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Does debt curb controlling shareholders' private benefits? : modelling in a contingent claim framework
La Bruslerie, Hubert de - In: Economic modelling 58 (2016), pp. 263-282
Persistent link: https://www.econbiz.de/10011647350
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Testing the martingale difference hypothesis in CO2 emission allowances
Charles, Amélie; Darné, Olivier; Fouilloux, Jessica - In: Economic Modelling 28 (2011) 1, pp. 27-35
This study examines the martingale difference hypothesis (MDH) for the carbon emission allowance market within the European Union Emission Trading Scheme (EU ETS) during the Phase I and the Phase II, using both daily and weekly data over the 2005–2009 period. We analyze the MDH for spot prices...
Persistent link: https://www.econbiz.de/10010577100
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Testing the martingale difference hypothesis in CO2 emission allowances
Charles, Amélie; Darné, Olivier; Fouilloux, Jessica - In: Economic Modelling 28 (2011) 1-2, pp. 27-35
This study examines the martingale difference hypothesis (MDH) for the carbon emission allowance market within the European Union Emission Trading Scheme (EU ETS) during the Phase I and the Phase II, using both daily and weekly data over the 2005-2009 period. We analyze the MDH for spot prices...
Persistent link: https://www.econbiz.de/10008868222
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Market efficiency in the European carbon markets
Charles, Amélie; Darné, Olivier; Fouilloux, Jessica - In: Energy Policy 60 (2013) C, pp. 785-792
In this paper, we study the relationship between futures and spot prices in the European carbon markets from the cost-of-carry hypothesis. The aim is to investigate the extent of efficiency market. The three main European markets (BlueNext, EEX and ECX) are analyzed during Phase II, covering the...
Persistent link: https://www.econbiz.de/10010681951
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The dynamics of leverage of newly controlled target firms : evidence after an acquisition
La Bruslerie, Hubert de; Enache, Luminita - In: Review of quantitative finance and accounting 61 (2023) 2, pp. 411-445
Persistent link: https://www.econbiz.de/10014342038
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Creditors' holdup, releveraging and the setting of private appropriation in a control contract between shareholders
La Bruslerie, Hubert de; Gueguen, Simon - In: International review of law and economics 68 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013282582
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The informational dimensions of the Amihud (2002) illiquidity measure : evidence from the M&A market
Coën, Alain; La Bruslerie, Hubert de - In: Finance research letters 29 (2019), pp. 23-29
Persistent link: https://www.econbiz.de/10012417696
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The term structure of psychological discount rate : characteristics and functional forms
Ouattara, Aboudou; La Bruslerie, Hubert de - In: Behavioral Finance and Asset Prices : The Influence of …, (pp. 103-129). 2023
Persistent link: https://www.econbiz.de/10014282549
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Ex-ante determinants to delist or not delist targets after an M&A
La Bruslerie, Hubert de; Caby, Jérôme - In: Review of quantitative finance and accounting 61 (2023) 4, pp. 1441-1478
Persistent link: https://www.econbiz.de/10014424409
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Réflexions sur la déontologie des activités financières
Gizard, Bruno; Bruslerie, Hubert de la - In: Revue d'Économie Financière 4 (1988) 1, pp. 14-33
[fre] Le renforcement de la déontologie financière est une décision de nature collective que la place financière doit souhaiter dans son ensemble. Les mesures à prendre doivent à la fois : respecter le professionnalisme commercial des intervenants les plus dynamiques, facteur de progrès ;...
Persistent link: https://www.econbiz.de/10010979695