Louis Gagnon

Queen's University - Smith School of Business

Professor of Finance and Distinguished Faculty Fellow

Kingston, Ontario K7L 3N6

Canada

  • Queen's University - Smith School of Business

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    • Tel: 613-533-6707
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SCHOLARLY PAPERS

16

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68

CROSSREF CITATIONS

74

Scholarly Papers (16)

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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 - SC Johnson College of Business
Downloads 1,989 (13,704)
Citation 34

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

2.

Do International Cross-Listings Still Matter?

Downloads 1,235 (28,357)
Citation 1

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 - SC Johnson College of Business
Downloads 671 (65,004)

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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 - SC Johnson College of Business and Queen's University - Smith School of Business
Downloads 564 (81,006)
Citation 2

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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 - SC Johnson College of Business
Downloads 1,046 (35,944)
Citation 2

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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 - SC Johnson College of Business
Downloads 701 (62,273)
Citation 6

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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 531 (88,337)
Citation 27

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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
Louis Gagnon, George Andrew Karolyi and Kuan-Hui Lee
Queen's University - Smith School of Business, Cornell University - SC Johnson College of Business and Seoul National University Business School
Downloads 416 (118,290)
Citation 5

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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 - SC Johnson College of Business
Downloads 388 (128,087)
Citation 8

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

8.

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 177 (280,394)
Citation 2

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

9.

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 150 (322,605)
Citation 5

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

10.

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 144 (333,267)
Citation 2

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

11.

How Does Corporate Governance Affect Equity Volatility? Worldwide Evidence and Theory

Forthcoming in The Review of Corporate Finance Studies
Number of pages: 76 Posted: 30 Jul 2018 Last Revised: 31 Jan 2023
Louis Gagnon and Alexandre Jeanneret
Queen's University - Smith School of Business and UNSW Business School
Downloads 47 (653,681)
Citation 2

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Equity volatility, agency conflicts, corporate governance, governance reforms, asset pricing.

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 31 (759,590)

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

13.

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

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

14.

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 IE Business School - IE University

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

15.

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

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16.

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

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