Patrice C. Fontaine

Eurofidai (CNRS and University of Grenoble 2)

150, rue de la Chimie - EUROFIDAI UMS CNRS 2748

Grenoble Cedex 9, BP47 - 380

France

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 31,729

SSRN RANKINGS

Top 31,729

in Total Papers Downloads

1,112

CITATIONS
Rank 45,320

SSRN RANKINGS

Top 45,320

in Total Papers Citations

3

Scholarly Papers (7)

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, French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG), Hong Kong University of Science & Technology (HKUST) and Eurofidai (CNRS and University of Grenoble 2)
Downloads 274 (90,201)
Citation 1

Abstract:

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 and University of Grenoble 2), Grenoble Institute of Technology and CERAG and Hong Kong University of Science & Technology (HKUST)
Downloads 88 (241,540)
Citation 1

Abstract:

Risk Premia, Cross-Sectional Asset Pricing, REE Models

2.

Information and Cross-Border Equity Holdings

AFA 2009 San Francisco Meetings Paper
Number of pages: 47 Posted: 21 Mar 2008 Last Revised: 25 Nov 2008
Hong Kong University of Science & Technology (HKUST), California State University, Northridge - Department of Finance, Financial Planning and Insurance, French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG) and Eurofidai (CNRS and University of Grenoble 2)
Downloads 253 (95,173)
Citation 1

Abstract:

Information Asymmetry, REE Models, Home Bias

3.

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

Number of pages: 43 Posted: 18 Mar 2005
Radu Burlacu Sr., Sonia Jimenez-Garces and Patrice C. Fontaine
University of Grenoble 2 - ESA - CERAG, Grenoble Institute of Technology and CERAG and Eurofidai (CNRS and University of Grenoble 2)
Downloads 176 (132,245)

Abstract:

private information, sector funds, performance, industry concentration

4.

Measuring Private Information in a Rational Expectations Framework

Number of pages: 46 Posted: 12 Sep 2007
Radu Burlacu Sr., Patrice C. Fontaine and Sonia G. Jimenez-Garcès
University of Grenoble 2 - ESA - CERAG, Eurofidai (CNRS and University of Grenoble 2) and French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG)
Downloads 127 (171,039)
Citation 1

Abstract:

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

5.

Why are Mutual Fund Alphas Systematically Negative?

Markets and Investors, 2013
Number of pages: 33 Posted: 05 Apr 2012
Patrice C. Fontaine, Radu Burlacu Sr. and Sonia G. Jimenez-Garcès
Eurofidai (CNRS and University of Grenoble 2), University of Grenoble 2 - ESA - CERAG and French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG)
Downloads 90 (223,386)

Abstract:

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

6.

Economic Consequences of Market Section Switching: Evidence from NYSE-Euronext Paris

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 36 Posted: 08 May 2011
Patrice C. Fontaine and Abdoul Cissé
Eurofidai (CNRS and University of Grenoble 2) and ISG Paris
Downloads 50 (293,044)

Abstract:

Market section transfer, price reaction, liquidity effect, information asymmetry, event study.

7.

Stock Market Liberalization and Informational Efficiency in Emerging Markets: New Consideration and Tests

Bank & Markets, No. 84, 2006
Posted: 26 Mar 2007
Duc Khuong Nguyen and Patrice C. Fontaine
IPAG Business School and Eurofidai (CNRS and University of Grenoble 2)

Abstract:

Emerging markets, Stock market liberalization, Weak form efficiency, Time-varying predictability of stock returns, GARCH-in-Mean effect, Kalman Filter