Back to all papers
Measuring speculation beyond day trading and bets on lottery-like stocks
- Werner De Bondt (Driehaus College of Business, DePaul University)
- Rudy De Winne (Louvain Finance (LIDAM) & Louvain School of Management, UCLouvain)
- Catherine d'Hondt (Louvain Finance (LIDAM) & Louvain School of Management, UCLouvain)
International Review of Financial Analysis
2024
Mutual Fund Proliferation and Entry Deterrence
- Sebastien Betermier, McGill University
- David Schumacher, McGill University
- Ali Shahrad, University of Saskatchewan
The Review of Asset Pricing Studies
2023
Disentangling domiciles and investor locations in European mutual fund data
- David Rakowski (The University of Texas at Arlington)
Finance Research Letters
2022
Analyst Incentives and Stock Return Synchronicity: Evidence from MiFID II
- Yihan Li (University of Bath)
- Xin Liu (Renmin University of China)
- Vesa Pursiainen (University of St. Gallen and Swiss Finance Institute)
Financial Analysts Journal
2022
What drives retail portfolio exposure to ESG factors?
- Catherine D’Hondt (UCLouvain, Louvain School of Management & Louvain Finance (LIDAM))
- Maxime Merli (EM Strasbourg Business School, University of Strasbourg, LaRGE Research Center)
- Tristan Roger (ICN Business School, CEREFIGE, Université de Lorraine)
Finance Research Letters
2022
Cultural Biases in Equity Analysis
- Vesa Pursiainen (University of St. Gallen)
Journal of Finance
2021
Do retail investors bite offmore than they can chew? A close look at their return objectives
- Catherine D’Hondt (Louvain Finance (LIDAM), Louvain School of Management)
- Rudy De Winne (Louvain Finance (LIDAM), Louvain School of Management)
- Maxime Merli (LaRGE Research Center, EM Strasbourg Business School, University of Strasbourg)
Journal of Economic Behavior & Organization
2021
Trading leveraged Exchange-Traded products is hazardous to your wealth
- C. D'Hondt (Louvain Finance (IMMAQ), Louvain School of Management, Catholic University of Louvain)
- Richard McGowan (Caroll School of Management, Boston College)
- P. Roger (LaRGE Research Center, EM Strasbourg Business School, University of Strasbourg)
The Quarterly Review of Economics and Finance
2021
Asymmetric Stochastic Volatility Models: Properties and Particle Filter-based Simulated Maximum Likelihood Estimation
- Xiuping Mao (School of Finance, Zhongnan University of Economics and Law)
- Veronica Czellar (SKEMA Business School)
- Esther Ruiz (Universidad Carlos III de Madrid)
- Helena Veiga (Universidad Carlos III de Madrid)
Econometrics & Statistics
2020
The Globalization Risk Premium
- J.-N. Barrot (Massachusetts Institute of Technology)
- E. Loualiche (University of Minnesota)
- J. Sauvagnat (Bocconi University)
Journal of Finance
2019
Financial Institutions Network and the Certification Value of Bank Loans
- C. J. Godlewski (University of Strasbourg)
- B. Sanditov (Telecom Ecole de Management, Institut Mines-Telecom Paris)
Financial Management
2018
Investment goals and mental accounting in French retail clients
- M.H. Broihanne (University of Strasbourg)
- H. Orkut (University of Strasbourg)
Finance
2018
Investor Sentiment and Stock Return Predictability: the Power of Ignorance
- C. D'Hondt (Louvain Finance (IMMAQ), Louvain School of Management, Catholic University of Louvain)
- P. Roger (LaRGE Research Center, EM Strasbourg Business School, University of Strasbourg)
Finance
2017
When cutting dividends is not bad news: The case of optional stock dividends
- T. David (Paris-Dauphine University)
- E. Ginglinger (Paris-Dauphine University)
Journal of Corporate Finance
2016
Diversification, gambling and market forces
- M-H. Broihanne (LaRGE Research Center, EM Strasbourg Business School, University of Strasbourg)
- M. Merli (LaRGE Research Center, EM Strasbourg Business School, University of Strasbourg)
- P. Roger (LaRGE Research Center, EM Strasbourg Business School, University of Strasbourg)
Review of Quantitative Finance and Accounting
2016
Are Retail Traders Compensated for Providing Liquidity?
- J.N. Barrot (Massachusetts Institute of Technology)
- R. Kaniel (University of Rochester)
- David Sraer (Princeton University)
Journal of Financial Economics
2016
Why do companies transfer the trading compartment of their common stocks
- P. Fontaine (EUROFIDAI)
- A. K. Cisse (ISG International Business School)
Research in International Business and Finance
2016
Repurchase behavior of individual investors, sophistication and regret
- M. Merli (LaRGE Research Center, EM Strasbourg Business School, University of Strasbourg)
- C. Magron (LaRGE Research Center, EM Strasbourg Business School, University of Strasbourg)
Journal of Banking and Finance
2015
Consequences of Voluntary Stock Exchange Section Switching on Stocks Price, Liquidity and Volatility
- P. Fontaine (EUROFIDAI)
- A. K. Cisse (ISG International Business School)
Bankers, Markets and Investors
2015
Through the looking glass: Indirect inference via simple equilibria
- L. Calvet (HEC Paris)
- V. Czellar (HEC Paris)
Journal of Econometrics
2015
Accurate Methods for Approximate Bayesian Computation Filtering
- L. Calvet (HEC Paris)
- V. Czellar (HEC Paris)
Journal of Financial Econometrics
2015
The 99% Market Sentiment Index
- P. Roger (LaRGE Research Center, EM Strasbourg Business School, University of Strasbourg)
Finance
2014
Employee Ownership: a Theoretical and Empirical Investigation of Management Entrenchment vs. Reward Management
- N. Aubert (Toulon University and INSEEC Business School)
- G. Garnotel (INSEEC Business School)
- A. Lapied (Aix-Marseille University)
- P. Rousseau (Aix-Marseille University)
Economic Modelling
2014
What drives the herding behavior of individual investors?
- M. Merli (LaRGE Research Center, EM Strasbourg Business School)
- T. Roger (Paris Dauphine University)
Finance
2013
Global, Local, and Contagious Investor Sentiment
- M. Baker (Harvard Business School and NBER)
- J. Wurgler (NYU Stern School of Business and NBER)
- Y. Yu (Wharton School of Business)
Journal of Financial Economics
2012
Individual Investors and Volatility
- T. Foucault (HEC Paris)
- D. Thesmar (HEC Paris)
- D. Sraer (Princeton University)
Journal of Finance
2011
How Does Investor Sentiment Affect Stock Market Crises? Evidence from Panel Data
- M. Zouaoui (University of Franche-Comté and LEG UMR 5118)
- G. Nouyrigat (University of Grenoble)
- F. Beer (California State University of San Bernardino)
The Financial Review
2011