1.
Option-Implied Volatility Measures and Stock Return Predictability
Journal of Derivatives, Forthcoming, https://doi.org/10.3905/jod.2016.24.1.058
Posted: 20 May 2019
Last Revised: 20 May 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
73
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
170
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
51
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
219
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
225
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
225
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
51
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
41
10.
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
1,784
11.
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
790
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
845
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
83
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
45
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
37
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
145
17.
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
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
311
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
36
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
78
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
401
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
110
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
406
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, 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
421
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
555
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
122
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
30
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
147
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
583
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
289
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
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
204
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
204
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
89
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
795
Cash Holdings, Corporate Governance and Financial Constraints
Number of pages: 32
Posted: 30 Sep 2012
Downloads
285
Downloads
285
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
19
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
157
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
256
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
96
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
591
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
178
Downloads
178
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
279
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