Narrow search
Showing 1 - 4 of 4
Cover Image
La dynamique des cours boursiers : une étude empirique sur quatre marchés européens
Dubois, Michel - In: Swiss journal of economics and statistics 131 (1995) 1, pp. 85-119
Persistent link: https://www.econbiz.de/10001178622
Cover Image
The day-of-the-week effect : the international evidence
Dubois, Michel - In: Journal of banking & finance 20 (1996) 9, pp. 1463-1484
Persistent link: https://www.econbiz.de/10001207830
Cover Image
The day-of-the-week effect : the international evidence
Dubois, Michel; Louvet, Pascal - 1994
Persistent link: https://www.econbiz.de/10000895944
Cover Image
The Valuation Effects of Index Investment in Commodity Futures
Dubois, Michel; Maréchal, Loïc - 2023
This paper studies the valuation effect of the SP-GSCI roll on commodity contracts. We identify a surge of investment tracking commodity futures indices in December 2003. Before 2004, the roll period generated average cumulative abnormal price changes amounting to 115 bps for the nearby contract...
Persistent link: https://www.econbiz.de/10014258088