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Paris-Dauphine: Finance (Topic)

Viewing: 1 - 50 of 188 papers

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 76
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 178
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 52
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 240
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

Multiple version iconThere are 2 versions of this paper

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 52
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 1,804
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 794
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 853
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 87
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 47
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 39
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 153
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 69
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 316
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

Multiple version iconThere are 2 versions of this paper

Downloads 85
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 420
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 113
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 76
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 440
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 432
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 581
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 31
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 152
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 593
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 300
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

Multiple version iconThere are 2 versions of this paper

Downloads 205
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 91
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 292
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 164
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 260
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

Multiple version iconThere are 2 versions of this paper

Downloads 184
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 37
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 286