Asset pricing models with measurement error problems: A new framework with compact genetic algorithms

Autor: Erkin Diyarbakirlioglu, Marc Desban, Souad Lajili Jarjir

Publikováno v: Finance
Finance, Presses universitaires de Grenoble, 2022, 43 (2), pp.1-78
Finance, Presses universitaires de Grenoble, 2022, 43 (2), pp.1-78. ⟨10.3917/fina.432.0001⟩

International audience; We implement a new framework to mitigate the errors-in-variables (EIV) problem in the estimation of asset pricing models. Considering an international data of portfolio stock returns from 1990 to 2021 widely used in empirical

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4e0454d17f0e881fc5216fd5cce9b75c
https://hal.archives-ouvertes.fr/hal-03708066

The Role of Peer Effects in Corporate Employee Welfare Policies

Autor: Saeed Akbar, Sabur Mollah, Souad Lajili-Jarjir, Sabri Boubaker, Asad Ali Rind

Publikováno v: British Journal of Management
British Journal of Management, Wiley, 2021, ⟨10.1111/1467-8551.12513⟩

This paper investigates the role of peer effects in the employee welfare policies of organizations. Using US panel data for a sample of 11,451 firm-year observations from 1996 to 2017, we find that firms’ employee welfare decisions are driven by th

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f37a5de92ee500042acfc403fb822639
https://hal.archives-ouvertes.fr/hal-03241471

Corporate Green Bond Issuances: An International Evidence

Autor: Martin Lebelle, Souad Lajili Jarjir, Syrine Sassi

Publikováno v: Journal of Risk and Financial Management
Journal of Risk and Financial Management, MDPI, 2020, 13 (2), pp.25. ⟨10.3390/jrfm13020025⟩
Volume 13
Issue 2
Journal of Risk and Financial Management, Vol 13, Iss 2, p 25 (2020)

Using an international sample of corporate Green bond issuances over the recent period, this paper highlights the potential consequences of the issuance of a Green bond on the issuer&rsquo
s financial performance. Starting with a first sample of

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c369412bef67ff0c0e6b5388bfc1434f
https://hal.archives-ouvertes.fr/hal-03044129

Gouvernance et développement durable

Autor: Souad Lajili Jarjir, Nicolas Cuzacq

Publikováno v: Finance durable et droit : Perspectives comparées
Edition IRJS, Institut de Recherche Juridique de la Sorbonne. Finance durable et droit : Perspectives comparées, Tome 112, 2020
HAL

International audience

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::6ddb08f55b1e939bdd064fb312976597
https://hal.archives-ouvertes.fr/hal-03145623

Scrutinizing Portfolio Strategies And Asset Pricing Models: The French Case

Autor: Aya Nasreddine, Souad Lajili Jarjir

Publikováno v: Bankers Markets & Investors : an academic & professional review
Bankers Markets & Investors : an academic & professional review, Groupe Banque, 2017, pp.38-48
Bankers Markets & Investors : an academic & professional review, 2017, 146, pp.38-48
HAL

International audience; On the basis of 25 size/book to market and 25 size/momentum portfolios and over the 1981-2013 period, this study gives robust results about the characteristics of French stock market returns with different asset pricing models

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::7d716844f21170b107a40af1dec3c233
https://hal.archives-ouvertes.fr/hal-01527875