selected publications
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academic article
- Long-Run Abnormal Stock Performance: Some Additional Evidence. SSRN Electronic Journal. 2003
- Volatility in Emerging Stock Markets Revisited. SSRN Electronic Journal. 2002
- Industries, Business Cycle and Profitability of Momentum Strategies: An International Perspective. SSRN Electronic Journal. 2001
- Contrarian Strategies and Cross-Autocorrelations in Stock Returns: Evidence From France. SSRN Electronic Journal. 1998
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blog posting
- Valuation Effects of Listing on a More Prominent Segment of the Stock Market: Evidence from France. SSRN Electronic Journal. 2003