Fermer
Rechercher
Un contenu sur notre site web (by Google) Un contenu sur nos Intranets Un membre du personnel Une formation
Fermer
Rechercher
Un contenu sur notre site web (by Google) Un contenu sur nos Intranets Un membre du personnel Une formation
Article (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, Julien ; Ulm, Maren
2023 • In Economic Modelling, 129
Article (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
Investor Climate Sentiment and Financial Markets
Santi, Caterina
2023 • In International Review of Financial Analysis, 86 (102490)
Article (Périodiques scientifiques)
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 (Périodiques scientifiques)
Non-Standard Errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix et al.
2023 • In Journal of Finance
Article (Périodiques scientifiques)
Smooth-transition regression models for non-stationary extremes
Hambuckers, Julien ; Kneib, Thomas
2023 • In Journal of Financial Econometrics, 21 (2), p. 445-484
Article (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
Bee, Marco; Hambuckers, Julien
2022 • In Journal of Operational Risk
Article (Périodiques scientifiques)
International Earnings Announcements: Tone, Forward-looking Statements, and Informativeness
Henry, Elaine; Thewissen, James; Torsin, Wouter
2022 • In European Accounting Review
Article (Périodiques scientifiques)
Extremal connectedness of hedge funds
Mhalla, Linda; Hambuckers, Julien ; Lambert, Marie
2022 • In Journal of Applied Econometrics, 37 (5), p. 988-1009
Article (Périodiques scientifiques)
Portfolio choice and mental accounts: A comparison with traditional approaches
Hübner, Georges ; Lejeune, Thomas
2022 • In Finance, 43 (1), p. 95-121
Article (Périodiques scientifiques)
The Anglo-Saxon premium in foreign CEO compensation
Chen, Xiaoqi; Torsin, Wouter ; Zhang, Dayong
2022 • In Finance Research Letters
Article (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
Mental accounts with horizon and asymmetry preferences
Hübner, Georges ; Lejeune, Thomas
2021 • In Economic Modelling, 103
Article (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
Drift in business models and emerging market risks for the banking sector
Hübner, Georges
2021 • In Revue Bancaire et Financière, p. 126-131
Article (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
The macroeconomic drivers in hedge fund beta management
Lambert, Marie ; Platania, Federico
2020 • In Economic Modelling, 91, p. 65-80
Article (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
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 (Périodiques scientifiques)
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach
Bee, Marco; Hambuckers, Julien ; Trapin
2019 • In Quantitative Finance
Article (Périodiques scientifiques)
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