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Dusan Isakov

Personal Details

First Name:Dusan
Middle Name:
Last Name:Isakov
Suffix:
RePEc Short-ID:pis3
http://www.unifr.ch/cgf
Chaire de Gestion Financière Département de Gestion 90, Boulevard de Pérolles CH-1700 Fribourg
+41 26 300 83 00
Terminal Degree:1995 Départment d'économétrie et d'économie politique (DEEP); Faculté des Hautes Études Commerciales (HEC); Université de Lausanne (from RePEc Genealogy)

Affiliation

Faculté des sciences économiques et sociales - Wirtschafts- und Sozialwissenschaftliche Fakultät
Université de Fribourg - Universität Freiburg

Fribourg/Freiburg, Switzerland
http://www.unifr.ch/ses/

: +41 26 300 82 00
+41 26 300 97 25
Bd de Pérolles 90, CH-1700 Fribourg
RePEc:edi:wsffrch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Eugster, Nicolas & Isakov, Dusan, 2017. "Founding family ownership,stock market returns, and agency problems," FSES Working Papers 490, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
  2. Isakov, Dusan & Parietti, Simone, 2014. "Analyse des rémunérations des dirigeants de sociétés suisses cotées en bourse entre 2007 et 2012," FSES Working Papers 449, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
  3. Isakov, Dusan & Weisskopf, Jean-Philippe, 2013. "Do not wake sleeping dogs: Pay-out policies in founding family firms," FSES Working Papers 443, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
  4. Isakov, Dusan & Weisskopf, Jean-Philippe, 2012. "Are Founding Families Special Blockholders ? An Investigation of Controlling Shareholder Influence on Firm Performance," FSES Working Papers 428, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
  5. Isakov, Dusan & Marti, Didier, 2011. "Technical Analysis with a Long-Term Perspective: Trading Strategies and Market Timing Ability," FSES Working Papers 421, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
  6. Isakov, Dusan & Dumont, Pierre-André, 2009. "Les rachats d'actions en Suisse. Objectifs, conséquences et pratiques," FSES Working Papers 408, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
  7. Dennis Y. Chung & Dušan Isakov & Christophe Pérignon, 2005. "Repurchasing Shares on a Second Trading Line," FSES Working Papers 391, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
  8. Kpate ADJAOUTÉ & Jean-Pierre DANTHINE & Dušan ISAKOV, 2003. "Portfolio Diversification in Europe," FAME Research Paper Series rp86, International Center for Financial Asset Management and Engineering.
  9. Séverine CAUCHIE & Martin HOESLI & Dušan ISAKOV, 2003. "The Determinants of Stock Returns in a Small Open Economy," FAME Research Paper Series rp54, International Center for Financial Asset Management and Engineering.
  10. Dušan Isakov & Frédéric Sonney, 2003. "Are practitioners right? On the relative importance of industrial factors in international stock returns," FAME Research Paper Series rp72, International Center for Financial Asset Management and Engineering.
  11. Barras, L. & Isakov, D., 2001. "How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods," Papers 2001.07, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  12. Dušan Isakov & Christophe Pérignon, 2000. "Evolution of Market Uncertainty around Earnings Announcements," FAME Research Paper Series rp15, International Center for Financial Asset Management and Engineering.
  13. Cornu, P. & Isakov, D., 2000. "The Optimal Strategy of the Initial Bidder in Takeover Contests: Theory and Empirical Evidence," Papers 2000.04, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  14. Isakov, D. & Perignon, C., 1999. "On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective," Papers 99.1, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  15. Cornu, P. & Isakov, D., 1998. "The Deterring Role of the Medium of Payment in Takeover Contests: Theory and Evidence from the UK," Papers 98.16, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  16. Isakov, D. & Hollistein, M., 1998. "Application of Simple Technical Trading Rules to Swiss Stock Prices: Is It Profitable?," Papers 98.2, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  17. Isakov, D, 1997. "Test du CAPM pour le marche des actions suisses," Papers 97.04, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  18. Isakov, D., 1997. "Is Beta Still Alive? Conclusive Evidence from the Swiss Stock market," Papers 97.17, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  19. Isakov, D. & Morard, B., 1997. "Improving Portfolio Performance with Option Strategies: Evidence from Switzerland," Papers 97.21, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.

    repec:fth:geneec:99.06 is not listed on IDEAS

Articles

  1. Isakov, Dušan & Weisskopf, Jean-Philippe, 2015. "Pay-out policies in founding family firms," Journal of Corporate Finance, Elsevier, vol. 33(C), pages 330-344.
  2. Isakov, Dušan & Weisskopf, Jean-Philippe, 2014. "Are founding families special blockholders? An investigation of controlling shareholder influence on firm performance," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 1-16.
  3. Dušan Isakov, 2007. "Analyse de l'ouvrage de John H. Cochrane « Asset Pricing »," Finance, Presses universitaires de Grenoble, vol. 28(1), pages 81-84.
  4. Dusan Isakov & Frédéric Sonney, 2004. "Are Practitioners Right? On the Relative Importance of Industrial Factors in International Stock Returns," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(III), pages 355-379, September.
  5. Cauchie, Severine & Hoesli, Martin & Isakov, Dusan, 2004. "The determinants of stock returns in a small open economy," International Review of Economics & Finance, Elsevier, vol. 13(2), pages 167-185.
  6. Dusan Isakov & Bernard Morard, 2001. "Improving Portfolio Performance with Option Strategies: Evidence from Switzerland," European Financial Management, European Financial Management Association, vol. 7(1), pages 73-91.
  7. Isakov, Dusan & Perignon, Christophe, 2001. "Evolution of market uncertainty around earnings announcements," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1769-1788, September.
  8. Dušan Isakov & Christophe Pérignon, 2000. "On the dynamic interdependence of international stock markets: A Swiss perspective," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 136(II), pages 123-146, June.
  9. Philippe Cornu & Dusan Isakov*, 2000. "The Deterring Role of the Medium of Payment in Takeover Contests: Theory and Evidence from the UK," European Financial Management, European Financial Management Association, vol. 6(4), pages 423-440.
  10. Dusan Isakov, 1999. "Is beta still alive? Conclusive evidence from the Swiss stock market," The European Journal of Finance, Taylor & Francis Journals, vol. 5(3), pages 202-212.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Isakov, Dusan & Weisskopf, Jean-Philippe, 2012. "Are Founding Families Special Blockholders ? An Investigation of Controlling Shareholder Influence on Firm Performance," FSES Working Papers 428, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.

    Cited by:

    1. Eduardo L. Giménez & José Antonio Novo, 2015. "Family Firm Succession," Documentos de trabajo - Analise Economica 0058, IDEGA - Instituto Universitario de Estudios e Desenvolvemento de Galicia.
    2. Hamadi, Malika & Heinen, Andréas, 2015. "Firm performance when ownership is very concentrated: Evidence from a semiparametric panel," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 172-194.
    3. Gilson, Ronald J. & Schwartz, Alan, 2015. "Corporate control and credible commitment," International Review of Law and Economics, Elsevier, vol. 43(C), pages 119-130.
    4. Lin, Yi-Mien & Shen, Cheng-An, 2015. "Family firms' credit rating, idiosyncratic risk, and earnings management," Journal of Business Research, Elsevier, vol. 68(4), pages 872-877.
    5. Isakov, Dušan & Weisskopf, Jean-Philippe, 2015. "Pay-out policies in founding family firms," Journal of Corporate Finance, Elsevier, vol. 33(C), pages 330-344.
    6. Eugster, Nicolas, 2017. "Family firms and financial analyst activity," FSES Working Papers 491, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    7. Díaz-Díaz, Nieves Lidia & García-Teruel, Pedro J. & Martínez-Solano, Pedro, 2016. "Debt maturity structure in private firms: Does the family control matter?," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 393-411.
    8. Eugster, Nicolas & Isakov, Dusan, 2017. "Founding family ownership,stock market returns, and agency problems," FSES Working Papers 490, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    9. Jameson, Melvin & Prevost, Andrew & Puthenpurackal, John, 2014. "Controlling shareholders, board structure, and firm performance: Evidence from India," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 1-20.
    10. Mauricio Jara-Bertin & Jean P. Sepulveda, 2014. "Earnings Management and Performance in Family-Controlled Firms:Evidence from an Emerging Economy," Serie Working Papers 01, Universidad del Desarrollo, School of Business and Economics, revised Nov 2014.

  2. Isakov, Dusan & Dumont, Pierre-André, 2009. "Les rachats d'actions en Suisse. Objectifs, conséquences et pratiques," FSES Working Papers 408, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.

    Cited by:

    1. Isakov, Dusan & Weisskopf, Jean-Philippe, 2013. "Do not wake sleeping dogs: Pay-out policies in founding family firms," FSES Working Papers 443, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.

  3. Dennis Y. Chung & Dušan Isakov & Christophe Pérignon, 2005. "Repurchasing Shares on a Second Trading Line," FSES Working Papers 391, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.

    Cited by:

    1. Ben-Rephael, Azi & Oded, Jacob & Wohl, Avi, 2011. "Do firms buy their stock at bargain prices? Evidence from actual stock repurchase disclosure," CFS Working Paper Series 2011/17, Center for Financial Studies (CFS).
    2. Isakov, Dušan & Weisskopf, Jean-Philippe, 2015. "Pay-out policies in founding family firms," Journal of Corporate Finance, Elsevier, vol. 33(C), pages 330-344.
    3. Pick, Tobias & Knirsch, Deborah & Niemann, Rainer, 2008. "Substitutions- oder Komplementenhypothese im Rahmen der Ausschüttungspolitik schweizerischer Kapitalgesellschaften: Eine empirische Studie," arqus Discussion Papers in Quantitative Tax Research 53, arqus - Arbeitskreis Quantitative Steuerlehre.
    4. Isakov, Dusan & Weisskopf, Jean-Philippe, 2013. "Do not wake sleeping dogs: Pay-out policies in founding family firms," FSES Working Papers 443, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    5. Isakov, Dusan & Dumont, Pierre-André, 2009. "Les rachats d'actions en Suisse. Objectifs, conséquences et pratiques," FSES Working Papers 408, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    6. Jacob, Martin, 2010. "Taxation, Dividends, and Share Repurchases: Taking Evidence Global," Working Paper Series, Center for Fiscal Studies 2010:10, Uppsala University, Department of Economics.
    7. Hillert, Alexander & Maug, Ernst & Obernberger, Stefan, 2016. "Stock repurchases and liquidity," Journal of Financial Economics, Elsevier, vol. 119(1), pages 186-209.
    8. Fu, Yufen & Blazenko, George W., 2017. "Normative portfolio theory," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 240-251.

  4. Kpate ADJAOUTÉ & Jean-Pierre DANTHINE & Dušan ISAKOV, 2003. "Portfolio Diversification in Europe," FAME Research Paper Series rp86, International Center for Financial Asset Management and Engineering.

    Cited by:

    1. Avadanei, Andreea, 2011. "Indicatori de măsurare a integrării financiare europene. Literature review
      [Measuring European financial market integration. A literature review]
      ," MPRA Paper 28737, University Library of Munich, Germany.

  5. Séverine CAUCHIE & Martin HOESLI & Dušan ISAKOV, 2003. "The Determinants of Stock Returns in a Small Open Economy," FAME Research Paper Series rp54, International Center for Financial Asset Management and Engineering.

    Cited by:

    1. Fan, Qinbin & Jahan-Parvar, Mohammad R., 2012. "U.S. industry-level returns and oil prices," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 112-128.
    2. Don Bredin & Stuart Hyde, 2008. "Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies," European Financial Management, European Financial Management Association, vol. 14(2), pages 315-346.
    3. Carolina Fugazza & Maela Giofre & Giovanna Nicodano, 2010. "International diversification and industry-related labor income risk," Carlo Alberto Notebooks 192, Collegio Carlo Alberto.
    4. Severine Cauchie & Martin Hoesli, 2004. "The integration of securitized real estate and financial assets," ERES eres2004_574, European Real Estate Society (ERES).
    5. Missonier-Piera, Franck, 2007. "Motives for fixed-asset revaluation: An empirical analysis with Swiss data," The International Journal of Accounting, Elsevier, vol. 42(2), pages 186-205.
    6. Ladrón de Guevara Cortés Rogelio & Torra Porras Salvador, 2014. "Estimation of the underlying structure of systematic risk with the use of principal component analysis and factor analysis," Contaduría y Administración, Accounting and Management, vol. 59(3), pages 197-234, julio-sep.
    7. Lawrence A. Leger & Vitor Leone, 2007. "Changes in the risk structure of stock returns. Consumer Confidence and the Dotcom Bubble," Discussion Paper Series 2007_15, Department of Economics, Loughborough University, revised Jun 2007.
    8. Jeon, Jin Q & Moffett, Clay M., 2010. "Herding by foreign investors and emerging market equity returns: Evidence from Korea," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 698-710, October.
    9. Benoît Dewaele & Hugues Pirotte & N. Tuchschmid & E. Wallerstein, 2011. "Assessing the Performance of Funds of Hedge Funds," Working Papers CEB 11-041, ULB -- Universite Libre de Bruxelles.
    10. Manuel Ammann & Michael Steiner, 2008. "Risk Factors for the Swiss Stock Market," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(I), pages 1-35, March.

  6. Dušan Isakov & Frédéric Sonney, 2003. "Are practitioners right? On the relative importance of industrial factors in international stock returns," FAME Research Paper Series rp72, International Center for Financial Asset Management and Engineering.

    Cited by:

    1. Lieven L. de Moor & Piet Sercu, 2010. "Country v sector effects in equity returns and the roles of geographical and firm-size coverage," ULB Institutional Repository 2013/191025, ULB -- Universite Libre de Bruxelles.
    2. Kpate ADJAOUTE & Jean-Pierre DANTHINE, 2004. "Equity Returns and Integration: Is Europe Changing?," FAME Research Paper Series rp117, International Center for Financial Asset Management and Engineering.
    3. Nicholas Apergis & Christina Christou & Stephen M. Miller, 2011. "Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering," Working Papers 1105, University of Nevada, Las Vegas , Department of Economics.
    4. Ehling, Paul & Ramos, Sofia Brito, 2005. "Geographic versus industry diversification: constraints matter," Working Paper Series 425, European Central Bank.
    5. Philip Lane & Sébastien Wälti, 2006. "The Euro and Financial Integration," The Institute for International Integration Studies Discussion Paper Series iiisdp139, IIIS.
    6. José G. Dias & Sofia B. Ramos, 2015. "An Analysis of Industry Regimes Synchronization in the Eurozone," Journal of Common Market Studies, Wiley Blackwell, vol. 53(2), pages 255-273, March.
    7. Paul EHLING & Sofia B. RAMOS, 2003. "Geographical versus Industrial Diversification: A Mean Variance Spanning Approach," FAME Research Paper Series rp80, International Center for Financial Asset Management and Engineering.
    8. Marcelo, José Luis Miralles & Quirós, José Luis Miralles & Martins, José Luís, 2013. "The role of country and industry factors during volatile times," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 273-290.
    9. Bai, Ye & Green, Christopher J. & Leger, Lawrence, 2012. "Industry and country factors in emerging market returns: Did the Asian crisis make a difference?," Emerging Markets Review, Elsevier, vol. 13(4), pages 559-580.
    10. Balli, Faruk & Balli, Hatice O., 2011. "Sectoral equity returns in the Euro region: Is there any room for reducing portfolio risk?," Journal of Economics and Business, Elsevier, vol. 63(2), pages 89-106, March.
    11. Moerman, Gerard A., 2008. "Diversification in euro area stock markets: Country versus industry," Journal of International Money and Finance, Elsevier, vol. 27(7), pages 1122-1134, November.
    12. Eiling, Esther & Gerard, Bruno & Hillion, Pierre & de Roon, Frans A., 2012. "International portfolio diversification: Currency, industry and country effects revisited," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1249-1278.
    13. Moerman, G.A., 2005. "How Domestic is the Fama and French Three-Factor Model? An Application to the Euro Area," ERIM Report Series Research in Management ERS-2005-035-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    14. De Moor, Lieven & Sercu, Piet, 2011. "Country versus sector factors in equity returns: The roles of non-unit exposures," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 64-77, January.
    15. Hatice Ozer Balli & Faruk Balli & Rosmy Jean Louis, 2013. "Time-Varying Spillover Effects on Sectoral Equity Returns," International Review of Finance, International Review of Finance Ltd., vol. 13(1), pages 67-91, March.
    16. Hon, Mark T. & Strauss, Jack K. & Yong, Soo-Keong, 2007. "Deconstructing the Nasdaq bubble: A look at contagion across international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(3), pages 213-230, July.
    17. Bolliger, Guido, 2004. "The characteristics of individual analysts' forecasts in Europe," Journal of Banking & Finance, Elsevier, vol. 28(9), pages 2283-2309, September.

  7. Barras, L. & Isakov, D., 2001. "How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods," Papers 2001.07, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.

    Cited by:

    1. Nadine Gatzert & Hato Schmeiser, 2011. "On the risk situation of financial conglomerates: does diversification matter?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(1), pages 3-26, March.
    2. Carlos Castro & Nini Johana Marin, 2014. "Stock return comovements and integration within the Latin American integrated market," BORRADORES DE INVESTIGACIÓN 011041, UNIVERSIDAD DEL ROSARIO.

  8. Dušan Isakov & Christophe Pérignon, 2000. "Evolution of Market Uncertainty around Earnings Announcements," FAME Research Paper Series rp15, International Center for Financial Asset Management and Engineering.

    Cited by:

    1. Pei Peter Lung & Pisun Xu, 2014. "Tipping and Option Trading," Financial Management, Financial Management Association International, vol. 43(3), pages 671-701, September.
    2. Rogers, Jonathan L. & Skinner, Douglas J. & Van Buskirk, Andrew, 2009. "Earnings guidance and market uncertainty," Journal of Accounting and Economics, Elsevier, vol. 48(1), pages 90-109, October.
    3. Tim Leung & Marco Santoli, 2014. "Accounting for Earnings Announcements in the Pricing of Equity Options," Papers 1412.8414, arXiv.org, revised Apr 2015.
    4. Atilgan, Yigit, 2014. "Volatility spreads and earnings announcement returns," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 205-215.
    5. Masazumi Hattori & Andreas Schrimpf & Vladyslav Sushko, 2016. "The Response of Tail Risk Perceptions to Unconventional Monetary Policy," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(2), pages 111-136, April.
    6. Pascal Dumontier & Bernard Raffournier, 2002. "Accounting and capital markets: a survey of the European evidence," European Accounting Review, Taylor & Francis Journals, vol. 11(1), pages 119-151.
    7. Thaddeus Neururer & George Papadakis & Edward J. Riedl, 2016. "Tests of investor learning models using earnings innovations and implied volatilities," Review of Accounting Studies, Springer, vol. 21(2), pages 400-437, June.
    8. Truong, Cameron & Corrado, Charles & Chen, Yangyang, 2012. "The options market response to accounting earnings announcements," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 423-450.
    9. Baik, Bok & Kang, Hyoung-Goo & Kim, Young Jun, 2013. "Volatility arbitrage around earnings announcements: Evidence from the Korean equity linked warrants market," Pacific-Basin Finance Journal, Elsevier, vol. 23(C), pages 109-130.

  9. Isakov, D. & Perignon, C., 1999. "On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective," Papers 99.1, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.

    Cited by:

    1. Zhang, Xingwei & Zheng, Xiaolong & Zeng, Daniel Dajun, 2017. "The dynamic interdependence of international financial markets: An empirical study on twenty-seven stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 472(C), pages 32-42.
    2. Lorenzo Cappiello & Robert F. Engle & Kevin Sheppard, 2006. "Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 4(4), pages 537-572.
    3. Baur, Dirk & Jung, Robert C., 2006. "Return and volatility linkages between the US and the German stock market," Journal of International Money and Finance, Elsevier, vol. 25(4), pages 598-613, June.
    4. Frank Westermann, 2002. "Stochastic Trends and Cycles in National Stock Market Indices: Evidence from the U.S., the U.K. and Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 138(III), pages 317-328, September.
    5. Elena Corallo, 2007. "The effect of the war risk: a comparison of the consequences of the two Iraq wars," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 54(3), pages 371-382, September.

  10. Cornu, P. & Isakov, D., 1998. "The Deterring Role of the Medium of Payment in Takeover Contests: Theory and Evidence from the UK," Papers 98.16, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.

    Cited by:

    1. de La Bruslerie, Hubert, 2013. "Crossing takeover premiums and mix of payment: An empirical test of contractual setting in M&A transactions," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 2106-2123.
    2. de La Bruslerie, Hubert, 2012. "Corporate acquisition process: Is there an optimal cash-equity payment mix?," International Review of Law and Economics, Elsevier, vol. 32(1), pages 83-94.
    3. Fabel, Oliver & Kolmar, Martin, 2002. "Management takeover battles and the role of the golden handshake," Discussion Papers, Series I 319, University of Konstanz, Department of Economics.
    4. Ismail, Ahmad & Krause, Andreas, 2010. "Determinants of the method of payment in mergers and acquisitions," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(4), pages 471-484, November.

  11. Isakov, D. & Hollistein, M., 1998. "Application of Simple Technical Trading Rules to Swiss Stock Prices: Is It Profitable?," Papers 98.2, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.

    Cited by:

    1. Wang, Zi-Mei & Chiao, Chaoshin & Chang, Ya-Ting, 2012. "Technical analyses and order submission behaviors: Evidence from an emerging market," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 109-128.
    2. Michael McAleer & John Suen & Wing Keung Wong, 2016. "Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis," The Japanese Economic Review, Japanese Economic Association, vol. 67(3), pages 257-279, September.
    3. William Cheung & Keith Lam & HangFai Yeung, 2011. "Intertemporal profitability and the stability of technical analysis: evidences from the Hong Kong stock exchange," Applied Economics, Taylor & Francis Journals, vol. 43(15), pages 1945-1963.
    4. Roy L. Hayes & Jingwei Wu & Ruijra Chaysiri & Jean Bae & Peter A. Beling & William T. Scherer, 2016. "Effects of time horizon and asset condition on the profitability of technical trading rules," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(1), pages 41-59, January.
    5. Ratner, Mitchell & Leal, Ricardo P. C., 1999. "Tests of technical trading strategies in the emerging equity markets of Latin America and Asia," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1887-1905, December.
    6. Roy Hayes & Jingwei Wu & Ruijra Chaysiri & Jean Bae & Peter Beling & William Scherer, 2016. "Effects of time horizon and asset condition on the profitability of technical trading rules," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(1), pages 41-59, January.
    7. Yochanan Shachmurove & Uri BenZion & Paul Klein & Joseph Yagil, 2001. "A Moving Average Comparison of the Tel-Aviv 25 and S&P 500 Stock Indices," Penn CARESS Working Papers 4731f3394c43bebf4d3191c81, Penn Economics Department.

  12. Isakov, D., 1997. "Is Beta Still Alive? Conclusive Evidence from the Swiss Stock market," Papers 97.17, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.

    Cited by:

    1. Séverine CAUCHIE & Martin HOESLI & Dušan ISAKOV, 2003. "The Determinants of Stock Returns in a Small Open Economy," FAME Research Paper Series rp54, International Center for Financial Asset Management and Engineering.
    2. David Morelli, 2012. "Security returns, beta, size, and book-to-market equity: evidence from the Shanghai A-share market," Review of Quantitative Finance and Accounting, Springer, vol. 38(1), pages 47-60, January.
    3. Tang, Gordon Y. N. & Shum, Wai C., 2003. "The conditional relationship between beta and returns: recent evidence from international stock markets," International Business Review, Elsevier, vol. 12(1), pages 109-126, February.
    4. Morelli, David, 2007. "Beta, size, book-to-market equity and returns: A study based on UK data," Journal of Multinational Financial Management, Elsevier, vol. 17(3), pages 257-272, July.
    5. Elsas, Ralf & El-Shaer, Mahmoud & Theissen, Erik, 2003. "Beta and returns revisited: Evidence from the German stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(1), pages 1-18, February.
    6. Morelli, David, 2011. "Joint conditionality in testing the beta-return relationship: Evidence based on the UK stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(1), pages 1-13, February.
    7. Basher, Syed A. & Sadorsky, Perry, 2006. "Oil price risk and emerging stock markets," Global Finance Journal, Elsevier, vol. 17(2), pages 224-251, December.
    8. Tang, Gordon Y. N. & Shum, Wai Cheong, 2003. "The relationships between unsystematic risk, skewness and stock returns during up and down markets," International Business Review, Elsevier, vol. 12(5), pages 523-541, October.
    9. Gordon Tang & Wai Cheong Shum, 2006. "Risk-return relationships in the Hong Kong stock market: revisit," Applied Financial Economics, Taylor & Francis Journals, vol. 16(14), pages 1047-1058.
    10. Nikolaos G. Theriou & Vassilios P. Aggelidis & Dimitrios I. Maditinos & Željko Ševic, 2010. "Testing the relation between beta and returns in the Athens stock exchange," Managerial Finance, Emerald Group Publishing, vol. 36(12), pages 1043-1056, October.
    11. Andrew Ang & Joseph Chen & Yuhang Xing, 2005. "Downside risk," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    12. Asgharian, Hossein & Hansson, Björn, 2002. "Cross Sectional Analysis of the Swedish Stock Market," Working Papers 2002:19, Lund University, Department of Economics.
    13. Ho, Ron Yiu Wah & Strange, Roger & Piesse, Jenifer, 2008. "Corporate financial leverage and asset pricing in the Hong Kong market," International Business Review, Elsevier, vol. 17(1), pages 1-7, February.
    14. Nawazish Mirza & Daniel Danny Simatupang, 2004. "Comparative Systematic Risk Analysis: Evidence on the Banking Sector in the United States, Western Europe and South East Asia," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 9(1), pages 149-173, Jan-June.
    15. Durand, Robert B. & Lan, Yihui & Ng, Andrew, 2011. "Conditional beta: Evidence from Asian emerging markets," Global Finance Journal, Elsevier, vol. 22(2), pages 130-153.
    16. Jacek Lipiec, 2014. "Capital Asset Pricing Model Testing at Warsaw Stock Exchange: Are Family Businesses the Remedy for Economic Recessions?," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 2(3), pages 1-14, July.
    17. Nandha, Mohan & Hammoudeh, Shawkat, 2007. "Systematic risk, and oil price and exchange rate sensitivities in Asia-Pacific stock markets," Research in International Business and Finance, Elsevier, vol. 21(2), pages 326-341, June.
    18. Tang, Gordon Y. N. & Shum, Wai Cheong, 2004. "The risk-return relations in the Singapore stock market," Pacific-Basin Finance Journal, Elsevier, vol. 12(2), pages 179-195, April.

  13. Isakov, D. & Morard, B., 1997. "Improving Portfolio Performance with Option Strategies: Evidence from Switzerland," Papers 97.21, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.

    Cited by:

    1. Cui, Xueting & Zhu, Shushang & Sun, Xiaoling & Li, Duan, 2013. "Nonlinear portfolio selection using approximate parametric Value-at-Risk," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 2124-2139.
    2. Mugwagwa, Tafadzwa & Ramiah, Vikash & Naughton, Tony & Moosa, Imad, 2012. "The efficiency of the buy-write strategy: Evidence from Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 305-328.
    3. Jianfeng Liang & Shuzhong Zhang & Duan Li, 2008. "Optioned Portfolio Selection: Models And Analysis," Mathematical Finance, Wiley Blackwell, vol. 18(4), pages 569-593.
    4. Chan, Chia-Ying & de Peretti, Christian & Qiao, Zhuo & Wong, Wing-Keung, 2012. "Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 162-174.

Articles

  1. Isakov, Dušan & Weisskopf, Jean-Philippe, 2015. "Pay-out policies in founding family firms," Journal of Corporate Finance, Elsevier, vol. 33(C), pages 330-344.

    Cited by:

    1. ElBannan, Mona A., 2017. "Stock market liquidity, family ownership, and capital structure choices in an emerging country," Emerging Markets Review, Elsevier, vol. 33(C), pages 201-231.
    2. Thomas David & Edith Ginglinger, 2015. "When Cutting Dividends Is Not Bad News: The Case Of Optional Stock Dividends," Post-Print hal-01637541, HAL.
    3. Díaz-Díaz, Nieves Lidia & García-Teruel, Pedro J. & Martínez-Solano, Pedro, 2016. "Debt maturity structure in private firms: Does the family control matter?," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 393-411.
    4. Eugster, Nicolas & Isakov, Dusan, 2017. "Founding family ownership,stock market returns, and agency problems," FSES Working Papers 490, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    5. Jiang, Fuxiu & Jiang, Zhan & Kim, Kenneth A. & Zhang, Min, 2015. "Family-firm risk-taking: Does religion matter?," Journal of Corporate Finance, Elsevier, vol. 33(C), pages 260-278.
    6. Martina Sageder & Christine Mitter & Birgit Feldbauer‐Durstmüller, 2018. "Image and reputation of family firms: a systematic literature review of the state of research," Review of Managerial Science, Springer, vol. 12(1), pages 335-377, January.
    7. Mulyani, Evy & Singh, Harminder & Mishra, Sagarika, 2016. "Dividends, leverage, and family ownership in the emerging Indonesian market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 16-29.
    8. Bennedsen, Morten & Fan, Joseph P.H. & Jian, Ming & Yeh, Yin-Hua, 2015. "The family business map: Framework, selective survey, and evidence from Chinese family firm succession," Journal of Corporate Finance, Elsevier, vol. 33(C), pages 212-226.

  2. Isakov, Dušan & Weisskopf, Jean-Philippe, 2014. "Are founding families special blockholders? An investigation of controlling shareholder influence on firm performance," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 1-16.
    See citations under working paper version above.
  3. Dusan Isakov & Frédéric Sonney, 2004. "Are Practitioners Right? On the Relative Importance of Industrial Factors in International Stock Returns," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(III), pages 355-379, September.
    See citations under working paper version above.
  4. Cauchie, Severine & Hoesli, Martin & Isakov, Dusan, 2004. "The determinants of stock returns in a small open economy," International Review of Economics & Finance, Elsevier, vol. 13(2), pages 167-185.
    See citations under working paper version above.
  5. Dusan Isakov & Bernard Morard, 2001. "Improving Portfolio Performance with Option Strategies: Evidence from Switzerland," European Financial Management, European Financial Management Association, vol. 7(1), pages 73-91.
    See citations under working paper version above.
  6. Isakov, Dusan & Perignon, Christophe, 2001. "Evolution of market uncertainty around earnings announcements," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1769-1788, September.
    See citations under working paper version above.
  7. Dušan Isakov & Christophe Pérignon, 2000. "On the dynamic interdependence of international stock markets: A Swiss perspective," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 136(II), pages 123-146, June.
    See citations under working paper version above.
  8. Philippe Cornu & Dusan Isakov*, 2000. "The Deterring Role of the Medium of Payment in Takeover Contests: Theory and Evidence from the UK," European Financial Management, European Financial Management Association, vol. 6(4), pages 423-440.
    See citations under working paper version above.
  9. Dusan Isakov, 1999. "Is beta still alive? Conclusive evidence from the Swiss stock market," The European Journal of Finance, Taylor & Francis Journals, vol. 5(3), pages 202-212.
    See citations under working paper version above.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (4) 2005-04-16 2005-04-16 2006-01-24 2006-09-23
  2. NEP-BEC: Business Economics (3) 2005-04-16 2012-09-03 2013-09-13
  3. NEP-CFN: Corporate Finance (3) 2005-04-16 2012-09-03 2017-12-11
  4. NEP-FMK: Financial Markets (3) 2006-01-24 2006-09-23 2017-12-11
  5. NEP-MST: Market Microstructure (2) 2006-09-23 2012-05-15
  6. NEP-SBM: Small Business Management (2) 2013-09-13 2017-12-11
  7. NEP-EFF: Efficiency & Productivity (1) 2012-09-03

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