Luxembourg School of Finance, University of Luxembourg
LSF Research Working Paper Series
Contact information of Luxembourg School of Finance, University of Luxembourg:
Postal: 148, avenue de la Faïencerie, L-1511 Luxembourg
Phone: +352 46 66 44 6807
Fax: +352 46 66 44 6811
Email:
Web page: http://www.lsf.lu/eng
More information through EDIRC
For corrections or technical questions regarding this series, please contact
(Caroline Herfroy)
Series handle: repec:crf:wpaper
Citations RSS feed: at CitEc
Impact factors:
Simple,
Recursive,
Discounted,
Recursive discounted,
H-Index,
Aggregate
Access and download statistics
Top item: By citations. By downloads (last 12 months).
2011
- 11-04 The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps
by Lamia Bekkour & Thorsten Lehnert & Maria Chiara Amadari - 11-03 Public Good and Private Good Valuation for Waiting, Time Reduction: A Laboratory Study
by Tibor Neugebauer & Stefan Traub - 11-02 Strategic delegation and collusion: Do incentive schemes matter?
by Jean-Daniel Guigou & Patrick De Lamirande & Bruno Lovat - 11-01 Cultural Values, CEO Risk Aversion and Corporate Takeovers
by Thorsten Lehnert & Bart Frijn & Aaron Gilbert & Alireza Tourani-Rad
2010
- 10-14 Moral Impossibility in the Petersburg Paradox : A Literature Survey and Experimental Evidence
by Tibor Neugebauer - 10-13 Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates
by Theoharry Grammatikos & Robert Vermeulen - 10-12 Leverage and risk in US commercial banking in the light of the current financial crisis
by Nikolaos Papanikolaou & Christian Wolff - 10-11 Market Strucutre, Screening Activity and Bank Lending Behavior
by Nikolaos Papanikolaou - 10-10 Do Agency relations Mediate the Interactions between Firms' Financial Policies and Business Cycles?
by Charles-Henri Reuter - 10-09 An Optimal Control Approach to Portfolio Optimisation with Conditioning Information
by Marc Boissaux & Jang Schiltz - 10-08 Contingent Capital: The Case for COERCs
by Christian Wolff & Theo Vermaelen & George Pennacchi - 10-07 Modelling structural changes in the volatility process
by Tibor Neugebauer & Juan A. Lacomba & Francisco Lagos - 10-06 Georges-Louis Leclerc de Buffon’s‘Essays on Moral Arithmetic’
by Tibor Neugebauer & John Hey & Carmen Pasca - 10-05 Modelling structural changes in the volatility process
by Thorsten Lehnert & Bart Frijns & Remco C.J. Zwinkels - 10-04 Limited Liability, Moral Hazard and Risk Taking - A Safety Net Game Experiment
by Tibor Neugebauer & Sascha Füllbrunn - 10-03 Ownership Concentration, Family Control and Performance of Firms
by Malika Hamadi - 10-02 Comoment Risk and Stock Returns
by Marie Lambert & George Hübner - 10-01 How to Construct Fundamental Risk Factors?
by Marie Lambert & George Hübner
2009
- 09-09 TIPS, Inflation Expectations and the Financial Crisis
by Thorsten Lehnert & Aleksandar Andonov & Florian Bardong - 09-08 A Volatility Targeting GARCH model with Time-Varying Coefficients
by Thorsten Lehnert & Bart Frijns & Remco Zwinkels - 09-07 Behavioral Heterogeneity in the Option Market
by Thorsten Lehnert & Bart Frijns & Remco Zwinkels - 09-06 Directional and non-directional risk exposures in Hedge Fund returns
by Marie Lambert & George Hübner & Marie Lambert - 09-05 The Dark Side of Global Integration: Increasing Tail Dependence
by Antonio Cosma & antonio.cosma@uni.lu & Michel Beine & Robert Vermeulen - 09-04 Large powerful shareholders and cash holding
by Malika Hamadi & Ronald W. Anderson - 09-03 A Cumulative Prospect Theory Approach to Option Pricing
by Christian Wolff & Thorsten Lehnert & Cokki Versluis - 09-02 Time-Variation in Term Permia: International Survey-Based Evidence
by Christian Wolff & Ron Jongen & Willem F.C. Verschoor - 09-01 Dispersion of Beliefs in the Foreign Exchange Market
by Christian Wolff & Ron Jongen & Willem F.C. Verschoor & Remco C.J. Zwinkels
2008
- 08-12 Are Capital Controls in the Foreign Exchange Market Effective?
by Christian Wolff & Stefan T.M. Straetmans & Roald J. Versteeg - 08-11 Loss Functions in Option Valuation: A Framework for Selection
by Christian Wolff & Dennis Bams & Thorsten Lehnert - 08-10 An Experimental Analysis of Optimal Renewable Resource Management: The Fishery
by Tibor Neugebauer & John D. Hey & K Sadrieh - 08-09 Anonymity deters collusion in hard-close auctions: Experimental Evidence
by Tibor Neugebauer & Sascha Füllbrunn - 08-08 Funds Rating: The Predictive Power
by Terraza Virginie & Toque Carole - 08-07 Times series Factorial models with incertitute measures on ARMA processes and its application to final data
by Terraza Virginie & Toque Carole - 08-06 IFRS and the Need for Non-Financial Information
by Tristan Boyer & Elena Chane-Alune - 08-05 Law, Corporate Governance and Financial System: Econometric Analysis of French Case
by Régis Blazy & Afef Boughanmi & Bruno Deffains & Jean-Daniel Guigou - 08-04 How Bankruptcy Punishment Influences the Ex-Ante Design of Debt Contracts?
by Régis Blazy & Gisèle Umbhauer & Laurent Weill - 08-03 Stochastic and Deterministic Menus in Common Agency games: A corrected version
by Gwenaël Piaser - 08-02 Incentive compatible mechanisms in multiprincipal multiagent games
by Gwenaël Piaser - 08-01 Moral Hazard: Messages, Delegation and Efficiency
by Andrea Attar & Eloisa Campioni & Gwenaël Piaser & Uday Rajan
2007
- 07-19 Intervention Policy of the BoJ: a Unified Approach
by Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt - 07-17 Bid and price effects of increased competition in the first-price auction: experimental evidence
by Tibor Neugebauer - 07-14 Four-Moment Asset Pricing Model: Computation Standards and specification Tests for Moment-Related Risk Premia
by Marie Lambert - 07-10 On multiple-principal multiple-agent models of moral hazard
by Gwenaël Piaser - 07-09 Direct Mechanisms, Menus and Latent Contracts
by Gwenaël Piaser - 07-08 Ownership, Control and Liquidity
by Ronald Anderson & Malika Hamadi - 07-07 Relative Performance Evaluation, Risk Aversion and Entry
by Jean-Daniel Guigou & Bruno Lovat & Gwenaël Piaser - 07-06 Les IFRS et les besoins en informations non financières
by Tristan Boyer & Elena CHANE-ALUNE - 07-05 Do shareholders really own the firm?
by Tristan Boyer - 07-02 Financial versus Social Efficiency of Corporate Bankruptcy Law: the French Dilemma?
by Régis Blazy & Bertrand Chopard & Agnès Fimayer & Jean-Daniel Guigou - 07-01 On multiple-principal multiple-agent models of moral hazard
by Andrea Attar & Eloisa Campioni & Gwenaël Piaser & Uday Rajan
2006
- 06-15 Evaluation des performances relatives, risque et entrée
by J.-D. Guigou & B. Lovat - 06-10 A Nonparametric ACD Model
by Antonio Cosma & Fausto Galli - 06-09 The Impact of Legal Sanctions on Moral Hazard when Debt Contracts are Renegotiable
by Régis Blazy & Laurent Weill - 06-08 How Recovery Process Influences the Design of Debt Contracts?
by Régis Blazy & Laurent Weill - 06-07 Why Do Banks Ask for Collateral and Which Ones?
by Régis Blazy & Laurent Weill - 06-06 Quelles performances financières pour les jeunes entreprises pérennes ?
by Régis Blazy & Bertrand Chopard - 06-04 International Financial Reporting Standards and Market Efficiency: A European Perspective
by M. Lambert & G. Hübner & P.-A. Michel & H. Olivier - 06-03 Nonexclusivity and adverse selection: An application to the annuity market
by Agar Brugiavini & Gwenaël Piaser - 06-02 The Impact of International Financial Reporting Standards on Market Microstructure in Europe
by M. Lambert & G. Hübner & P.-A. Michel & H. Olivier