| COLLIARD Jean-Edouard | Asset Dissemination Through Dealer Markets | Management Science | 2021 |
| Zviadadze Irina | Monetary Policy Risk: Rules versus Discretion | The Review of Financial Studies | 2021 |
| PERIGNON Christophe | What If Dividends Were Tax-Exempt? Evidence from a Natural Experiment | The Review of Financial Studies | 2021 |
| DERRIEN François | Industry asset revaluations around public and private acquisitions | Journal of Financial Economics | 2021 |
Zviadadze Irina
| Term structure of risk in expected returns | The Review of Financial Studies | 2021 |
| FRANCQ Christian | COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS | Econometric Theory | 2021 |
| FERMANIAN Jean-David | The finite sample properties of sparse M-estimators with pseudo-observations | Annals of the Institute of Statistical Mathematics | 2021 |
| FERMANIAN Jean-David | High-dimensional penalized arch processes | Econometric Reviews | 2021 |
| LANDIER Augustin | Banks’ exposure to interest rate risk and the transmission of monetary policy | Journal of Monetary Economics | 2021 |
| COLLIARD Jean-Edouard | Inventory Management, Dealers' Connections, and Prices in Over-the-Counter Markets | The Journal of Finance
| 2021 |
| LOISEL Olivier | Pegging the interest rate on bank reserves: A resolution of New Keynesian puzzles and paradoxes | Journal of Monetary Economics | 2021 |
| EFING Matthias | Reaching for Yield in the ABS Market: Evidence from German Bank Investments | Review of Finance | 2020 |
| FRANCQ Christian | COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS | Econometric Theory | 2020 |
| FRANCQ Christian | Testing the existence of moments for GARCH processes | Journal of Econometrics | 2020 |
| FRANCQ Christian | Virtual Historical Simulation for estimating the conditional VaR of large portfolios | Journal of Econometrics | 2020 |
| GROMB Denis | Controlling Sellers Who Provide Advice: Regulation and Competition | The Journal of Industrial Economics | 2020 |
| GROMB Denis | The paradox of pledgeability | Journal of Financial Economics | 2020 |
| HOMBERT Johan | Can Innovation Help U.S. Manufacturing Firms Escape Import Competition from China? | The Journal of Finance | 2020 |
| KRAFT Pepa | Effect of Mandatory IFRS Adoption on Accounting-Based Prediction Models for CDS Spreads | European Accounting Review | 2020 |
| LANDIER Augustin | Banks’ exposure to interest rate risk and the transmission of monetary policy | Journal of Monetary Economics | 2020 |
| LANGLOIS Hugues | Factors and Risk Premia in Individual International Stock Returns | Journal of Financial Economics
| 2020 |
| LANGLOIS Hugues | How is Liquidity Priced in Global Markets? | Review of Financial Studies
| 2020 |
| LANGLOIS Hugues | Measuring skewness premia | Journal of Financial Economics | 2020 |
| LANGLOIS Hugues | A New Benchmark for Dynamic Mean-Variance Portfolio Allocations | HEC Paris Research Paper | 2020 |
| LOU Yun | Debt heterogeneity and covenants | Management Science | 2020 |
| ROSU Ionid | Option Prices and the Probability of Success of Cash Mergers | The Journal of Financial Econometrics | 2021 |
| SPAENJERS Christophe | Art as an asset: Evidence from Keynes the collector | Review of Asset Pricing Studies | 2020 |
| TROLLE Anders | Market Structure and Transaction Costs of Index CDSs | The Journal of Finance | 2020 |
| VIOLANTE Francesco | Pricing individual stock options using both stock and market index information | Journal of Banking & Finance | 2020 |
| VIOLANTE Francesco | Variance swap payoffs, risk premia and extreme market conditions | Econometrics and Statistics | 2020 |
| VIOLANTE Francesco | Dynamics of variance risk premia: A new model for disentangling the price of risk | Journal of Econometrics | 2017 |
| VUILLEMEY Guillaume | The value of central clearing | Journal of Finance | 2020 |
| VUILLEMEY Guillaume | The failure of a clearinghouse: Empirical evidence | Review of Finance | 2020 |
| COLLIARD Jean-Edouard | Optimal supervisory architecture and financial integration in a banking union | Review of Finance | 2020 |
| CAPKUN Vedran | Debt-Equity Conflict and the Incidence of Secured Credit | The Journal of Law and Economics | 2019 |
| COLLIARD Jean-Edouard | Inventory Management, Dealers' Connections, and Prices in OTC Markets | Journal of Finance | 2021 |
| COLLIARD Jean-Edouard | Asset Dissemination Through Dealer Markets | Management Science | 2021 |
| COLLIARD Jean-Edouard | Multinational Banks and Supranational Supervision | Review of Financial Studies | 2019 |
| COLLIARD Jean-Edouard | Strategic Selection of Risk Models and Bank Capital Regulation | Management Science | 2019 |
| FERMANIAN Jean-David | High-dimensional penalized arch processes | Econometric Reviews | 2020 |
| FERMANIAN Jean-David | About Kendall's regression | Journal of Multivariate Analysis | 2020 |
| FERMANIAN Jean-David | DYNAMIC ASSET CORRELATIONS BASED ON VINES | Econometric Theory | 2019 |
| FOUCAULT Thierry | Corporate Strategy, Conformism, and the Stock Market | Review of Financial Studies | 2019 |
| FRANCQ Christian | QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES | Econometric Theory | 2019 |
| HURLIN Christophe | Machine Learning et nouvelles sources de données pour le scoring de crédit | Revue d'économie financière | 2019 |
| LANDIER Augustin | Sticky Expectations and the Profitability Anomaly | Journal of Finance | 2019 |
| PERIGNON Christophe | Pitfalls in systemic-risk scoring | Journal of Financial Intermediation | 2019 |
| ROSU Ioanid | Cash Mergers and the Volatility Smile | Journal of Financial Econometrics | 2019 |
| ROSU Ioanid | Fast and slow informed trading | Journal of Financial Markets | 2019 |
| SCHMIDT Daniel | Distracted Institutional Investors | Journal of Financial and Quantitative Analysis | 2019 |
| VUILLEMEY Guillaume | Bank Interest Rate Risk Management | Management Science | 2019 |
| CAPKUN Vedran | The Effects of IFRS Adoption on Observed Earnings Smoothness Properties: The Confounding Effects of Changes in Timely Gain and Loss Recognition | European Accounting Review | 2018 |
| DERRIEN François | The Effects of Investment Bank Rankings: Evidence from M&A League Tables | Review of Finance | 2018 |
| FERMANIAN Jean-David | Multi-factor Granularity Adjustments for Market and Counterparty Risks | Journal of Risk | 2018 |
| FOUCAULT Thierry | Data abundance and asset price informativeness | Journal of Financial Economics | 2018 |
| FRANCQ Christian | Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models | Journal of Econometrics | 2018 |
| FRANCQ Christian | An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation | Journal of Financial Econometrics | 2018 |
| GROMB Denis | Financing Capacity Investment Under Demand Uncertainty: An Optimal Contracting Approach | Manufacturing & Service Operations Management | 2018 |
| GROMB Denis | The Dynamics of Financially Constrained Arbitrage | Journal of Finance | 2018 |
| HOMBERT Johan | Can Innovation Help U.S. Manufacturing Firms Escape Import Competition from China? | Journal of Finance | 2018 |
| LOVO Stefano | Zero-sum revision games | Games and Economic Behavior | 2018 |
| LOVO Stefano | Belief-free price formation | Journal of Financial Economics | 2018 |
| LOVO Stefano | A Model of Trading in the Art Market | American Economic Review | 2018 |
| OTTO Clemens | Marking to Market and Inefficient Investment Decisions | Management Science | 2018 |
| PEIJNENBURG Kim | Life-Cycle Asset Allocation with Ambiguity Aversion and Learning | Journal of Financial and Quantitative Analysis | 2018 |
| PERIGNON Christophe | Wholesale Funding Dry-Ups | Journal of Finance | 2018 |
| SPAENJERS Christophe | A Model of Trading in the Art Market | American Economic Review | 2018 |
| PICARD Pierre | Insurance law and incomplete contracts | The RAND Journal of Economics | 2020 |
