David Le Bris

Toulouse Business School

20, bd Lascrosses

Toulouse, 31068

France

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 12,617

SSRN RANKINGS

Top 12,617

in Total Papers Downloads

3,092

CITATIONS
Rank 33,200

SSRN RANKINGS

Top 33,200

in Total Papers Citations

6

Scholarly Papers (20)

1.
Downloads 401 ( 59,391)

What Is a Market Crash?

Economic History Review, Forthcoming
Number of pages: 29 Posted: 15 Jan 2009 Last Revised: 24 Mar 2017
David Le Bris
Toulouse Business School
Downloads 307 (80,309)

Abstract:

Market crash, Risk, stock crashes, volatility, rare events, 19th century, 20th century

What is a Market Crash?

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 30 Posted: 21 Oct 2010 Last Revised: 12 Nov 2010
David Le Bris
Toulouse Business School
Downloads 94 (234,024)

Abstract:

Market Crashes, Volatility, Rare Events, 19th Century, 20th Century

Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946

Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 52 Posted: 29 May 2014 Last Revised: 12 Feb 2016
Toulouse Business School, Yale School of Management - International Center for Finance and Toulouse School of Economics
Downloads 316 (77,771)

Abstract:

asset pricing, history of finance, consumption risk

Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946

NBER Working Paper No. w20199
Number of pages: 49 Posted: 11 Jun 2014
Toulouse Business School, Yale School of Management - International Center for Finance and Toulouse School of Economics
Downloads 9 (524,994)

Abstract:

3.

A Challenge to Triumphant Optimists? A Blue Chips Index for the Paris Stock-Exchange (1854-2007)

Financial History Review, Vol. 17, No..2, p. 141-183, 2010
Number of pages: 43 Posted: 08 Jan 2009 Last Revised: 14 Sep 2010
David Le Bris and Pierre-Cyrille Hautcoeur
Toulouse Business School and Paris School of Economics
Downloads 295 (76,661)
Citation 5

Abstract:

Paris Stock exchange, stock index, survivor bias, sample bias, weighting problems, stock return, long term performances, equity premium, 19th century, 20th century

The Development of Corporate Governance in Toulouse 1372-1946

Number of pages: 61 Posted: 16 Jul 2015 Last Revised: 03 Mar 2016
Toulouse Business School, Yale School of Management - International Center for Finance and Toulouse School of Economics
Downloads 210 (120,309)

Abstract:

Corporate Governance, Economic History

The Development of Corporate Governance in Toulouse: 1372-1946

NBER Working Paper No. w21335
Number of pages: 59 Posted: 13 Jul 2015
Toulouse Business School, Yale School of Management - International Center for Finance and Toulouse School of Economics
Downloads 7 (535,703)
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Abstract:

5.

Testing Legal Origins Theory within France: Customary Laws versus Roman Code

Number of pages: 43 Posted: 25 Nov 2013 Last Revised: 24 Mar 2017
David Le Bris
Toulouse Business School
Downloads 205 (123,513)

Abstract:

Law and Finance, Legal origins, Financial development, France

The Stock-Bond Comovements in the Paris Bourse: Historical Evidence

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 17 Posted: 12 Oct 2011
Amir Rezaee and David Le Bris
Institut Supérieur de Gestion (ISG), Paris and Toulouse Business School
Downloads 112 (206,607)

Abstract:

Stock-Bond Return Correlation, DCC GARCH Model, Cointegration, Causality

Stock-Bond Comovements During Non-Inflationary Period: Natural Experience from the Paris Bourse

Number of pages: 24 Posted: 05 Oct 2011 Last Revised: 01 Oct 2012
Amir Rezaee and David Le Bris
EDHEC Business School and Toulouse Business School
Downloads 73 (274,218)

Abstract:

Stock-Bond Return Correlation, DCC GARCH Model, Cointegration, Causality, Paris Bourse

7.

Wars, Inflation and Stock Market Returns in France, 1870-1945

Financial History Review, 19.3, 2012, pp. 337-361
Number of pages: 33 Posted: 08 Jan 2009 Last Revised: 12 Dec 2012
David Le Bris
Toulouse Business School
Downloads 176 (126,426)
Citation 1

Abstract:

Paris Stock exchange, war, rare event, inflation, stock return, long term performances, 19th century, 20th century

8.

Stock Returns and Government, France 1871-2008

Number of pages: 29 Posted: 07 May 2011 Last Revised: 08 Nov 2015
David Le Bris
Toulouse Business School
Downloads 126 (165,444)

Abstract:

Political puzzle, political impact, information uncertainty, stock returns, 19th century, 20th century

9.

The Great Divergence: French Equity Premium is Lower and Riskier than the US Since WWI

Bankers, Markets& Investors, 118, 2012, p. 9-17
Number of pages: 20 Posted: 29 Dec 2008 Last Revised: 28 Sep 2012
Sandrine Tobelem and David Le Bris
London School of Economics & Political Science (LSE) and Toulouse Business School
Downloads 123 (182,515)

Abstract:

10.

Is the Portfolio Effect Ending? Idiosyncratic and Market Risk Over the Long Run

Number of pages: 30 Posted: 13 Dec 2010 Last Revised: 12 Dec 2012
David Le Bris
Toulouse Business School
Downloads 71 (263,196)

Abstract:

volatility, diversification, idiosyncratic risk, correlation, 19th century, 20th century

11.

Why did French Savers buy Foreign Assets before 1914? A Decomposition of the Benefits from Diversification

Louvain Economic Review, 79.3, 2013, pp. 71-89.
Number of pages: 25 Posted: 22 Mar 2009 Last Revised: 24 May 2014
David Le Bris
Toulouse Business School
Downloads 70 (263,196)

Abstract:

Paris Stock exchange, correlation, portfolio management, Russia, 19th century, 20th century

12.

Family Characteristics and Economic Development

Number of pages: 44 Posted: 18 Oct 2014 Last Revised: 29 Oct 2016
David Le Bris
Toulouse Business School
Downloads 55 (49,744)

Abstract:

Economic development, Family model, Cultural Economics, Reversal of fortune

13.

Les 'Bulles' sur les Actions Françaises, 1719-2009 (Bubbles on the French Stock Market, 1719-2009)

Entreprises et Histoire, 67, 2012, pp. 10-23
Number of pages: 19 Posted: 27 Oct 2012
David Le Bris
Toulouse Business School
Downloads 48 (317,270)

Abstract:

stock market bubbles, dividend yield, interest rate, Austrian theory, bulle, taux de dividende, théorie autrichienne

14.

Les Krachs Boursiers En France Depuis 1854 (The Stock Market Crashes in France Since 1854)

Revue Economique, 61.3, 2010, p. 421-430
Number of pages: 10 Posted: 29 Sep 2012
David Le Bris
Toulouse Business School
Downloads 36 (322,891)

Abstract:

15.

La Volatilité Des Actions Françaises Sur Le Long Terme (The Stock Market Volatility in France for the Long Run)

Revue Economique, 63.3, 2012, pp. 569-580
Number of pages: 10 Posted: 29 Sep 2012
David Le Bris
Toulouse Business School
Downloads 33 (331,785)

Abstract:

Abstract:

Gouvernance, Banque, Histoire, Theorie de L'Agence, Immobilier

17.

The French Paradox: A Financial Crisis During the Golden Age of the 1960s

Business History, 56.3, 2014, pp. 391-413
Number of pages: 29 Posted: 24 Nov 2013 Last Revised: 24 May 2014
Bertrand Blancheton, Hubert Bonin and David Le Bris
University of Bordeaux - Montesquieu University - Bordeaux IV, Institut d'Etudes Politiques de Bordeaux and Toulouse Business School
Downloads 26 (320,039)

Abstract:

Stock market, 1960s, France, stock market crisis, growth, financial structure, stock return and economic growth.

18.

US Crashes of 2008 and 1929: How Did the French Market React? An Empirical Study

Number of pages: 23 Posted: 28 Aug 2015
Raphaël Hekimian and David Le Bris
Université Paris Ouest - Nanterre, La Défense - EconomiX and Toulouse Business School
Downloads 8 (456,809)

Abstract:

Financial history, Financial crisis, Stock market, Contagion, Crash

19.

Testing the Tax-Loss Selling Explanation of the January Effect: Evidence from a 'Confiscatory' Tax Implemented in France in 1921

Number of pages: 26 Posted: 07 Jun 2017
David Le Bris and Sandrine Tobelem
Toulouse Business School and London School of Economics & Political Science (LSE)
Downloads 0 (503,051)

Abstract:

Market efficiency, Calendar anomalies, historical finance

20.

Our Current 'Secular Stagnation' as Expected by Jean Fourastié, 1949

Number of pages: 26 Posted: 22 Jul 2016 Last Revised: 17 Oct 2016
Alain Alcouffe and David Le Bris
University of Toulouse-Capitole and Toulouse Business School
Downloads 0 (293,997)

Abstract:

Secular stagnation, Productivity gains, Economic growth, Technological progress, Fourastié