Zobrazeno 1 - 10
of 60
pro vyhledávání: '"Pierre Giot"'
Publikováno v:
Journal of Corporate Finance. 27:55-71
This paper explores whether private equity firms that are new to the industry take excessive risks relative to funds from established firms. We use differences between the implicit incentives of managers of experienced and of novice funds as an ident
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9058eef76f6e4d7f915b3800901ff17d
https://doi.org/10.1016/j.jcorpfin.2014.02.008
https://doi.org/10.1016/j.jcorpfin.2014.02.008
Autor:
Pierre Giot, Sandrine de Moerloose
Publikováno v:
Journal of Asset Management. 12:407-417
We examine whether an investor should choose a style rotation strategy (that is style investing) rather than a buy-and-hold strategy or a momentum strategy. We run out-of-sample forecasting/investing horse races between style rotation strategies (bas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fee3bf2b8d2936ad816713e6ae745620
https://doi.org/10.1057/jam.2011.28
https://doi.org/10.1057/jam.2011.28
Autor:
Pierre Giot, Mikael Petitjean
Publikováno v:
Quantitative Finance, Vol. 11, no. 2, p. 175-193 (2011)
The predictability of stock returns is assessed in 10 countries using the linear predictive regression framework. We use recently developed out-of-sample statistical tests and include both valuation ratios and interest rates as predictive variables.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::01e0fd9a589919ab3e792839fcdb0fb6
https://doi.org/10.1080/14697680903468971
https://doi.org/10.1080/14697680903468971
Autor:
Mathieu Jonard, Frédéric André, Raphaèle Van der Perre, Pierre Giot, Francois Weissen, Quentin Ponette
Publikováno v:
European Journal of Forest Research. 129:1203-1211
The chemical fertility of the forest soils in the Belgian Ardenne is threatened by acidifying and eutrophying deposition and by the nutrient removal due to timber harvesting. Experiments were launched to evaluate the ability of liming and fertilizati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fdd95b9343105d2fb68bdbb38f185d1b
https://doi.org/10.1007/s10342-010-0410-3
https://doi.org/10.1007/s10342-010-0410-3
Publikováno v:
Financial Markets and Portfolio Management. 23:209-242
More and more trading venues throughout the world operate as open order book markets. In those exchanges, liquidity is supplied voluntarily by market participants who provide an inflow of limit buy and sell orders. Non-executed orders constitute the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6574ea93df374f12f4c3374c10d35826
https://doi.org/10.1007/s11408-009-0109-y
https://doi.org/10.1007/s11408-009-0109-y
Publikováno v:
Global Finance Journal. 20:80-97
We analyze whether the liquidity provision in a pure order book market undergoes regime changes when volatility switches from a low state to a high state. In a five-month case study centered on the second Gulf war, we show that the contemporaneous re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::351c6f8af494037cee58e57950a7fe1d
https://doi.org/10.1016/j.gfj.2009.02.001
https://doi.org/10.1016/j.gfj.2009.02.001
Autor:
Pierre Giot, Samuel Aubert
Publikováno v:
Journal of Asset Management. 8:86-100
In a way similar to Asness, this paper examines the effectiveness of earnings yields, as well as of their difference with long-term government bond yields (the so-called Fed model), to forecast real stock returns of various horizons in nine countries
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a3688e6c3b8d0727bb51161b0b683963
https://doi.org/10.1057/palgrave.jam.2250063
https://doi.org/10.1057/palgrave.jam.2250063
Autor:
Pierre Giot
Publikováno v:
The Journal of Investing. 16:60-69
For five countries, Australia, France, Germany, the United Kingdom and the United States, this paper revisits the unexpected capital gain issue often discussed in the literature on the equity risk premium. The first part of the paper presents a brief
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::117caf0b8d7c0da50938a1c064049783
https://doi.org/10.3905/joi.2007.686412
https://doi.org/10.3905/joi.2007.686412
Autor:
Sébastien Laurent, Pierre Giot
Publikováno v:
Journal of Futures Markets. 27:337-359
In the framework of encompassing regressions, the information content of the jump/continuous components of historical volatility is assessed when implied volatility is included as an additional regressor. The authors' empirical application focuses on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d5a8318bf4da7775d6a8057f94f922e1
https://doi.org/10.1002/fut.20251
https://doi.org/10.1002/fut.20251
Publikováno v:
Journal of International Money and Finance. 24:1108-1125
We study the impact of nine categories of scheduled and unscheduled news announcements on the euro/dollar return volatility. We highlight and analyze the pre-announcement, contemporaneous and post-announcement reactions. Using high-frequency intraday
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::654abfa5079a6184ebebede69721e0d5
https://doi.org/10.1016/j.jimonfin.2005.08.008
https://doi.org/10.1016/j.jimonfin.2005.08.008