Skip to main content
Back to all papers

Publications using DAILY data

Mutual Fund Proliferation and Entry Deterrence

  • Sebastien Betermier McGill University, Canada
  • David Schumacher McGill University, Canada
  • Ali Shahrad University of Saskatchewan, Canada

The Review of Asset Pricing Studies

2023

Cultural Biases in Equity Analysis

  • Vesa Pursiainen (University of St. Gallen)

Journal of Finance

2021

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

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