Gunther Capelle-Blancard

Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)

106-112 Boulevard de l'hopital

106-112 Boulevard de l'Hôpital

Paris Cedex 13, 75647

France

PSB Paris School of Business

59 rue Nationale

Paris, 75013

France

SCHOLARLY PAPERS

20

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CITATIONS
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52

Scholarly Papers (20)

1.

Efficiency Tests of the French Index (CAC 40) Options Market

EFMA 2002 London Meetings; McGill Finance Research Centre (MRFC) Working Paper
Number of pages: 53 Posted: 19 Sep 2001
Gunther Capelle-Blancard and Mo Chaudhury
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and McGill University - Desautels Faculty of Management
Downloads 721 (33,877)
Citation 14

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market efficiency, index options, no arbitrage conditions.

The Performance of Socially Responsible Funds: Does the Screening Process Matter?

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 51 Posted: 07 Jan 2011 Last Revised: 04 Jan 2012
Gunther Capelle-Blancard and Stéphanie Monjon
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and CIRED, International Research Center on Environment & Development, France
Downloads 638 (39,301)
Citation 6

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Socially Responsible Investing (SRI), Sustainable and Responsible Investment, Ethical Investment, Corporate Social Responsibility (CSR), Strategy Distinctiveness Index, Portfolio Choice, Ratings

The Performance of Socially Responsible Funds: Does the Screening Process Matter?

European Financial Management, Vol. 20, Issue 3, pp. 494-520, 2014
Number of pages: 27 Posted: 18 Jun 2014
Gunther Capelle-Blancard and Stéphanie Monjon
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris Dauphine
Downloads 1 (676,043)
Citation 13
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Socially responsible investment (SRI), sustainable and responsible investment, ethical investment, corporate social responsibility (CSR), strategy distinctiveness index, portfolio choice, ratings

3.

The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility

Number of pages: 58 Posted: 15 Jan 2014 Last Revised: 05 Jan 2016
Gunther Capelle-Blancard and Olena Havrylchyk
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and CEPII, Centre d'Etudes Prospectives et d'Info. Internationales, Paris
Downloads 635 (40,159)
Citation 14

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Financial transaction tax, Securities transaction tax, Tobin tax, Volatility, Liquidity, Financial regulation, Euronext

4.

How Do Shareholders Respond to Downsizing? A Meta-Analysis

Number of pages: 32 Posted: 16 Feb 2007
Gunther Capelle-Blancard and Nicolas Couderc
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and affiliation not provided to SSRN
Downloads 466 (59,748)
Citation 3

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Massive layoffs, Downsizing, Corporate Social Responsibility, Socially Responsible Investing, Corporate Governance, Event studies

5.

Trends in the Literature on Socially Responsible Investment: Looking for the Keys Under the Lamppost

Business Ethics: A European Review, Forthcoming
Number of pages: 20 Posted: 03 Jan 2012
Gunther Capelle-Blancard and Stéphanie Monjon
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and CIRED, International Research Center on Environment & Development, France
Downloads 454 (61,702)
Citation 15

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socially responsible investment, ethical investment, business ethics, corporate social responsibility, content analysis, conceptual analysis, financial performance

6.

Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis

CEPII Working Paper No. 2011–28
Number of pages: 25 Posted: 05 Jan 2012
Gunther Capelle-Blancard and Dramane Coulibaly
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris X Nanterre
Downloads 385 (75,189)
Citation 7

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speculation, financialization, food crisis, soft commodities, index funds, panel granger causality

7.

The Weighting of CSR Dimensions: One Size Does Not Fit All

Number of pages: 25 Posted: 07 Mar 2014 Last Revised: 25 Jun 2014
Gunther Capelle-Blancard and Aurélien Petit
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 305 (97,818)
Citation 1

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ESG News, Corporate Social Performance, Corporate Social Strategy, Multiple- Criteria Decision Analysis, Fungibility, Commensurability, Weighting scheme, Composite index, KLD ratings.

8.

Spider Options and the S&P 500 Index Options Market

Number of pages: 50 Posted: 06 Feb 2007
Gunther Capelle-Blancard and Mo Chaudhury
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and McGill University - Desautels Faculty of Management
Downloads 251 (120,311)

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S&P 500 Index Options, Spider Options, ETF, Volatility Smile

9.

Empirical Evidence on Periodically Collapsing Stock Price Bubbles

Number of pages: 16 Posted: 03 Feb 2004
Gunther Capelle-Blancard and Helene Raymond Feingold
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and University of Metz - Faculty of Law, Economics and Administration
Downloads 234 (129,151)
Citation 1

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Speculative bubbles, stock markets, cointegration, skewness, kurtosis

10.

Environmental, Social and Governance (ESG) Performance and Sovereign Bond Spreads: An Empirical Analysis of OECD Countries

Number of pages: 62 Posted: 26 Nov 2016
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Ecole Polytechnique, Paris - Laboratoire d'Econometrie, Université d'Evry Val d'Essonne, University of Groningen - Department of Finance & Accounting and Université d'Évry - Centre D'Etudes des Politiques Economiques et de L'Emploi (EPEE)
Downloads 206 (146,573)
Citation 1

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ESG Performance, Sovereign Bond Yield Spreads

11.

How Does the Stock Market Respond to Chemical Disasters?

Journal of Environmental Economics and Management, Forthcoming
Number of pages: 42 Posted: 19 Sep 2009
Gunther Capelle-Blancard and Marie-Aude Laguna
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris Dauphine - DRM-CEREG
Downloads 193 (155,121)
Citation 18

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12.

Incidence of Bank Levy and Bank Market Power

CEPII Working Paper No. 2013-21
Number of pages: 27 Posted: 15 Jan 2014
Gunther Capelle-Blancard and Olena Havrylchyk
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and CEPII, Centre d'Etudes Prospectives et d'Info. Internationales, Paris
Downloads 112 (242,217)
Citation 7

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banks, bank levy, tax incidence, financial regulation, market power

13.

Richard Thaler Ou Comment La Finance Est Devenue Comportementale. (Richard Thaler or How Finance Became Behavioural)

Revue d'économie politique, Forthcoming
Number of pages: 21 Posted: 27 Feb 2018
Marie-Hélène Broihanne and Gunther Capelle-Blancard
Strasbourg University, LaRGE Research Center, EM Strasbourg Business School and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 111 (243,765)

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Behavioral finance, rationality, efficient market hypothesis (EMH), arbitrage, Chicago school of economics

14.

Curbing the Growth of Stock Trading? Order-to-Trade Ratios and Financial Transaction Taxes

BAFFI CAREFIN Centre Research Paper No. 2015-6
Number of pages: 41 Posted: 07 May 2015
Gunther Capelle-Blancard
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 102 (258,587)
Citation 1

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Financial transaction tax, Securities transaction tax, Tobin tax, Order-to-trade ratio, High-frequency trading, Liquidity, Volatility, Italian Stock Exchange, Borsa Italiana

More Bankers, More Growth? Evidence from OECD Countries

Number of pages: 16 Posted: 03 Jan 2012 Last Revised: 30 Sep 2015
Gunther Capelle-Blancard and Claire Labonne
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Autorité de Contrôle Prudentiel et de Résolution - Banque de France
Downloads 87 (288,979)
Citation 6

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Finance-growth nexus, financial sector, financial intermediation, bank efficiency, system and difference GMM

More Bankers, More Growth? Evidence from OECD Countries

Economic Notes, Vol. 45, Issue 1, pp. 37-51, 2016
Number of pages: 15 Posted: 11 Jan 2016
Gunther Capelle-Blancard and Claire Labonne
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Autorité de Contrôle Prudentiel et de Résolution - Banque de France
Downloads 0
Citation 2
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16.

Banks Defy Gravity

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 05 Jun 2018 Last Revised: 28 Jun 2018
Anne-Laure Delatte, Vincent Bouvatier and Gunther Capelle-Blancard
CNRS, University Paris-Est Créteil (UPEC) - ERUDITE and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 45 (400,909)

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tax haven, international banking

17.

International Nonlinear Causality between Stock Markets

Number of pages: 18 Posted: 15 Jan 2014
Michel A. R. Beine, Gunther Capelle-Blancard and Helene Raymond Feingold
University of Luxemburg, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and University of Metz - Faculty of Law, Economics and Administration
Downloads 33 (448,017)
Citation 3

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stock markets, international co-movements, linear and nonlinear causality, FIGARCH, multiple structural changes, financial integration

18.

Incidence of Bank Corporate Income Taxes Revisited

Number of pages: 11 Posted: 15 Jan 2014
Gunther Capelle-Blancard and Olena Havrylchyk
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and CEPII, Centre d'Etudes Prospectives et d'Info. Internationales, Paris
Downloads 25 (487,354)
Citation 1

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Bank taxation, European banks, Corporate income tax, Tax incidence

19.

What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?

Comparative Economic Studies, Vol. 60, Issue 1, 2017
Number of pages: 19 Posted: 24 Apr 2018
Gunther Capelle-Blancard
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 1 (644,032)
Citation 1
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Finance-growth nexus, Stock exchange, High-frequency trading, Microstructure, Financial transaction tax

20.

Banks in Tax Havens: First Evidence Based on Country-by-Country Reporting

CEPR Discussion Paper No. DP12222
Number of pages: 67 Posted: 21 Aug 2017
Vincent Bouvatier, Gunther Capelle-Blancard and Anne-Laure Delatte
University Paris-Est Créteil (UPEC) - ERUDITE, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and CNRS
Downloads 0 (662,094)
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Tax evasion; International banking; Tax havens; Country-by-country reporting

Other Papers (3)

Total Downloads: 0
1.

Where Do Informed Traders Trade? Evidence from French Markets

Posted: 05 Mar 2005
Pascal Alphonse, Gunther Capelle-Blancard and Severine Vandelanoite
University of Lille 2 - ESA, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and affiliation not provided to SSRN

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Informed trades, derivatives markets, transaction-time, linear and nonlinear causality

2.

Volatility Trading in Options Market: How Does it Affect Where Informed Traders Trade?

Posted: 28 Feb 2005
Gunther Capelle-Blancard
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)

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Options market microstructure, volatility trading, informed traders, sequential trades model, asymmetric information

3.

What is Behind International Stock Market Linkages? Testing for Linear and Non-Linear Causality between Fundamental and Non-Fundamental Components

EFMA 2003 Helsinki Meetings
Posted: 02 May 2003
Gunther Capelle-Blancard and Helene Raymond Feingold
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and University of Metz - Faculty of Law, Economics and Administration

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Stock market linkages, financial contagion, non-fundamental, linear and non-linear causality