Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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Do financial professionals behave according to prospect theory? An experimental study.

Behavioral finance, Experimental economics, Field data, Loss aversion, Prospect theory

Aversion to risk of regret and preference for positively skewed risks.

Behavioral finance, Certainty effect, Longshot bias, Possibility effect, Probability weighting, Prospect theory, Riskseeking

Geographical-Proximity Bias in P2B Crowdlending Strategies.

Behavioral finance, Crowdfunding, Loan performance, Peer-to-business crowdlending, Price discovery process

Impact of unrealized gains or losses on stock returns: theories and tests in an alternative utility theory framework.

Auto-Corrélation des rendements, Behavioral finance, Capital gain overhang, Finance comportementale, L'effet de momentum, Momentum effect, Prospect theory, Regret theory, Return autocorrelation, Théorie des prospects, Théories des regrets

Essays in Empirical Corporate Finance.

Banking deregulation, Behavioral finance, Brevets, Corporate governance, Dérégulation bancaire, Externalités de connaissance, Finance comportementale, Finance des ménages, Gouvernance d'entreprise, Household finance, Knowledge spillovers, Patents

Extreme heat and stock market activity.

Behavioral finance, Global warming, High temperatures, Market activity, Trading volume

The behavior of French retail investors : issues within the MiFID directive.

Behavioral finance, Finance comportementale, Investisseurs individuels,, MiFID questionnaire, Questionnaire MiFID, Retail investors

Impact of exogenous shocks on financial markets: An empirical and experimental approach.

Behavioral Finance, Bubbles, Event Study, Experimental Finance, Finance comportementale, Finance expérimentale, Shocks

International portfolio selection: diversification, risk attitude and investment barriers.

Behavioral finance, Contraintes Spécifiques, Exchange rates, Finance comportementale, Higher Moments, Moments supérieurs, Optimal Portfolio, Portefeuille Optimal, Specifics constraints, Taux de change

Three essays on the informational efficiency of financial markets through the use of Big Data Analytics.

Attention des investisseurs, Behavioral finance, Big data, Efficience des marchés, Efficiency of markets, Finance comportementale, Investor attention, Investor sentiment, Manipulation de marchés, Market manipulation, Réseaux sociaux, Sentiment des investisseurs, Social medias, Évaluation des actifs financiers

Three essays on the informational efficiency of financial markets through the use of Big Data Analytics.

Attention des investisseurs, Behavioral finance, Big data, Efficience des marchés, Efficiency of markets, Finance comportementale, Investor attention, Investor sentiment, Manipulation de marchés, Market manipulation, Réseaux sociaux, Sentiment des investisseurs, Social medias, Évaluation des actifs financiers

Four essays on bounded rationality in behavioral economics and finance.

Behavioral economics, Behavioral finance, Bounded rationality, Economie comportementale, Finance comportementale, Rationalité limitée