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Academic Publications - 2010


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Academic Publications 2010

Econometric Theory
Gregoir, Stéphane
Fully modified estimation of seasonally cointegrated processes
Econometric Theory, Volume 26, Issue 05, pp. 1491-1528, Octobre 2010.
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Economie Appliquée
Courtioux, Pierre; Gadenne, Lucie
Inégalités et prélèvements obligatoires en France : l'apport d'une méthode de microsimulation avec bootstrap
Economie Appliquée, tome LXIII, n°2, p.5-22, Juin 2010.
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The Journal of Wealth Management
Gregoriou, Greg; Pascalau, Razvan
Selecting Prior Year's Top Fund of Hedge Funds as This Year's Choice
The Journal of Wealth Management, Automne 2010, Vol. 13, No. 2: pp. 61-68.
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Brussels Economic Review
Arouri, Mohamed El Hedi; Jawadi, Fredj
Co-mouvements des marchés boursiers : intégration ou contagion ?
Brussels Economic Review, Volume 50, Issue 3, pp. 315-333, 2007.
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International Journal of Business
Arouri, Mohamed El Hedi; Jawadi, Fredj; Duc, Nguyen
Stock Market Integration in the EURO Area: Segmentation or Linear Modelling Misspecification?
International Journal of Business, Volume 15, Issue 3, 2010.
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La Gazette du Palais
Roquilly, Christophe
« Google it » ou la confrontation d'une stratégie d'innovation et d'un business model avec le droit de la propriété intellectuelle
La Gazette du Palais, Juin 2010, 169-170, p. 7 et s.
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Concurrences
Roquilly, Christophe
Le cas Intel, dix ans après : le mythe de la compliance revisitée ?
Concurrences, N° 2-2010, n°30890, pp. 50-56.
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Revue Dalloz
Manara, C.
Litiges en ligne : l'émancipation des modes de résolution
Revue Dalloz, Mai 2010.
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Energy Policy
Arouri M.H., T.H. Din, D.K. Nguyen
Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries
Energy Policy, Volume 38, Issue 8, August 2010, pp 4371-4380.
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Energy Policy
Arouri M.H., D. Nguyen

Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade
Energy Policy, vol.38, pp 4528-4539, August 2010
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Neurocomputing
du Jardin, P.
Predicting bankruptcy using neural networks and other classification methods: The influence of variable selection techniques on model accuracy
Neurocomputing, vol. 73, n° 10-12, pp. 2047-2060, June 2010.
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Journal of Banking and Finance
Banker R.D., J.D. Cummins, P.J.M. Klumpes
Performance measurement in the financial services sector: Frontier efficiency methodologies and other innovative techniques
Journal of Banking and Finance, Volume 34, Issue 6.
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Insurance Markets and Companies: Analyses and Actuarial Computations
Kumples P.
, L. Tang
Alternative measurement bases in pension accounting: a simulation analysis
Insurance Markets and Companies: Analyses and Actuarial Computations, 2010, Volume 1, Issue 1.
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Journal of Financial Economics
Boehmer E., Z. Huszar, B. Jordan
The good news in short interest
Journal of Financial Economics, 2010, vol. 96, issue 1, pages 80-97.
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Studies in Nonlinear Dynamics & Econometrics
Huang  D.; B. Yu, Z. L, F. Fabozzi, S. Focardi, M. Fukushima
Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model
Studies in Nonlinear Dynamics & Econometrics, 2010, Vol. 14 - No. 2, Article 1.
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Revue Française de Gestion
Arrègle J.-L., I. Mari
Avantages ou désavantages des entreprises familiales ? Principaux résultats des recherches et perspectives
Revue Française de Gestion, 2010, vol. 36/200 - 2010 - pp.87-109.
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Cahiers de droit de l'entreprise
Roquilly C., C. Collard
La conformité réglementaire et les programmes de compliance
Cahiers de droit de l'entreprise, mars-avril 2010, p. 9-19.
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Economics Bulletin
Arouri M.H., F. Jawadi
On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM
Economics Bulletin, April 2010
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Reflexions Immobilières
Foulquier P., M.H. Arouri
Solvabilité II : une menace pour l'immobilier ?
Reflexions Immobilières, n°52, 2e trimestre 2010.
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Applied Financial Economics
Arouri M.H., F. Jawadi, D.K. Nguyen
Global Financial Crisis, Stock Markets and Efficiency of Central Banks Interventions
Applied Financial Economics, vol. 20, n°8, pp. 669-680, April 2010.
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Bankers, Markets and Investors
Arouri M.H., F. Jawadi, D.K. Nguyen
Efficiency and Threshold Stock Price Adjustment: The American Stock Market Case
Bankers, Markets and Investors, Issue 105, March-April 2010.
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Economics Bulletin
Arouri M.H., F. Jawadi
Short and long term linkages between oil prices and stock markets in Europe: a sector perspective
Economics Bulletin, Volume 30, Issue 1, pages 817-828, 2010.
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European Financial Management
Amenc N., L. Martellini, J.-C. Meyfredi, V. Ziemann.
Passive Hedge Fund Replication - Beyond the Linear Case
European Financial Management, Volume 16, Issue 2, pages 191-210, March 2010.
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Labour Economics
Chéron A., F. Langot
On-the-job search equilibrium with endogenous unemployment benefits
Labour Economics, Volume 17, Issue 2, April 2010, Pages 383-391.
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European Management Journal
Bollaert H., V. Petit
Beyond the dark side of executive psychology: Current research and new directions
European Management Journal, Volume 28, Issue 2, April 2010.
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Mathematical Social Sciences
Drugeon J-P, C. Nourry, Alain Venditti
On efficiency and local uniqueness in two-sector OLG economies
Mathematical Social Sciences, Volume 59, Issue 1, January 2010, Pages 120-144.
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Journal of Alternative Investment
Chong J., Jöelle Miffre
Conditional Correlation and Volatility in Commodity Futures and Traditional Asset Markets
Journal of Alternative Investment, Winter 2010, Vol. 12, No. 3: pp. 061-075.
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Journal of Trading
Li X., C. Brooks, Joëlle Miffre
Transaction Costs, Trading Volume and Momentum Strategies
Journal of Trading, Vol. 5, No. 1: pp. 66-81, Winter 2010.
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Revue Française de Gestion
Duhamel J-C, Björn Fasterling, C. Refait-Alexandre
La transparence : outil de conciliation de la finance et du management
Revue Française de Gestion, Vol. 35/198-199 - 2009 - pp.59-75.
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Gestion 2000
Jawadi F., M.H. Arouri, P. Foulquier
Impact de la crise sur le coût du capital : une comparaison internationale de l'évolution de la prime de risque
Gestion 2000, N° 6, 12/2009.
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Revue Banque
Dujardin Philippe
Les "défaillances" des modèles de défaillances
Revue Banque, N. 720, page n°39-41.
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International Journal of Business
Jawadi, Fredj; El Hedi Arouri, Mohamed; Bellalah, Mondher
Nonlinear Linkages between Oil and Stock Markets in Developed and Emerging Countries
International Journal of Business, Volume 15, Number 1, Winter 2010.
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Legal Strategies
Roquilly, Christophe
From legal monitoring to legal core competency: how to integrate the legal dimension into strategic management?
Legal Strategies, part 1, 2010.
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Managerial Finance
Arouri, Mohamed Hedi, Nguyen, D.
Time-varying Characteristics of Cross-market Linkages with Empirical Application to Gulf Stock Markets
Managerial Finance, vol. 36, n°1, pp. 57-70, 2010.
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Written by STEPHANE COLOMBANI
Date of update September 6, 2010

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