Roland L. Gillet

Université Paris I Panthéon-Sorbonne

12, place du Panthéon

Paris, IL

France

  • Université Paris I Panthéon-Sorbonne

SCHOLARLY PAPERS

5

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Scholarly Papers (5)

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1.

A General Formula for the Wacc

International Journal of Business, Vol. 11, No. 2, 2006
Number of pages: 8 Posted: 27 Apr 2006
Andre Farber, Roland L. Gillet and Ariane Szafarz
Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management, Université Paris I Panthéon-Sorbonne and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
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Citation 3

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WACC, Adjusted present value, Tax shield, Return on equity

2.

Market Reaction to News and Investor Attention in Real Time

Number of pages: 50 Posted: 31 Jul 2017 Last Revised: 16 Aug 2017
Deniz Erdemlioglu, Roland L. Gillet and Thomas Renault
IESEG School of Management, Department of Finance, LEM-CNRS 9221, France, Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 474 (121,391)
Citation 1

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Investor attention, News announcements, Stock returns, High-frequency data, Big data, Volatility, Jumps, Social media, Textual analysis, Information retrieval

3.

When Machines Read the Web: Market Efficiency and Costly Information Acquisition at the Intraday Level

Number of pages: 45 Posted: 04 Jun 2018 Last Revised: 31 Mar 2019
Roland L. Gillet and Thomas Renault
Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 192 (312,846)

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Market Efficiency, Intraday Analysis, Costly Information Acquisition, Event-Study, Twitter, Short-Seller

4.

Investor Attention and Intraday Market Reaction to ECB Announcements

Number of pages: 37 Posted: 11 Apr 2023
Thomas Renault, Matthieu Picault and Roland L. Gillet
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), University of Orleans - Laboratoire d'économie d'Orléans and Université Paris I Panthéon-Sorbonne
Downloads 101 (523,561)

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investor attention, central bank, asset pricing, Twitter, social media.

5.

Operational Risk and Reputation in the Financial Industry

Posted: 04 Mar 2007
Roland L. Gillet, Georges Hübner and Severine Plunus
Université Paris I Panthéon-Sorbonne, HEC Liège and University of Liège - Department of Financial Management

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Operational risk, Reputational risk, Event study