Printed from https://ideas.repec.org/s/rbq/journl.html
Content
2016, Issue 145
- 4-12 Short-term Impacts of the 2004 Indian Ocean Tsunami on Stock Markets: A DCC-GARCH Analysis
by Erwan le Saout & Sébastien Ganneval - 14-25 Equity Option Listing and Underlying Market Quality: Evidence from a Price Duration Model
by Kaouther Jouaber-Snoussi & Rim Tekaya - 27-38 Does the Catering Theory of Dividend Apply to the French Listed Firms?
by Nicolas Aubert
2016, Issue 144
- 4-19 Violating United Nations Global Compact Principles: An Event Study
by Anastasia Borisova & Michael Rockinger - 20-30 Investigating a Fund Return Distribution when the Value of the Fund under Management is Irregularly Observed
by KiHoon Jimmy Hong & Stephen Satchell - 31-42 Intergenerational Risk Trading and the Innovative Role of Equity- Wage Swaps
by Jiajia Cui & Eduard H. M. Ponds - 44-58 Relationships between Trading Volume, Stock Returns and Volatility: Evidence from the French Stock Market
by Anthony Miloudi & Mondher Bouattour & Ramzi Benkraiem
2016, Issue 143
- 4-17 Is Macroeconomic Announcement News Priced?
by Peter De Goeij & Jiehui Hu - 18-25 Active Portfolio Management with Conditional Tracking Error
by Winfried G. Hallerback & Igor Pouchkarev - 26-44 Bank Acquisitiveness and Financial Crisis Vulnerability
by Saqib Aziz & Michael Dowling & Jean-Jacques Lilti - 46-54 Basel III and Bank Liquidity Creation
by Franck Bancel & Laurent Salé
2016, Issue 142
- 4-17 Purchasing an Annuity: Now or Later? The Role of Interest Rates
by Thijs Markwat & Roderick Molenaar & Juan Carlos Rodriguez - 18-27 Does Corporate Social Performance Really Improve Corporate Financial Performance?
by Olivier Meier & Jean-Yves Saulquin & Guillaume Schier & Richard Soparnot - 28-40 Does the Market Value the Social Dimension? International Evidence
by Sylvain Marsat & Benjamin Williams - 42-53 When Financial Derivatives can be Applied to the Real Economy – The Case of Exotic Options in Corporate Finance
by Jian Wu
2016, Issue 141
- 1-3 Book Review: Risk-Based and Factor Investing
by Eric Jondeau - 6-18 Expected Credit Loss vs. Credit Value Adjustment: A Comparative Analysis
by Vivien Brunel & Stéphane Crépey & Monique Jeanblanc - 20-34 Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach
by Thanh Huong Dinh & Jean-François Gajewski & Duc Khuong Nguyen - 36-56 Changing Dynamic Relationships between Stock and Bond Markets in Crises: Evidence of a Flight to Quality
by Wafa Kammoun Masmoudi - 58-70 Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data
by Hachmi Ben Ameur & Faten Ben Bouheni & Abdoulkarim Idi Chefou & Fredj Jawadi
2016, Issue 140
- 5-18 How Risky are Low-Risk Hedge Funds?
by Olga Kolokolova & Achim Mattes - 20-32 Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach
by Spyridon Vrontos - 34-45 New Insight on the Performance of Equity Long/short Investment Styles
by Boris Fays & Georges Hübner & Marie Lambert - 47-62 Multi-Asset Seasonality and Trend-Following Strategies
by Nick Baltas
2015, Issue 139
- 5-18 Ownership Concentration, Board Structure and Credit Risk:The Case of MENA Banks
by Rim Boussaada & Daniel Labaronne - 20-26 Market Efficiency and Crises:Don’t Throw the Baby out with the Bathwater
by Ariane Szafarz - 28-44 Mass Customization in Life-Cycle Investing Strategies with Income Risk
by Romain Deguest & Lionel Martellini & Vincent Milhau - 46-57 Currency Turmoil in an Unbalanced World Economy
by Michel Aglietta & Virginie Coudert
2015, Issue 138
- 4-16 Could French and Eurozone Savers Invest More in Risky Assets?
by Luc Arrondel & André Masson - 18-28 Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Asset Allocation
by Thierry Roncalli - 30-44 Robust Portfolio Protection: A Scenarios-based Approach
by Selim Mankaï & Khaled Guesmi - 45-54 Financial Regulations and Procyclicality
by Stéphane Auray & Christian Gouriéroux
2015, Issue 136-137
- 1-3 Double Issue "2013 Paris Financial Management COnference (PFMC)"
by Sabri Boubaker - 5-19 Does Corportae Social Responsibility Have an Impact on Financing Decisions?
by Guillaume Pijourlet - 20-40 New Insights on Corporate SocialResponsibility and Country-level Institutions in Western Europe
by Karim Ben Khediri & Souad Lajili Jarjir - 42-62 Consequences of Voluntary Stock Exchange Section Switching on Stock Prices, Liquidity and Volatility
by Abdoul K. Cissé & Patrice Fontaine - 64-78 International CAPM and Oil Price: Evidence from Selected OPEC Countries
by Anna Creti & Khaled Guesmi - 80-93 On the Dynamic Dependence between US and other Developed Stock Markets: An Extreme-value Time-varying Copula Approach
by Heni Boubaker & Nadia Sghaier
2015, Issue 135
- 4-18 French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing
by Philippe Bertrand & Jean-Luc Prigent - 20-35 Conflict of Interest between Investors and Financial Advisers
by Sébastien M. Lemeunier - 37-48 Reforming the Structures of the EU Banking Sector: Risks and Challenges
by Régis Breton & Laurent Clerc - 50-58 Managerial Myopia: Do Managers Privilege Short-term Decisions or Value Creation?
by Franck Bancel & Alexandre Garel
2015, Issue 134
- 1-3 Edito
by Marie Brière & Patrice Poncet - 6-16 Economic-financial Literacy and (Sustainable) Pension Reforms: Why the Former is a Key Ingredient for the Latter
by Elsa Fornero - 18-32 Cyclical and Term Structure of Value-at-Risk within a Threshold Autoregression Setup
by Frédérique Bec & Christian Gollier - 34-60 Can Large Long-Term Investors Capture Illiquidity Premiums?
by Frank de Jong & Joost Driessen - 62-69 Long-term Portfolio Allocation Based on Long-term Macro forecasts
by Éric Jondeau & Michael Rockinger - 71-86 Projecting Pension Outcomes at Retirement - Towards an Industry Reporting Standard
by Kees De Vaan & Daniele Fano
2014, Issue 133
- 4-10 Testing the Profitability of Contrarian Trading Strategies Based on the Overreaction Hypothesis
by Matthieu Duvinage & Paolo Mazza - 11-22 Evaluating UCITS Compliant Hedge Fund Performance
by Serges Darolles - 24-33 Do Cooperative Banks Have Greater Market Power?
by Damien Egarius & Laurent Weill - 34-46 In which Media are Analysts’ Recommendations most Followed?
by Nadine Galy & Laurent Germain & Denis Hilton & Rainer Mathes
2014, Issue 132
- 4-24 Is Rating Associated with Better Retail Funds’ Performance in Changing Market Conditions?
by Richard Louth & Stephen Satchell & Warapong Wongwachara - 26-42 Estimation Risk versus Optimality Risk: AN EX-ANTE EFFICIENCY ANALYSIS OF ALTERNATIVE EQUITY PORTFOLIO DIVERSIFICATION STRATEGIES
by Lionel Martellini & Vincent Milhau & Andrea Tarelli - 43-52 The Trading Performance of Individual Investors
by Camille Magron - 53-62 Cash Holdings, Working Capital and Firm Value: Evidence from France
by Ruta Autukaite & Eric Molay
2014, Issue 131
- 1-3 Introducing to Risk Parity and Budgeting
by Emmanuel Jurczenko - 5-16 What Maximum Fees Should Investors Pay to Active Fund Managers?
by Chekib Ezzili & Patrice Poncet - 17-29 How does the Market Price of the Corporate Sponsor React to Socially Responsible Fund Introductions?
by Jonathan Peillex & Loredana Ureche-Rangau - 30-42 Pricing, Hedging and Assessing Risk in a General Lévy Context
by Abdou Kélani & François Quittard-Pinon - 43-50 The Performance Implications of Business Group Affiliation for Small Businesses
by Anaïs Hamelin
2014, Issue 130
- 1-3 Market microstructure in practice
by Mathieu Rosenbaum - 5-22 The Paulson Plan: Who Are the Winners?
by Eric de Bodt & Frédéric Lobez & Junyao Zhang - 24-40 A Partial Equilibrium Model of the Convenience Yield Risk Premium of Storable Commodities
by Vincent Lacoste & Pierre Six - 41-54 Raising Companies’ Profile with Corporate Social Performance
by Philippe Bertrand & Alexis Guyot & Vincent Lapointe - 55-68 Does Employee Ownership Really Boost Performance?
by Amel Belanès & Malek Saihi - 69-80 Islamic Equity Indices: Insight and Comparison with Conventional Counterparts
by Abdelbari El Khamlichi & Aurélie Sannajust & Humaylin Kabir Sarkar
2014, Issue 129
- 1-3 Edito
by Serges Darolles - 4-16 Alpha or not Alpha: The Case of the Hedge Fund Industry
by Hugues Pirotte & Nils S. Tuchschmid - 18-26 What Happens “Before the Birth” and “After the Death” of a Hedge Fund?
by Vikas Agarwal & Vyacheslav Fos & Wei Jiang - 28-38 Hedge Fund Managers: Luck and Dynamic Assessment
by Gilles Criton & Olivier Scaillet - 40-58 A Time-Varying Performance Evaluation of Hedge Fund Strategies through Aggregation
by Monica Billio & Lorenzon Frattarolo & Lauriana Pelizzon - 60-73 Detecting Early Warnings for Hedge Fund Contagion
by Roberto Savona
2014, Issue 128
- 1-3 Editor's letter
by Marie Brière - 5-19 HFT and Market Quality
by Bruno Biais & Thierry Foucault - 20-30 Asset Class Liquidity Risk
by Ronnie Sadka - 31-35 On the Financial Performance of Socially Responsible Investments
by Sébastien Pouget - 36-45 Pension Reform in The Netherlands: Attractive Options for other Countries?
by Theo Nijman - 46-48 French Pensions Framework in an International Perspective
by Jean-François Boulier - 49-54 Optimal Asset Allocation for Sovereign Wealth Funds: Theory and Practice
by Zvi Bodie & Marie Brière