Publications

3280 results
01.01.2013 - Article in a peer reviewed journal

Revisiting mutual fund performance evaluation

Journal of Banking & Finance, January 2013


01.01.2013 - Article in a peer reviewed journal

A Binomial-Tree Model for Convertible Bond Pricing

Journal of Fixed Income, January 2013


01.01.2013 - Article in a peer reviewed journal

Did Long-Short Investors Destabilize Commodity Futures Markets?

International Review of Financial Analysis, January 2013


01.01.2013 - Article in a peer reviewed journal

Audit fee pricing and internationally-credible GAAP: a property rights analysis

European Journal of Law and Economics, January 2013


01.01.2013 - Article in a peer reviewed journal

Changes in multiplicative background risk and risk-taking behavior

Change and Decision, January 2013


01.01.2013 - Article in a peer reviewed journal

Les codes d’éthique dans les sociétés cotées : constitution éthique de l’entreprise et outil de management des risques

Revue Française de Gouvernance d’Entreprise, January 2013


01.01.2013 - Book publication

Lutte anti-corruption. Gestion des risques et compliance.

January 2013


01.01.2013 - Article in a peer reviewed journal

Procédures collectives européennes et américaines : quels objectifs pour quelle efficacité ?

Revue Banque, January 2013


01.01.2013 - Article in a peer reviewed journal

Two gold return puzzles

Economics Bulletin, January 2013


01.01.2013 - Article in a peer reviewed journal

Herding in French Stock Markets: Empirical Evidence from Equity Mutual Funds

Bankers, Markets & Investors, January 2013


01.01.2013 - Article in a peer reviewed journal

On the validity of the Keynesian Absolute Income hypothesis in Pakistan: An ARDL bounds testing approach

Economic Modelling, January 2013


01.01.2013 - Article in a peer reviewed journal

Factor uniqueness in the S&P 500 universe: Can proprietary factors exist?

International Journal of Theoretical and Applied Finance, January 2013


01.01.2013 - Article in a peer reviewed journal

On the short- and long-run efficiency of energy and precious metal markets

Energy Economics, January 2013


01.01.2013 - Article in a peer reviewed journal

What do robust equity portfolio models really do?

Annals of Operations Research, January 2013


01.01.2013 - Article in a peer reviewed journal

Disentangling the effects of organizational capabilities, innovation and firm size on SME sales growth

Small Business Economics, January 2013


01.01.2013 - Article in a peer reviewed journal

Long memory and structural breaks in modeling the return and volatility dynamics of precious metals

Quarterly Review of Economics and Finance, January 2013


01.01.2013 - Article in a peer reviewed journal

The role of organizational and cultural factors in the adoption of Activity-based costing: the case of Moroccan firms

Journal of Accounting and Management Information Systems, January 2013


01.01.2013 - Article in a peer reviewed journal

Brand social power in luxury retail: Manifestations of brand dominance over clients in the store

International Journal of Retail and Distribution Management, January 2013


01.01.2013 - Book publication

Advances in Financial Risk Management: Corporates, Intermediaries and Portfolios.

January 2013


01.01.2013 - Article in a peer reviewed journal

Market structure and the cost of capital

Economic Modelling, January 2013


01.01.2013 - Article in a peer reviewed journal

Option pricing with time-changed Lévy processes

Applied Economics, January 2013


01.01.2013 - Article in a peer reviewed journal

Computational aspects of portfolio risk estimation in volatile markets: a survey

Studies in Nonlinear Dynamics & Econometrics, January 2013


01.01.2013 - Article in a peer reviewed journal

Aggregate instability under balanced-budget consumption taxes: A re-examination

Journal of Economic Theory, January 2013


01.01.2013 - Article in a peer reviewed journal

Short Selling and the Price Discovery Process

Review of Financial Studies, January 2013


01.01.2013 - Article in a peer reviewed journal

Optimal corporate strategy under uncertainty

Applied Economics, January 2013


01.01.2013 - Article in a peer reviewed journal

Opening the Black Box: Internal Capital Markets and Managerial Power

Journal of Finance, January 2013


01.01.2013 - Book publication

The Oxford handbook of the Italian Economy since Unification.

January 2013


01.01.2013 - Book publication

Law and the Limits of Government: Temporary Versus Permanent Legislation.

January 2013


01.01.2013 - Article in a peer reviewed journal

National context in work-life research: A multi-level cross-national analysis of the adoption of workplace work-life arrangements in Europe

European Management Journal, January 2013


01.01.2013 - Article in a peer reviewed journal

Financial development and poverty reduction nexus: A cointegration and causality analysis in Bangladesh

Economic Modelling, January 2013


01.01.2013 - Article in a peer reviewed journal

Loss-Based Risk Measures

Statistics & Risk Modelling, January 2013


01.01.2013 - Article in a peer reviewed journal

Portfolio Strategy and Structure Take Center Stage:“How, What, Where, and When?” Replace “Why?”

Journal of Portfolio Management, January 2013


01.01.2013 - Article in a peer reviewed journal

Liquidity in European Equity ETFs: What Really Matters?

Bankers, Markets & Investors, January 2013


01.01.2013 - Article in a peer reviewed journal

What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?

Journal of Macroeconomics, January 2013


01.01.2013 - Chapter publication

Distribuer les produits de mode: le nécessaire arbitrage entre les stratégies de volume et la protection du concept de marque

Editions DUNOD, Paris , January 2013


01.01.2013 - Article in a peer reviewed journal

Investor attention and stock market activity: Evidence from France

Economic Modelling, January 2013


01.01.2013 - Article in a peer reviewed journal

Testing the efficiency of the aluminium market: evidence from London metal exchange

Applied Financial Economics, January 2013


01.01.2013 - Article in a peer reviewed journal

Market overreaction and underreaction: tests of the directional and magnitude effects

Applied Economics, January 2013


01.01.2013 - Article in a peer reviewed journal

Optimal benchmarking for active portfolio managers

European Journal of Operational Research, January 2013


01.01.2013 - Article in a peer reviewed journal

Integration In Middle East Stock Markets: Determinants, Effects And Evolutions

Journal of Applied Business Research, January 2013


01.01.2013 - Article in a peer reviewed journal

Book-to-Market and the Cross-Section of Expected Returns in International Stock Markets

Journal of Portfolio Management, January 2013


01.01.2013 - Article in a peer reviewed journal

Do Firms Forget About Their Past Acquisitions? Evidence From French Acquisitions in the United States (1988–2006)

Journal of Management, January 2013


01.01.2013 - Article in a peer reviewed journal

The impact of social housing on the labour market status of the disabled

Health Economics, January 2013


01.01.2013 - Article in a peer reviewed journal

Size, value, and momentum in emerging market stock returns

Emerging Markets Review, January 2013


01.01.2013 - Article in a peer reviewed journal

Should Portuguese economy invest in defense spending? A revisit

Economic Modelling, January 2013


01.01.2013 - Article in a peer reviewed journal

Idiosyncratic volatility and the pricing of poorly-diversified portfolios

International Review of Financial Analysis, January 2013


01.01.2013 - Article in a peer reviewed journal

An experimental investigation of metaheuristics for the multi-mode resource-constrained project scheduling problem on new dataset instances

European Journal of Operational Research, January 2013


01.01.2013 - Book publication

Green Growth: From Theory to Action, From Practice to Power.

January 2013


01.01.2013 - Article in a peer reviewed journal

Beneath the Sovereign Debt Iceberg: An Insight into the Implicit Public Pension Liabilities within European Economies

Bankers, Markets & Investors, January 2013


01.01.2013 - Article in a peer reviewed journal

The new issues puzzle: evidence from non-US firms

Applied Economics Letters, January 2013