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Publications

by members of

ICN Business School
Metz/Nancy, France

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2023

  1. Olivier Mesly & Nicolas Huck, 2023. "Dark financial profile leading to debt traps – A theoretical framework," Post-Print hal-04056825, HAL.

2020

  1. Carmela D’avino, 2020. "Business cycle synchronization: The role of US global banks," Post-Print hal-02972712, HAL.
  2. Kevin Marsh & Janine van Til & Elizabeth Molsen-David & Christin Juhnke & Natalia A. Hawken & Elisabeth Oehrlein & Christy Choi & Alejandra Duenas & Wolfgang Greiner & Kara Haas & Mickael Hiligsmann &, 2020. "Health Preference Research in Europe: A Review of Its Use in Marketing Authorization, Reimbursement, and Pricing Decisions—Report of the ISPOR Stated Preference Research Special Interest Group," Post-Print hal-02972372, HAL.
  3. Olivier Mesly, 2020. "Spinning: Zooming in an Atypical Consumer Behavior," Post-Print hal-02973649, HAL.
  4. Olivier Mesly & David W. Shanafelt & Nicolas Huck & François-Éric Racicot, 2020. "From wheel of fortune to wheel of misfortune : Financial crises, cycles, and consumer predation," Post-Print hal-02973657, HAL.
  5. Olivier Mesly & David W. Shanafelt & Nicolas Huck, 2020. "Dysfunctional markets: A spray of prey perspective," Working Papers of BETA 2020-34, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.

2019

  1. Nicolas Huck, 2019. "Large data sets and machine learning: Applications to statistical arbitrage," Post-Print hal-02143971, HAL.
  2. Annabelle Glaize & Alejandra Duenas & Christine Di Martinelly & Isabelle Fagnot, 2019. "Healthcare decision-making applications using multicriteria decision analysis: A scoping review," Post-Print hal-02114521, HAL.

2018

  1. Christine Di Martinelly & Alejandra Duenas & Dangkhoi Pham, 2018. "Integration of operating room advance scheduling and allocation scheduling while considering the resource constraints: A multiobjective genetic algorithm approach," Post-Print hal-02612781, HAL.
  2. Olivier Mesly & Imed Chkir & François-Éric Racicot, 2018. "Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?," Post-Print hal-01924972, HAL.
  3. François-Éric Racicot & William Rentz & Alfred Kahl & Olivier Mesly, 2018. "Examining the dynamics of illiquidity risks within the phases of the business cycle," Post-Print hal-02014700, HAL.

2017

  1. Christopher Krauss & Xuan Anh Do & Nicolas Huck, 2017. "Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500," Post-Print hal-01515120, HAL.
  2. Carmela d'Avino, 2017. "Banking regulation and the changing geography of off-balance sheet activities," Post-Print hal-01893460, HAL.
  3. Alejandra Duenas, 2017. "Toblerone size change ; Please don’t tell me it was BREXIT !," Post-Print hal-01814379, HAL.
  4. Christine Di Martinelly & Christophe Garonne & Alejandra Duenas, 2017. "The Impact of Health Policy on The Pharmaceutical Supply Chain In France," Post-Print hal-02992862, HAL.
  5. Brian Reddy & Praveen Thokala & Alejandra Duenas, 2017. "MCDA for Resource Allocation at a Local Level: An Application in the UK," Post-Print hal-03272844, HAL.
  6. Christine Di Martinelly & G. Yazgi Tütüncü & Joaquin Aguado & Alejandra Duenas, 2017. "A Multi-objective Hospital Operating Room Planning and Scheduling Problem Using Compromise Programming," Post-Print hal-03272706, HAL.

2016

  1. Brian P. Reddy & Praveen Thokala & Alison Iliff & Kerry Warhurst & Helen Chambers & Lynsey Bowker & Stephen J. Walters & Alejandra Duenas & Michael P. Kelly, 2016. "Using MCDA to generate and interpret evidence to inform local government investment in public health," Post-Print hal-01562998, HAL.
  2. Christine Di Martinelly & Alejandra Duenas & Isabelle Fagnot & Annabelle Glaize, 2016. "MCDA applied to health care," Post-Print hal-03272751, HAL.

2015

  1. Nicolas Huck & Komivi Afawubo, 2015. "Pairs trading and selection methods: Is cointegration superior?," Post-Print hal-01508010, HAL.
  2. Nicolas Huck, 2015. "Pairs trading: does volatility timing matter?," Post-Print hal-01507986, HAL.

2014

  1. D'Avino, Carmela, 2014. "US Banks’ International Balance Sheet Linkages: A Data Survey," MPRA Paper 69422, University Library of Munich, Germany.
  2. Bernard GARRETTE & Asli KOZAN & Thomas ROULET, 2014. "Défis au Bas de la Pyramide," Working Papers 2014-427, Department of Research, Ipag Business School.

2013

  1. Nicolas Huck & Jacky Koehl & Anna Samoliotova & Stéphanie Thiéry, 2013. "Plateforme de formation pour la certification par l'AMF d'un examen relatif aux connaissances des acteurs de marché," Post-Print hal-01514576, HAL.
  2. Nicolas Huck, 2013. "The high sensitivity of pairs trading returns," Post-Print hal-01514549, HAL.
  3. D’Avino, C., 2013. "Net interoffice accounts of global banks: the role of domestic funding," Working papers 448, Banque de France.
  4. D'Avino, Carmela, 2013. "Pro-Cyclical Banking Leverage in France: On its Existence and Management," MPRA Paper 69056, University Library of Munich, Germany.

2012

  1. A. Duenas, 2012. "Cost-minimization analysis," Post-Print hal-00813818, HAL.
  2. P. Thokala & A. Duenas, 2012. "Multiple Criteria Decision Analysis for Health Technology Assessment," Post-Print hal-00800398, HAL.

2011

  1. E.S. Everson-Hock & R. Jones & L. Guillaume & J. Clapton & A. Duenas & E. Goyder & J. Chilcott & J. Cooke & N. Payne & L.M. Sheppard & C. Swann, 2011. "Supporting the transition of looked-after young people to independent living: a systematic review of interventions and adult outcomes," Post-Print hal-00800435, HAL.

2010

  1. D'Avino, Carmela & Lucchetta, Marcella, 2010. "Opacity of Banks and Runs with Solvency," MPRA Paper 24166, University Library of Munich, Germany.

2009

  1. A. Pandor & R.M. Ara & I. Tumur & A.J. Wilkinson & S. Paisley & A. Duenas & P.N. Durrington & J. Chilcott, 2009. "Ezetimibe monotherapy for cholesterol lowering in 2,722 people: systematic review and meta-analysis of randomized controlled trials," Post-Print hal-00800455, HAL.
  2. E.L. Simpson & A. Duenas & M.W. Holmes & D. Papaioannou & J. Chilcott, 2009. "Spinal cord stimulation for chronic pain of neuropathic or ischaemic origin: systematic review and economic evaluation," Post-Print hal-00800443, HAL.
  3. A. Duenas & G.Y. Tütüncü & J.B. Chilcott, 2009. "A genetic algorithm approach to the nurse scheduling problem with fuzzy preferences," Post-Print hal-00575611, HAL.

2005

  1. Nicolas Huck & Dominique Guegan, 2005. "On the use of nearest neighbors in finance," Post-Print halshs-00180858, HAL.

Journal articles

2023

  1. Mesly, Olivier, 2023. "Irrational exuberance and deception — Why markets spin out of control," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
  2. Olivier Mesly & Silvester Ivanaj, 2023. "Are Consumer Financial Spinning and its Propensity to Deceive Counterproductive Economic Behaviors?," Journal of Economic Issues, Taylor & Francis Journals, vol. 57(3), pages 777-792, July.
  3. Olivier Mesly & Hareesh Mavoori & Nicolas Huck, 2023. "The Role of Financial Spinning, Learning, and Predation in Market Failure," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 14(1), pages 517-543, March.

2022

  1. Lysandrou, Photis & Shabani, Mimoza & D’Avino, Carmela, 2022. "The explosive growth of the US ABCP market between 2004 and 2007: An integrated empirical analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 31-46.
  2. Carmela D’Avino & Eric Girardin & Mimoza Shabani, 2022. "Bank liquidity creation: A new global dataset for developing and emerging countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(2), pages 529-570, May.
  3. Olivier Mesly & Maria Petrescu & Alexandra Mesly, 2022. "Terminology Matters: A Review on the Concept of Economic Predation," Journal of Economic Issues, Taylor & Francis Journals, vol. 56(4), pages 959-987, October.

2021

  1. Olivier Mesly, 2021. "Buy Now and Pay (Dearly) Later: Unraveling Consumer Financial Spinning," IJFS, MDPI, vol. 9(4), pages 1-21, September.
  2. Olivier Mesly & Hareesh Mavoori & François-Éric Racicot, 2021. "Too Big to Fail or Too Deceitful to be Caught?," Journal of Economic Issues, Taylor & Francis Journals, vol. 55(3), pages 736-759, July.
  3. Olivier Mesly & David W. Shanafelt & Nicolas Huck, 2021. "Dysfunctional Markets: A Spray of Prey Perspective," Journal of Economic Issues, Taylor & Francis Journals, vol. 55(3), pages 797-819, July.

2020

  1. Mimoza Shabani & Carmela D'Avino, 2020. "A new approach to measuring universal banking," Bulletin of Economic Research, Wiley Blackwell, vol. 72(4), pages 353-379, October.
  2. Carmela D'Avino, 2020. "Business cycle synchronization: The role of US global banks," Economics Bulletin, AccessEcon, vol. 40(3), pages 1863-1878.
  3. Carmela D’Avino, 2020. "Global Banking and Macroprudential Policy: New Evidence on U.S. Banks," Journal of Economic Issues, Taylor & Francis Journals, vol. 54(4), pages 1095-1121, October.
  4. Olivier Mesly & David W. Shanafelt & Nicolas Huck & François‐Éric Racicot, 2020. "From wheel of fortune to wheel of misfortune: Financial crises, cycles, and consumer predation," Journal of Consumer Affairs, Wiley Blackwell, vol. 54(4), pages 1195-1212, December.
  5. Huck, Nicolas & Mavoori, Hareesh & Mesly, Olivier, 2020. "The rationality of irrationality in times of financial crises," Economic Modelling, Elsevier, vol. 89(C), pages 337-350.

2019

  1. Carmela D’Avino, 2019. "Extraterritoriality of swaps regulation and regulatory arbitrage," Journal of Regulatory Economics, Springer, vol. 56(2), pages 167-187, December.
  2. Nicole Cerpa Vielma & Hasan Cömert & Carmela D’Avino & Gary Dymski & Annina Kaltenbrunner & Eirini Petratou & Mimoza Shabani, 2019. "Too big to manage: US megabanks’ competition by innovation and the microfoundations of financialization," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 43(4), pages 1103-1121.
  3. François-Eric Racicot & William F. Rentz & Alfred Kahl & Olivier Mesly, 2019. "Examining the dynamics of illiquidity risks within the phases of the business cycle," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 19(2), pages 117-131, June.
  4. Mesly, Olivier & Chkir, Imed & Racicot, François-Éric, 2019. "Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?," Economic Modelling, Elsevier, vol. 78(C), pages 11-31.

2018

  1. D'Avino, Carmela, 2018. "Quantitative easing, global banks and the international bank lending channel," Economic Modelling, Elsevier, vol. 71(C), pages 234-246.
  2. Olivier Mesly & François-Éric Racicot, 2018. "Heteroscedasticity of deviations in market bubble moments – how the goods and bads lead to the ugly," Applied Economics, Taylor & Francis Journals, vol. 50(32), pages 3441-3463, July.

2017

  1. Krauss, Christopher & Do, Xuan Anh & Huck, Nicolas, 2017. "Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500," European Journal of Operational Research, Elsevier, vol. 259(2), pages 689-702.
  2. D’Avino, Carmela, 2017. "Banking regulation and the changing geography of off-balance sheet activities," Economics Letters, Elsevier, vol. 157(C), pages 155-158.
  3. Olivier Mesly & François-Éric Racicot, 2017. "A stylized model of home buyers’ and bankers’ behaviours during the 2007-2009 US subprime mortgage crisis: a predatory perspective," Applied Economics, Taylor & Francis Journals, vol. 49(9), pages 915-928, February.

2016

  1. Carmela D’Avino, 2016. "US banks’ international balance sheet linkages: a data survey," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 8(4), pages 514-531, November.
  2. Brian Reddy & Praveen Thokala & Alison Iliff & Kerry Warhurst & Helen Chambers & Lynsey Bowker & Stephen J. Walters & Alejandra Duenas & Michael P. Kelly, 2016. "Using MCDA to generate and interpret evidence to inform local government investment in public health," EURO Journal on Decision Processes, Springer;EURO - The Association of European Operational Research Societies, vol. 4(3), pages 161-181, November.
  3. Olivier Mesly & Stéphane Bouchard, 2016. "Predatory-Prey Decision Making During Market Bubbles—Preliminary Evidence from a Neurobiological Study," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 17(3), pages 293-308, July.

2015

  1. Nicolas Huck & Komivi Afawubo, 2015. "Pairs trading and selection methods: is cointegration superior?," Applied Economics, Taylor & Francis Journals, vol. 47(6), pages 599-613, February.
  2. Nicolas Huck, 2015. "Pairs trading: does volatility timing matter?," Applied Economics, Taylor & Francis Journals, vol. 47(57), pages 6239-6256, December.
  3. Carmela D'Avino, 2015. "Net Interoffice Accounts of Global Banks: The Role of Domestic Funding," IJFS, MDPI, vol. 3(3), pages 1-17, June.
  4. Carmela D’Avino, 2015. "Pro-Cyclical Banking Leverage in France: On its Existence and Management," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 5(5), pages 1-11.
  5. Olivier Mesly, 2015. "Wealth Maximization in the Context of Blind Trust – A Neurobiological Research," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 16(3), pages 250-266, July.

2014

  1. Olivier Mesly, 2014. "The Core of Predation: The Predatory Core—Finding the Neurobiological Center of Financial Predators and Preys," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 15(3), pages 214-225, July.
  2. Olivier Mesly & María del Carmen de la Orden de la Cruz & Juan Francisco Núñez Grapain, 2014. "Preferred shares in Spain: a case of financial predation?," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 39(37), pages 77-99, January-J.

2013

  1. Nicolas Huck, 2013. "The high sensitivity of pairs trading returns," Applied Economics Letters, Taylor & Francis Journals, vol. 20(14), pages 1301-1304, September.

2010

  1. Huck, Nicolas, 2010. "Pairs trading and outranking: The multi-step-ahead forecasting case," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1702-1716, December.

2009

  1. Huck, Nicolas, 2009. "Pairs selection and outranking: An application to the S&P 100 index," European Journal of Operational Research, Elsevier, vol. 196(2), pages 819-825, July.

2008

  1. Alejandra Duenas & Dobrila Petrovic, 2008. "An approach to predictive-reactive scheduling of parallel machines subject to disruptions," Annals of Operations Research, Springer, vol. 159(1), pages 65-82, March.

2005

  1. Dominique Guégan & Nicolas Huck, 2005. "On the use of Nearest Neighbors in finance," Finance, Presses universitaires de Grenoble, vol. 26(2), pages 67-86.

Chapters

2022

  1. Olivier Mesly, 2022. "Consumer financial spinning and market stress factors in emerging markets," Chapters, in: Duc K. Nguyen (ed.), Handbook of Banking and Finance in Emerging Markets, chapter 21, pages 394-418, Edward Elgar Publishing.

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