Zobrazeno 1 - 10
of 220
pro vyhledávání: '"Pierre Collin"'
Publikováno v:
The Journal of Finance.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::820ea137c796f523af1929f6771d4e9e
https://doi.org/10.1111/jofi.13248
https://doi.org/10.1111/jofi.13248
Publikováno v:
Journal of Financial Economics. 139:922-949
We investigate the impact of an exogenous trading glitch at a high-frequency market-making firm on standard measures of stock liquidity (spreads, price impact, turnover, and depth) and institutional trading costs (implementation shortfall and volume-
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9f93287c31d3e4e7362734a7c076c1b9
https://doi.org/10.1016/j.jfineco.2020.08.009
https://doi.org/10.1016/j.jfineco.2020.08.009
Publikováno v:
Journal of Finance. 75(5):2719-2763
Despite regulatory efforts to promote all‐to‐all trading, the post–Dodd‐Frank index credit default swap market remains two‐tiered. Transaction costs are higher for dealer‐to‐client than interdealer trades, but the difference is explaine
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b3788be1bc12d843d510ed185113c176
https://research.cbs.dk/en/publications/a6ddca36-3dd1-4a26-a3f0-5189b1726233
https://research.cbs.dk/en/publications/a6ddca36-3dd1-4a26-a3f0-5189b1726233
Publikováno v:
Journal of Financial and Quantitative Analysis. 56:1945-1984
When activist shareholders file Schedule 13D filings, the average stock-price volatility drops by approximately 10%. Prior to filing days, volatility information is reflected in option prices. Using a comprehensive sample of trades by Schedule 13D fi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2e3deb3d064c63d855c7205cebbf3d64
https://doi.org/10.1017/s0022109020000629
https://doi.org/10.1017/s0022109020000629
Autor:
Matthias Beat Wittwer, Dieudonné Tshitenge Tshitenge, Pierre-Luc Boudreault, Annie Doucet, Maximilian Kullmann, Joachim Mittendorf, Émilie Blaise, Florian Kölling, Alexander Hillisch, Christian Comeau, Marie-Pierre Collin, Lea Seep, Eric Marsault, Andreas H. Göller, Antoine Le Roux, Marilena Giarrusso, Thomas Neubauer
Publikováno v:
Journal of Medicinal Chemistry. 63:6774-6783
We herein report the first thorough analysis of the structure-permeability relationship of semipeptidic macrocycles. In total, 47 macrocycles were synthesized using a hybrid solid-phase/solution strategy, and then their passive and cellular permeabil
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0233d450b6d70f6daea1d2fd2c80ac76
https://doi.org/10.1021/acs.jmedchem.0c00013
https://doi.org/10.1021/acs.jmedchem.0c00013
Publikováno v:
Journal of Financial Economics. 136:379-406
We solve a portfolio choice problem when expected returns, covariances, and trading costs follow a regime-switching model. The optimal policy trades towards an aim portfolio given by a weighted-average of the conditional mean-variance-efficient portf
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e402eaaf1bb8a68988a9966b88e0a291
https://doi.org/10.1016/j.jfineco.2019.09.011
https://doi.org/10.1016/j.jfineco.2019.09.011
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ef5ed2fa2073955d1f273babdfdcff16
https://doi.org/10.2139/ssrn.4294336
https://doi.org/10.2139/ssrn.4294336
Autor:
Holger Hess-Stumpp, Marie-Pierre Collin, Stuart Ince, Oliver Politz, Uwe Thuss, Sebastian Bender, Klemens Lustig, Dieter Zopf, Christoph Kneip, Peter Ellinghaus, Dominik Mumberg, Sylvia Grünewald, Ulf Boemer, Charlotte Kopitz, Mélanie Héroult, Karl Ziegelbauer
Publikováno v:
International Journal of Cancer
Aberrant activation in fibroblast growth factor signaling has been implicated in the development of various cancers, including squamous cell lung cancer, squamous cell head and neck carcinoma, colorectal and bladder cancer. Thus, fibroblast growth fa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c8b248e95ce00f38e560a438cac15a23
https://doi.org/10.1002/ijc.32224
https://doi.org/10.1002/ijc.32224
Autor:
Jennie Bai, Pierre Collin-Dufresne
Publikováno v:
Financial Management. 48:417-439
We investigate the cross‐sectional variation in the credit default swap (CDS)‐bond bases and test explanations for the violation of the arbitrage relation between cash bond and CDS contract, which states that the basis should be zero in normal co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ff44d156daa1727c09105ea27ee36e1d
https://doi.org/10.1111/fima.12252
https://doi.org/10.1111/fima.12252
The histone chaperone FACT occupies transcribed regions where it plays prominent roles in maintaining chromatin integrity and preserving epigenetic information. How it is targeted to transcribed regions, however, remains unclear. Proposed models for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::59a91405ccbfbdc13c82151338d3c2ff
https://doi.org/10.1101/2020.08.20.259960
https://doi.org/10.1101/2020.08.20.259960
