J. P. Decamps

University of Toulouse 1 - Groupe de Recherche en Economie Mathématique et Quantitative (GREMAQ)

Manufacture des Tabacs

21 Allees de Brienne

Toulouse, 31000

France

SCHOLARLY PAPERS

5

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Top 37,585

in Total Papers Citations

13

CROSSREF CITATIONS

5

Scholarly Papers (5)

1.

Risk Aversion and Herd Behavior in Financial Markets

Number of pages: 37 Posted: 10 Mar 2002
J. P. Decamps and Stefano Lovo
University of Toulouse 1 - Groupe de Recherche en Economie Mathématique et Quantitative (GREMAQ) and HEC Paris - Finance Department
Downloads 697 (39,811)
Citation 2

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2.

Free Cash-Flow, Issuance Costs and Stock Volatility

Number of pages: 31 Posted: 26 Feb 2008
J. P. Decamps
University of Toulouse 1 - Groupe de Recherche en Economie Mathématique et Quantitative (GREMAQ)
Downloads 261 (128,522)
Citation 27

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Issuance and dividend policies, optimal cash management, stock volatility

3.

Investment Timing Under Incomplete Information

Number of pages: 39 Posted: 10 Mar 2002
University of Toulouse 1 - Groupe de Recherche en Economie Mathématique et Quantitative (GREMAQ), University of Toulouse I and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 233 (143,916)
Citation 2

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4.

Market Informational Inefficiency, Risk Aversion and Quantity Grid

Number of pages: 29 Posted: 01 Aug 2003
J. P. Decamps and Stefano Lovo
University of Toulouse 1 - Groupe de Recherche en Economie Mathématique et Quantitative (GREMAQ) and HEC Paris - Finance Department
Downloads 101 (287,175)
Citation 1

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Informational efficiency, quantity grid, stock splits

5.

Corporate Policies with Permanent and Temporary Shocks

CEPR Discussion Paper No. DP10420
Number of pages: 63 Posted: 17 Feb 2015
University of Toulouse 1 - Groupe de Recherche en Economie Mathématique et Quantitative (GREMAQ), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Ecole Polytechnique Fédérale de Lausanne and University of Toulouse 1 - Toulouse School of Economics (TSE)
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corporate policies, financing frictions, permanent vs. temporary shocks, risk management