Pierre Chaigneau

Queen's University

Assistant Professor

Queen's University

143 Union Street

Kingston, Ontario K7L 3N6

Canada

View CV
SCHOLARLY PAPERS

13

DOWNLOADS
Rank 13,136

SSRN RANKINGS

Top 13,136

in Total Papers Downloads

2,921

CITATIONS
Rank 33,181

SSRN RANKINGS

Top 33,181

in Total Papers Citations

6

Scholarly Papers (13)

Transparency in the Financial System: Rollover Risk and Crises

Journal of Finance, Forthcoming
Number of pages: 56 Posted: 17 Dec 2011 Last Revised: 10 Sep 2014
Matthieu Bouvard, Pierre Chaigneau and Adolfo De Motta
McGill University - Desautels Faculty of Management, Queen's University and McGill University - Desautels Faculty of Management
Downloads 506 (43,355)

Abstract:

transparency, banking, rollover risk, stress tests, crises

Transparency in the Financial System: Rollover Risk and Crises

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 42 Posted: 12 Jun 2012
Matthieu Bouvard, Pierre Chaigneau and Adolfo De Motta
McGill University - Desautels Faculty of Management, Queen's University and McGill University - Desautels Faculty of Management
Downloads 60 (301,523)

Abstract:

transparency, banking, rollover risk, crises

2.
Downloads 471 ( 48,033)
Citation 1

Does Improved Information Improve Incentives?

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 442/2014
Number of pages: 43 Posted: 24 May 2013 Last Revised: 20 Jun 2017
Pierre Chaigneau, Alex Edmans and Daniel Gottlieb
Queen's University, London Business School - Institute of Finance and Accounting and University of Pennsylvania - Business & Public Policy Department
Downloads 467 (47,986)

Abstract:

Executive compensation, limited liability, options, pay-for-luck, relative performance evaluation, risk management

The Value of Informativeness for Contracting

NBER Working Paper No. w20542
Number of pages: 60 Posted: 06 Oct 2014
Pierre Chaigneau, Alex Edmans and Daniel Gottlieb
Queen's University, London Business School - Institute of Finance and Accounting and University of Pennsylvania - Business & Public Policy Department
Downloads 4 (544,879)
Citation 1

Abstract:

The Value of Informativeness for Contracting

CEPR Discussion Paper No. DP10180
Number of pages: 62 Posted: 06 Oct 2014
Pierre Chaigneau, Alex Edmans and Daniel Gottlieb
Queen's University, London Business School - Institute of Finance and Accounting and Paul Baerwald School of Social Work
Downloads 0
Citation 1

Abstract:

contract theory, informativeness principle, limited liability, options, pay-for-luck, principal-agent model, relative performance evaluation

The Informativeness Principle Without the First-Order Approach

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 444/2014
Number of pages: 32 Posted: 19 Nov 2014 Last Revised: 22 Jun 2017
Pierre Chaigneau, Alex Edmans and Daniel Gottlieb
Queen's University, London Business School - Institute of Finance and Accounting and University of Pennsylvania - Business & Public Policy Department
Downloads 318 (76,194)

Abstract:

Contract theory, principal-agent model, informativeness principle

The Generalized Informativeness Principle

NBER Working Paper No. w20729
Number of pages: 20 Posted: 08 Dec 2014
Pierre Chaigneau, Alex Edmans and Daniel Gottlieb
Queen's University, London Business School - Institute of Finance and Accounting and University of Pennsylvania - Business & Public Policy Department
Downloads 3 (550,281)
Citation 1

Abstract:

The Generalized Informativeness Principle

CEPR Discussion Paper No. DP10279
Number of pages: 21 Posted: 08 Dec 2014
Pierre Chaigneau, Alex Edmans and Daniel Gottlieb
Queen's University, London Business School - Institute of Finance and Accounting and University of Pennsylvania - Business & Public Policy Department
Downloads 0
Citation 1

Abstract:

Contract theory, informativeness principle., principal-agent model

The Value of Performance Signals Under Contracting Constraints

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 439/2014
Number of pages: 35 Posted: 29 Aug 2014 Last Revised: 22 Jun 2017
Pierre Chaigneau, Alex Edmans and Daniel Gottlieb
Queen's University, London Business School - Institute of Finance and Accounting and University of Pennsylvania - Business & Public Policy Department
Downloads 283 (86,934)

Abstract:

Informativeness principle, contract theory, principal-agent model, limited liability, pay-for-luck, relative performance evaluation, options

The Informativeness Principle Under Limited Liability

NBER Working Paper No. w20456
Number of pages: 22 Posted: 08 Sep 2014
Pierre Chaigneau, Alex Edmans and Daniel Gottlieb
Queen's University, London Business School - Institute of Finance and Accounting and University of Pennsylvania - Business & Public Policy Department
Downloads 2 (557,809)
Citation 1

Abstract:

The Informativeness Principle Under Limited Liability

CEPR Discussion Paper No. DP10143
Number of pages: 24 Posted: 25 Sep 2014
Pierre Chaigneau, Alex Edmans and Daniel Gottlieb
Queen's University, London Business School - Institute of Finance and Accounting and Paul Baerwald School of Social Work
Downloads 0
Citation 1

Abstract:

contract theory, Informativeness principle, limited liability, options, pay-for-luck, principal-agent model, relative performance evaluation

5.

Risk-Shifting and the Regulation of Bank CEOs' Compensation

Journal of Financial Stability, Vol. 9, No. 4, 2013, 23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 30 Posted: 24 Aug 2010 Last Revised: 03 Aug 2016
Pierre Chaigneau
Queen's University
Downloads 251 (92,805)

Abstract:

Banking regulation, CEO incentives, Corporate governance, Moral hazard

6.

The Effect of Monitoring on CEO Compensation in a Matching Equilibrium

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 45 Posted: 14 Oct 2011 Last Revised: 02 Aug 2016
Pierre Chaigneau and Nicolas Sahuguet
Queen's University and HEC Montreal - Institute of Applied Economics
Downloads 248 (74,875)
Citation 1

Abstract:

CEO compensation, CEO retention, corporate governance, monitoring, ownership structure

7.
Downloads 186 (133,489)

Downside Risk Neutral Probabilities

Number of pages: 17 Posted: 19 Feb 2015 Last Revised: 06 Jun 2017
Pierre Chaigneau and Louis Eeckhoudt
Queen's University and Facultes Universitaires Catholiques de Mons (FUCAM)
Downloads 159 (153,626)

Abstract:

downside risk, prudence, risk aversion, risk neutral probabilities, risk substitution

Downside Risk Neutral Probabilities

Centre Interuniversitaire sur le Risque, les Politiques Economiques et l'Emploi, Working Paper Series, No. 21, 2015
Number of pages: 35 Posted: 24 Nov 2015
Pierre Chaigneau and Louis Eeckhoudt
Queen's University and Catholic University of Lille - Institut d'Économie Scientifique et de Gestion (IESEG)
Downloads 27 (417,435)

Abstract:

asset pricing, downside risk, quadratic pricing kernel, linear pricing kernel, prudence, risk neutral probabilities

8.

Risk Aversion, Prudence, and Compensation

Forthcoming, European Journal of Finance
Number of pages: 23 Posted: 19 Jan 2012 Last Revised: 08 Aug 2014
Pierre Chaigneau
Queen's University
Downloads 132 (143,315)
Citation 1

Abstract:

downside risk, executive compensation, principal-agent model, prudence, risk preferences, stock options

9.

Managerial Compensation and Firm Value in the Presence of Socially Responsible Investors

Journal of Business Ethics, Forthcoming
Number of pages: 37 Posted: 22 Jun 2014 Last Revised: 03 Aug 2016
Pierre Chaigneau
Queen's University
Downloads 80 (172,851)

Abstract:

corporate social performance (CSP), corporate social responsibility (CSR), executive compensation, fiduciary duty, incentive contracts, principal-agent model, socially responsible investment (SRI)

10.

Changes in Probability Distributions and the Form of Compensation Contracts

Forthcoming, Economic Theory Bulletin
Number of pages: 10 Posted: 02 Feb 2014 Last Revised: 04 Jul 2014
Pierre Chaigneau
Queen's University
Downloads 41 (333,590)

Abstract:

executive compensation, first-order approach, informativeness, likelihood ratio, performance measure, principal-agent model

11.

Reverse Convertible Bonds and Banking Regulation

Number of pages: 18 Posted: 18 Jun 2016
Pierre Chaigneau
Queen's University
Downloads 0 (313,333)

Abstract:

banking regulation, contingent capital, financial regulation, financial stability, reverse convertible bonds

12.

Prudence and the Convexity of Compensation Contracts

Number of pages: 9 Posted: 28 Apr 2016 Last Revised: 27 Feb 2017
Queen's University, HEC Montreal - Institute of Applied Economics and HEC Montréal
Downloads 0 (254,056)

Abstract:

executive compensation, principal-agent model, options, prudence, risk aversion

13.

The Optimal Timing of CEO Compensation

Number of pages: 9 Posted: 22 Nov 2011
Pierre Chaigneau
Queen's University
Downloads 7

Abstract:

deferred compensation, executive compensation, learning, principal-agent model, stock-options, vesting