Publications 2009-2014 - Centre de Recherche en Management

Transcription

Publications 2009-2014 - Centre de Recherche en Management
AXE FINANCE
Articles publiés dans des revues classées (CNRS, FNEGE, AERES, CRM)
Attar, A., Mariotti , T., & Salanie, F. 2014. Non-Exclusive Competition under Adverse Selection
Theoretical Economics, 9(1): 1-40. (CNRS 2, FNEGE NC, AERES A).
Attar, A., Campioni, E., & Piaser, G. 2013. Two-sided communication in competing mechanism
games. Journal of Mathematical Economics, 49(1): 62-70. (CNRS 1, FNEGE NC, AERES
A).
Azam, J.-P., Bates, R., & Biais, B. 2009. Political Predation and Economic Development. Economics
& Politics, 21(2): 255-277. (CNRS 3, FNEGE NC, AERES B).
Biais, B., Bisière, C., & Pouget, S. 2014. Equilibrium Discovery and Preopening Mechanisms in an
Experimental Market. Management Science, 60(3): 753–769. (CNRS 1eg, FNEGE 1*,
AERES A).
Biais, B., Weill, P. O., & Hombert, J. 2014. Equilibrium Pricing and Trading Volume under
Preference Uncertainty. Review of Economic Studies (online). (CNRS 1e, FNEGE NC,
AERES A).
Biais, B., Martimort, D., & Rochet, J.-C. 2013. Competing mechanisms in a common value
environment: A corrigendum. Econometrica, 81(1): 393-406. (CNRS 1e, FNEGE NC,
AERES A).
Biais, B., Bossaerts, P., & Spatt, P. 2010. Equilibrium Asset Pricing And Portfolio Choice Under
Asymmetric Information. Review of Financial Studies, 23(4): 1503-1543. (CNRS 1,
FNEGE 1, AERES A).
Biais, B., Mariotti, T., Rochet, J.-C., & Villeneuve, S. 2010. Large Risk, Limited Liability and
Dynamic Moral Hazard. Econometrica, 78(1): 73-118. (CNRS 1e, FNEGE NC, AERES A).
Biais, B., Bisière, C., & Spatt, C. 2010. Imperfect Competition in Financial Markets: An Empirical
Study of Island and Nasdaq. Management Science, 56(12): 2237-2250. (CNRS 1eg,
FNEGE 1*, AERES A).
Biais, B., & Mariotti, T. 2009. Credit, Wages and Bankruptcy Laws. Journal of the European
Economic Association, 7(5): 939-973. (CNRS 1, FNEGE NC, AERES A).
Biais, B., & Weber, M. 2009. Hindsight Bias, Risk Perception, and Investment Performance.
Management Science, 55(6): 1018-1029. (CNRS 1eg, FNEGE 1*, AERES A).
Bianchi, M., & Bobba, M. 2013. Liquidity, Risk, and Occupational Choice. Review of Economic
Studies 80(2): 491-511. (CNRS 1e, FNEGE NC, AERES A).
Bianchi, M. 2013. Immigration Policy and Self-Selecting Migrants. Journal of Public Economic
Theory, 15(1): 1-23. (CNRS 2, FNEGE NC, AERES A).
Bisière, C., Décamps, J. P., & Lovo, S. 2014. Risk Attitude, Beliefs Updating and the Information
Content of Trades: An Experiment. Management Science: à paraître. (CNRS 1eg, FNEGE
1*, AERES A).
Bobtcheff, C., & Villeneuve, S. 2010. Technology choice under several uncertainty sources.
European Journal of Operational Research, 206(3): 586-600. (CNRS 1, FNEGE NC,
AERES A).
Casamatta, C., & Haritchabalet, C. 2013. Dealing with Venture Capitalists: Shopping Around or
Exclusive Negotiation. Review of Finance (online). (CNRS 1, FNEGE 1, AERES A).
Casamatta, C., & Guembel, A. 2010. Managerial Legacies, Entrenchment, and Strategic Inertia.
Journal of Finance, 65(6): 2403-2436. (CNRS 1g, FNEGE 1*, AERES A).
Décamps, J.-P., & Villeneuve, S. 2014. Rethinking Dynamic Capital Structure models with RollOver Debt Mathematical Finance, 24(1): 66-96. (CNRS 2, FNEGE NC, AERES A).
Décamps, J.-P., Mariotti, T., Rocher, J.-C., & Villeneuve, S. 2011. Free Cash Flows, Inssuance Costs
and Volatility. Journal of Finance, 66(Issue 5): 1501-1544. (CNRS 1g, FNEGE 1*, AERES
A).
Décamps, J.-P., Mariotti, T., & Villeneuve, S. 2009. Investment Timing Under Incomplete
Information: Erratum. Mathematics of Operations Research, 34: 255-256. (CNRS 1,
FNEGE NC, AERES A).
Guembel, A., & White, L. 2014. Good Cop, Bad Cop: Complementarities in Debt and Equity in
Disciplining Management. Journal of Financial Intermediation: online. (CNRS 2, FNEGE
2, AERES A).
Guembel, A., & Rossetto, S. 2009. Reputational Cheap Talk with Misunderstanding. Games and
Economic Behavior, 67(2): 736-744. (CNRS 1, FNEGE NC, AERES A).
Heimann, M., & Pouget, S. 2013. La recommandation des fonds ISR. Une étude empirique sur les
conseillers clients bancaires français. Revue Française de Gestion, 39(236): 149-162.
(CNRS 4, FNEGE 3, AERES C).
Makarov, I., & Plantin, G. 2013. Equilibrium Subprime Lending. Journal of Finance, 68(3): 849879. (CNRS 1g, FNEGE 1*, AERES A).
Moinas, S., & Pouget, S. 2013. The Bubble Game: An Experimental Study of Speculation.
Econometrica, 81(4): 1507-1539. (CNRS 1e, FNEGE NC, AERES A).
Plantin, G., & Makarov, I. 2014. Rewarding Trading Skills Without Inducing Gambling Journal of
Finance (forthcoming). (CNRS 1g, FNEGE 1*, AERES A).
Pouget, S. 2014. On the Financial Performance of Socially Responsible Investments Bankers,
Markets & Investors (128): 31-35. (CNRS 3, FNEGE 3, AERES B).
Pouget, S., & Dia, M. 2011. Sunshine Trading in an African Stock Market. Managerial Finance,
37(3): 257 - 274. (CNRS 4, FNEGE 4, AERES C).
Rochet, J.-C., & Villeneuve, S. 2011. Liquidity management and Corporate Demand for Hedging
and Insurance. Journal of Financial Intermediation, 20(3): 300-323. (CNRS 2, FNEGE 2,
AERES A).
Rossetto, S. 2013. IPO activity and information in secondary market prices. Annals of Finance,
9(4): 667-687. (CNRS 4, FNEGE 4, AERES C).
Rossetto, S., & van Bommel, J. 2009. Endless Leverage Certificates. Journal of Banking and
Finance, 33(8): 1543-1553. (CNRS 2, FNEGE1, AERES A).
Tankov, P., & Voltchkova, E. 2009. Jump-diffusion Models: a Practitioner's Guide. Bankers,
Markets & Investors (99). (CNRS 3, FNEGE 3, AERES B).
Tankov, P., & Voltchkova, E. 2009. Asymptotic Analysis of Hedging Errors in Models with Jumps.
Stochastic Processes and their Applications, 119(6): 2004-2027. (CNRS NC, FNEGE NC,
AERES NC, CRM).
Articles publiés dans des revues référencées (JCR, ISI, Harzing…), autres revues,
éditoriaux et cahiers de recherche
Biais, B., Heider, F., & Hoerova, M. 2012. Clearing, counterparty risk and aggregate risk. IMF
Economic Review (60): 193-222.
Biais, B., Bisière, C., & Pouget, S. 2009. Equilibrium liquidity discovery: an experimental
investigation. IDEI Working Paper (543).
Biais, B., Rochet, J.-C., & Woolley, P. 2009. Rents, Learning and Risk in the Financial Sector and
Other Speculative Industries. IDEI Working Paper (549).
Biais, B., & Weill, P.-O. 2009. Liquidity Shocks and Order Book Dynamics. IDEI Working Paper
(550).
Bisière, C., Décamps, J.-P., & Lovo, S. 2009. On the Information Content of the Order Flow: An
Experiment. IDEI Working Paper.
Moinas, S. 2009. The Markets in Financial Instruments Directive: a first assessment. Briefing
Paper, Observatoire de l'Epargne Européenne.
Ouvrages et chapitres d’ouvrages
Ouvrages et chapitres d’ouvrages de recherche
Biais, B., Mariotti, T., & Rochet, J.-C. 2013. Dynamic financial Contracting. In D. Acemoglu, M.
Arellano, & E. Dekel (Eds.), Advances in Economics and Econometrics Vol. 1: 125--171:
Cambridge University Press.
Casamatta, C. 2010. Venture capital contracts and value-added. In D. Cumming (Ed.), Venture
Capital: Investment Strategies, Structures, and Policies: 153-168: Wiley.
Décamps, J. P., & Villeneuve, S. 2013. Optimal investment under liquidity constraints. In A.
Bensoussan, S. Peng, & J. Sung (Eds.), Ambiguity, Real Options, Credit Risk and
Insurance. Amsterdam: IOS Press.
Pouget, S., Heimann, M., Mullet, E., & Bonnefon, J.-F. 2011. The Experimental Approach To Trust
In Socially Responsible Investment Funds. In W. Sun, C. Louche, & R. Perez (Eds.),
Finance and Sustainability: Towards a New Paradigm? A Post-Crisis Agenda:
Emerald.
Pouget, S., & Goetzmann, W. N. 2011. A shareholder lawsuit in fourteenth century Toulouse. In J.
G. S. Koppell (Ed.), Origins of Shareholder Advocacy: Palgrave-MacMillan.
Tankov, P., & Voltchkova, E. 2009. Pricing, Hedging, and Calibration in Jump-Diffusion Models. In
R. Cont (Ed.), Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling: 129160. Wiley Finance series. Hoboken, N.J.: Wiley.
Villeneuve, S. 2010. Alternating Direction Implicit Method In R. Cont (Ed.), Encyclopedia of
Quantitative Finance.: 30-37. Chichester, UK: Wiley Sons Ltd.
Ouvrages et chapitres d’ouvrages d’études et pédagogiques
Parienté, S. 2013. Analyse financière et évaluation d'entreprise, Méthodologie-DiagnosticPrix d'offre. Londres: Pearson Education.
Congrès internationaux
Biais, B., & Declerck, F. 2013. Liquidity, Competition & Price Discovery in the European
Corporate Bond Market. Paper presented at the Northern Finance Conference
(NFA), Québec City, Quebec, Canada. September 27-29
Biais, B., Foucault, T., & Moinas, S. 2012. Equilibrium High Frequency Trading. Paper
presented at the 2nd Finance Cavalcade, Conference organised by the Society for
Financial Studies (SFS), University of Virginia (USA). 21-25 mai
Biais, B., Foucault, T., & Moinas, S. 2012. Equilibrium High Frequency Trading. Paper
presented at the American Finance Association meeting (AFA), San Diego.
Biais, B., Foucault, T., & Moinas, S. 2011. Equilibrium High Frequency Trading. Paper
presented at the French Finance Association International Meeting, ( AFFI),
Montpellier. 11-13 mai
Biais, B. 2010. Dynamic Financial Contracting. Paper presented at the French Finance
Association International Meeting, ( AFFI), Saint Malo. 10-12 mai
Casamatta, C., Attar, A., Chassagno, A., & Décamps, J.-P. 2013. Multiple Lenders,
Strategic Default and the role of Debt Covenants. Paper presented at the 5th
UECE Lisbon conference on game theory and applications Tinbergen Institute
Amsterdam.
Casamatta, C., & Guembel, A. 2009. Managerial legacies, entrenchment, and strategy
inertia. Paper presented at the 7th Europlace Institute of Finance (EIF) Annual
Scientific Forum, Paris.
Décamps, J.-P., & Villeneuve, S. 2013. Corporate cash policy with liquidity and
profitability risks. Paper presented at the 30 th Congrés International de
l'Association Française de Finance (AFFI), Lyon. 28-31 mai
Décamps, J.-P., & Villeneuve, S. 2013. Corporate cash policy with liquidity and
profitability risks. Paper presented at the European Meeting of the Econometric
Society, Gothenburg (Sweden). 26-30 august
Décamps, J.-P., & Villeneuve, S. 2013. Corporate cash policy with liquidity and
profitability risks. Paper presented at the 13th Society for the Advancement of
Economic Theory (SAET ) Conference on Current Trends in Economics, MINES
ParisTech. July 22-27
Décamps, J.-P., Mariotti, T., & Rochet, J.-C. 2010. Free Cash-Flow, Issuance costs and
Stock Price Volatility. Paper presented at the 10th World Congress of the
Econometric Society, Shanghai. 17 août
Declerck, F., & Moinas, S. 2010. Trading Structure, Liquidity Rebates and Market
Quality. Paper presented at the French Finance Association International
Meeting (AFFI ), Saint Malo. 10-12 mai
Gollier, C., & Pouget, S. 2014. The Washing Machine: Investment Strategies And
Corporate Behavior With Socially Responsible Investors. Paper presented at
the 31st International French Finance Association Conference, (AFFI), Aix-enProvence. 20-21 mai
Guembel, A., & Sussman, O. 2014. A Welfare Analysis of Fragmented Liquidity
Markets. Paper presented at the Financial Intermediation Research Society
Quebec, (Canada). 1-4 juin
Guembel, A., & Sussman, O. 2011. Liquidity, Contagion and Financial Crisis Paper
presented at the Annual Meeting of European Financial Management (EFM),
Porto, (Portugal). 8-10 june
Moinas, S., Pouget, S., & Hong, J. 2014. Learning To Speculate. Paper presented at the
31st International French Finance Association Conference (AFFI), Aix-enProvence. 20-21 may
Moinas, S. 2013. Liquidity Supply in Multiple Platforms. Paper presented at the 67th
European Meeting of the Econometric Society Meetings, Gothenburg. 26-30 août
Moinas, S., & Pouget, S. 2010. Rational and Irrational bubbles: an Experiment. Paper
presented at the Midwest Macroeconomics Meetings Michigan State University,
Lansing (USA). mai
Rossetto, S., & Staglianò, R. 2012. The existence of blockholders and corporate
governance. Empirical evidence from U.S. Paper presented at the French
Finance Association International Meeting (AFFI), Strasbourg. 15-16 mai
Rossetto, S., & Stagliano, R. 2011. The Role of Blockholders in the Governance of a
Firm. US Empirical Evidence. Paper presented at the 18th Annual Conference of
the Multinational Finance Society, LUISS Guido Carli University, Rome, Italy June
26 - 29
Rossetto, S., & Dhillon, A. 2009. Corporate Control and Multiple Large Shareholders.
Paper presented at the Western Finance Association Annual Meeting (WFA), San
Diego. june
Rossetto, S., & Dhillon, A. 2009. Corporate Control and Multiple Large Shareholders.
Paper presented at the Financial Intermediationn Research Society Annual
Conference (FIRS). may
Villeneuve, S., & Pouget, S. 2010. Price Formation with Confirmation Bias. Paper
presented at the 70th Annual Meeting American Finance Association, Atlanta, GA.
3-5 janvier
Colloques, conférences, workshops
Biais, B., Heider, F., & Hoerova, M. 2012. Clearing, counterparty risk and aggregate risk.
5th Financial Risks International Forum on “Systemic Risk”, Paris. march 2223
Biais, B. 2011. Innovation, rents and risk Regulating Financial Intermediaries, London
Business School and University of Chicago Booth School of Business, Londres. 2122 janvier
Biais, B., Hombert, J., & Weill, P.-O. 2011. Trading and Liquidity with Limited Cognition.
Market Organization, UCSB (University of California, Santa Barbara). 24-26
mars
Biais, B., Heiderz, F., & Hoerova, M. 2011. Risk-sharing or risk-taking? Hedging, margins
and incentives Workshop in Economic Theory, UCLA (University of California,
Los Angeles).
Biais, B. 2010. Rents Learnind and Risk Conference of the Bank of England, Londres
(UK). 8 juin
Biais, B. 2010. Trading and Liquidity with Limited Cognition. European Symposium in
Economic Theory, Gerzensee (Switzerland). 12-14 juillet
Biais, B. 2010. Risk-sharing or risk-taking? 6th MTS Conference on Financial Markets "
the Fixed Income Market after the Crisis", Londres. 13-14 décembre
Biais, B. 2010. Risk-sharing or risk-taking? 2nd Conference on Capital Market
Dysfunctionalities, Paul Woolley Research Initiative, London School of
Economics, Londres. 10-12 juin
Biais, B. 2010. Limited Cognition and Market Reaction to Liquidity Shocks. NYSE
Euronext Conference, New-York. 25 mai
Biais, B. 2010. Crédit, parole et crise. Journée sur “Economie et écologie", Institut
Catholique de Toulouse, Toulouse. 30 janvier
Biais, B. 2010. Capital Markets Dysfunctionality and Fund Management. Marathon Club,
Londres. 19 janvier
Biais, B., & Weill, P.-O. 2010. Liquidity Shocks and Order Book Dynamics Workshop
CEREG, Université Paris Dauphine.
Biais, B. 2010. Trading and Liquidity with Limited Cognition. Conference Euronext,
Paris. 25 mai
Bianchi, M. 2012. Financial Reporting and Market Efficiency with Extrapolative
Investors. Meeting on Behavioral Finance, NBER Behavioral Economics
Working Group, Cambridge. 3 novembre
Bianchi, M. 2011. Liquidity, Risk, and Occupational Choices. DIAL Development
Conference "Shocks in Developing Countries", Paris. 30 juin-1er juillet
Casamatta, C., & Haritchabalet, C. 2011. Dealing with venture capitalists: shopping
around or exclusive negotiation. MOVE workshop on venture capital,
Universitat Autonoma de Barcelona, Barcelone. 15-16 avril
Casamatta, C., & Pouget, S. 2011. Fund managers' contracts and financial markets shorttermism. Séminaire Cass Business School, Londres. 9 février
Casamatta, C., & Pouget, S. 2010. Fund Managers' Contracts and Short-Termism. Paper
presented at the 10th World Congress of the Econometric Society, Shanghai,
(Chine). 17 août
Heimann, M., Bonnefon, J.-F., Mullet, E., & Pouget, S. 2011. Similarity in Values and the
Perceived Trustworthiness of Investment Funds. 4th Annual Academic
Conference on Responsible Investment (RI ) Research Meets Practice " PRI
Dynamics of Responsible Investment", Sigtuna ( Sweden). september 26-28
Moinas, S., & Pouget, S. 2010. Rational and Irrational Bubbles. Workshop du Paul
Woolley Research Initiative on Capital markets Dysfunctionnalities, Toulouse.
mars
Moinas, S., & Pouget, S. 2010. Rational and Irrational Bubbles. Conference CSIO-IDEI
Northwestern University, Chicago. mai
Moinas, S. 2009. Trading Structure, Liquidity Rebates and Market Quality. High
Frequency Econometrics and Limit Order Book dynamics, Warwick University
(UK). septembre
Pouget, S. 2011. Finance and Responsible Business. UC Berckley Conference. novembre
Pouget, S. 2011. Finance and Responsible Business. Paul Woolley Center Conference,
University of Technology, Sydney octobre
Pouget, S. 2011. Finance and Responsible Business. Paul Woolley Center Conference,
University of Utah. avril
Pouget, S. 2009. Rational and Irrational Speculation : an Experiment Conference The
European Center for Corporate Engagement (ECCE), Université de Maastrich.
septembre
Rossetto, S., & Staglianò, R. 2012. The role of blockholders in the governance of a firm.
US empirical evidence. British Academy of Management (BAM), Cardiff,( UK).
september 11-13
Rossetto, S., & Dhillon, A. 2010. Corporate Control and Multiple Large Shareholders.
Corporate Governance Conference, Toulouse Business School, Toulouse. juin
Villeneuve, S. 2011. A Bayesian Adaptive Singular Control Problem with Discretionary
Stopping Arising from Finance. IMS Annual Meeting, Miami, (USA). August 4
Conférences invitées
Biais, B., Declerck, F., & Moinas, S. 2013. Fast trading and prop trading High Frequency
Trading Conference. Conference sponsored by ANR, ERC, FBF, IDEI-R & NYSE
Euronext, Paris. 18-19 April
Biais, B., Declerck, F., & Moinas, S. 2013. Fast trading and Prop trading 24th CEPR/Study
Center Gerzensee European Summer Symposium in Financial Markets (ESSFM),
Gerzensee (Switzerland). 15 - 26 July
Biais, B., Declerck, F., & Moinas, S. 2013. Adverse selection & liquidity supply in a fast
electronic market. Atelier de recherche « Trading algorithmique et trading à
haute fréquence », Banque de France, Paris. 8 novembre
Biais, B., Declerck, F., & Moinas, S. 2013. Fast trading and Prop trading Collège de France.
Biais, B., Foucault, T., & Moinas, S. 2014. Equilibrium Fast Trading. Paper presented at
the SED Meetings, Toronto, Canada. June 26-28
Biais, B., Declerck, F. Moinas, S. 2013. Prop Trading and Fast Trading. International
Workshop on Algrithmic and High Frequeny Trading, Banque de France, Paris. 8
novembre
Biais, B., Foucault, T., & Moinas, S. 2013. Equilibrium High Frequency Trading. Université
Paris Dauphine. 20 septembre
Biais, B. 2011. Le système financier et sa régulation. Séminaire, Sciences Po et Banque de
France, Paris. 25 janvier
Biais, B., Foucault, T., & Moinas, S. 2011. Equilibrium High Frequency Trading. Séminaire
"Economie du Risque", Université Paris Dauphine. 20 septembre
Biais, B. 2010. Equilibrium Algorithmic Trading. 2nd Conference FBF/IDEI-R on
Investment Banking and financial markets : Transaction algorithmiques sur les
marchés financiers, Paris. 14 octobre
Biais, B. 2010. Algorithmic Trading. Colloque du Conseil scientifique de l’Autorité des
Marchés Financiers (AMF), Paris. 27 mai
Biais, B. 2010. Trading and Liquidity with Limited Cognition. HEC, Finance Seminar,
Montréal. 12 novembre
Biais, B. 2010. Trading and Liquidity with Limited Cognition. Massachusetts Institute of
Technology (MIT), Sloan Finance Seminar. 17 novembre
Biais, B. 2010. Algorithmic Trading : Equilibrium, Efficiency and Stability. Market
Microstructure : Conforting Many Viewpoints, Institut Louis Bachelier, Paris 6-10
décembre
Biais, B. 2010. Keynote Adress. Conference. Université Pompeu Fabra, Barcelone. 10
décembre
Biais, B. 2010. Rents, learning and risk in the financial sector and other innovative
industries. Séminaire, Banque Centrale Européenne, Francfort, Allemagne. 8
février
Biais, B. 2010. Table ronde sur les marchés obligataires. Conférence euro MTS. Londres.
13-14 décembre
Biais, B. 2010. Invited lecture sur le thème : «Dynamic Financial Contracting. Shanghai,
(Chine). 11 août
Biais, B., Hombert, J., & Weill, P.-O. 2010. Trading and Liquidity with Limited Cognition.
Economic Theory Seminar, Northwestern University, Evanston, Illinois. 10
novembre
Biais, B., & Declerck, F. 2009. Liquidity,Competition and Price Discovery in the European
Corporate Bond Market. Financial Econometrics Conference, Toulouse School of
Economic 15-16 mai
Bisière, C., Décamps, J.-P., & Lovo, S. 2009. Risk attitude, beliefs updating and the
information content of trades: an experiment. Seminar at CORE, Universitaire
Catholique de Louvain, (Belgium). mai
Casamatta, C., Attar, A., Chassagnon, A., & Décamps, J.-P. 2010. Multiple lenders, strategic
default, and the role of debt covenants. Séminaire, Tilburg University, Pays-Bas.
Casamatta, C., Attar, A., Chassagnon, A., & Décamps, J.-P. 2010. Multiple lenders, strategic
default, and the role of debt covenants. Séminaire, Rotterdam School of
Management (Erasmus University), Pays-Bas.
Casamatta, C., Attar, A., Chassagnon, A., & Décamps, J.-P. 2010. Multiple lenders, strategic
default, and the role of debt covenants. Séminaire, Tinbergen Institute
Amsterdam, Pays-Bas.
Casamatta, C., & Pouget, S. 2009. Fund managers' contracts and short-termism.
Séminaire à Helsinki School of Economics.
Casamatta, C., & Pouget, S. 2009. Fund managers' contracts and short-termism.
Conférence Finance Durable et Investissement Responsable,Toulouse. .
Décamps, J.-P., & Villeneuve, S. 2014. Rethinking Dynamic Capital Structure models with
Roll-Over Debt. Séminaire Bachelier.
Décamps, J.-P., & Villeneuve, S. 2014. Rethinking Dynamic Capital Structure models with
Roll-Over Debt. Séminaire, Oxford-Man Institute, Oxford.
Décamps, J.-P., & Villeneuve, S. 2014. Rethinking Dynamic Capital Structure models with
Roll-Over Debt. Séminaire, Imperial College, Londres.
Décamps, J.-P., & Villeneuve, S. 2013. Corporate cash policy with liquidity and
profitability risks. Université de Zurich.
Décamps, J.-P., & Villeneuve, S. 2013. Corporate cash policy with liquidity and
profitability risks. Symposium on Stochastic Calculus, Lisbonne.
Décamps, J.-P., Attar, A., Casamatta, C., & Chassagnon, A. 2010. Multiple lenders, strategic
default, and the role of debt covenants. Séminaire, Université paris Dauphine.
Décamps, J.-P., Attar, A., Casamatta, C., & Chassagnon, A. 2010. Multiple lenders, strategic
default, and the role of debt covenants. Séminaire, EM Lyon.
Declerck, F., & Moinas, S. 2010. Trading Structure, Liquidity. Rebates and Market Quality.
Toulouse School of Economic Financial Econometrics Conference, Toulouse. may
Declerck, F., & Moinas, S. 2009. Trading Structure, Liquidity Rebates and Market Quality.
First FBF FERC Conference on Individual Decision Making, Toulouse (FR). mars
Guembel, A., & Sussman, O. 2013. A Welfare Analysis of Hot Money. Séminaire, Queen
Mary University, London.
Guembel, A., & Sussman, O. 2013. A Welfare Analysis of Hot Money. Séminaire,
Tinbergen Institute, Amsterdam.
Guembel, A., & Sussman, O. 2013. A Welfare Analysis of Hot Money. Séminaire, IESEEG,
Paris.
Guembel, A., & Villeneuve, S. 2012. Long-term Investment and Managerial Turnover.
Séminaire "Economie du Risque", Université Paris Dauphine, Institut Finance. 13
novembre
Guembel, A., & Sussman, O. 2011. Liquidity Contagion and Financial Crisis. Séminaire.
Guembel, A., & Sussman, O. 2011. Liquidity Contagion and Financial Crisis. Séminaire,
ESCP Paris.
Lescourret, L., & Moinas, S. 2013. Liquidity Supply in Multiple Trading Venues.
Université de Zurich. march
Moinas, S. 2014. University of Valencia, Spain. avril
Moinas, S. 2014. Bristol University, UK. février
Moinas, S. 2014. High Frequency Traders, adverse selection and global market making”,
keynote lecture. Augustin Cournot Doctoral Days. Strasbourg, France. 10-11 avril
Moinas, S., & Pouget, S. 2012. The Bubble Game: An Experimental Analysis of
Speculation. 4 nations cup, Amsterdam, Netherlands. 11 mai
Moinas, S., & Pouget, S. 2011. Rational and Irrational Bubbles. Séminaire, California
Institute of Technology ( Caltech). 16 mars
Moinas, S., & Pouget, S. 2011. Rational and Irrational Bubbles. Séminaire, University of
Utah. 16 mars
Moinas, S., & Pouget, S. 2010. Rational and Irrational Bubbles. Seminaire, Wharton
University of Pennsylvania. septembre
Moinas, S., & Pouget, S. 2010. Rational and Irrational Bubbles. Séminaire, Yale University.
septembre
Moinas, S., & Pouget, S. 2010. Rational and Irrational Bubbles. Séminaire, Princeton
University. december
Moinas, S., & Pouget, S. 2010. Rational and Irrational Bubbles. Séminaire, Federal
Reserve Bank, New-York. 4 octobre
Plantin, G., & Makarov, I. 2011. Rewarding Trading Skills Without Inducing Gambling.
Séminaire "Economie du Risque", Université Paris Dauphine, Institut Finance. 25
janvier
Pouget, S. 2012. Principles for Responsible Investment. Séminaire, Milan, Bocconi
University. October
Pouget, S. 2012. Principles for Responsible Investment. Séminaire, Toronto, CA. October
Pouget, S. 2012. Principles for Responsible Investment. Séminaire, London School of
Economics. April
Pouget, S. 2012. Principles for Responsible Investment. Séminaire, Leicester University.
March
Pouget, S. 2012. Principles for Responsible Investment. NBER Behavorial Finance
Conference. novembre
Pouget, S. 2009. Rational and Irrational Speculation : an Experiment Augustin Cournot
Conference Days, Université de Strasbourg. 1er avril
Villeneuve, S. 2012. Invited speaker to the Conference on credit and liquidity risks.
University of Freiburg. march
Villeneuve, S. 2012. Conference PWRI. Toulouse. avril
Villeneuve, S. 2012. Invited speaker : Optimal stopping, optimal control and Finance.
University of Warwick. july
Villeneuve, S. 2012. Invited speaker toSwissquote Conference Lausanne. november
Villeneuve, S. 2011. Modelling and manging the risk. Conférence, Paris.
Villeneuve, S. 2011. Séminaire, ORFE, Princeton. mai
Villeneuve, S. 2011. Séminaire, ISFA, Lyon. mars
Villeneuve, S. 2011. Séminaire, EPFL, Lausanne. avril
Villeneuve, S. 2009. A note on roll-over debt structure models. Invited speaker to
Symposium of Optimal stopping with applications.Turku, Finland. june
Villeneuve, S. 2009. Large risks, limited liabitity and dynamic moral hazard. Paris.
january
Villeneuve, S., Mariotti, T., & Rochet, J.-C. 2009. Free cash-flows, issuance costs and Stock
price volatility. First FBF/IDEI Conference on Investment Banking and Financial
markets, Toulouse. March
Voltchkova, E. 2013. Séminaire Probabilités et Statistique. Université de Pau. mai
Voltchkova, E. 2011. Séminaire “Mathématiques de la Décision. Toulouse School of
Economics. juin
Voltchkova, E. 2011. Invited speaker. Technical University of Lisbon, Dpt Financial
Mathematics. décembre
Articles de presse, interviews
Moinas, S. 2011. Trading haute fréquence : une nécessaire régulation. Les Echos, 4 mai.
Moinas, S. 2011. Finance: Attention, transactions éclairs. L'Expansion, novembre.
Moinas, S. 2011. MTF : leur concurrence a fait évoluer le business model des bourses. Revue
Banque août.
Plantin, G., Bénassy-Quéré, A., Gourinchas, P.-O., & Martin, P. 2014. Pourquoi la BCE doit
assouplir sa politique monétaire. La Tribune, 17 février.
Plantin, G., Thesmar, D., & Tirole, J. 2013. Les enjeux économiques du droit des faillites.
Les Notes du CAE, juin.