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Finance Group

De Vinci Research Center


The group covers a variety of subjects including; applied mathematics, financial econometrics, asset valuation, portfolio management, business finance, and ethics. The strength of the finance group lies in its use of derived products in portfolio management and financial responsibility.




Quantitative and mathematical finance

Modeling of interest rates, stochastic or rough volatility, no-arbitrage and pricing theory, maximization of standard and non-standard expected utility, operational and credit risk, risk management and model uncertainty.

Fintech

Vast array of technologies from blockchain to cryptocurrencies.

Financial Economics

Financial aspects of the qualitative changes required to ensure sustainable economic growth as well as responsible investment, which has acquired an important place in the current financial landscape.

Corporate Finance: corporate venture capital and debt structure, namely the performance analysis of distressed debt investments, M&A and corporate strategy.

PROFESSORS – RESEARCHERS – THE TEAM

EMLV and ESILV’s professors and researchers of the Finance Group :




Publications

Publication of the professors and researchers of the Finance Group :

321 entries « 1 of 7 »

2022

Lakhal, Faten; Benkraiem, Ramzi

How does family control affect stock price synchronicity? Journal Article

In: Finance Research Letters, vol. 49, pp. 103092, 2022.

Abstract | Links | BibTeX

Shrestha, Prabal; Torsin, Wouter; Pastwa, Anna

Unpacking the black box of ICO white papers: A topic modeling approach Journal Article

In: Journal Of Corporate Finance, vol. 75, pp. 102225, 2022.

Abstract | Links | BibTeX

Shuwaikh, Fatima; Brinette, Souad; Khemiri, Sabrina

The impact of dynamic ambidexterity on the performance of organizations: Evidence from corporate venture capital investing in North America Author links open overlay panel Journal Article

In: Journal Of Economic Behavior & Organization, vol. 200, pp. 991-1009, 2022.

Abstract | Links | BibTeX

Shuwaikh, Fatima; Lakhal, Faten; Benkraiem, Ramzi; Guizani, Assil

Carbon performance and firm value of the World's most sustainable companies Journal Article

In: Economic Modelling, vol. 116, no. 1, pp. 1-12, 2022.

Abstract | Links | BibTeX

Guizani, Assil; Depoers, Florence; Lakhal, Faten

How do overconfident CEOs behave in competitive product markets: Evidence from stock price crash risk Journal Article

In: Finance Contrôle Stratégie, vol. 22, no. 2, pp. 2-22, 2022.

Abstract | Links | BibTeX

Belot, François; Waxin, Timothée

Mandatory employee board representation: Good news for family firms? Journal Article

In: International Review Of Law And Economics, vol. 71, 2022.

Abstract | BibTeX

Lakhal, Faten; Guizani, Assil; Depoers, Florence

Comment les dirigeant surconfiants se comportentils sur des marchés concurrentiels ? Le cas du risque de chute du cours d'action Journal Article

In: Finance Contrôle Stratégie, vol. 22, no. 2, pp. 1-21, 2022.

Abstract | Links | BibTeX

Grunspan, Cyril; Pérez-Marco, Ricardo

On Profitability of Nakamoto double spend Journal Article

In: Probability In The Engineering And Informational Sciences, vol. 36, no. 3, pp. 732-746, 2022.

Abstract | Links | BibTeX

Carassus, Laurence; Obloj, Jan; Wiesel, Johannes

Erratum: The Robust Superreplication Problem: A Dynamic Approach Journal Article

In: Siam Journal On Financial Mathematics, vol. 13, no. 2, pp. 653-655, 2022.

Abstract | Links | BibTeX

Lakhal, Faten; Benkraiem, Ramzi; Zorgati, Imen

Financial contagion intensity during the COVID-19 outbreak: A copula approach Journal Article

In: International Review Of Financial Analysis, vol. 81, pp. 102136, 2022.

Abstract | Links | BibTeX

Carassus, Laurence; Blanchard, Romain

Short Communication: Super-Replication Prices with Multiple Priors in Discrete Time Journal Article

In: Siam Journal On Financial Mathematics, vol. 13, no. 2, pp. 53-65, 2022.

Links | BibTeX

Benkraiem, Ramzi; Gaaya, Safa; Lakhal, Faten

Corporate tax avoidance, economic policy uncertainty, and the value of excess cash: International evidence Journal Article

In: Economic Modelling, vol. 108, pp. 105738, 2022.

Abstract | Links | BibTeX

Mhedhbi, Karim; Essid, Moez

National Cultural Dimensions and Adoption of the International Financial Reporting Standard (IFRS) for Small and Medium-Sized Entities (SMEs) Journal Article

In: International Journal of Accounting, vol. 57, no. 1, pp. 2250004, 2022.

Links | BibTeX

Lakhal, Faten; Benkraiem, Ramzi; Saad, Itidel Ben

How do International Financial Reporting Standards affect information asymmetry? The importance of the earnings quality channel Journal Article

In: Journal of International Accounting, Auditing and Taxation, vol. 46, pp. 100445, 2022.

Abstract | Links | BibTeX

Brahem, Emna; Depoers, Florence; Lakhal, Faten

Corporate social responsibility and earnings quality in family firms Journal Article

In: Journal of Applied Accounting Research, 2022.

Abstract | Links | BibTeX

Shuwaikh, Fatima; Dubocage, Emmanuelle

Access to the Corporate Investors' Complementary Resources: A Leverage for Innovation in Biotech Venture Capital-Backed Companies Journal Article

In: Technological Forecasting And Social Change, vol. 175, pp. 121374, 2022.

Abstract | Links | BibTeX

Ouadghiri, Imane El; Erragragui, Elias; Jaballah, Jamil; Peillex, Jonathan

Institutional investor attention and stock market volatility and liquidity: international evidence Journal Article

In: Applied Economics, vol. 54, no. 42, pp. 4839-4854, 2022.

Abstract | Links | BibTeX

Carassus, Laurence; Lépinette, Emmanuel

Pricing without no-arbitrage condition in discrete time Journal Article

In: Journal Of Mathematical Analysis And Applications, vol. 505, no. 1, pp. 125441, 2022.

Abstract | Links | BibTeX

Ouadghiri, Imane El; Gomes, Mathieu; Peillex, Jonathan; Pijourlet, Guillaume

Investor Attention to Fossil Fuel Divestment Movement and Stock Returns Journal Article

In: Energy Journal, vol. 43, no. 6, pp. -, 2022.

Abstract | Links | BibTeX

Bazgour, Tarik; Platania, Federico

A defaultable bond model with cyclical fluctuations in the spread process Journal Article

In: Annals Of Operations Research, vol. 312, pp. 647-672, 2022.

Abstract | Links | BibTeX

2021

Grunspan, Cyril; Cretarola, Alessandra; Figà-Talamanca, Gianna

Blockchain and cryptocurrencies: economic and financial research Journal Article

In: Decisions in Economics and Finance, vol. 44, pp. 781-78, 2021.

Links | BibTeX

Figà-Talamanca, Gianna; Focardi, Sergio

Common dynamic factors for cryptocurrencies and multiple pair trading statistical arbitrages Journal Article

In: Decisions in Economics and Finance, vol. 44, pp. 863-882, 2021.

Abstract | Links | BibTeX

Bosi, Stefano; Fontaine, Patrice; Van, Cuong Le

Long-run equilibrium in international asssets and goods markets: Why is the law of one price required? Journal Article

In: Journal Of Economic Behavior & Organization, vol. 190, no. september, pp. 891-904, 2021.

Abstract | Links | BibTeX

Benkraiem, Ramzi; Depoers, Florence; Guizani, Assil; Lakhal, Faten

How do powerful decision-makers affect firm's stock price crash risk? Journal Article

In: Economics Bulletin, vol. 41, no. 3, pp. 1876-1886, 2021.

Abstract | Links | BibTeX

Jedda, Nour; Lakhal, Faten; Ghenima, Riadh

Family Control and Investment Efficiency: Does financial analyst coverage matter? Journal Article

In: Management International, vol. 25, no. 3, pp. 91-115, 2021.

Abstract | Links | BibTeX

Shuwaikh, Fatima

Corporate Investors' Financial Performance: Does Dynamic Ambidexterity Matter? Inproceedings

In: Journal of Economic Behavioral & Organization: SI: ?Financial Crisis and Investors Behavior, Virtual, 2021.

Abstract | Links | BibTeX

Shuwaikh, Fatima

Venture Capital Activities under Uncertainty: US and UK Investors behavior Inproceedings

In: Annals of Operations Research: SI: ?Risk And Uncertainty Modelling In Financial And Economic Systems: Evidence From Advanced Operational Research Methods?, Virtual, 2021.

Abstract | Links | BibTeX

Shuwaikh, Fatima

Corporate Investors' Financial Performance: Does Dynamic Ambidexterity Matter? Conference

Financial Economics Meeting crisis challenges 2021, Virtual, 2021.

Links | BibTeX

Shuwaikh, Fatima

Venture Capital Activities under Uncertainty: US and UK Investors behavior Conference

Evidence From Advanced Operational Research Methods, Virtual, 2021.

Links | BibTeX

Essid, Moez

Comptabilité « verte » : l'UE fait un pas en direction d'une harmonisation des normes Miscellaneous

The Conversation, 2021.

Links | BibTeX

Bazgour, Tarik; Heuchenne, Cédric; Hübner, Georges; Sougné, Danielle

How do Volatility Regimes Affect the Pricing of Quality and Liquidity in the Stock Market? Journal Article

In: Studies In Nonlinear Dynamics And Econometrics, vol. 25, no. 1, pp. 20180127, 2021.

Abstract | Links | BibTeX

Garcin, Matthieu

Forecasting with fractional Brownian motion: a financial perspective Conference

10th General AMaMeF, virtual, 2021.

Links | BibTeX

Garcin, Matthieu

From non-parametric estimation of tail dependence coefficients to portfolio diversification Conference

4th International Conference on Econometrics and Statistics, Virtual, 2021.

Abstract | Links | BibTeX

Shuwaikh, Fatima

The Power of Syndicates: Evidence from Venture Capital Investments in the United States Conference

Reshaping capitalism for a sustainable world, Virtual, 2021.

Abstract | Links | BibTeX

Lakhal, Faten; Depoers, Florence; Brahem, Emna

Family control and corporate social responsibility: The moderating effect of the board of directors Journal Article

In: Management International, vol. 25, no. 2, pp. 218 - 238, 2021.

Abstract | Links | BibTeX

Waxin, Timothée; Belot, François

Family control, stock price levels and stock split activity Journal Article

In: Finance, vol. 42, no. 1, pp. 155-219, 2021.

Abstract | Links | BibTeX

?apina, Matej; Karmakar, Chandan; Kramari?, Karolina; Kosmider, Marcin; Garcin, Matthieu; Brdari?, Dario; Milas, Kre?imir; Yearwood, John

Lempel-Ziv complexity of the pNNx statistics - an application to neonatal stress Journal Article

In: Chaos Solitons & Fractals, vol. 146, no. 1, pp. 110703, 2021.

Abstract | Links | BibTeX

Garcin, Matthieu

Fractional models: estimation, forecast, and market efficiency Conference

Financial modelling seminar, Université Paris 1 Panthéon-Sorbonne, Virtual, 2021.

Abstract | Links | BibTeX

Fontaine, Patrice; Zhao, Sujiao

Suppliers as Financial Intermediaries: Trade Credit for Undervalued Firms Journal Article

In: Journal Of Banking & Finance, vol. 124, pp. 106043, 2021.

Abstract | Links | BibTeX

Ouadghiri, Imane El; Guesmi, Khaled; Peillex, Jonathan; Ziegler, Andreas

Public attention to environmental issues and stock market returns Journal Article

In: Ecological Economics, vol. 180, pp. 106836, 2021.

Abstract | Links | BibTeX

Ouadghiri, Imane El; Ziegler, Andreas; Peillex, Jonathan; Guesmi, Khaled

Les menaces écologiques affectent-elles les décisions des investisseurs ? Miscellaneous

The Conversation, 2021.

Links | BibTeX

Belot, François; Waxin, Timothée

Family control, stock prices, and stock splits Miscellaneous

Magazine des Professions Financières et de l'Économie », 2021.

Links | BibTeX

Callegaro, Gorgia; Grasselli, Martino; Pagès, Gilles

Fast Hybrid Schemes for Fractional Riccati Equations (Rough is not so Tough) Journal Article

In: Mathematics Of Operations Research, vol. 46, no. 1, pp. 221-254, 2021.

Abstract | Links | BibTeX

Blanchard, Romain; Carassus, Laurence

Convergence of utility indifference prices to the superreplication price in a multiple-priors framework Journal Article

In: Mathematical Finance, vol. 31, no. 1, pp. 366-398, 2021.

Abstract | Links | BibTeX

Peillex, Jonathan; Ouadghiri, Imane El; Gomes, Mathieu; Jaballah, Jamil

Extreme Heat and Stock Market Activity Journal Article

In: Ecological Economics, vol. 179, pp. 106810, 2021.

Abstract | Links | BibTeX

Francoeur, Claude; Lakhal, Faten; Gaaya, Safa; Saad, Itidel Ben

How Do Powerful CEOs Influence Corporate Environmental Performance? Journal Article

In: Economic Modelling, vol. 94, pp. 121-129, 2021.

Abstract | Links | BibTeX

Benkraiem, Ramzi; Lakhal, Faten; Saad, Itidel Ben

New insights into IFRS and earnings quality: what conclusions to draw from the French experience? Journal Article

In: Journal of Applied Accounting Research, vol. 22, no. 2, pp. 307-333, 2021.

Abstract | Links | BibTeX

Ach, Yves-Alain; Said, Sandra Rmadi

Information financière et valeur des marques Book

ISTE Editions, 2021, ISBN: 978-1784057060.

Abstract | Links | BibTeX

Ach, Yves-Alain; Said, Sandra Rmadi

Financial Information and Brand Value: Reflections, Challenges and Limitations Book

Wiley-ISTE, 2021, ISBN: 978-1-786-30567-1.

Abstract | Links | BibTeX

2020

Anagnostidis, Panagiotis; Fontaine, Patrice; Varsakelis, Christos

Are high-frequency traders' informed? Journal Article

In: Economic Modelling, vol. 93, pp. 365-383, 2020.

Abstract | Links | BibTeX

321 entries « 1 of 7 »

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