Roland L. Gillet

Université Paris I Panthéon-Sorbonne

12, place du Panthéon

Paris, IL

France

SCHOLARLY PAPERS

8

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Scholarly Papers (8)

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, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 3,284 (3,128)

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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, LEM-CNRS 9221, France, Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 305 (99,093)

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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 89 (286,103)

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

4.

Dividend Policy and Reputation

Journal of Business Finance & Accounting, Vol. 35, Nos. 3-4, pp. 516-540, April/May 2008
Number of pages: 25 Posted: 22 Apr 2008
Université Paris I Panthéon-Sorbonne, affiliation not provided to SSRN and Université Paris I Panthéon-Sorbonne
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5.

The Consequences of Issuing Convertible Bonds: Dilution And/Or Financial Restructuring?

European Financial Management, Vol. 16, No. 4, pp. 552-584, September 2010
Number of pages: 33 Posted: 24 Aug 2010
Roland L. Gillet and Hubert de La Bruslerie
Université Paris I Panthéon-Sorbonne and Université Paris Dauphine
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6.

Fragmentation and the Price Discovery Dynamics: The Contributions of Multilateral Trading Facilities and Regulated Market

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Posted: 04 Jun 2018 Last Revised: 26 Jan 2019
Roland L. Gillet and Stéphanie Ligot
Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne (PRISM Sorbonne and Labex RéFi)

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Market Microstructure/Liquidity, Price discovery, Financial regulation (MiFID)

7.

The Equity Market and Its Price Discovery Risk: An Empirical Study for the CAC40 Stock Market Index

LabEx ReFi Working Paper series No. 2018-03
Posted: 23 Apr 2018
Roland L. Gillet and Stéphanie Ligot
Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne (PRISM Sorbonne and Labex RéFi)

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Price discovery, Opening prices, High-Frequency traders, Financial regulation, Market quality, Intra-day volatility

8.

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 Liege - Department of Financial Management

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Operational risk, Reputational risk, Event study