Radu Burlacu

University of Grenoble 2 - ESA - CERAG

Associate Professor

Grenoble

France

  • University of Grenoble 2 - ESA - CERAG

SCHOLARLY PAPERS

4

DOWNLOADS

1,007

TOTAL CITATIONS

5

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

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

Downloads 448 (135,898)
Citation 4

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
Radu Burlacu, Sonia G. Jimenez-Garcès, Mark S. Seasholes and Patrice C. Fontaine
University of Grenoble 2 - ESA - CERAG, University of Angers - Centre de Recherches Appliquées à la Gestion (CERAG), Arizona State University (ASU) and Eurofidai (CNRS)
Downloads 325 (193,085)
Citation 1

Abstract:

Loading...

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
Radu Burlacu, Patrice C. Fontaine, Sonia Jimenez-Garces and Mark S. Seasholes
University of Grenoble 2 - ESA - CERAG, Eurofidai (CNRS), Grenoble Institute of Technology and CERAG and Arizona State University (ASU)
Downloads 123 (479,227)
Citation 3

Abstract:

Loading...

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
Radu Burlacu, Sonia Jimenez-Garces and Patrice C. Fontaine
University of Grenoble 2 - ESA - CERAG, Grenoble Institute of Technology and CERAG and Eurofidai (CNRS)
Downloads 229 (278,417)

Abstract:

Loading...

private information, sector funds, performance, industry concentration

3.

Measuring Private Information in a Rational Expectations Framework

Number of pages: 46 Posted: 12 Sep 2007
Radu Burlacu, Patrice C. Fontaine and Sonia G. Jimenez-Garcès
University of Grenoble 2 - ESA - CERAG, Eurofidai (CNRS) and University of Angers - Centre de Recherches Appliquées à la Gestion (CERAG)
Downloads 177 (353,714)
Citation 1

Abstract:

Loading...

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
Patrice C. Fontaine, Radu Burlacu and Sonia G. Jimenez-Garcès
Eurofidai (CNRS), University of Grenoble 2 - ESA - CERAG and University of Angers - Centre de Recherches Appliquées à la Gestion (CERAG)
Downloads 153 (401,062)

Abstract:

Loading...

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