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

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1,376

SSRN CITATIONS

2

CROSSREF CITATIONS

5

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 281 (107,520)
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 95 (275,970)
Citation 2

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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 264 (115,425)

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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 192 (157,602)

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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 145 (200,810)
Citation 1

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

5.

Liquidity Provision, Commonality and High Frequency Trading

EUROFIDAI Working Paper: 23/03/2018
Number of pages: 64 Posted: 14 Feb 2018 Last Revised: 20 Oct 2018
Panagiotis Anagnostidis and Patrice C. Fontaine
Institut Europlace de Finance (IEF) and European Financial Data Institute (EUROFIDAI) and Eurofidai (CNRS)
Downloads 108 (251,291)
Citation 1

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

6.

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 108 (251,291)

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

7.

Price Informativeness and High Frequency Trading in Electronic Call Auction Markets

Number of pages: 46 Posted: 12 Jan 2018 Last Revised: 20 Oct 2018
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)
Downloads 85 (294,013)
Citation 1

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

8.

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 71 (326,551)

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

9.

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

Forthcoming, Finance
Number of pages: 40 Posted: 25 Jul 2019
Tristan Roger and Patrice C. Fontaine
Université Paris-Dauphine, PSL Research University and Eurofidai (CNRS)
Downloads 27 (482,345)

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

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