Recursos de colección

ORBi Open Repository and Bibliography (301.662 recursos)

In may 2007, the ULg's Administrative Board (joined in June 2007 by the FUSAGx) decided to create an institutional repository and defined a strong institutional self-archiving policy to increase the visibility, accessibility and impact of the University's publications (Board's decision). This decision led to the official launch, in November 2008, of the ORBi platform including both the Academic Bibliography and the Institutional Repository of the Wallonia-Europe University Academy.

Business & economic sciences => Finance

Mostrando recursos 1 - 8 de 8

  1. A repeat-sales index for pricing US corporate bonds

    Beaupain, Renaud; Heck, Stéphanie
    In this paper we use a repeat-sales index methodology to construct US corporate bond price indices. Using several performance tests, we show that this methodology provides superior index estimates. In particular when assets trade at infrequent and irregular intervals the repeat-sales index is superior to taking an arithmetic price average. The methodology can readily be applied to any sub-sample of bonds based on a particular characteristic, such as the rating or the maturity. We further study the sensitivity of individual bond returns to systematic market risk as measured by a repeat-sales price index. Results indicate that variations in the price...

  2. Market Efficiency And Hedge Fund Trading Strategies

    Lambert, Marie
    Peer reviewed

  3. Size and Value Matter But Not the Way You Thought

    Lambert, Marie
    Peer reviewed

  4. Real Options Valuation and Stress Test Analysis

    Lambert, Marie
    Peer reviewed

  5. Market Efficiency and Hedge Fund Trading Strategies

    Lambert, Marie
    Peer reviewed

  6. Media content for value and growth stocks

    Lambert, Marie; Moreno Miranda, Nicolas
    This paper aims at providing new insights on the risk drivers underly- ing the value premium documented by Fama and French (1993). By using news stories supplied by Thomson Reuters, we seek to explain comove- ment in value and growth stock returns from common information factors embedded in news. We also distinguish between information coming from common news stories and idiosyncratic shocks concerning a smaller subset of firms. This framework allows us to answer three questions: 1) Is there a common risk factor in the news which explains the value anomaly? 2) Is idiosyncratic news information priced? and 3) Does the amount of media attention to an information prime...

  7. What Style Liquidity Timing Skills Do Mutual Fund Managers Possess?

    Bazgour, Tarik; Bodson, Laurent; Sougné, Danielle
    Peer reviewed

  8. Hedge fund styles and market uncertainty

    Platania, Federico; Lambert, Marie
    Peer reviewed

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