Publications
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Studies in Nonlinear Dynamics and Econometrics, January 2013
Re-investigating the electricity consumption and economic growth nexus in Portugal
Energy Policy, January 2013
On China's monetary policy and asset prices
Applied Financial Economics, January 2013
Firm resource characteristics and human capital as predictors of exit choice: An exploratory study of SMEs.
European Research Journal, January 2013
Equity correlations implied by index options: Estimation and model uncertainty analysis
Mathematical Finance, January 2013
Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations
Applied Economics, January 2013
Human Rights in the Void? Due Diligence in the UN Guiding Principles on Business and Human Rights
Journal of Business Ethics, January 2013
Theorizing national context to develop comparative work–life research: A review and research agenda
European Management Journal, January 2013
Risk transfer, self-selection and ex post efficiency in public procurement: An example from UK primary and secondary school construction contracts
Revue d'Economie Industrielle, January 2013
Equity Market Comovements and Financial Contagion: A Study of Latin America and United States
Bankers, Markets & Investors, January 2013
Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity: Evidence from the CAC 40 Index
European Financial Management, January 2013
The Risks of Volatility ETNs: A Recent Incident and Underlying Issues
Journal of Index Investing, January 2013
Equity risk premium and regional integration
International Review of Financial Analysis, January 2013
La procédure de sauvegarde et de sauvegarde financière accélérée
Banque & Droit, January 2013
Determinants of expected rate of return on pension assets: evidence from the UK
Accounting and Business Research, January 2013
Revisiting mutual fund performance evaluation
Journal of Banking & Finance, January 2013
Audit fee pricing and internationally-credible GAAP: a property rights analysis
European Journal of Law and Economics, January 2013
A Binomial-Tree Model for Convertible Bond Pricing
Journal of Fixed Income, January 2013
Did Long-Short Investors Destabilize Commodity Futures Markets?
International Review of Financial Analysis, January 2013
Procédures collectives européennes et américaines : quels objectifs pour quelle efficacité ?
Revue Banque, January 2013
Changes in multiplicative background risk and risk-taking behavior
Change and Decision, January 2013
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
Factor uniqueness in the S&P 500 universe: Can proprietary factors exist?
International Journal of Theoretical and Applied Finance, January 2013
Herding in French Stock Markets: Empirical Evidence from Equity Mutual Funds
Bankers, Markets & Investors, January 2013
On the validity of the Keynesian Absolute Income hypothesis in Pakistan: An ARDL bounds testing approach
Economic Modelling, January 2013
What do robust equity portfolio models really do?
Annals of Operations Research, January 2013
On the short- and long-run efficiency of energy and precious metal markets
Energy Economics, January 2013
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
Quarterly Review of Economics and Finance, January 2013
Disentangling the effects of organizational capabilities, innovation and firm size on SME sales growth
Small Business Economics, January 2013
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
Brand social power in luxury retail: Manifestations of brand dominance over clients in the store
International Journal of Retail and Distribution Management, January 2013
Short Selling and the Price Discovery Process
Review of Financial Studies, January 2013
Computational aspects of portfolio risk estimation in volatile markets: a survey
Studies in Nonlinear Dynamics & Econometrics, January 2013
Aggregate instability under balanced-budget consumption taxes: A re-examination
Journal of Economic Theory, January 2013
Credit relevance of accounting quality
Social Science Research Network, January 2013
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
Opening the Black Box: Internal Capital Markets and Managerial Power
Journal of Finance, January 2013