université Paris-Dauphine
Downloads
126
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
32
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
77
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 and University of Toronto - Department of Economics
Downloads
154
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
594
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
54
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
312
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
216
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
There are 2 versions of this paper
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
Downloads
206
Seasoned Equity Offerings: Stock Market Liquidity and the Rights Offer Paradox
Journal of Business Finance & Accounting, Vol. 40, Issue 1-2, pp. 215-238, 2013
Number of pages: 24
Posted: 27 Feb 2013
Downloads
1
Downloads
206
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
112
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
99
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
There are 2 versions of this paper
Cash Holdings, Corporate Governance and Financial Constraints
Number of pages: 33
Posted: 31 Jul 2008
Downloads
827
Cash Holdings, Corporate Governance and Financial Constraints
Number of pages: 32
Posted: 30 Sep 2012
Downloads
298
Downloads
298
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
22
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
169
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
261
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
100
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
There are 2 versions of this paper
Ownership, Control and Market Liquidity
Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 45
Posted: 13 Dec 2007
Last Revised: 17 Jun 2015
Downloads
611
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
Downloads
185
Downloads
185
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, PSL Research University
Downloads
40
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
27
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
291
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