Professeur

Mon CV

  • ETF Liquidity: What really matters? (Joint with A. Calamia and L. Deville)

Bankers, Markets and Investors, n°124, May-June 2013, 60-73

  • Seasoned Equity Offerings: Stock Market Liquidity and the Rights Offer Paradox (Joint with E. Ginglinger and L. Matsoukis)

Journal of Business Finance and Accounting, vol. 40, n°1-2, January/February 2013, 215-238

  • Production de liquidité par les marchés boursiers, valorisation des actifs et coûts de financement

Revue d’Economie Financière, Juin 2012, n°106, 37-48

  • The determinants of volatility on the American crude oil futures market (joint with D. Lautier)

OPEC Energy Review, June 2008, 105-122

  • Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach (Joint with L. Deville)

Review of Finance, 11, 3, September 2007, 497-525