Sonia G. Jimenez-Garcès

University of Angers - Centre de Recherches Appliquées à la Gestion (CERAG)

150 rue de la Chimie, BP47

GRENOBLE CEDEX, 38040

France

SCHOLARLY PAPERS

4

DOWNLOADS

799

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (4)

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
Radu Burlacu, Sonia G. Jimenez-Garcès, Mark S. Seasholes and Patrice C. Fontaine
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 282 (108,128)
Citation 1

Abstract:

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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
Mark S. Seasholes, Vicentiu Covrig, Sonia G. Jimenez-Garcès and Patrice C. Fontaine
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 (116,552)

Abstract:

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Information Asymmetry, REE Models, Home Bias

3.

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 (202,768)
Citation 1

Abstract:

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

4.

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 (253,643)

Abstract:

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