Publications

by members of

Centre de Recherches sur la Gestion (CEREG)
Dauphine Recherches en Management (DRM)
Université Paris-Dauphine (Paris IX)
Paris, France

(Management Research Center, )

Working papers

2009

1. Edith Ginglinger & Jacques Hamon, 2009. "Share repurchase regulations: do firms play by the rules?," Post-Print halshs-00143974_v1, HAL. [Downloadable!]

2008

1. Laurent Deville, 2008. "Exchange Traded Funds: History, Trading and Research," Post-Print halshs-00162223_v1, HAL. [Downloadable!]

2007

1. Edith Ginglinger & Khaoula Saddour, 2007. "Cash holdings, corporate governance and financial constraints," Working Papers halshs-00162404_v1, HAL. [Downloadable!]
2. Edith Ginglinger & Jacques Hamon, 2007. "Actual share repurchases, timing and liquidity," Post-Print halshs-00136568_v1, HAL. [Downloadable!]
3. Elyès Jouini & Clotilde Napp, 2007. "Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs," Post-Print halshs-00176594_v1, HAL. [Downloadable!]
4. Selima Benmansour & Elyès Jouini & Clotilde Napp & Jean-Michel Marin & Christian Robert, 2007. "Are risk averse agents more optimistic? A Bayesian estimation approach," Working Papers halshs-00163678_v1, HAL. [Downloadable!]
5. Elyès Jouini & Selima Ben Mansour & Clotilde Napp & Jean-Michel Marin & Christian Robert, 2007. "Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach," Working Papers halshs-00176629_v1, HAL. [Downloadable!]
6. Elyès Jouini & Clotilde Napp, 2007. "Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model," Working Papers halshs-00176630_v1, HAL. [Downloadable!]
7. Clotilde Napp & Elyès Jouini, 2007. "Consensus consumer and intertemporal asset pricing with heterogeneous beliefs," Post-Print halshs-00152348_v1, HAL. [Downloadable!]
8. Elyès Jouini & Clotilde Napp, 2007. "Strategic Beliefs," Working Papers halshs-00176622_v1, HAL. [Downloadable!]
9. Karine Michalon, 2007. "Quelle est l'influence des interruptions de cotation sur la microstructure du marché boursier français ? Une analyse intraquotidienne en termes de rentabilité, volatilité et volume," Working Papers halshs-00142777_v1, HAL. [Downloadable!]
10. Laurent Deville & Fabrice Riva, 2007. "Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach," Post-Print halshs-00162221_v1, HAL. [Downloadable!]

2006

1. Elyès Jouini & Selima Ben Mansour & Clotilde Napp, 2006. "Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey," Post-Print halshs-00176518_v1, HAL. [Downloadable!]
2. Clotilde Napp & Elyès Jouini & Selima Benmansour, 2006. "Is there a "pessimistic" bias in individual beliefs ? Evidence from a simple survey," Post-Print halshs-00151569_v1, HAL. [Downloadable!]
3. Elyès Jouini & Clotilde Napp, 2006. "On Abel's Concept of Doubt and Pessimism," Working Papers halshs-00176611_v1, HAL. [Downloadable!]
4. Clotilde Napp & Elyès Jouini, 2006. "Heterogeneous Beliefs and Asset Pricing in Discrete Time," Post-Print halshs-00151536_v1, HAL. [Downloadable!]
5. Elyès Jouini & Clotilde Napp, 2006. "Heterogeneous Beliefs and Asset Pricing in Discrete Time: An Analysis of Pessimism and Doubt," Post-Print halshs-00176500_v1, HAL. [Downloadable!]
6. Clotilde Napp & Elyès Jouini, 2006. "Aggregation of Heterogeneous Beliefs," Post-Print halshs-00151562_v1, HAL. [Downloadable!]
7. Clotilde Napp & Elyès Jouini, 2006. "Arbitrage with fixed costs and interest rate models," Post-Print halshs-00151556_v1, HAL. [Downloadable!]
8. Elyès Jouini & Clotilde Napp, 2006. "Arbitrage with Fixed Costs and Interest Rate Models," Post-Print halshs-00176496_v1, HAL. [Downloadable!]
9. Elyès Jouini & Clotilde Napp, 2006. "Aggregation of Heterogeneous Beliefs," Post-Print halshs-00176505_v1, HAL. [Downloadable!]

2005

1. Hervé Alexandre, 2005. "Le point sur les privatisations," Working Papers FARGO 1051203, Université de Bourgogne - Latec/Fargo (Research center in Finance,organizational ARchitecture and GOvernance). [Downloadable!]
2. Clotilde Napp & Elyès Jouini, 2005. "Conditional Comonotonicity," Post-Print halshs-00151516_v1, HAL. [Downloadable!]
3. Clotilde Napp & Elyès Jouini, 2005. "Arbitrage and state price deflators in a general intertemporal framework," Post-Print halshs-00151526_v1, HAL. [Downloadable!]
4. Elyès Jouini & Clotilde Napp & Walter Schachermayer, 2005. "Arbitrage and State Price Deflators in a General Intertemporal Framework," Post-Print halshs-00176476_v1, HAL. [Downloadable!]
5. Karine Michalon & Sandrine Lardic & François Dossou, 2005. "Earnings forecast bias - a statistical analysis," Post-Print halshs-00142773_v2, HAL. [Downloadable!]

2004

1. Sofiane ABOURA, 2004. "GARCH Option Pricing Under Skew," Finance 0405032, EconWPA. [Downloadable!]
2. Antoine Renucci & Frédéric Loss, 2004. "When Promotions Induce Good Managers to Be Lazy," Econometric Society 2004 North American Winter Meetings 263, Econometric Society. [Downloadable!]
3. BIAIS, Bruno & RENUCCI, Antoine & SAINT-PAUL, Gilles, 2004. "Liquidity and the Cost of Funds in the European Treasury Market," IDEI Working Papers 285, Institut d'Économie Industrielle (IDEI), Toulouse.
4. Elyès Jouini & Clotilde Napp, 2004. "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Post-Print halshs-00176465_v1, HAL. [Downloadable!]
5. Elyès Jouini & Clotilde Napp, 2004. "Conditional Comonotonicity," Post-Print halshs-00176456_v1, HAL. [Downloadable!]
6. Clotilde Napp & Elyès Jouini, 2004. "Convergence of utility functions and convergence of optimal strategies," Post-Print halshs-00151579_v1, HAL. [Downloadable!]
7. Elyès Jouini & Clotilde Napp, 2004. "Convergence of utility functions and convergence of optimal strategies," Post-Print halshs-00176444_v1, HAL. [Downloadable!]

2003

1. Edith Ginglinger & Anne-Marie Faugeron-Crouzet & Vasumathi Vijayraghavan, 2003. "French IPO returns and subsequent security offerings:Signaling hypothesis versus market feedback hypothesis," Working Papers halshs-00165026_v1, HAL. [Downloadable!]
2. Elyès Jouini & Hedi Kallal & Clotilde Napp, 2003. "Arbitrage with fixed costs and interest rate models," Finance 0312002, EconWPA. [Downloadable!]
3. Elyès Jouini & Clotilde Napp, 2003. "Consensus consumer and intertemporal asset pricing with heterogeneous beliefs," Finance 0312001, EconWPA. [Downloadable!]
4. Elyès Jouini & Clotilde Napp & Walter Schachermayer, 2003. "No-arbitrage and state price deflators in a general continuous time framework," Finance 0312003, EconWPA. [Downloadable!]
5. Elyès Jouini & Clotilde Napp, 2003. "A class of models satisfying a dynamical version of the CAPM," Post-Print halshs-00167159_v1, HAL. [Downloadable!]
6. Elyès Jouini & Clotilde Napp, 2003. "Comonotonic Processes," Post-Print halshs-00167158_v1, HAL. [Downloadable!]

2002

1. Edith Ginglinger & Jean-François Gajewski, 2002. "Seasoned equity issues in a closely held market: evidence from France," Post-Print halshs-00138293_v1, HAL. [Downloadable!]
2. Antoine Renucci & Frederic Loss, 2002. "The Fallacy of New Business Creation as a Disciplining Device for Managers," FMG Discussion Papers dp398, Financial Markets Group. [Downloadable!] (restricted)
3. Elyès Jouini & Clotilde Napp, 2002. "Arbitrage pricing and equilibrium pricing : compatibility conditions," Post-Print halshs-00176423_v1, HAL. [Downloadable!]
4. Karine Michalon, 2002. "Impact des interruptions de cotation sur la microstructure du marché boursier français," Post-Print halshs-00142776_v1, HAL. [Downloadable!]

2001

1. Hervé Alexandre & Gérard Charreaux, 2001. "L'efficacité des privatisations françaises: une vision dynamique à travers la théorie de la gouvernance," Working Papers FARGO 1011002, Université de Bourgogne - Latec/Fargo (Research center in Finance,organizational ARchitecture and GOvernance), revised Oct 2001. [Downloadable!]
2. Hervé Alexandre & Gérard Charreaux, 2001. "Efficiency of French Privatizations:A Dynamic Vision," Working Papers FARGO 011001, Université de Bourgogne - Latec/Fargo (Research center in Finance,organizational ARchitecture and GOvernance), revised Oct 2001. [Downloadable!]
3. Elyès Jouini & Hedi Kallal & Clotilde Napp, 2001. "Arbitrage and viability in securities markets with fixed trading costs," Post-Print halshs-00167157_v1, HAL. [Downloadable!]
4. Laurent Deville, 2001. "Estimation des coûts de transaction sur un marché gouverné par les ordres : le cas des composantes du CAC 40," Working Papers of LaRGE (Laboratoire de Recherche en Gestion et Economie) 2001-02, Laboratoire de Recherche en Gestion et Economie, Université de Strasbourg (France). [Downloadable!]

2000

1. Hervé Alexandre & Maxime Merli, 2000. "Rating and Spread:The French Market before Euro," Working Papers FARGO 1000304, Université de Bourgogne - Latec/Fargo (Research center in Finance,organizational ARchitecture and GOvernance), revised Sep 2002. [Downloadable!]
2. Hervé Alexandre & Mathieu Paquerot, 2000. "Efficacité des structures de contrôle et enracinement des dirigeants," Working Papers FARGO 1000601, Université de Bourgogne - Latec/Fargo (Research center in Finance,organizational ARchitecture and GOvernance). [Downloadable!]

1999

1. Renucci, A., 1999. "Designing yous Investor's Adequate Incentives," Papers 99.520, Toulouse - GREMAQ.
2. Elyes Jouini & Clotilde Napp, 1999. "Continuous Time Equilibrium Pricing of Nonredundant Assets," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-008, New York University, Leonard N. Stern School of Business-. [Downloadable!]
3. Elyès Jouini & Clotilde Napp, 1999. "Arbitrage and Investment Opportunities," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-034, New York University, Leonard N. Stern School of Business-. [Downloadable!]
4. Elyès Jouini & Hédi Kallal & Clotilde Napp, 1999. "Arbitrage and Viability in Securities Markets with Fixed Trading Costs," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-033, New York University, Leonard N. Stern School of Business-. [Downloadable!]

1996

1. Chollet, P. & Ginglinger, E., 1996. "La sous-evaluation des actions a bons de souscription d'actions a l'emission en France," Papers 96-10, Institut de Recherche en Gestion. Universite de Paris XII-.

1994

1. ALEXANDRE, Hervé & ERTUR, Cem, 1994. "Impact de l’intervalle d’échantillonnage sur les tests d’efficience : application au marché français des actions," LATEC - Document de travail - Economie (1991-2003) 1993-16, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.

1993

1. Alexandre, H. & Pichery, M.C., 1993. "Les modeles de classe ARC," Papers 9301, Dijon - Institut des Mathematiques Economiques.
2. Alexandre, H. & Pichery, M.C., 1993. "Les modèles de classe ARCH," Institut des Mathématiques Economiques – Document de travail de l’I.M.E. (1974-1993) 9301, Institut des Mathématiques Economiques. LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS, Université de Bourgogne.

Journal articles

2008

1. Christophe Boucher & Sofiane Aboura, 2008. "Testing the fed and the Graham & Dodd models: asymmetric vs. symmetric adjustment," Applied Economics Letters, Taylor and Francis Journals, vol. 15(2), pages 91-94. [Downloadable!] (restricted)
2. Renucci, Antoine, 2008. "Access to financing, rents, and organization of the firm," Journal of Corporate Finance, Elsevier, vol. 14(4), pages 337-346, September. [Downloadable!] (restricted)
3. Selima Ben Mansour & Elyès Jouini & Jean-Michel Marin & Clotilde Napp & Christian Robert, 2008. "Are risk-averse agents more optimistic? A Bayesian estimation approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(6), pages 843-860. [Downloadable!]
4. Jouini, Elyès & Napp, Clotilde, 2008. "Are more risk averse agents more optimistic? Insights from a rational expectations model," Economics Letters, Elsevier, vol. 101(1), pages 73-76, October. [Downloadable!] (restricted)
5. Jouini, E. & Napp, C., 2008. "On Abel's concept of doubt and pessimism," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3682-3694, November. [Downloadable!] (restricted)
6. François DOSSOU & Sandrine LARDIC & Karine MICHALON, 2008. "Can earnings forecasts be improved by taking into account the forecast bias?," Economics Bulletin, Economics Bulletin, vol. 7(11), pages 1-20. [Downloadable!]

2007

1. Gajewski, Jean-Francois & Ginglinger, Edith & Lasfer, Meziane, 2007. "Why do companies include warrants in seasoned equity offerings?," Journal of Corporate Finance, Elsevier, vol. 13(1), pages 25-42, March. [Downloadable!] (restricted)
2. Ginglinger, Edith & Hamon, Jacques, 2007. "Actual share repurchases, timing and liquidity," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 915-938, March. [Downloadable!] (restricted)
3. Elyes Jouini & Clotilde Napp, 2007. "Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs," Review of Economic Studies, Blackwell Publishing, vol. 74(4), pages 1149-1174, October. [Downloadable!] (restricted)

2006

1. Edith Ginglinger & Jean-François L’her, 2006. "Ownership structure and open market stock repurchases in France," European Journal of Finance, Taylor and Francis Journals, vol. 12(1), pages 77-94, January. [Downloadable!] (restricted)
2. Selima Mansour & Elyès Jouini & Clotilde Napp, 2006. "Is There a “Pessimisticâ€\x9D Bias in Individual Beliefs? Evidence from a Simple Survey," Theory and Decision, Springer, vol. 61(4), pages 345-362, December. [Downloadable!] (restricted)
3. Jouini, E. & Napp, C., 2006. "Aggregation of heterogeneous beliefs," Journal of Mathematical Economics, Elsevier, vol. 42(6), pages 752-770, September. [Downloadable!] (restricted)
4. Jouini, Elyes & Napp, Clotilde, 2006. "Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt," Journal of Economic Dynamics and Control, Elsevier, vol. 30(7), pages 1233-1260, July. [Downloadable!] (restricted)

2005

1. Sofiane ABOURA, 2005. "GARCH Option Pricing Under Skew," Icfai University Journal of Applied Economics, Icfai Press, vol. 0(6), pages 78-86, November.
2. Aboura, Sofiane, 2005. "French media bias and the vote on the European constitution," European Journal of Political Economy, Elsevier, vol. 21(4), pages 1093-1098, December. [Downloadable!] (restricted)
3. Jouini, Elyes & Napp, Clotilde & Schachermayer, Walter, 2005. "Arbitrage and state price deflators in a general intertemporal framework," Journal of Mathematical Economics, Elsevier, vol. 41(6), pages 722-734, September. [Downloadable!] (restricted)

2004

1. Alexandre, Herve & Charreaux, Gerard, 2004. "Efficiency of French privatizations: a dynamic vision," Journal of Corporate Finance, Elsevier, vol. 10(3), pages 467-494, June. [Downloadable!] (restricted)
2. Elyès Jouini & Clotilde Napp, 2004. "Conditional comonotonicity," Decisions in Economics and Finance, Springer, vol. 27(2), pages 153-166, December. [Downloadable!] (restricted)
3. Elyès Jouini & Clotilde Napp, 2004. "Convergence of utility functions and convergence of optimal strategies," Finance and Stochastics, Springer, vol. 8(1), pages 133-144, January. [Downloadable!] (restricted)

2003

1. Hervé Alexandre & Maxime Merli, 2003. "Notations et écarts de rentabilité:le marché français avant l'euro," Revue Finance Contrôle Stratégie, Editions Economica, vol. 6(3), pages 5-22, September. [Downloadable!]
2. Jouini, Elyes & Napp, Clotilde, 2003. "A class of models satisfying a dynamical version of the CAPM," Economics Letters, Elsevier, vol. 79(3), pages 299-304, June. [Downloadable!] (restricted)
3. Napp, C., 2003. "The Dalang-Morton-Willinger theorem under cone constraints," Journal of Mathematical Economics, Elsevier, vol. 39(1-2), pages 111-126, February. [Downloadable!] (restricted)
4. Jouini, Elyes & Napp, Clotilde, 2003. "Comonotonic processes," Insurance: Mathematics and Economics, Elsevier, vol. 32(2), pages 255-265, April. [Downloadable!] (restricted)

2001

1. Pierre Chollet & Edith Ginglinger, 2001. "The Pricing of French Unit Seasoned Equity Offerings," European Financial Management, Blackwell Publishing Ltd, vol. 7(1), pages 23-38. [Downloadable!] (restricted)
2. Napp, Clotilde, 2001. "Pricing issues with investment flows Applications to market models with frictions," Journal of Mathematical Economics, Elsevier, vol. 35(3), pages 383-408, June. [Downloadable!] (restricted)
3. Jouini, Elyes & Kallal, Hedi & Napp, Clotilde, 2001. "Arbitrage and viability in securities markets with fixed trading costs," Journal of Mathematical Economics, Elsevier, vol. 35(2), pages 197-221, April. [Downloadable!] (restricted)

2000

1. Hervé Alexandre & Mathieu Paquerot, 2000. "Efficacité des structures de contrôle et enracinement des dirigeants," Revue Finance Contrôle Stratégie, Editions Economica, vol. 3(2), pages 5-29, June. [Downloadable!]

1999

1. Jacques Hamon & Bertrand Jacquillat, 1999. "Is there Value‐Added Information in Liquidity and Risk Premiums?," European Financial Management, Blackwell Publishing Ltd, vol. 5(3), pages 369-394. [Downloadable!] (restricted)

This page was last updated on 2009-11-1.