Patrice C. Fontaine

Eurofidai (CNRS)

150, rue de la Chimie - EUROFIDAI UMS CNRS 2748

UGA domaine universitaire

Grenoble Cedex 9, 38058

France

SCHOLARLY PAPERS

10

DOWNLOADS
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Top 44,174

in Total Papers Downloads

1,267

SSRN CITATIONS

4

CROSSREF CITATIONS

3

Scholarly Papers (10)

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 287 (130,290)
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 97 (330,647)
Citation 3

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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
ASU WP Carey School of Business, California State University, Northridge - Department of Finance, Financial Planning and Insurance, University of Angers - Centre de Recherches Appliquées à la Gestion (CERAG) and Eurofidai (CNRS)
Downloads 268 (141,208)

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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, Sonia Jimenez-Garces and Patrice C. Fontaine
University of Grenoble 2 - ESA - CERAG, Grenoble Institute of Technology and CERAG and Eurofidai (CNRS)
Downloads 204 (183,003)

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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, 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 149 (240,197)
Citation 1

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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 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 115 (292,502)

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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 ISG Paris
Downloads 91 (341,760)

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

7.

A Re-Examination of Analysts’ Differential Target Price Forecasting Ability

Published in Finance 41(1)
Number of pages: 40 Posted: 25 Jul 2019 Last Revised: 14 Feb 2020
Tristan Roger and Patrice C. Fontaine
Université Paris-Dauphine, PSL Research University and Eurofidai (CNRS)
Downloads 56 (445,717)

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Financial analysts, Target prices, Forecasting abilities, Expected accuracy, Persistence of volatility

8.

Liquidity commonality and high frequency trading: Evidence from the French stock market

International Review of Financial Analysis, 69, 101428
Posted: 14 Feb 2018 Last Revised: 03 Sep 2020
Panagiotis Anagnostidis and Patrice C. Fontaine
Institut Europlace de Finance (IEF) and European Financial Data Institute (EUROFIDAI) and Eurofidai (CNRS)

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High-Frequency Trading, Liquidity, Liquidity commonality, Euronext Paris

9.

Are High–Frequency Traders Informed?

Economic Modelling 93 (2020), 365-383
Posted: 12 Jan 2018 Last Revised: 30 Sep 2020
Panagiotis Anagnostidis, Patrice C. Fontaine and Christos Varsakelis
Institut Europlace de Finance (IEF) and European Financial Data Institute (EUROFIDAI), Eurofidai (CNRS) and Catholic University of Louvain (UCL)

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High Frequency Trading, Call Auction, Rational Expectations, Price Efficiency

10.

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)

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