François Longin

ESSEC Business School

Professor

Avenue Bernard Hirsch

BP 105 Cergy Cedex, 95021

France

http://www.essec.edu/faculty/francois-longin

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SCHOLARLY PAPERS

6

DOWNLOADS

2,572

TOTAL CITATIONS

29

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Scholarly Papers (6)

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1.

Is Bitcoin the New Digital Gold? Evidence From Extreme Price Movements in Financial Markets

Number of pages: 85 Posted: 26 Sep 2018 Last Revised: 05 Dec 2019

Konstantinos Gkillas and François Longin

University of Patras - Department of Management Science and Technology and ESSEC Business School

Downloads 1,239 (41,898)

Citation 24

Abstract:

2.

Cryptocurrency Market Activity During Extremely Volatile Periods

Number of pages: 33 Posted: 02 Aug 2018

Paraskevi Katsiampa, Konstantinos Gkillas and François Longin

Sheffield University Management School, University of Patras - Department of Management Science and Technology and ESSEC Business School

Downloads 534 (129,680)

Citation 3

Abstract:

3.

Is Gender in the Pocket of Investors? Identifying Gender Bias Towards CEOs with a Lab Experiment

Number of pages: 59 Posted: 29 May 2019 Last Revised: 23 Aug 2021

François Longin and Estefania Santacreu-Vasut

ESSEC Business School and ESSEC Business School

Downloads 426 (170,764)

Citation 1

Abstract:

4.

Tail Relation between Return and Volume in the US Stock Market: An Analysis Based on Extreme Value Theory

Number of pages: 18 Posted: 08 Jul 2016

François Longin and Giovanni Pagliardi

ESSEC Business School and BI Norwegian Business School

Downloads 157 (474,889)

Citation 1

Abstract:

5.

Asymmetric Exceedance-Time Model: An Optimal Threshold Approach Based on Extreme Value Theory

Number of pages: 12 Posted: 09 Aug 2017 Last Revised: 07 Oct 2017

Konstantinos Gkillas, François Longin and Athanasios Tsagkanos

University of Patras - Department of Management Science and Technology, ESSEC Business School and University of Patras - Business Administration

Downloads 134 (544,251)

Abstract:

6.

Extreme Dependencies in the European Banking Sector

Number of pages: 63 Posted: 09 Oct 2019

Konstantinos Gkillas, Christoforos Konstantatos, François Longin and Athanasios Tsagkanos

University of Patras - Department of Management Science and Technology, University of Patras - Business Administration, ESSEC Business School and University of Patras - Business Administration

Downloads 82 (790,029)

Abstract:

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