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Publications

by members of

John Molson School of Business
Concordia University
Montréal, Canada

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. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books |

Working papers

Undated material is listed at the end

2017

  1. George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2017. "Mispriced Index Option Portfolios," NBER Working Papers 23708, National Bureau of Economic Research, Inc.

2013

  1. Pierre Bonetti & Antonio Parbonetti & Michel Magnan, 2013. "The Influence of Country- and Firm-Level Governance on Financial Reporting Quality: Revisiting the Evidence," CIRANO Working Papers 2013s-03, CIRANO.
  2. Bryan Campbell & Laurence Allaire & Vinh Nguyen & Richard Guay & Michel Magnan, 2013. "Retraite et RVER au Québec - Enjeux et produits de décaissement," CIRANO Project Reports 2013rp-02, CIRANO.

2011

  1. Lefter, Alexandru & Sand, Benjamin M., 2011. "Job Polarization in the U.S.: A Reassessment of the Evidence from the 1980s and 1990s," Economics Working Paper Series 1103, University of St. Gallen, School of Economics and Political Science.
  2. Richard Guay & Michel Magnan & Bryan Campbell & Laurence Allaire, 2011. "Pensions 4-2 au Québec : Vers un nouveau partenariat," CIRANO Project Reports 2011rp-08, CIRANO.
  3. Andrea Menini & Michel Magnan & Antonio Parbonetti, 2011. "Fair Value Accounting: Information or Confusion for Financial Markets?," CIRANO Working Papers 2011s-56, CIRANO.

2010

  1. Christos Constantatos & Stylianos Perrakis, 2010. "On the Impact of Financial Structure on Product Selection," Discussion Paper Series 2010_11, Department of Economics, University of Macedonia, revised Nov 2010.
  2. George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2010. "Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence," NBER Working Papers 16302, National Bureau of Economic Research, Inc.
  3. Sylvie St-Onge & Michel Magnan, 2010. "Les femmes au sein des conseils d'administration : Un bilan des connaissances," CIRANO Working Papers 2010s-41, CIRANO.
  4. Denis Cormier & Marie-Josée Ledoux & Michel Magnan, 2010. "The Informational Contribution of Social and Environmental Disclosures for Investors," Post-Print hal-00481571, HAL.

2009

  1. Robert Amzallag & Michel Magnan & Bryan Campbell, 2009. "La crise financière vue par un banquier," CIRANO Burgundy Reports 2009rb-01, CIRANO.
  2. Michel Magnan, 2009. "Fair Value Accounting and the Financial Crisis: Messenger or Contributor?," CIRANO Working Papers 2009s-27, CIRANO.
  3. Michel Magnan & Daniel Thornton, 2009. "Fair Value Accounting," CIRANO Working Papers 2009s-47, CIRANO.
  4. Michel Magnan, 2009. "Comptabilisation à la juste valeur et crise financière : rôle indicatif ou contributif?," CIRANO Working Papers 2009s-25, CIRANO.
  5. Robert Amzallag & Michel Magnan & Bryan Campbell, 2009. "A Banker's Perspective on the Financial Crisis," CIRANO Burgundy Reports 2009rb-02, CIRANO.

2008

  1. George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis, 2008. "Mispricing of S&P 500 Index Options," NBER Working Papers 14544, National Bureau of Economic Research, Inc.
  2. Stylianos Perrakis & Christos Constantatos & Jean Lefoll, 2008. "Financial Structure and Product Qualities," Discussion Paper Series 2008_15, Department of Economics, University of Macedonia, revised Dec 2008.

2007

  1. Constantinides, George M. & Jackwerth, Jens Carsten & Perrakis, Stylianos, 2007. "Option Pricing: Real and Risk-Neutral Distributions," MPRA Paper 11637, University Library of Munich, Germany.

2006

  1. AERTS, Walter & CORMIER, Denis & MAGNAN, Michel, 2006. "The intertwining of financial analyst behaviour and web-based performance transparency," Working Papers 2006010, University of Antwerp, Faculty of Business and Economics.

2004

  1. AERTS, Walter & CORMIER, Denis & MAGNAN, Michel, 2004. "Financial analysts' concerns, media exposure and corporate environmental communication. Accounting for simultaneous relationships in an international perspective," Working Papers 2005003, University of Antwerp, Faculty of Business and Economics.

2003

  1. Denis Cormier & Michel Magnan, 2003. "Les Modes De Divulgation D'Informations Environnementales : Une Analyse Intersectorielles," Post-Print halshs-00582749, HAL.

2002

  1. Jean LEFOLL & Stylianos PERRAKIS, 2002. "Financial Structure and Market Equilibrium in a Vertically Differentiated Industry," FAME Research Paper Series rp96, International Center for Financial Asset Management and Engineering.
  2. George M. Constantinides & Stylianos Perrakis, 2002. "Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs," NBER Working Papers 8867, National Bureau of Economic Research, Inc.

2000

  1. Philippe Desbrières & Sylvie Saint-Onge & Michel Magnan, 2000. "Les plans d'option sur actions:théorie et pratique," Working Papers CREGO 1000102, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
  2. Magnan, M. & Roussel, P. & Saint-Onge, S. & Trepo, G., 2000. "La remuneration des dirigeants d'entreprise: debats, enjeux et bilans," Papers 305, LIRHE - Universite des sciences sociales Toulouse.

1999

  1. Stylianos PERRAKIS & Jean LEFOLL, 1999. "Option Pricing and Replication with Transaction Costs and Dividends," FAME Research Paper Series rp8, International Center for Financial Asset Management and Engineering.
  2. Fall Mahé Léna & Denis Cormier & Michel Magnan, 1999. "La Relation Entre L'Octroi D'Options Sur Actions Et Les Indicateurs Comptables Et Financiers : Une Étude Canadienne," Post-Print halshs-00587742, HAL.
  3. Cormier, D. & Magnan, M. & Zeghal, D., 1999. "Earnings, Cash Flows and Value-Added as Performance Metrics: an International Comparison," Papers 99-03, Ecole des Hautes Etudes Commerciales de Montreal-.

1998

  1. Cormier, D. & Magnan, M. & Morard, B., 1998. "The Contractual and Value Relevances of Reported Earnings in an Unregulated Information Market: The Case of Switzerland," Papers 98.19, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.

1997

  1. Cormier, D & Magnan, M & Morard, B, 1997. "La gestion strategique des resultats. Le modele anglo-saxon convient-il au contexte suisse?," Papers 97.02, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.

1996

  1. Constantatos, C. & Perrakis, S., 1996. "Entry and Minimum Quality Standards in a Vertically Differentiated Industry," Papers 9611, Laval - Recherche en Energie.
  2. Cormier, D. & Magnan, M. & Morard, B., 1996. "Le cout implicite de la pollution industrielle imputee aux entreprises: un etude de valorisation," Papers 96.01, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.

1990

  1. Christos Constantatos & Stylianos Perrakis, 1990. "Monopoly, Entry and Market Coverage in a Vertically Differentiated Market," Carleton Industrial Organization Research Unit (CIORU) 90-02, Carleton University, Department of Economics.

1989

  1. Christos Constantatos & Stylianos Perrakis, 1989. "Monopoly And Market Coverage In A Vertically Differentiated Market," Carleton Industrial Organization Research Unit (CIORU) 89-08, Carleton University, Department of Economics.
  2. Christos Constantatos & Stylianos Perrakis, 1989. "Vertical Differentiation And Entry Threat In A Natural Duopoly," Carleton Industrial Organization Research Unit (CIORU) 89-13, Carleton University, Department of Economics.

Undated

  1. Alexandru M. Lefter & Brian P. McCall, "undated". "Decomposing Wage Distributions with Self-Selection," Working Papers 0705, Human Resources and Labor Studies, University of Minnesota (Twin Cities Campus).
  2. AERTS, Walter & CORMIER, Denis & MAGNAN, Michel, "undated". "Intra-industry imitation in corporate environmental disclosure: A neo-institutional perspective," Working Papers 2003028, University of Antwerp, Faculty of Business and Economics.

Journal articles

2022

  1. Stylianos Perrakis, 2022. "From innovation to obfuscation: continuous time finance fifty years later," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(3), pages 369-401, September.
  2. Ajirloo, Bahman Fathi & Switzer, Lorne N., 2022. "Self-disclosed peer effects on corporate capital structure," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).

2021

  1. Kryzanowski, Lawrence & Perrakis, Stylianos & Zhong, Rui, 2021. "Financial oligopolies and parallel exclusion in the credit default swap markets," Journal of Financial Markets, Elsevier, vol. 56(C).
  2. Hamed Ghanbari & Michael Oancea & Stylianos Perrakis, 2021. "Shedding light on a dark matter: Jump diffusion and option‐implied investor preferences," European Financial Management, European Financial Management Association, vol. 27(2), pages 244-286, March.
  3. Constantinides, George M. & Czerwonko, Michal & Jackwerth, Jens Carsten & Perrakis, Stylianos, 2021. "Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply," Critical Finance Review, now publishers, vol. 10(1), pages 57-63, April.

2020

  1. George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2020. "Mispriced index option portfolios," Financial Management, Financial Management Association International, vol. 49(2), pages 297-330, June.
  2. Lee, Seungho & Meslmani, Nabil El & Switzer, Lorne N., 2020. "Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets," Research in International Business and Finance, Elsevier, vol. 53(C).

2019

  1. Lee, Seungho & Switzer, Lorne N. & Wang, Jun, 2019. "Risk, culture and investor behavior in small (but notorious) Eurozone countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 60(C), pages 89-110.

2018

  1. Stylianos Perrakis & Ali Boloorforoosh, 2018. "Catastrophe futures and reinsurance contracts: An incomplete markets approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(1), pages 104-128, January.
  2. Switzer, Lorne N. & Tu, Qiao & Wang, Jun, 2018. "Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 52(C), pages 196-210.

2017

  1. Kryzanowski, Lawrence & Perrakis, Stylianos & Zhong, Rui, 2017. "Price discovery in equity and CDS markets," Journal of Financial Markets, Elsevier, vol. 35(C), pages 21-46.
  2. Stylianos Perrakis & Rui Zhong, 2017. "Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach," European Financial Management, European Financial Management Association, vol. 23(5), pages 873-901, October.
  3. Switzer, Lorne N. & Wang, Jun, 2017. "Institutional investment horizon, the information environment, and firm credit risk," Journal of Financial Stability, Elsevier, vol. 29(C), pages 57-71.
  4. Lorne N. Switzer & Jun Wang, 2017. "An event based approach for quantifying the effects of securities fraud in the IT industry," Information Systems Frontiers, Springer, vol. 19(3), pages 457-467, June.
  5. Switzer, Lorne N. & Tahaoglu, Cagdas & Zhao, Yun, 2017. "Volatility measures as predictors of extreme returns," Review of Financial Economics, Elsevier, vol. 35(C), pages 1-10.
  6. Lorne N. Switzer & Jun Wang & Seungho Lee, 2017. "Extreme risk and small investor behavior in developed markets," Journal of Asset Management, Palgrave Macmillan, vol. 18(6), pages 457-475, October.

2016

  1. Michal Czerwonko & Stylianos Perrakis, 2016. "Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 6(04), pages 1-23, December.
  2. Michal Czerwonko & Stylianos Perrakis, 2016. "Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics II: Economic Implications," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 6(04), pages 1-28, December.
  3. Switzer, Lorne N. & Picard, Alan, 2016. "Stock market liquidity and economic cycles: A non-linear approach," Economic Modelling, Elsevier, vol. 57(C), pages 106-119.

2015

  1. Perrakis, Stylianos & Zhong, Rui, 2015. "Credit spreads and state-dependent volatility: Theory and empirical evidence," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 215-231.
  2. Jean-Michel Sahut & Lorne Switzer, 2015. "Special issue: Ethical finance and governance. Introduction," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 19(2), pages 255-257, May.
  3. Diego Cueto & Lorne Switzer, 2015. "Intraday market liquidity, corporate governance, and ownership structure in markets with weak shareholder protection: evidence from Brazil and Chile," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 19(2), pages 395-419, May.
  4. Switzer, Lorne N. & Tahaoglu, Cagdas, 2015. "The benefits of international diversification: market development, corporate governance, market cap, and structural change effects," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 76-97.
  5. Lorne Switzer & Alan Picard, 2015. "Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 19(3), pages 169-221, September.
  6. Ohjin Kwon & Anthony J. Dukes & S. Siddarth & Jorge M. Silva-Risso, 2015. "The Informational Role of Product Trade-Ins for Pricing Durable Goods," Journal of Industrial Economics, Wiley Blackwell, vol. 63(4), pages 736-762, December.

2013

  1. Perrakis, Stylianos & Boloorforoosh, Ali, 2013. "Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3157-3168.
  2. Sylvie St-Onge & Michel Magnan, 2013. "Les femmes au sein des conseils d’administration:bilan des connaissances et voies de recherche futures - Women on Corporate Boards:Taking Stock and Future Research," Revue Finance Contrôle Stratégie, revues.org, vol. 16(1), pages 25-47, March.
  3. Michelle Rodrigue & Michel Magnan & Charles Cho, 2013. "Is Environmental Governance Substantive or Symbolic? An Empirical Investigation," Journal of Business Ethics, Springer, vol. 114(1), pages 107-129, April.
  4. Denis Cormier & Pascale Lapointe-Antunes & Michel Magnan, 2013. "Non-GAAP Reporting by REITs and Other Flow-Through Entities: Reliability and Valuation Evidence," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 41(4), pages 457-459, December.

2012

  1. Denis Cormier & Marie-Josée Ledoux & Michel Magnan, 2012. "The moderating effect of voluntary disclosure on the relation between earnings quality and information asymmetry: some Canadian evidence," International Journal of Accounting, Auditing and Performance Evaluation, Inderscience Enterprises Ltd, vol. 8(2), pages 157-183.
  2. Yaqi Shi & Michel Magnan & Jeong-Bon Kim, 2012. "Do countries matter for voluntary disclosure? Evidence from cross-listed firms in the US," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 43(2), pages 143-165, February.
  3. Paul André & Samer Khalil & Michel Magnan, 2012. "The adoption of deferred share unit plans for outside directors: economic and social determinants," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 16(1), pages 81-105, February.

2011

  1. Khoury, Nabil & Perrakis, Stylianos & Savor, Marko, 2011. "Competition, interlisting and market structure in options trading," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 104-117, January.
  2. George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2011. "Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence," Journal of Finance, American Finance Association, vol. 66(4), pages 1407-1437, August.
  3. Michel Magnan & Garen Markarian, 2011. "Accounting, Governance and the Crisis: Is Risk the Missing Link?," European Accounting Review, Taylor & Francis Journals, vol. 20(2), pages 215-231.

2010

  1. Nabil Khoury & Stylianos Perrakis & Marko Savor, 2010. "PIP Transactions, Price Improvement, Informed Trades and Order Execution Quality," European Financial Management, European Financial Management Association, vol. 16(2), pages 211-228, March.
  2. Denis Cormier & Walter Aerts & Marie‐Josée Ledoux & Michel Magnan, 2010. "Web‐Based Disclosure About Value Creation Processes: A Monitoring Perspective," Abacus, Accounting Foundation, University of Sydney, vol. 46(3), pages 320-347, September.
  3. Lorne N. Switzer & Haibo Fan, 2010. "Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment," International Econometric Review (IER), Econometric Research Association, vol. 2(1), pages 11-35, April.
  4. Switzer, Lorne N., 2010. "The behaviour of small cap vs. large cap stocks in recessions and recoveries: Empirical evidence for the United States and Canada," The North American Journal of Economics and Finance, Elsevier, vol. 21(3), pages 332-346, December.

2009

  1. George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis, 2009. "Mispricing of S&P 500 Index Options," Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1247-1277, March.
  2. Timothy Fogarty & Michel Magnan & Garen Markarian & Serge Bohdjalian, 2009. "Inside Agency: The Rise and Fall of Nortel," Journal of Business Ethics, Springer, vol. 84(2), pages 165-187, January.
  3. Lapointe-Antunes, Pascale & Cormier, Denis & Magnan, Michel, 2009. "Value relevance and timeliness of transitional goodwill-impairment losses: Evidence from Canada," The International Journal of Accounting, Elsevier, vol. 44(1), pages 56-78, March.
  4. Lorne N. Switzer & Hui Lin, 2009. "Corporate governance, compliance and valuation effects of Sarbanes-Oxley on US and foreign firms," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, vol. 4(4), pages 400-426.

2008

  1. Aerts, Walter & Cormier, Denis & Magnan, Michel, 2008. "Corporate environmental disclosure, financial markets and the media: An international perspective," Ecological Economics, Elsevier, vol. 64(3), pages 643-659, January.
  2. Kalyta, Paul & Magnan, Michel, 2008. "Executive pensions, disclosure quality, and rent extraction," Journal of Accounting and Public Policy, Elsevier, vol. 27(2), pages 133-166.
  3. Samer Khalil & Michel Magnan & Paul André, 2008. "The Adoption of Deferred Share Unit Plans for Outside Directors and Shareholder Wealth," Corporate Governance: An International Review, Wiley Blackwell, vol. 16(3), pages 210-224, May.

2007

  1. Cormier, Denis & Magnan, Michel, 2007. "The revisited contribution of environmental reporting to investors' valuation of a firm's earnings: An international perspective," Ecological Economics, Elsevier, vol. 62(3-4), pages 613-626, May.
  2. Pascale Lapointe-Antunes & Denis Cormier & Michel Magnan, 2007. "Performance measures quality and value relevance in flow-through organisational structures: the case of Canadian income trusts," International Journal of Accounting, Auditing and Performance Evaluation, Inderscience Enterprises Ltd, vol. 4(6), pages 547-571.
  3. Walter Aerts & Denis Cormier & Michel Magnan, 2007. "The Association Between Web‐Based Corporate Performance Disclosure and Financial Analyst Behaviour Under Different Governance Regimes," Corporate Governance: An International Review, Wiley Blackwell, vol. 15(6), pages 1301-1329, November.
  4. Switzer, Lorne N., 2007. "Corporate governance, Sarbanes-Oxley, and small-cap firm performance," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(5), pages 651-666, December.
  5. Lorne N. Switzer & Mario El‐Khoury, 2007. "Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(1), pages 61-84, January.
  6. Bala G Arshanapalli & Lorne N Switzer & Karim Panju, 2007. "Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes," Journal of Asset Management, Palgrave Macmillan, vol. 8(1), pages 9-23, May.

2006

  1. Michel Magnan, 2006. "Les options sur actions:création de richesse pour les actionnaires ou enrichissement des dirigeants au détriment des actionnaires?," Revue Finance Contrôle Stratégie, revues.org, vol. 9(3), pages 221-235, September.
  2. Aerts, Walter & Cormier, Denis & Magnan, Michel, 2006. "Intra-industry imitation in corporate environmental reporting: An international perspective," Journal of Accounting and Public Policy, Elsevier, vol. 25(3), pages 299-331.
  3. Pascale Lapointe-Antunes & Denis Cormier & Michel Magnan & Sophie Gay-Angers, 2006. "On the Relationship between Voluntary Disclosure, Earnings Smoothing and the Value-Relevance of Earnings: The Case of Switzerland," European Accounting Review, Taylor & Francis Journals, vol. 15(4), pages 465-505.
  4. Lorne N. Switzer & Catherine Kelly, 2006. "Corporate governance mechanisms and the performance of small-cap firms in Canada," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, vol. 2(3/4), pages 294-328.

2005

  1. Michel Magnan & Sylvie St‐Onge, 2005. "The Impact of Profit Sharing on the Performance of Financial Services Firms," Journal of Management Studies, Wiley Blackwell, vol. 42(4), pages 761-791, June.
  2. Denis Cormier & Michel Magnan & Barbara Van Velthoven, 2005. "Environmental disclosure quality in large German companies: Economic incentives, public pressures or institutional conditions?," European Accounting Review, Taylor & Francis Journals, vol. 14(1), pages 3-39.

2004

  1. Perrakis, Stylianos & Lefoll, Jean, 2004. "The American put under transactions costs," Journal of Economic Dynamics and Control, Elsevier, vol. 28(5), pages 915-935, February.

2003

  1. Cormier, Denis & Magnan, Michel, 2003. "Environmental reporting management: a continental European perspective," Journal of Accounting and Public Policy, Elsevier, vol. 22(1), pages 43-62.

2002

  1. Constantinides, George M. & Perrakis, Stylianos, 2002. "Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs," Journal of Economic Dynamics and Control, Elsevier, vol. 26(7-8), pages 1323-1352, July.

2000

  1. Perrakis, Stylianos & Lefoll, Jean, 2000. "Option pricing and replication with transaction costs and dividends," Journal of Economic Dynamics and Control, Elsevier, vol. 24(11-12), pages 1527-1561, October.
  2. Denis Cormier & Michel Magnan & Bernard Morard, 2000. "The contractual and value relevance of reported earnings in a dividend-focused environment," European Accounting Review, Taylor & Francis Journals, vol. 9(3), pages 387-417.
  3. Lorne N. Switzer & Paula L. Varson & Samia Zghidi, 2000. "Standard and Poor’s depository receipts and the performance of the S&P 500 index futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 20(8), pages 705-716, September.

1999

  1. Constantatos, Christos & Perrakis, Stylianos, 1999. "Free entry may reduce total willingness-to-pay1," Economics Letters, Elsevier, vol. 62(1), pages 105-112, January.
  2. Denis Cormier & Michel Magnan & Mahé Léna Fall, 1999. "L'octroi d'options sur actions aux dirigeants et la performance financière de la firme:une étude canadienne," Revue Finance Contrôle Stratégie, revues.org, vol. 2(2), pages 25-49, June.

1998

  1. Constantatos, Christos & Perrakis, Stylianos, 1998. "Minimum Quality Standards, Entry, and the Timing of the Quality Decision," Journal of Regulatory Economics, Springer, vol. 13(1), pages 47-58, January.
  2. Stylianos Perrakis & Nabil Khoury, 1998. "Asymmetric information in commodity futures markets: Theory and empirical evidence," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 18(7), pages 803-825, October.

1997

  1. Perrakis, Stylianos & Lefoll, Jean, 1997. "Derivative Asset Pricing with Transaction Costs: An Extension," Computational Economics, Springer;Society for Computational Economics, vol. 10(4), pages 359-376, November.
  2. Constantatos, Christos & Perrakis, Stylianos, 1997. "Vertical differentiation: Entry and market coverage with multiproduct firms," International Journal of Industrial Organization, Elsevier, vol. 16(1), pages 81-103, November.
  3. Cormier, Denis & Magnan, Michel, 1997. "Investors' assessment of implicit environmental liabilities: An empirical investigation," Journal of Accounting and Public Policy, Elsevier, vol. 16(2), pages 215-241.

1996

  1. Cormier, Denis & Magnan, Michel & Morard, Bernard, 1996. "Le coût implicite de la pollution industrielle imputé aux entreprises," L'Actualité Economique, Société Canadienne de Science Economique, vol. 72(2), pages 149-172, juin.
  2. Tae H. Park & Lorne N. Switzer, 1996. "An Economic Analysis of Real Estate Swaps," Canadian Journal of Economics, Canadian Economics Association, vol. 29(s1), pages 527-533, April.
  3. Tae H. Park & Lorne N. Switzer, 1996. "Mean reversion of interest‐rate term premiums and profits from trading strategies with treasury futures spreads," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(3), pages 331-352, May.

1995

  1. Constantatos, Christos & Perrakis, Stylianos, 1995. "Différenciation verticale et structure du marché," L'Actualité Economique, Société Canadienne de Science Economique, vol. 71(1), pages 71-98, mars.
  2. Kryzanowski, Lawrence & Switzer, Lorne & Jiang, Li, 1995. "Stock market crash behavior of screen-sorted portfolios," International Review of Economics & Finance, Elsevier, vol. 4(3), pages 227-244.
  3. Park, Tae H & Switzer, Lorne N, 1995. "Risk Management of Real Estate: The Case of Real Estate Swaps," The Journal of Real Estate Finance and Economics, Springer, vol. 11(3), pages 219-233, November.
  4. Tae H. Park & Lorne N. Switzer, 1995. "Index participation units and the performance of index futures markets: Evidence from the Toronto 35 index participation units market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(2), pages 187-200, April.
  5. Tae H. Park & Lorne N. Switzer, 1995. "Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(1), pages 61-67, February.

1994

  1. Switzer, LN & Ladany, SP, 1994. "Currency-free evaluation of investment results and the R index: an addendum," Omega, Elsevier, vol. 22(5), pages 535-536, September.

1993

  1. Cormier, Denis & Magnan, Michel & Morard, Bernard, 1993. "The impact of corporate pollution on market valuation: some empirical evidence," Ecological Economics, Elsevier, vol. 8(2), pages 135-155, October.

1992

  1. Doukas, John & Switzer, Lorne, 1992. "The stock market's valuation of R&D spending and market concentration," Journal of Economics and Business, Elsevier, vol. 44(2), pages 95-114, May.

1991

  1. Stylianos Perrakis, 1991. "Assessing Competition in Canada's Financial System: A Note," Canadian Journal of Economics, Canadian Economics Association, vol. 24(3), pages 727-732, August.

1989

  1. Perrakis, Stylianos, 1989. "Les contributions de la théorie financière à la solution de problèmes en organisation industrielle et en microéconomie appliquée," L'Actualité Economique, Société Canadienne de Science Economique, vol. 65(4), pages 518-546, décembre.

1988

  1. Robert F. Owen & Stylianos Perrakis, 1988. "An International Duopoly Model Under Exchange Rate Uncertainty," Revue Économique, Programme National Persée, vol. 39(5), pages 1035-1060.

1986

  1. Perrakis, Stylianos, 1986. "Option Bounds in Discrete Time: Extensions and the Pricing of the American Put," The Journal of Business, University of Chicago Press, vol. 59(1), pages 119-141, January.
  2. Perrakis, Stylianos & Warskett, George, 1986. "Uncertainty, Economies of Scale, and Barrier to Entry," Oxford Economic Papers, Oxford University Press, vol. 38(0), pages 58-74, Suppl. No.

1985

  1. Edwin Mansfield & Lorne Switzer, 1985. "How Effective Are Canada's Direct Tax Incentives for R and D?," Canadian Public Policy, University of Toronto Press, vol. 11(2), pages 241-246, June.
  2. Mansfield, Edwin & Switzer, Lorne, 1985. "The effects of R&D tax credits and allowances in Canada," Research Policy, Elsevier, vol. 14(2), pages 97-107, April.

1984

  1. Perrakis, Stylianos & Ryan, Peter J, 1984. "Option Pricing Bounds in Discrete Time," Journal of Finance, American Finance Association, vol. 39(2), pages 519-525, June.
  2. Switzer, Lorne, 1984. "The Determinants of Industrial R&D: A Funds Flow Simultaneous Equation Approach," The Review of Economics and Statistics, MIT Press, vol. 66(1), pages 163-168, February.
  3. Edwin Mansfield & Lorne Switzer, 1984. "Effects of Federal Support on Company-Financed R and D: The Case of Energy," Management Science, INFORMS, vol. 30(5), pages 562-571, May.

1983

  1. Stylianos Perrakis & George Warskett, 1983. "Capacity and Entry Under Demand Uncertainty," Review of Economic Studies, Oxford University Press, vol. 50(3), pages 495-511.
  2. Claude Henin & Stylianos Perrakis, 1983. "Optimal replacement policies with two or more loaded sliding standbys," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 30(4), pages 583-599, December.
  3. Mansfield, Edwin & Romeo, Anthony & Switzer, Lorne, 1983. "R&D price indexes and real R&D expenditures in the United States," Research Policy, Elsevier, vol. 12(2), pages 105-112, April.

1980

  1. Perrakis, Stylianos, 1980. "Factor-Price Uncertainty with Variable Proportions: Note," American Economic Review, American Economic Association, vol. 70(5), pages 1083-1088, December.

1979

  1. Stylianos Perrakis, 1979. "On the Technological Implications of the Spanning Theorem," Canadian Journal of Economics, Canadian Economics Association, vol. 12(3), pages 501-511, August.

1978

  1. Perrakis, Stylianos & Zerbinis, John, 1978. "Identifying the SSD Portion of the EV Frontier: A Note," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(1), pages 167-171, March.

1977

  1. Perrakis, Stylianos, 1977. "Abstract: Stochastic Dominance in the Laplace Transformation Domain," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(4), pages 639-639, November.

1976

  1. Perrakis, Stylianos, 1976. "On the Regulated Price-Setting Monopoly Firm with a Random Demand Curve," American Economic Review, American Economic Association, vol. 66(3), pages 410-416, June.
  2. Perrakis, Stylianos, 1976. "Rate of Return Regulation of a Monopoly Firm with Random Demand," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(1), pages 149-162, February.
  3. Perrakis, Stylianos, 1976. "A Note on Optimal Equity Financing of the Corporation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(1), pages 157-164, March.
  4. Stylianos Perrakis & Izzet Sahin, 1976. "On Risky Investments with Random Timing of Cash Returns and Fixed Planning Horizon," Management Science, INFORMS, vol. 22(7), pages 799-809, March.

1975

  1. Perrakis, Stylianos, 1975. "Certainty Equivalents and Timing Uncertainty," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(1), pages 109-118, March.

1974

  1. Stylianos Perrakis & Claude Henin, 1974. "The Evaluation of Risky Investments with Random Timing of Cash Returns," Management Science, INFORMS, vol. 21(1), pages 79-86, September.

1972

  1. Perrakis, Stylianos & Sahin, Izzet, 1972. "Resource Allocation and Scale of Operations in a Monopoly Firm: A Dynamic Analysis," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 13(2), pages 399-407, June.

Books

2019

  1. Stylianos Perrakis, 2019. "Stochastic Dominance Option Pricing," Springer Books, Springer, number 978-3-030-11590-6, July.

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