Instituts

L’équipe de l’Institut est diversifiée et se compose de chercheurs et de professeurs qui se consacrent à la publication de leurs recherches de pointe dans les meilleures revues financières. Elle s’investit également en faveur d’une formation en finance de haut niveau et contribue au partage du savoir en organisant des conférences, des séminaires et des débats publics portant sur un large éventail de sujets en matière de finance.

 

Série de vidéos sur la recherche

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Sovereign debt sustainability in advanced economies

In this video, Professor Jean-Charles Rochet presents his research on sovereign debt aimed at answering the following question: what is the maximum debt-to-GDP ratio that is sustainable by a government?

10 June 2021

  

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Sélection de publications

Bakalli, G., Guerrier, S., & Scaillet, O. (2023).A penalized two-pass regression to predict stock returns with time-varying risk premia. Journal of Econometrics.
https://doi.org/10.1016/j.jeconom.2022.12.004

Efing, M., Hau, H., Kampkötter, P., & Rochet, J.-C. (2023). Bank Bonus Pay as a Risk Sharing Contract. The Review of Financial Studies, 36(1), 235–280.
https://doi.org/10.1093/rfs/hhac030

Barras, L., Gagliardini, P., & Scaillet, O. (2022). Skill, scale, and value creation in the mutual fund industry. The Journal of Finance, 77(1), 601–638.
https://doi.org/10.1111/jofi.13096

Camanho, N., Hau, H. & Rey, H. (2022). Global Portfolio Rebalancing and Exchange Rates. The Review of Financial Studies, 35(11), 5228–5274.
https://doi.org/10.1093/rfs/hhac023

Efing, M., Fahlenbrach, R., Herpfer, C., & Krueger, P. (2022). How Do Investors and Firms React to a Large, Unexpected Currency Appreciation Shock? The Review of Corporate Finance Studies.
https://doi.org/10.1093/rcfs/cfac024

Orłowski, P., Schneider, P. & Trojani, F. (2022). On the Nature of (Jump) Skewness Risk Premia. Management Science.
à paraître

Bourassa, S. C., Hoesli, M., Merlin, L., & Renne, J. (2021). Big data, accessibility, and urban house prices. Urban Studies,58(15), 3176–3195.
https://doi.org/10.1177/0042098020982508

Chaieb, I., Errunza, V., & Langlois, H. (2021). How is liquidity priced in global markets? The Review of Financial Studies, 34(9), 4216–4268.
https://doi.org/10.1093/rfs/hhaa125

Chaieb, I., Langlois, H., & Scaillet, O. (2021). Factors and risk premia in individual international stock returns. Journal of Financial Economics, 141(2), 669–692.
https://doi.org/10.1016/j.jfineco.2021.04.007

Cziraki, P., Lyandres, E., & Michaely, R. (2021). What do insiders know? Evidence from insider trading around share repurchases and SEOs. Journal of Corporate Finance, 66.
https://doi.org/10.1016/j.jcorpfin.2019.101544

Gruber, P. H., Tebaldi, C., & Trojani, F. (2021). The price of the smile and variance risk premia. Management Science, 67(7).
https://doi.org/10.1287/mnsc.2020.3689

Michaely, R., Rossi, S., & Weber, M. (2021). Signaling Safety. Journal of Financial Economics, 139(2), 405–427.
https://doi.org/10.1016/j.jfineco.2020.08.013

Sandulescu, M., Trojani, F., & Vedolin, A. (2021). Model-Free International Stochastic Discount Factors. The Journal of Finance, 76(2), 935–976.
https://doi.org/10.1111/jofi.12970


> Pour une liste complète, veuillez consulter notre page web Savoir & publications

 

Thèses de doctorat récentes

 

Three Essays on Sustainable Finance (Jouvenot, V. 2022)

Three Essays on Fintech and Online Marketplaces (Shan, H. 2022)

Three Essays on Corporate Finance (Zhang, Ye. 2022)

Real Estate Investments, Macroeconomic Risk Factors and Portfolio Implications (Delfim, J.-C. 2021)

Three Essays on Chinese Banking and Corporate Finance (Zhang, Z. 2020)

Essays on bank capital structure (Hrasko, G. 2019)


> Veuillez cliquer ici pour de plus amples informations sur le programme de doctorat en finance.

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