Louis Gagnon

Queen's University - Smith School of Business

Professor of Finance and Distinguished Faculty Fellow

Kingston, Ontario K7L 3N6

Canada

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 8,877

SSRN RANKINGS

Top 8,877

in Total Papers Downloads

6,644

SSRN CITATIONS
Rank 9,348

SSRN RANKINGS

Top 9,348

in Total Papers Citations

58

CROSSREF CITATIONS

80

Scholarly Papers (17)

1.

Multi-Market Trading and Arbitrage

Journal of Financial Economics (JFE), Vol. 97, No. 1, July 2010
Number of pages: 53 Posted: 17 Aug 2004 Last Revised: 12 Jul 2010
Louis Gagnon and George Andrew Karolyi
Queen's University - Smith School of Business and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,880 (10,715)
Citation 34

Abstract:

Loading...

International finance, multi-market trading, cross-listed stocks, arbitrage

2.
Downloads 1,134 ( 23,403)
Citation 2

Do International Cross-Listings Still Matter?

EVIDENCE ON FINANCIAL GLOBALIZATION AND CRISES, Thorsten Beck, Sergio Schmukler, Stijn Claessens, eds., Elsevier North-Holland Publishers, 2010
Number of pages: 42 Posted: 11 Jul 2010 Last Revised: 28 Jul 2010
Louis Gagnon and George Andrew Karolyi
Queen's University - Smith School of Business and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 605 (54,981)

Abstract:

Loading...

Multi-market trading, Idiosyncratic risk, limits to arbitrage, Information, Volume, Comovements, Spillovers, International finance

Do International Cross-Listings Still Matter?

Johnson School Research Paper Series No. 32-2010
Number of pages: 43 Posted: 29 Jul 2010
George Andrew Karolyi and Louis Gagnon
Cornell University - Samuel Curtis Johnson Graduate School of Management and Queen's University - Smith School of Business
Downloads 529 (65,046)
Citation 2

Abstract:

Loading...

3.

Information, Trading Volume and International Stock Market Comovements

International Finance Review, Vol. 4, pp. 351-381, 2003
Number of pages: 37 Posted: 24 Apr 1998 Last Revised: 12 Jul 2010
Louis Gagnon and George Andrew Karolyi
Queen's University - Smith School of Business and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,026 (27,059)
Citation 2

Abstract:

Loading...

4.

Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks

Journal of Financial and Quantitative Analysis (JFQA), Vol. 44, No. 4, August 2009, Dice Center Working Paper No. 2006-11, Fisher College of Business Working Paper No. 2007-03-004
Number of pages: 50 Posted: 28 Jun 2006 Last Revised: 12 Jul 2010
Louis Gagnon and George Andrew Karolyi
Queen's University - Smith School of Business and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 674 (48,342)
Citation 6

Abstract:

Loading...

Information, Volume, Comovements, Spillovers, Cross-listed stocks, International finance, Multi-market trading, American Depositary Receipts

5.

Distribution of Ownership, Short Sale Constraints, and Market Efficiency: Evidence from Cross-Listed Stocks

Forthcoming in Financial Management
Number of pages: 51 Posted: 15 Mar 2010 Last Revised: 07 Jan 2014
Louis Gagnon and Jonathan L. Witmer
Queen's University - Smith School of Business and Bank of Canada
Downloads 514 (68,187)
Citation 27

Abstract:

Loading...

Short sale restrictions; Cross-listed stocks; Market efficiency; Limits to arbitrage; Location of trading; Ownership concentration

6.

The Dynamic Volume-Return Relationship of Individual Stocks: The International Evidence

AFA 2008 New Orleans Meetings Paper
Number of pages: 36 Posted: 08 Mar 2007
Queen's University - Smith School of Business, Cornell University - Samuel Curtis Johnson Graduate School of Management and Seoul National University Business School
Downloads 392 (94,124)
Citation 5

Abstract:

Loading...

Information, Volume, Volume-return relation, Information asymmetry, International finance, International markets

7.

An Unexpected Test of the Bonding Hypothesis

Johnson School Research Paper Series No. 50-2011, Review of Corporate Finance Studies, Forthcoming
Number of pages: 68 Posted: 21 Nov 2011 Last Revised: 16 Nov 2017
Louis Gagnon and George Andrew Karolyi
Queen's University - Smith School of Business and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 371 (100,317)
Citation 8

Abstract:

Loading...

Multi-market trading, Cross-listed stocks, Regulatory change

8.

How does managerial expropriation affect equity volatility? Theory and worldwide evidence

Number of pages: 61 Posted: 30 Jul 2018 Last Revised: 06 Oct 2020
Louis Gagnon and Alexandre Jeanneret
Queen's University - Smith School of Business and UNSW Business School
Downloads 209 (181,206)

Abstract:

Loading...

Equity volatility, agency conflicts, corporate governance, reforms, capital structure

9.

Spillover Effects from US Class Action Lawsuits: Evidence from Foreign Firms Cross-Listed in the US

Number of pages: 56 Posted: 26 Feb 2014 Last Revised: 03 Mar 2014
Yi Ding, Louis Gagnon and Xiaoqiao Wang
Chinese University of Hong Kong, Shenzhen, Queen's University - Smith School of Business and The Chinese University of Hong Kong, Shenzhen
Downloads 155 (235,457)
Citation 2

Abstract:

Loading...

Multi-market trading; cross-listed stocks; class action lawsuits; spillovers

Short Sale Constraints and Single Stock Futures Introductions

The Financial Review, Forthcoming
Number of pages: 58 Posted: 21 Jul 2014 Last Revised: 13 Jun 2017
Louis Gagnon
Queen's University - Smith School of Business
Downloads 135 (264,084)
Citation 5

Abstract:

Loading...

Derivatives; single stock futures; short sale constraints; overpricing; stock lending market; market efficiency

Short Sale Constraints and Single Stock Futures Introductions

Financial Review, Vol. 53, Issue 1, pp. 5-50, 2018
Number of pages: 46 Posted: 12 Jan 2018
Louis Gagnon
Queen's University - Smith School of Business
Downloads 1 (822,899)
Citation 4
  • Add to Cart

Abstract:

Loading...

derivatives, single stock futures, short sale constraints, overpricing, stock lending market, market efficiency

11.

Hedging Foreign Currency Portfolios

Journal of Empirical Finance, Vol. 5, pp. 197-220, 1998
Number of pages: 24 Posted: 27 Sep 2004 Last Revised: 02 Mar 2012
Louis Gagnon, Thomas H. McCurdy and Greg Lypny
Queen's University - Smith School of Business, University of Toronto - Rotman School of Management and Concordia University, Quebec - John Molson School of Business
Downloads 117 (292,412)
Citation 2

Abstract:

Loading...

Hedging, GARCH, portfolio effects, risk-minimization, covariance

12.

Social Distancing Causally Impacts the Spread of SARS-CoV-2: A Nationwide U.S. Event Study

Number of pages: 27 Posted: 01 Oct 2020
Louis Gagnon, Stephanie Gagnon and Jessica Lloyd
Queen's University - Smith School of Business, Royal College of Surgeons in Ireland (RCSI) and Royal College of Surgeons in Ireland (RCSI)
Downloads 22 (621,745)

Abstract:

Loading...

Social distancing; coronavirus; SARS-CoV-2; COVID-19; Infection rate; pandemic; Virus; Event Study

13.

Price and Volatility Transmission Across Borders

Financial Markets, Institutions & Instruments, Vol. 15, No. 3, pp. 107-158, August 2006
Number of pages: 52 Posted: 08 Aug 2006
Louis Gagnon and George Andrew Karolyi
Queen's University - Smith School of Business and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 14 (679,349)
Citation 1
  • Add to Cart

Abstract:

Loading...

14.

The Benefits of Dynamically Hedging the Toronto 35 Stock Index

Canadian Journal of Administrative Sciences, Vol. 14, pp. 69-78, 1997
Posted: 20 Sep 2004
Louis Gagnon and Greg Lypny
Queen's University - Smith School of Business and Concordia University, Quebec - John Molson School of Business

Abstract:

Loading...

Dynamic hedging, hedging, risk-minimizing hedge, stock index, GARCH, futures

15.

Hedging Canadian Corporate Debt: A Comparative Study of the Hedging Effectiveness of Canadian and U.S. Bond Futures

Journal of Futures Markets, Vol. 9, No. 1, pp. 29-40, 1989
Posted: 19 Sep 2004
Louis Gagnon, Sam Mensah and Edward Blinder
Queen's University - Smith School of Business, University of Michigan at Flint - School of Management and Ryerson University - Ted Rogers School of Management

Abstract:

Loading...

hedging, cross-hedging, derivatives, futures, bond futures, international finance, cross-border, Canada, U.S.

16.

Empirical Investigation of the Canadian Bond Options Market

Canadian Journal of Administrative Sciences, Vol. 11, No. 1, pp. 2-11, 1994
Posted: 19 Sep 2004
Louis Gagnon
Queen's University - Smith School of Business

Abstract:

Loading...

17.

Hedging Short-Term Interest Risk Under Time-Varying Distributions

Journal of Futures Markets, Vol. 15, pp. 767-783, 1995
Posted: 20 Dec 1998 Last Revised: 12 Jul 2010
Louis Gagnon and Greg Lypny
Queen's University - Smith School of Business and Concordia University, Quebec - John Molson School of Business

Abstract:

Loading...