Laurent Cavenaile

University of Toronto at Scarborough

Assistant Professor

1265 Military Trail

Scarborough, Ontario M1C 1A4

Canada

University of Toronto - Rotman School of Management

105 St. George Street

Toronto, Ontario M5S 3E6 M5S1S4

Canada

  • University of Toronto at Scarborough

  • University of Toronto - Rotman School of Management

SCHOLARLY PAPERS

15

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3

CROSSREF CITATIONS

5

Scholarly Papers (15)

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1.

Are Markups Too High? Competition, Strategic Innovation, and Industry Dynamics

Number of pages: 86 Posted: 06 Oct 2019 Last Revised: 23 Mar 2021
Laurent Cavenaile, Murat Alp Celik and Xu Tian
University of Toronto at Scarborough, University of Toronto - Department of Economics and University of Georgia - Terry College of Business - Department of Finance
Downloads 283 (163,643)
Citation 5

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innovation, markups, growth, strategic investment, industry dynamics, business dynamism

2.

Public Education Expenditures, Growth and Income Inequality

Number of pages: 64 Posted: 07 Apr 2016 Last Revised: 17 Oct 2022
Lionel Artige and Laurent Cavenaile
University of Liège and University of Toronto at Scarborough
Downloads 257 (180,396)

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Endogenous growth, human capital, inequality, occupational choice, public education expenditures

3.

The Dynamic Effects of Antitrust Policy on Growth and Welfare

Number of pages: 51 Posted: 02 Dec 2020 Last Revised: 16 Feb 2021
Laurent Cavenaile, Murat Alp Celik and Xu Tian
University of Toronto at Scarborough, University of Toronto - Department of Economics and University of Georgia - Terry College of Business - Department of Finance
Downloads 185 (245,448)
Citation 1

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antitrust policy, mergers and acquisitions, innovation, growth, social welfare.

4.

The Macroeconomics of PAYG Pension Schemes in an Aging Society

Number of pages: 22 Posted: 21 May 2014 Last Revised: 23 Aug 2014
Lionel Artige, Laurent Cavenaile and Pierre Pestieau
University of Liège, University of Toronto at Scarborough and University of Liège - Research Center on Public and Population Economics
Downloads 181 (250,149)
Citation 1

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aging, defined benefit, defined contribution, fertility, longevity, PAYG pension

5.

A Global Approach to Mutual Funds Market Timing Ability

Number of pages: 20 Posted: 11 Jun 2012
Danielle Marie Sougné, Laurent Bodson and Laurent Cavenaile
University of Liège - HEC Management School, HEC Management School - University of Liège and University of Toronto at Scarborough
Downloads 177 (254,997)

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Mutual fund, Market timing, market return, volatility, liquidity

6.

Style Over Substance? Advertising, Innovation, and Endogenous Market Structure

Number of pages: 64 Posted: 15 Mar 2021 Last Revised: 12 Dec 2022
Laurent Cavenaile, Murat Alp Celik, Pau Roldan-Blanco and Xu Tian
University of Toronto at Scarborough, University of Toronto - Department of Economics, Banco de España and University of Georgia - Terry College of Business - Department of Finance
Downloads 155 (285,378)

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innovation, advertising, markups, growth, industry dynamics, misallocation, business dynamism

7.

Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis

CESifo Working Paper Series No. 4513
Number of pages: 33 Posted: 24 Dec 2013
Laurent Cavenaile, Christian Gengenbach and Franz C. Palm
University of Toronto at Scarborough, Maastricht University and University of Maastricht - Department of Economics
Downloads 94 (411,073)

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banks, stock markets, economic growth, panel cointegration, causality

8.

Climate Change, Directed Technical Change and Exhaustible Resources

Number of pages: 37 Posted: 17 Sep 2014 Last Revised: 29 Jul 2017
Laurent Cavenaile
University of Toronto at Scarborough
Downloads 69 (492,466)

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Climate change, Directed technical change, Environmental policy

9.

A Growth Model of Global Imbalances

Number of pages: 24 Posted: 31 Jul 2012
Lionel Artige and Laurent Cavenaile
University of Liège and University of Toronto at Scarborough
Downloads 57 (541,512)
Citation 1

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Balance of payments, Forced saving, Global imbalances, Neoclassical growth, Overlapping generations

10.

International Trade and Innovation Dynamics with Endogenous Markups

CEPR Discussion Paper No. DP17083
Number of pages: 69 Posted: 29 Mar 2022
Laurent Cavenaile, Pau Roldan-Blanco and Tom Schmitz
University of Toronto at Scarborough, Banco de España and Queen Mary University of London
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Innovation, international trade, Markups

11.

A Note on the Use of the Modified Value-at-Risk

Journal of Alternative Investments, Forthcoming, https://doi.org/10.3905/jai.2012.14.4.079
Posted: 21 May 2019
Laurent Cavenaile and Thomas Lejeune
University of Toronto at Scarborough and University of Liège

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Value-at-Risk, Cornish-Fisher, Modified Value-at-Risk, Consistency

12.

Unexpected Correlations in Fama-Macbeth Methodology Outcomes

The IUP Journal of Financial Economics, Vol. IX, No. 1, pp. 7-23, March 2011
Posted: 25 Jul 2011
Laurent Cavenaile, David Dubois and Jaroslav Hlávka
University of Toronto at Scarborough, University of Liège - Economics, Business Administration and Social Sciences and Charles University in Prague

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13.

Does Size Affect Mutual Fund Performance? A General Approach

Journal of Asset Management, Forthcoming
Posted: 12 Feb 2011
Laurent Bodson, Laurent Cavenaile and Danielle Marie Sougné
HEC Management School - University of Liège, University of Toronto at Scarborough and University of Liège - HEC Management School

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Mutual funds, Performance, Size, Assets under Management

14.

An Empirical Analysis of Income Convergence in the European Union

Applied Economics Letters, Forthcoming
Posted: 25 Apr 2010 Last Revised: 09 Feb 2016
Laurent Cavenaile and David Dubois
University of Toronto at Scarborough and University of Liège - Economics, Business Administration and Social Sciences

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Economic Growth, Convergence, European Union, Panel Approach

15.

The Impact of Illiquidity and Higher Moments of Hedge Fund Returns on Their Risk-Adjusted Performance and Diversification Potential

Journal of Alternative Investments, Forthcoming
Posted: 17 Nov 2009 Last Revised: 19 Feb 2011
Laurent Cavenaile, Alain Coen and Georges Hübner
University of Toronto at Scarborough, Université du Québec à Montréal (UQÀM) - Graduate School of Business (ESG) and HEC Liège

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Illiquidity, Non-Gaussian returns, Hedge fund performance, Modified Value-at-Risk, Portfolio diversification