Thierry Chauveau

National Center for Scientific Research (CNRS)

3, rue Michel-Ange

Paris cedex 16, 75794

France

SCHOLARLY PAPERS

7

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1,439

CITATIONS

2

Scholarly Papers (7)

1.

Disappointment, Pessimism and the Equity Risk Premia

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 29 Posted: 22 Mar 2002
Thierry Chauveau and Nicolas Nalpas
National Center for Scientific Research (CNRS) and Toulouse Business School
Downloads 442 (63,648)

Abstract:

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Behavorial Finance, Disappointment, Equity Premium

2.

The Takeover Process Revisited: An Emphasis on the Incumbent Manager Role

EFMA 2001 Lugano Meetings
Number of pages: 35 Posted: 16 Apr 2001
Thierry Chauveau and Constance Phelizon
National Center for Scientific Research (CNRS) and University of California, Berkeley - Department of Economics
Downloads 306 (97,358)

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takeovers, agency costs, market for corporate control

3.

Returns Premia on Company Fundamentals

Number of pages: 34 Posted: 27 Feb 2011
Université Paris I Panthéon-Sorbonne, Renaissance Finance and National Center for Scientific Research (CNRS)
Downloads 305 (97,695)
Citation 1

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Stock Returns, Company Fundamentals, Asset Pricing, Three-Factor Model, Style Momentum

4.

Volatility Models: From GARCH to Multi-Horizon Cascades

FINANCIAL MARKETS: RISK, VOLATILITY AND FUTURE, F. Columbus, ed., Nova Science Publishers, Forthcoming
Number of pages: 49 Posted: 16 Jun 2009
Renaissance Finance, National Center for Scientific Research (CNRS) and Université Paris I Panthéon-Sorbonne
Downloads 275 (109,241)

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Volatility modeling, GARCH, stochastic volatility, volatility cascade, multiple horizons in volatility

5.

Are Value and Size Fundamentals Proxies for the Systematic Risk Factors?

Number of pages: 42 Posted: 27 Feb 2011
Université Paris I Panthéon-Sorbonne, Renaissance Finance and National Center for Scientific Research (CNRS)
Downloads 111 (243,429)
Citation 1

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Stock Returns, Asset Pricing, Value Puzzle, Three-Factor Model, Company Fundamentals

6.

Performance with Restricted Borrowing: A Generalization of Usual Measures

EFMA 2001 Lugano Meetings
Posted: 22 Jun 2001
Thierry Chauveau and Bertrand B. Maillet
National Center for Scientific Research (CNRS) and EMLyon Business School (Paris Campus)

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Performance Measurement, Asset Pricing Models, Efficiency.

7.

A Unifying Microstructure Framework for Modeling Intraday and Interday Asset Pricing Dynamics: The Case of Exchange Rates

European Financial Management
Posted: 25 Oct 1998
Thierry Chauveau and Richard Topol
National Center for Scientific Research (CNRS) and University of Angers - Centre de Recherche en Epistémologie Appliquée (CREA)

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