Radu Burlacu

University of Grenoble 2 - ESA - CERAG

Associate Professor

Grenoble

France

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 48,199

SSRN RANKINGS

Top 48,199

in Total Papers Downloads

852

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (5)

Information Precision, Noise, and the Cross-Section of Stock Returns

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 42 Posted: 28 Jul 2008
University of Grenoble 2 - ESA - CERAG, University of Angers - Centre de Recherches Appliquées à la Gestion (CERAG), ASU WP Carey School of Business and Eurofidai (CNRS)
Downloads 282 (109,044)
Citation 1

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Risk Premia, Cross-Sectional Asset Pricing, REE Models

Information Precision, Noise, and the Cross-Section of Stock Returns

Number of pages: 42 Posted: 26 Mar 2009
University of Grenoble 2 - ESA - CERAG, Eurofidai (CNRS), Grenoble Institute of Technology and CERAG and ASU WP Carey School of Business
Downloads 96 (278,993)
Citation 2

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Risk Premia, Cross-Sectional Asset Pricing, REE Models

2.

Private Information, Industry Specialization and Performance: A Study of Mutual Funds

Number of pages: 43 Posted: 18 Mar 2005
University of Grenoble 2 - ESA - CERAG, Grenoble Institute of Technology and CERAG and Eurofidai (CNRS)
Downloads 193 (159,733)

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private information, sector funds, performance, industry concentration

3.

Measuring Private Information in a Rational Expectations Framework

Number of pages: 46 Posted: 12 Sep 2007
University of Grenoble 2 - ESA - CERAG, Eurofidai (CNRS) and University of Angers - Centre de Recherches Appliquées à la Gestion (CERAG)
Downloads 145 (204,522)
Citation 1

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asymmetric information, private information, information-risk premium, rational expectations equilibrium models, price informativeness

4.

Why are Mutual Fund Alphas Systematically Negative?

Markets and Investors, 2013
Number of pages: 33 Posted: 05 Apr 2012
Eurofidai (CNRS), University of Grenoble 2 - ESA - CERAG and University of Angers - Centre de Recherches Appliquées à la Gestion (CERAG)
Downloads 109 (254,116)

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information asymmetry, information risk, actively managed equity mutual funds, selectivity performance, rational expectations equilibrium models

5.

Competition, Securitization, and Efficiency in US Banks

Number of pages: 50 Posted: 19 Oct 2018
Université Catholique de Lyon - ESDES School of Business and Management, Concordia University, University of Grenoble 2 - ESA - CERAG and Concordia University, Quebec - Department of Finance
Downloads 27 (491,043)

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Securitization; Competition; Bank Efficiency; Screening and Monitoring