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Publications

by members of

Audencia Nantes École de Management
Nantes, France

(Audencia Nantes School of Management))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2016

  1. Anthony Miloudi & Mondher Bouattour & Ramzi Benkraiem, 2016. "Relationships between Trading Volume, Stock Returns and Volatility: Evidence from the French Stock Market," Post-Print hal-01363700, HAL.
  2. Mondher Bouattour & Ramzi Benkraiem & Anthony Miloudi, 2016. "Disposition effect and investor underreaction to information," Post-Print hal-01321125, HAL.
  3. Ramzi Benkraiem, 2016. "The information content of small business earnings," Post-Print hal-01262159, HAL.
  4. Nadia Toumi & Ramzi Benkraiem & Amal Hamrouni, 2016. "Board director disciplinary and cognitive influence on corporate value creation," Post-Print hal-01363698, HAL.

2015

  1. Amal Hamrouni & Anthony Miloudi & Ramzi Benkraiem, 2015. "Signaling Firm Performance Through Corporate Voluntary Disclosure," Post-Print hal-01122674, HAL.
  2. Amal Hamrouni & Anthony Miloudi & Ramzi Benkraiem, 2015. "How does corporate voluntary disclosure affect asymmetric information and adverse selection?," Post-Print hal-01134212, HAL.
  3. Ludovic Vigneron & Ramzi Benkraiem, 2015. "Does banking relationship configuration affect the risk-taking behavior of French SMEs?," Post-Print hal-01338638, HAL.

2014

  1. Amélie Charles & Olivier Darné & Laurent Ferrara, 2014. "Does the Great Recession imply the end of the Great Moderation? International evidence," EconomiX Working Papers 2014-21, University of Paris West - Nanterre la Défense, EconomiX.
  2. Amélie Charles & Olivier Darné & Zakaria Moussa, 2014. "The sensitivity of Fama-French factors to economic uncertainty," Working Papers hal-01015702, HAL.
  3. Amélie Charles & Olivier Darné, 2014. "Volatility persistence in crude oil markets," Post-Print hal-00940312, HAL.
  4. Amélie Charles & Olivier Darné & Jae H. Kim & Etienne Redor, 2014. "Stock Exchange Mergers and Market Efficiency," Working Papers hal-00940105, HAL.
  5. Amélie Charles & Olivier Darné & Jae H. Kim, 2014. "Precious metals shine? A market efficiency perspective," Working Papers hal-01010516, HAL.
  6. Amélie Charles & Etienne Redor, 2014. "Women are from Venus, Men are from Mars: But Do the Financial Markets Know It?," Post-Print hal-00977037, HAL.
  7. Ramzi Benkraiem, 2014. "Small business investment sensitivity of debt before and during the global crisis," Post-Print hal-00998472, HAL.
  8. Ramzi Benkraiem & Anthony Miloudi, 2014. "L'internationalisation des PME affecte-t-elle l'accès au financement bancaire ?," Post-Print hal-00957475, HAL.
  9. Ramzi Benkraiem, 2014. "Structure du capital et choix managériaux," Post-Print hal-00925425, HAL.
  10. Ramzi Benkraiem & Anthony Miloudi, 2014. "How did export activity affect small business access to bank capitals during the global crisis?," Post-Print hal-00975784, HAL.

2013

  1. Ramzi Benkraiem, 2013. "How do corporate characteristics affect capital structure decisions of French SMEs?," Post-Print hal-01121029, HAL.

2012

  1. Amélie Charles & Olivier Darné & Adrian Pop, 2012. "Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes," Working Papers hal-00678895, HAL.
  2. Amélie Charles & Olivier Darné, 2012. "Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010," Working Papers hal-00678932, HAL.
  3. Ramzi Benkraiem, 2012. "Board independence, corporate governance and earnings management in France," Post-Print hal-00836007, HAL.
  4. C. Gurau & Ramzi Benkraiem, 2012. "The influence of social business networks of top managers on the financial performance of UK biopharmaceutical SMEs," Post-Print hal-00836027, HAL.
  5. Ramzi Benkraiem & Anthony Miloudi, 2012. "ICT Small Businesses’ Access to Bank Financing," Post-Print hal-01121021, HAL.
  6. Ramzi Benkraiem & Frédéric Leroy & Waël Louhichi, 2012. "Football and Stock Market : An analysis of the volatility around the sporting results
    [Football et Bourse : Analyse de la volatilité autour des annonces de résultats]
    ," Post-Print halshs-00765924, HAL.

2011

  1. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2011. "Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext," Working Papers hal-00570307, HAL.
  2. Amélie Charles & Olivier Darné & Claude Diebolt, 2011. "A Revision of the US Business- Cycles Chronology 1790–1928," Working Papers hal-00570304, HAL.
  3. Amélie Charles & Olivier Darné & Claude Diebolt & Laurent Ferrara, 2011. "A new monthly chronology of the US industrial cycles in the prewar economy," EconomiX Working Papers 2011-27, University of Paris West - Nanterre la Défense, EconomiX.
  4. Ramzi Benkraiem & Frédéric Le Roy & Waël Louhichi, 2011. "Sporting performances and the volatility of listed football clubs," Post-Print hal-01121018, HAL.
  5. Ramzi Benkraiem, 2011. "SME Reliance on Bank Debt in France," Post-Print hal-01121014, HAL.

2010

  1. Amélie Charles & Olivier Darné, 2010. "A note on the uncertain trend in US real GNP: Evidence from robust unit root test," Working Papers hal-00547737, HAL.
  2. Amélie Charles & Olivier Darné & Fabien Tripier, 2010. "Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked?," Working Papers hal-00527122, HAL.
  3. Amélie Charles & Olivier Darné & Jae H. Kim, 2010. "Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates," Working Papers hal-00547722, HAL.
  4. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2010. "Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II," Working Papers hal-00473727, HAL.
  5. Amélie Charles & Olivier Darné & Jae H Kim, 2010. "Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis," Working Papers 2010.07, School of Economics, La Trobe University.
  6. Amélie Charles, 2010. "The day-of-the week effects on the volatility: The role of the asymmetry," Post-Print hal-00771136, HAL.
  7. Ramzi Benkraiem & Waël Louhichi & Frédéric Le Roy, 2010. "Sporting Performances and the Volatility of Listed English Football Clubs," Post-Print halshs-00601473, HAL.
  8. Ramzi Benkraiem & Anthony Miloudi, 2010. "Structure de financement des PME françaises du secteur TIC," Post-Print hal-00592445, HAL.
  9. Ramzi Benkraiem, 2010. "Investisseurs institutionnels et stratégies comptables des dirigeants," Post-Print hal-00834334, HAL.
  10. Ramzi Benkraiem, 2010. "Taille des entreprises et structure du capital : tests empiriques sur Euronext Paris," Post-Print hal-00575994, HAL.
  11. Ramzi Benkraiem, 2010. "The Financing Policy of French SMEs," Post-Print hal-01121007, HAL.

2009

  1. Olivier Darné & Amélie Charles, 2009. "Large shocks in U.S. macroeconomic time series: 1860–1988," Working Papers hal-00422502, HAL.
  2. Amélie Charles & Olivier Darné & Jean-François Hoarau, 2009. "Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?," Working Papers hal-00422522, HAL.
  3. Amélie Charles & Olivier Darné, 2009. "The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests," Post-Print hal-00771080, HAL.
  4. Amélie Charles & Olivier Darné, 2009. "Variance ratio tests of random walk: An overview," Post-Print hal-00771078, HAL.
  5. Amélie Charles & Olivier Darné, 2009. "The efficiency of the crude oil markets: Evidence from variance ratio tests," Post-Print hal-00771081, HAL.
  6. Ramzi Benkraiem & Waël Louhichi & Pierre Marques, 2009. "Market reaction to sporting results The case of European listed football clubs," Post-Print halshs-00428516, HAL.
  7. Ramzi Benkraiem, 2009. "Contrôle institutionnel et valorisation des résultats comptables," Post-Print hal-00677142, HAL.
  8. Ramzi Benkraiem, 2009. "Does the presence of independent directors influence accruals management?," Post-Print hal-00677135, HAL.

2008

  1. Olivier Darné & Amélie Charles, 2008. "The impact of outliers on transitory and permanent components in macroeconomic time series," Post-Print hal-00765362, HAL.
  2. Ramzi Benkraiem, 2008. "The influence of institutional investors on opportunistic earnings management," Post-Print hal-01120986, HAL.

2007

  1. Ramzi Benkraiem, 2007. "L'influence des investisseurs institutionnels sur les stratégies comptables des dirigeants," Post-Print halshs-00543085, HAL.
  2. Ramzi Benkraiem, 2007. "Diversité et importance des investisseurs institutionnels : Une comparaison franco-américaine," Post-Print hal-01120974, HAL.

2006

  1. Ramzi Benkraiem, 2006. "Performance sectorielle relative et gestion du résultat comptable," Post-Print halshs-00558248, HAL.
  2. Ramzi Benkraiem, 2006. "The effect of relative earnings performance on firms' accrual decisions: Evidence from France," Post-Print hal-00677200, HAL.

Journal articles

2016

  1. Ludovic Vigneron & Ramzi Benkraiem, 2016. "Does banking relationship configuration affect the risk-taking behavior of French SMEs?," Economics and Business Letters, Oviedo University Press, vol. 4(4), pages 166-174.
  2. Anthony Miloudi & Mondher Bouattour & Ramzi Benkraiem, 2016. "Relationships between Trading Volume, Stock Returns and Volatility: Evidence from the French Stock Market," Bankers, Markets & Investors, Groupe Revue Banque, issue 144, pages 44-58, September.

2015

  1. Charles, Amélie & Darné, Olivier & Tripier, Fabien, 2015. "Are Unit Root Tests Useful In The Debate Over The (Non)Stationarity Of Hours Worked?," Macroeconomic Dynamics, Cambridge University Press, vol. 19(01), pages 167-188, January.

2014

  1. Amelie Charles & Etienne Redor, 2014. "Women are from Venus, Men are from Mars: But Do the Financial Markets Know It?," Economics Bulletin, AccessEcon, vol. 34(1), pages 589-604.
  2. Charles, Amélie & Darné, Olivier, 2014. "Volatility persistence in crude oil markets," Energy Policy, Elsevier, vol. 65(C), pages 729-742.
  3. Charles, Amélie & Darné, Olivier, 2014. "Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 188-199.
  4. Olivier Darné & Amélie Charles & Claude Diebolt, 2014. "A revision of the US business-cycles chronology 1790-1928," Economics Bulletin, AccessEcon, vol. 34(1), pages 234-244.
  5. Ramzi Benkraiem, 2014. "Small business investment sensitivity of debt before and during the global crisis," Economics Bulletin, AccessEcon, vol. 34(2), pages 1185-1196.

2013

  1. Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2013. "Market efficiency in the European carbon markets," Energy Policy, Elsevier, vol. 60(C), pages 785-792.

2012

  1. Charles, Amélie & Darné, Olivier, 2012. "Trends and random walks in macroeconomic time series: A reappraisal," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 167-180.
  2. Amélie Charles & Olivier Darne & Jean-François Hoarau, 2012. "Convergence of real per capita GDP within COMESA countries: A panel unit root evidence," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(1), pages 53-71, August.
  3. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2012. "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1607-1626.
  4. Olivier Darné & Amélie Charles, 2012. "A note on the uncertain trend in US real GNP: Evidence from robust unit root tests," Economics Bulletin, AccessEcon, vol. 32(3), pages 2399-2406.

2011

  1. Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2011. "Testing the martingale difference hypothesis in CO2 emission allowances," Economic Modelling, Elsevier, vol. 28(1-2), pages 27-35, January.
  2. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2011. "Small sample properties of alternative tests for martingale difference hypothesis," Economics Letters, Elsevier, vol. 110(2), pages 151-154, February.
  3. Ramzi Benkraiem & Frédéric Le Roy & Waël Louhichi, 2011. "Sporting Performances and the Volatility of Listed Football Clubs," International Journal of Sport Finance, Fitness Information Technology, vol. 6(4), pages 283-297, November.

2010

  1. Charles, Amélie, 2010. "The day-of-the-week effects on the volatility: The role of the asymmetry," European Journal of Operational Research, Elsevier, vol. 202(1), pages 143-152, April.
  2. Amélie Charles, 2010. "Does the day-of-the-week effect on volatility improve the volatility forecasts?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(3), pages 257-262, February.

2009

  1. Charles, Amélie & Darné, Olivier, 2009. "The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests," Economic Systems, Elsevier, vol. 33(2), pages 117-126, June.
  2. Amélie Charles & Olivier Darné, 2009. "Variance-Ratio Tests Of Random Walk: An Overview," Journal of Economic Surveys, Wiley Blackwell, vol. 23(3), pages 503-527, 07.
  3. Charles, Amélie & Darné, Olivier, 2009. "The efficiency of the crude oil markets: Evidence from variance ratio tests," Energy Policy, Elsevier, vol. 37(11), pages 4267-4272, November.
  4. Amelie Charles & Olivier Darne, 2009. "Testing for Random Walk Behavior in Euro Exchange Rates," Economie Internationale, CEPII research center, issue 119, pages 25-45.

2008

  1. Amélie Charles, 2008. "Forecasting volatility with outliers in GARCH models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(7), pages 551-565.
  2. Olivier Darné & Amélie Charles, 2008. "The impact of outliers on transitory and permanent components in macroeconomic time series," Economics Bulletin, AccessEcon, vol. 3(60), pages 1-9.
  3. Corentin Curchod, 2008. "Stratégies d’intermédiation et dynamiques de chaînes de valeur:leçons tirées de l’intermédiation électronique," Revue Finance Contrôle Stratégie, revues.org, vol. 11(2), pages 7-28, June.
  4. Ramzi Benkraiem, 2008. "The influence of institutional investors on opportunistic earnings management," International Journal of Accounting, Auditing and Performance Evaluation, Inderscience Enterprises Ltd, vol. 5(1), pages 89-106.

2006

  1. Charles, Amelie & Darne, Olivier, 2006. "Large shocks and the September 11th terrorist attacks on international stock markets," Economic Modelling, Elsevier, vol. 23(4), pages 683-698, July.

2005

  1. Charles, Amelie & Darne, Olivier, 2005. "Outliers and GARCH models in financial data," Economics Letters, Elsevier, vol. 86(3), pages 347-352, March.

2003

  1. Corentin Curchod, 2003. "La méthode comparative en sciences de gestion:vers une approche quali-quantitative de la réalité managériale," Revue Finance Contrôle Stratégie, revues.org, vol. 6(2), pages 155-177, June.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.