Search Results - person:"Giot, P."

Private equity fundraising and firm specialization

Gejadze, Maia; Giot, Pierre; Schwienbacher, Armin - In: The quarterly review of economics and finance : journal … 64 (2017), pp. 259-274

Persistent link: https://www.econbiz.de/10011792335

Commonalities in the order book

Beltran Lopez, Helena; Giot, Pierre; Grammig, Joachim - 2009

This paper uses data from one of the most important European stock markets and shows that, in line with predictions from theoretical market microstructure, a small number of latent factors captures most of the variation in stock specific order books. We show that these order book commonalities...

Persistent link: https://www.econbiz.de/10003857810

Are novice private equity funds risk-takers? : evidence from a comparison with established funds

Giot, Pierre; Hege, Ulrich; Schwienbacher, Armin - In: The journal of corporate finance : contracting, … 27 (2014), pp. 55-71

Persistent link: https://www.econbiz.de/10010410168

International stock return predictability : statistical evidence and economic significance

Giot, Pierre (contributor); Petitjean, Mikael (contributor) - 2006

Persistent link: https://www.econbiz.de/10003386818

The information content of the Bond-Equity Yield Ratio : better than a random walk?

Giot, Pierre (contributor); Petitjean, Mikael (contributor) - 2006

Persistent link: https://www.econbiz.de/10003386833

Short-term market timing using the Bond-Equity Yield Ratio

Giot, Pierre (contributor); Petitjean, Mikael (contributor) - 2006

cross-section of expected stock returns, Journal of Fi- nance 46, 427–646. Giot, P., and M. Petitjean, 2006a, International … stock return predictability: Statistical evidence and economic significance, Manuscript, University of Namur (FUNDP). Giot …, P., and M. Petitjean, 2006b, Short-run reversion dynamics in the Bond-Equity Yield Ratio: Cointegration versus random …

Persistent link: https://www.econbiz.de/10003386845

Market-wide liquidity co-movements, volatility regimes and market cap sizes

Beaupain, Renaud (contributor); Giot, Pierre (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003386948

Commonalities in the order book

Beltran Lopez, Helena (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003278481

Commonalities in the order book

Beltran Lopez, Helena (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002793179

An international analysis of earnings, stock prices and bond yields

Durré, Alain; Giot, Pierre - 2005

This paper assesses the possible contemporaneous relationship between stock index prices, earnings and long-term government bond yields for a large number of countries and over a time period that spans several decades. In a cointegration framework, our analysis looks at three hypotheses. First,...

Persistent link: https://www.econbiz.de/10011625578