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Information Asymmetry in the French Market around Crises
Bellalah, Mondher; Aboura, Sofiane - Université Paris-Dauphine (Paris IX) - 2007
This paper posits itself in the stream of literature related to event studies and in particular the September 11th event. It is the first study to our knowledge that investigates the impact on the French financial market of September 11th, 2001 and September 21st, 2001. Was there any information...
Persistent link: https://www.econbiz.de/10011073931
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Options, contrats à terme et gestion des risques : analyse, évaluation, stratégies
Bellalah, Mondher; Simon, Yves - Université Paris-Dauphine (Paris IX) - 2003
et en temps continu) des produits dérivés (contrat à terme et options) quel que soit l'actif sous-jacent (indice boursier …
Persistent link: https://www.econbiz.de/10011073654
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Shadow costs of incomplete information and short sales in the valuation of the firm and its assets
Bellalah, Mondher - In: The North American journal of economics and finance : a … 37 (2016), pp. 406-419
Persistent link: https://www.econbiz.de/10011672986
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On Real Options and Information Costs
Bellalah, Mondher; El Farissi, Inass - Université Paris-Dauphine (Paris IX) - 2002
real options in the presence of shadow costs of incomplete information. Information costs can be viewed as sunk costs in … costs in standard discounted cash flow techniques and present the basic concepts of real options. The justification of … analysis extends the models in Bellalah (1999, 2001) for the valuation of real options within information uncertainty. We …
Persistent link: https://www.econbiz.de/10010708647
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L’exposition au risque de change et les déterminants de la couverture : le cas
Bellalah, Mondher; Mefteh, Salma - Université Paris-Dauphine (Paris IX) - 2002
Cet article examine si la valeur d’une entreprise exportatrice française est affectée par les fluctuations contemporaines et retardées du taux de change. En se basant sur un ´échantillon de 100 entreprises exportatrices françaises, l’´étude trouve que 22% des entreprises connaissent...
Persistent link: https://www.econbiz.de/10011071921
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A Decomposition of Empirical Distributions with Applications to the Valuation of Derivative Assets
Bellalah, Mondher; Lavielle, Marc - In: Multinational Finance Journal 6 (2002) 2, pp. 99-130
The selection of an appropriate parameterization of data is a fundamental step in a majority of empirical research effort. Likewise, detecting or estimating features of non-stationarities in data sequences is a critical point in conducting credible research that uses data for inference. In this...
Persistent link: https://www.econbiz.de/10010937187
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On Real Options and Information Costs.
Bellalah, Mondher; El Farissi, Inass - Université Paris-Dauphine
real options in the presence of shadow costs of incomplete information. Information costs can be viewed as sunk costs in … costs in standard discounted cash flow techniques and present the basic concepts of real options. The justification of … analysis extends the models in Bellalah (1999, 2001) for the valuation of real options within information uncertainty. We …
Persistent link: https://www.econbiz.de/10008532470
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L’exposition au risque de change et les déterminants de la couverture : le cas.
Bellalah, Mondher; Mefteh, Salma - Université Paris-Dauphine
Cet article examine si la valeur d’une entreprise exportatrice française est affectée par les fluctuations contemporaines et retardées du taux de change. En se basant sur un ´échantillon de 100 entreprises exportatrices françaises, l’´étude trouve que 22% des entreprises connaissent...
Persistent link: https://www.econbiz.de/10008532481
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A Decomposition of Empirical Distributions with Applications to the Valuation of Derivative Assets
Bellalah, Mondher - 2016
The selection of an appropriate parameterization of data is a fundamental step in a majority of empirical research effort. Likewise, detecting or estimating features of non-stationarities in data sequences is a critical point in conducting credible research that uses data for inference. In this...
Persistent link: https://www.econbiz.de/10013004317
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Volume, Volatility, and Periodic Closure with Information Uncertainty
Bellalah, Mondher - 2004
This paper investigates the effects of opening and closing on transactions demand, volume, and volatility of options … the Paris Bourse. The predictions of periodic demand with high volume at open and close in options markets and their …
Persistent link: https://www.econbiz.de/10012785333