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Erreurs sur les variables et modèles d'évaluation des actifs financiers canadiens

Carmichael, Benoît; Coën, Alain; L'Her, Jean-François - In: Finance : revue de l'Association Française de Finance 29 (2008) 1, pp. 7-29

Persistent link: https://www.econbiz.de/10003730237

Another look at financial analysts' forecasts accuracy : recent evidence frontier markets

Coën, Alain; Desfleurs, A. - In: Handbook of frontier markets : the African, European …, (pp. 171-189). 2016

Persistent link: https://www.econbiz.de/10011549527

The informational dimensions of the Amihud (2002) illiquidity measure : evidence from the M&A market

Coën, Alain; La Bruslerie, Hubert de - In: Finance research letters 29 (2019), pp. 23-29

Persistent link: https://www.econbiz.de/10012417696

Real estate as a common risk factor in bank stock returns

Carmichael, Benoît; Coën, Alain - In: Journal of banking & finance 94 (2018), pp. 118-130

Persistent link: https://www.econbiz.de/10011966483

Did security analysts overreact during the global financial crisis? : Canadian evidence

Coën, Alain; Desfleurs, Aurélie - In: Handbook of investors' behavior during financial crises, (pp. 169-190). 2017

Persistent link: https://www.econbiz.de/10011743023

The relative performance of green REITs : evidence from financial analysts' forecasts and abnormal returns

Coën, Alain; Desfleurs, Aurélie - In: Finance research letters 45 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014576863

Explaining Returns on Venture Capital-Backed Companies : Evidence from Belgium

Alperovych, Yan - 2014

Using a unique database of 990 VC-backed Belgian firms, we study whether compatibility between corporate and environmental characteristics matters. We address two questions: (i) Does the interplay of company, industry, and product factors affect the expected returns of the VC-backed firms? (ii)...

Persistent link: https://www.econbiz.de/10013045590

Do Political and Economic Uncertainties Separate Stock Markets?

Babaei, Hamid; Hübner, Georges; Muller, Aline - 2022

This study investigates the dynamic pattern of the interdependence among G7 stock markets, namely the US, the UK, France, Germany, Italy Canada and Japan over the 1988-2021 period. The state-space formulation of the time-varying cointegrating coefficient allows us to examine the potential...

Persistent link: https://www.econbiz.de/10013308718

The effects of uncertainty on the dynamics of stock market interdependence : evidence from the time-varying cointegration of the G7 stock markets

Babaei, Hamid; Hübner, Georges; Muller, Aline - In: Journal of international money and finance 139 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014478229

Harvesting the seasons of the size anomaly

Fays, Boris; Hübner, Georges; Lambert, Marie - In: The journal of asset management : a major new, … 23 (2022) 4, pp. 337-349

Persistent link: https://www.econbiz.de/10013392006