8 Road Joneliere
Nantes Cedex 3, 44312
Audencia Business School
Return Predictability, Contrarian Profits, Emerging Stock Markets, Kalman Filter
Ambiguity aversion, size premium, analyst earnings forecasts.
Momentum, French Security Exchange, Financial Crisis
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Overreaction, delayed reaction, contrarian profits, emerging stock markets
File name: jbfa.
File name: jbfa.
Overreaction, CAPM, Stock Market Anomaly, Three-factor model
Unconventional Monetary Policy, Sentiment, Economic Expectations
Financial Crisis, CDS, Spreads, Panel VAR, Sentiment
Herding, Liquidity, Financial Crisis, Major Equity Markets
Multiple criteria analysis, Local governments, Financial performance Benchmarking
overreaction, contrarian, market timing, CAPM, Fama–French three factor model, French security exchange
Momentum, Information, Bid–ask spread, Options
Multiple criteria analysis, Finance, Bibliographic survey
Momentum Investment, Risk Variation, Market Fluctuations, Dummy Variables, French Security Exchange
Market liquidity, Real economy, Economic indicators, Granger causality, Panel data, Dumitrescu Hurlin
Multiple criteria analysis, Robustness, Disaggregation, Analysis Monte Carlo simulation
Herding, Bond Markets, Financial Crisis
Energy Markets, Contagion, Volatility Spill-Overs, European Crisis
Price shocks, Government bonds, Bond futures
momentum, futures, expectations, sentiment, market states
Herding; Fundamental information; Financial crisis
File name: EUFM.
ambiguity aversion, size premium, analyst earnings forecasts
Momentum, Seasonality, Tax-Loss Selling, Window Dressing London Stock Exchange
Market states, momentum, overreaction, underreaction, London Stock Exchange
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