Michel Dubois

University of Neuchatel - Institute of Financial Analysis

Professor

Pierre-a-Mazel, 7

Neuchatel, 2000

Switzerland

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 15,189

SSRN RANKINGS

Top 15,189

in Total Papers Downloads

6,538

TOTAL CITATIONS
Rank 24,454

SSRN RANKINGS

Top 24,454

in Total Papers Citations

64

Scholarly Papers (12)

1.

Industries, Business Cycle and Profitability of Momentum Strategies: An International Perspective

Number of pages: 31 Posted: 24 Mar 2001
RMF Investment Management, University of Neuchatel - Institute of Financial Analysis and University of Fribourg (Switzerland) - Faculty of Management, Economics and Social Sciences
Downloads 1,627 (22,677)
Citation 7

Abstract:

Loading...

2.

Contrarian Strategies and Cross-Autocorrelations in Stock Returns: Evidence from France

Number of pages: 40 Posted: 07 Nov 1998
Michel Dubois and Jean-Francois Bacmann
University of Neuchatel - Institute of Financial Analysis and RMF Investment Management
Downloads 1,226 (34,512)
Citation 10

Abstract:

Loading...

3.

Volatility in Emerging Stock Markets Revisited

EFMA 2002 London Meetings
Number of pages: 36 Posted: 02 Jun 2002
Michel Dubois and Jean-Francois Bacmann
University of Neuchatel - Institute of Financial Analysis and RMF Investment Management
Downloads 960 (48,949)
Citation 10

Abstract:

Loading...

4.

The Long-Run Performance of Seasoned Equity Offerings with Rights: Evidence from the Swiss Market

Number of pages: 39 Posted: 02 Oct 2000
Michel Dubois, Pierre Jeanneret and Pierre Jeanneret
University of Neuchatel - Institute of Financial Analysis and University of Neuchatel - Institute of BusinessMan Investments
Downloads 652 (81,764)
Citation 22

Abstract:

Loading...

5.

Long-Run Abnormal Stock Performance: Some Additional Evidence

Number of pages: 34 Posted: 05 Jun 2003
Jean-Francois Bacmann and Michel Dubois
RMF Investment Management and University of Neuchatel - Institute of Financial Analysis
Downloads 475 (121,190)
Citation 2

Abstract:

Loading...

Regulating the Financial Analysis Industry: Is the European Directive Effective?

AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 58 Posted: 13 Oct 2008 Last Revised: 21 Mar 2024
Michel Dubois and Pascal Dumontier
University of Neuchatel - Institute of Financial Analysis and University of Grenoble
Downloads 246 (246,594)
Citation 3

Abstract:

Loading...

financial analysts, conflicts of interest, recommendations, Market Abuse Directive, European Union.

Regulating the Financial Analysis Industry: Is the European Directive Effective?

Number of pages: 43 Posted: 28 Feb 2008
Michel Dubois and Pascal Dumontier
University of Neuchatel - Institute of Financial Analysis and University of Grenoble
Downloads 195 (307,877)
Citation 1

Abstract:

Loading...

Financial analysts, conflicts of interest, recommendations, Market Abuse Directive, European Union

7.

The Cost of Equity and Exchange Listing: Evidence from the French Stock Market

Number of pages: 29 Posted: 23 Apr 1997
Michel Dubois and C. Ertur
University of Neuchatel - Institute of Financial Analysis and University of Orleans - Faculty of Law and Economics
Downloads 365 (164,112)

Abstract:

Loading...

8.

Interest Rate Derivatives and Firm Value: Evidence from Mandatory Versus Voluntary Hedging

Number of pages: 48 Posted: 05 Oct 2013
Ali Marami and Michel Dubois
University of Neuchatel - Institute of Financial Analysis and University of Neuchatel - Institute of Financial Analysis
Downloads 346 (174,000)
Citation 1

Abstract:

Loading...

Risk Management, Derivatives, Interest Rates

9.

Regulating Conflicts of Interest: The Effect of Sanctions and Enforcement

Review of Finance (Forthcoming)
Number of pages: 46 Posted: 19 Mar 2011 Last Revised: 21 Mar 2024
Michel Dubois, Laurent Frésard and Pascal Dumontier
University of Neuchatel - Institute of Financial Analysis, Universita della Svizzera italiana (USI Lugano) and University of Grenoble
Downloads 271 (225,022)
Citation 8

Abstract:

Loading...

10.

Investment Banks’ Research Activities in the Post-Reform Era: Are Analysts’ Conflicts of Interest Still Alive?

Number of pages: 45 Posted: 10 May 2021
Michel Dubois and Andreea Moraru-Arfire
University of Neuchatel - Institute of Financial Analysis and ESSEC Business School
Downloads 89 (568,288)

Abstract:

Loading...

Conflicts of interest, Financial analysts, Global Research Settlement Act, Product market competition, Target prices

The Valuation Effects of Index Investment in Commodity Futures

Number of pages: 37 Posted: 18 Jan 2023
Michel Dubois and Loïc Maréchal
University of Neuchatel - Institute of Financial Analysis and University of Lausanne
Downloads 57 (734,616)

Abstract:

Loading...

commodity index investment, price pressure, risk premium, liquidity premium, hedging pressure, cross hedging pressure, sunshine trading, predatory trading

The Valuation Effects of Index Investment in Commodity Futures

Number of pages: 38 Posted: 24 Sep 2024
Michel Dubois and Loïc Maréchal
University of Neuchatel - Institute of Financial Analysis and University of Lausanne
Downloads 12 (1,162,820)

Abstract:

Loading...

commodity index investment, price pressure, risk premium, liquidity premium, hedging pressure, cross hedging pressure, sunshine trading, predatory trading.

12.

The Investment Value of Target Prices

Number of pages: 50 Posted: 20 Aug 2015
Ivan Guidotti, Michel Dubois and David Ardia
University of Neuchatel - Institute of Financial Analysis, University of Neuchatel - Institute of Financial Analysis and HEC Montreal - Department of Decision Sciences
Downloads 17 (1,052,524)

Abstract:

Loading...

Financial analysts, target price, market efficiency