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Article (Scientific journals)
Dividend policy under mandatory ESG reporting
Chen, Xiaoqi; Li, Weiping; Torsin, Wouter et al.
2024 • In Journal of International Financial Markets, Institutions and Money
Article (Scientific journals)
Environmental pressure and board gender diversity: Evidence from the European Union Emission Trading System
Dutordoir, Marie; Schoubben, Frederiek; Struyfs, Kristof et al.
2024 • In Business Strategy and the Environment
Article (Scientific journals)
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, Julien ; Ulm, Maren
2023 • In Economic Modelling, 129
Article (Scientific journals)
The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets
Babaei, Hamid ; Hübner, Georges ; Muller, Aline
2023 • In Journal of International Money and Finance, 139, p. 102961
Article (Scientific journals)
Tax avoidance as an unintended consequence of environmental regulation: Evidence from the EU ETS
Compagnie, Vincent ; Struyfs Kristof; Torsin, Wouter
2023 • In Journal of Corporate Finance, 82
Article (Scientific journals)
From the New Normal to New Abnormal World: Banks' Risk Profile Shifts in the New Socio-economic Landscape
Hübner, Georges
2023 • In Bank- en Financiewezen, (2023/06)
Article (Scientific journals)
Exploring style herding by mutual funds
Santi, Caterina ; Zwinkels, Remco C.J.
2023 • In Journal of International Financial Markets, Institutions and Money, p. 101762
Article (Scientific journals)
Investor Climate Sentiment and Financial Markets
Santi, Caterina
2023 • In International Review of Financial Analysis, 86 (102490)
Article (Scientific journals)
Using the softplus function to construct alternative link functions in generalized linear models and beyond
Wiemann, Paul; Kneib, Thomas; Hambuckers, Julien
2023 • In Statistical Papers
Article (Scientific journals)
Non-Standard Errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix et al.
2023 • In Journal of Finance
Article (Scientific journals)
Smooth-transition regression models for non-stationary extremes
Hambuckers, Julien ; Kneib, Thomas
2023 • In Journal of Financial Econometrics, 21 (2), p. 445-484
Article (Scientific journals)
Social interaction, volatility clustering, and momentum
He, Xue-Zhong; Li, Kai; Santi, Caterina et al.
2022 • In Journal of Economic Behavior and Organization, 203, p. 125-149
Article (Scientific journals)
Understanding the Stable Components of Seasonality in the Size Effect
Fays, Boris ; Hübner, Georges ; Lambert, Marie
2022 • In Journal of Portfolio Management, 48 (7), p. 138-155
Article (Scientific journals)
Harvesting the seasons of the size anomaly
Fays, Boris ; Hübner, Georges ; Lambert, Marie
2022 • In Journal of Asset Management, 23 (4), p. 337-349
Article (Scientific journals)
Unpacking the black box of ICO white papers: A topic modeling approach
Thewissen, James; Shrestha, Prabal; Torsin, Wouter et al.
2022 • In Journal of Corporate Finance, p. 102225
Article (Scientific journals)
Comoment risk in corporate bond yields and returns
François, Pascal; Heck, Stéphanie ; Hübner, Georges et al.
2022 • In Journal of Financial Research, 45 (3), p. 471-512
Article (Scientific journals)
Earnings management methods and CEO political affiliation
Arslan-Ayaydin, Özgür; Thewissen, James; Torsin, Wouter
2022 • In Comptabilité Contrôle Audit, 28 (2), p. 83-128
Article (Scientific journals)
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
Bee, Marco; Hambuckers, Julien
2022 • In Journal of Operational Risk
Article (Scientific journals)
International Earnings Announcements: Tone, Forward-looking Statements, and Informativeness
Henry, Elaine; Thewissen, James; Torsin, Wouter
2022 • In European Accounting Review
Article (Scientific journals)
Extremal connectedness of hedge funds
Mhalla, Linda; Hambuckers, Julien ; Lambert, Marie
2022 • In Journal of Applied Econometrics, 37 (5), p. 988-1009
Article (Scientific journals)
Portfolio choice and mental accounts: A comparison with traditional approaches
Hübner, Georges ; Lejeune, Thomas
2022 • In Finance, 43 (1), p. 95-121
Article (Scientific journals)
The Anglo-Saxon premium in foreign CEO compensation
Chen, Xiaoqi; Torsin, Wouter ; Zhang, Dayong
2022 • In Finance Research Letters
Article (Scientific journals)
Linguistic errors and investment decisions: the case of ICO white papers
Thewissen, Jennifer; Thewissen, James; Torsin, Wouter et al.
2022 • In European Journal of Finance
Article (Scientific journals)
International Differences in the CEO Gender Pay Gap
Chen, Xiaoqi; Torsin, Wouter ; Tsang, Albert
2022 • In Corporate Governance: An International Review, 30 (5), p. 516-541
Article (Scientific journals)
Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model
Ulm, Maren ; Hambuckers, Julien
2022 • In Journal of Empirical Finance, 65, p. 125-148
Article (Scientific journals)
Diligences et précautions particulières du réviseur d'entreprises dans l'exercice, le contrôle ou l'appréciation d'une évaluations d'entreprise, selon la méthode des flux de trésorerie actualisés
Lambert, Marie ; Essaheli, Hanine
2021 • In Tax Audit and Accountancy, (72)
Article (Scientific journals)
Mental accounts with horizon and asymmetry preferences
Hübner, Georges ; Lejeune, Thomas
2021 • In Economic Modelling, 103
Article (Scientific journals)
Risk optimizations on basis portfolios: The role of sorting
Fays, Boris ; Papageorgiou, Nicolas; Lambert, Marie
2021 • In Journal of Empirical Finance, 63, p. 136-163
Article (Scientific journals)
Comment créer un fonds de solvabilité avec l’épargne collective ? Avec un peu d’imagination !
Hübner, Georges
2021 • In Revue Bancaire et Financière, 2021/5
Article (Scientific journals)
Institutions, regulations and initial coin offerings: An international perspective
Arslan-Ayaydin, Ozgur; Shrestha, Prabal; Thewissen, James et al.
2021 • In International Review of Economics and Finance, 72, p. 102-120
Article (Scientific journals)
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach
Bee, Marco; Hambuckers, Julien ; Santi, Flavio et al.
2021 • In Computational Statistics, 36, p. 2177–2200
Article (Scientific journals)
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution
Bee, Marco; Hambuckers, Julien ; Trapin, Luca
2021 • In Quantitative Finance, 21 (7), p. 1207-1221
Article (Scientific journals)
Does managerial ability affect disclosure? Evidence from earnings press releases
Yan, Beibei; Arslan-Ayaydin, Ozgur; Thewissen, James et al.
2021 • In Asian Review of Accounting, 29 (2), p. 192-226
Article (Scientific journals)
Drift in business models and emerging market risks for the banking sector
Hübner, Georges
2021 • In Revue Bancaire et Financière, p. 126-131
Article (Scientific journals)
How do Volatility Regimes Affect the Pricing of Quality and Liquidity in the Stock Market ?
Bazgour, Tarik ; Heuchenne, Cédric ; Hübner, Georges et al.
2021 • In Studies in Nonlinear Dynamics and Econometrics, 25 (1)
Article (Scientific journals)
Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach
Chan, Joshua; Santi, Caterina
2021 • In Journal of Economic Dynamics and Control, 127
Article (Scientific journals)
Urban Low Emissions Zones: A Behavioral Operations Management Perspective
Lurkin, Virginie; Hambuckers, Julien ; Van Woensel, Tom
2021 • In Transportation Research. Part A, Policy and Practice, 144, p. 222-240
Article (Scientific journals)
Disclosure Tone Management and Labor Unions
Arslan-Ayaydin, Ozgur; Thewissen, James; Torsin, Wouter
2021 • In Journal of Business Finance and Accounting, 48 (1-2), p. 102-147
Article (Scientific journals)
Coordination during group departures and progressions in the tolerant multi-level society of wild Guinea baboons (Papio papio)
Montanari, Davide; O'Hearn, William; Hambuckers, Julien et al.
2021 • In Scientific Reports, 11
Article (Scientific journals)
Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases
Arslan-Ayaydin, Ozgur; Bishara, Norman; Thewissen, James et al.
2020 • In International Review of Financial Analysis, 72 (101598)
Article (Scientific journals)
Efficient Resource Allocation in the Context of the Coronavirus Crisis: Towards a Private Equity Fund Financed by Collective Savings
Hübner, Georges
2020 • In Revue Bancaire et Financière, 2020/4, p. 1-13
Article (Scientific journals)
Turning collective savings into private equity investments: The Covid-19 crisis as a catalyst for pan-European efficient resource allocation
Hübner, Georges
2020 • In SUERF Policy Notes, (166), p. 1-11
Article (Scientific journals)
Factoring Characteristics into Returns: A Clinical Study on the SMB and HML Portfolio Construction Methods
Lambert, Marie ; Fays, Boris ; Hübner, Georges
2020 • In Journal of Banking and Finance, 114
Article (Scientific journals)
The macroeconomic drivers in hedge fund beta management
Lambert, Marie ; Platania, Federico
2020 • In Economic Modelling, 91, p. 65-80
Article (Scientific journals)
International Mutual Funds Performance and Persistence across the Universe of Performance Measures
Cogneau, Philippe ; Hübner, Georges
2020 • In Finance, 41 (1), p. 97-176
Article (Scientific journals)
LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape
Groll, Andreas; Hambuckers, Julien ; Kneib, Thomas et al.
2019 • In Computational Statistics and Data Analysis, 140, p. 59-74
Article (Scientific journals)
Small Neotropical primates promote the natural regeneration of anthropogenically disturbed areas
Heymann, Eckhard W.; Culot, Laurence ; Knogge, Christoph et al.
2019 • In Scientific Reports, 9
Article (Scientific journals)
Empirical evidence on bank market power, business models, stability and performance in the emerging economies
Yudha Sudrajad, Oktofa; Hübner, Georges
2019 • In Eurasian Business Review, 9, p. 213-145
Article (Scientific journals)
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach
Bee, Marco; Hambuckers, Julien ; Trapin
2019 • In Quantitative Finance
Article (Scientific journals)
Performance sharing in risky portfolios: The case of hedge fund returns and fees
Hübner, Georges ; Lambert, Marie
2019 • In Journal of Portfolio Management, 45 (4), p. 105-118