Gunther Capelle-Blancard

Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)

106-112 Boulevard de l'hopital

106-112 Boulevard de l'Hôpital

Paris Cedex 13, 75647

France

PSB Paris School of Business

59 rue Nationale

Paris, 75013

France

SCHOLARLY PAPERS

24

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96

Scholarly Papers (24)

1.

Non-Standard Errors

Number of pages: 56 Posted: 23 Nov 2021 Last Revised: 29 Nov 2021
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel, David Abad, Menachem (Meni) Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James Angel, Amadeus Bach, Edwin Baidoo, Gaetan Bakalli, Andrea Barbon, Oksana Bashchenko, Parampreet Christopher Bindra, Geir Hoidal Bjonnes, Jeff Black, Bernard S. Black, Santiago Bohorquez, Oleg Bondarenko, Charles S. Bos, Ciril Bosch-Rosa, Elie Bouri, Christian T. Brownlees, Anna Calamia, Viet Nga Cao, Gunther Capelle-Blancard, Laura Capera, Massimiliano Caporin, Allen Carrion, Tolga Caskurlu, Bidisha Chakrabarty, Mikhail Chernov, William M. Cheung, Ludwig B. Chincarini, Tarun Chordia, Sheung Chi Chow, Benjamin Clapham, Jean-Edouard Colliard, Carole Comerton-Forde, Edward Curran, Thong Dao, Wale Dare, Ryan J. Davies, Riccardo De Blasis, Gianluca De Nard, Fany Declerck, Oleg Deev, Hans Degryse, Solomon Deku, Christophe Desagre, Mathijs A. Van Dijk, Chukwuma Dim, Thomas Dimpfl, Yun Jiang Dong, Philip Drummond, Tom Dudda, Ariadna Dumitrescu, Teodor Dyakov, Anne Haubo Dyhrberg, Michał Dzieliński, Asli Eksi, Izidin El Kalak, Saskia ter Ellen, Nicolas Eugster, Martin D.D. Evans, Michael Farrell, Ester Félez-Viñas, Gerardo Ferrara, El Mehdi FERROUHI, Andrea Flori, Jonathan Fluharty-Jaidee, Sean Foley, Kingsley Y. L. Fong, Thierry Foucault, Tatiana Franus, Francesco A. Franzoni, Bart Frijns, Michael Frömmel, Servanna Fu, Sascha Füllbrunn, Baoqing Gan, Thomas Gehrig, Dirk Gerritsen, Javier Gil-Bazo, Lawrence R. Glosten, Thomas Gomez, Arseny Gorbenko, Ufuk Güçbilmez, Joachim Grammig, Vincent Gregoire, Björn Hagströmer, Julien Hambuckers, Erik Hapnes, Jeffrey H. Harris, Lawrence Harris, Simon Hartmann, Jean-Baptiste Hasse, Nikolaus Hautsch, Xuezhong He, Davidson Heath, Simon Hediger, Terrence Hendershott, Ann Marie Hibbert, Erik Hjalmarsson, Seth A. Hoelscher, Peter Hoffmann, Craig W. Holden, Alex R. Horenstein, Wenqian Huang, Da Huang, Christophe Hurlin, Alexey Ivashchenko, Subramanian R. Iyer, Hossein Jahanshahloo, Naji Jalkh, Charles M. Jones, Simon Jurkatis, Petri Jylha, Andreas Kaeck, Gabriel Kaiser, Arzé Karam, Egle Karmaziene, Bernhard Kassner, Markku Kaustia, Ekaterina Kazak, Fearghal Kearney, Vincent van Kervel, Saad Khan, Marta Khomyn, Tony Klein, Olga Klein, Alexander Klos, Michael Koetter, Jan Pieter Krahnen, Aleksey Kolokolov, Robert A. Korajczyk, Roman Kozhan, Amy Kwan, Quentin Lajaunie, FY Eric C Lam, Marie Lambert, Hugues Langlois, Jens Lausen, Tobias Lauter, Markus Leippold, Vladimir Levin, Yijie Li, (Michael) Hui Li, Chee Yoong Liew, Thomas Lindner, Oliver B. Linton, Jiacheng Liu, Anqi Liu, Guillermo Llorente, Matthijs Lof, Ariel Lohr, Francis A. Longstaff, Alejandro Lopez-Lira, Shawn Mankad, Nicola Mano, Alexis Marchal, Charles Martineau, Francesco Mazzola, Debrah Meloso, Roxana Mihet, Vijay Mohan, Sophie Moinas, David Moore, Liangyi Mu, Dmitriy Muravyev, Dermot Murphy, Gabor Neszveda, Christian Neumeier, Ulf Nielsson, Mahendrarajah Nimalendran, Sven Nolte, Lars L. Norden, Peter O'Neill, Khaled Obaid, Bernt Arne Ødegaard, Per Östberg, Marcus Painter, Stefan Palan, Imon Palit, Andreas Park, Roberto Pascual, Paolo Pasquariello, Lubos Pastor, Vinay Patel, Andrew J. Patton, Neil D. Pearson, Loriana Pelizzon, Matthias Pelster, Christophe Pérignon, Cameron Pfiffer, Richard Philip, Tomáš Plíhal, Puneet Prakash, Oliver-Alexander Press, Tina Prodromou, Tālis J. Putniņš, Gaurav Raizada, David A. Rakowski, Angelo Ranaldo, Luca Regis, Stefan Reitz, Thomas Renault, Rex Wang Renjie, Roberto Renò, Steven Riddiough, Kalle Rinne, Paul Rintamäki, Ryan Riordan, Thomas Rittmannsberger, Iñaki Rodríguez-Longarela, Dominik Rösch, Lavinia Rognone, Brian Roseman, Ioanid Rosu, Saurabh Roy, Nicolas Rudolf, Stephen Rush, Khaladdin Rzayev, Aleksandra Rzeźnik, Anthony Sanford, Harikumar Sankaran, Asani Sarkar, Lucio Sarno, O. Scaillet, Stefan Scharnowski, Klaus Reiner Schenk-Hoppé, Andrea Schertler, Michael Schneider, Florian Schroeder, Norman Schürhoff, Philipp Schuster, Marco A. Schwarz, Mark S. Seasholes, Norman Seeger, Or Shachar, Andriy Shkilko, Jessica Shui, Mario Sikic, Giorgia Simion, Lee A. Smales, Paul Söderlind, Elvira Sojli, Konstantin Sokolov, Laima Spokeviciute, Denitsa Stefanova, Marti G. Subrahmanyam, Sebastian Neusüss, Barnabas Szaszi, Oleksandr Talavera, Yuehua Tang, Nicholas Taylor, Wing Wah Tham, Erik Theissen, Julian Thimme, Ian Tonks, Hai Tran, Luca Trapin, Anders B. Trolle, Giorgio Valente, Robert A. Van Ness, Aurelio Vasquez, Thanos Verousis, Patrick Verwijmeren, Anders Vilhelmsson, Grigory Vilkov, Vladimir Vladimirov, Sebastian Vogel, Stefan Voigt, Wolf Wagner, Thomas Walther, Patrick Weiss, Michel van der Wel, Ingrid M. Werner, P. Joakim Westerholm, Christian Westheide, Evert Wipplinger, Michael Wolf, Christian C. P. Wolff, Leonard Wolk, Wing Keung Wong, Jan Wrampelmeyer, Shuo Xia, Dacheng Xiu, Ke Xu, Caihong Xu, Pradeep K. Yadav, José Yagüe, Cheng Yan, Antti Yang, Woongsun Yoo, Wenjia Yu, Shihao Yu, Bart Z. Yueshen, Darya Yuferova, Marcin Zamojski, Abalfazl Zareei, Stefan Zeisberger, S. Sarah Zhang, Xiaoyu Zhang, Zhuo Zhong, Z. Ivy Zhou, Chen Zhou, Xingyu Sonya Zhu, Marius Zoican, Remco C. J. Zwinkels, Jian Chen, Teodor Duevski, Ge Gao, Roland Gemayel, Dudley Gilder, Paul Kuhle, Emiliano Pagnotta, Michele Pelli, Jantje Sönksen, Lu Zhang, Konrad Ilczuk, Dimitar Bogoev, Ya Qian, Hans C. Wika, Yihe Yu, Lu Zhao, Michael Mi, Li Bao, Andreea Vaduva, Prokopczuk Prokopczuk, Alejandro Avetikian and Zhen-Xing Wu
Vrije Universiteit Amsterdam, Stockholm School of Economics - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck, Stockholm School of Economics - Department of Economics, University of Innsbruck, University of Innsbruck, VU University Amsterdam, Universidad de Alicante, Bar-Ilan University - Graduate School of Business Administration, International Monetary Fund (IMF), Princeton University - Department of Economics, CNRS, University of Oxford, University of Technology Sydney, Neoma Business School, University of Chicago - Booth School of Business, Wilfrid Laurier University, Georgetown University - Department of Finance, University of Mannheim, Tennessee Technological University, Auburn University, University of St. Gallen, Swiss Finance Institute - HEC Lausanne, University of Innsbruck, BI Norwegian Business School, University of Memphis, Northwestern University, Universidad EAFIT, University of Illinois at Chicago - Department of Finance, VU University Amsterdam, Technische Universität Berlin, Lebanese American University, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Toulouse Business School - TBS Education, Monash University, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Padua - Department of Statistical Sciences, University of Memphis - Fogelman College of Business and Economics, University of Amsterdam Business School, Saint Louis University - Richard A. Chaifetz School of Business, UCLA Anderson, Waseda University, University of San Francisco, Emory University - Department of Finance, Australian National University (ANU), Goethe University Frankfurt Faculty of Economics and Business Administration, HEC Paris - Finance Department, University of Melbourne - Department of Finance, Macquarie University - Faculty of Business and Economics, Nottingham Trent University, University of Liège - HEC Liège, Babson College - Finance Division, Lum University Giuseppe Degennaro, University of Zurich - Department of Banking and Finance, Universite de Toulouse 1 Capitole, Masaryk University, KU Leuven - Faculty of Business and Economics (FEB), Nottingham Trent University - Nottingham Business School, Catholic University of Louvain (UCL) - Louvain Finance (LFIN), Erasmus University Rotterdam (EUR), Frankfurt School of Finance & Management, University of Hohenheim, Queen's University (Canada), Queen's School of Business, Students, Monash University, Technische Universität Dresden, ESADE Business School, EDHEC Business School, The University of Sydney - Discipline of Finance, Stockholm Business School, Stockholm University, Salisbury University - Perdue School of Business, Cardiff Business School, Norges Bank, University of Queensland - Business School, Georgetown University - Department of Economics, University of Virginia - Darden School of Business, University of Technology Sydney, Bank of England, Ibn Tofail University, Politecnico di Milano, affiliation not provided to SSRN, Macquarie University, University of New South Wales - School of Banking and Finance, HEC Paris - Finance Department, City, University of London - Bayes Business School, Universita della Svizzera italiana (USI Lugano), Open University of the Netherlands - School of Management, Ghent University - Department of Financial Economics, University of Essex, Radboud University Nijmegen - Institute for Management Research, University of Technology Sydney, University of Vienna, Utrecht University - School of Economics, Universitat Pompeu Fabra, Columbia University, Utrecht University, Monash University - Department of Banking and Finance, University of Glasgow - Adam Smith Business School, University of Tuebingen, HEC Montreal - Department of Finance, Stockholm University - Stockholm Business School, University of Liège - HEC Liège, Aalto University, American University - Department of Finance and Real Estate, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Vienna University of Economics and Business, Aix-Marseille University - Aix-Marseille School of Economics, University of Vienna - Department of Statistics and Operations Research, Xi'an Jiaotong-Liverpool University (XJTLU), University of Utah - David Eccles School of Business, University of Zurich - Department of Banking and Finance, University of California, Berkeley - Haas School of Business, West Virginia University - Department of Finance, University of Gothenburg - Centre for Finance, Missouri State University - College of Business, European Central Bank (ECB), Indiana University - Kelley School of Business - Department of Finance, University of Miami - School of Business Administration - Department of Economics, Bank for International Settlements, University of Utah - David Eccles School of Business, University of Orleans, Vrije Universiteit Amsterdam, University of New Mexico, Cardiff University, Saint Joseph University, Columbia University, Bank of England, Aalto University, University of Sussex, Universite du Luxembourg, Durham University, Vrije Universiteit Amsterdam, Ludwig-Maximilians-Universität München, Aalto University, University of Manchester, Queen's University Belfast - Queen's Management School, Pontifical Catholic University of Chile, Queen's University - Smith School of Business, University of Technology Sydney (UTS), Queen's University Belfast - Queen's Management School, University of Warwick - Warwick Business School, University of Kiel - Institute for Quantitative Business and Economics Research (QBER), Halle Institute for Economic Research, Goethe University Frankfurt, University of Manchester - Manchester Business School, Northwestern University - Kellogg School of Management, University of Warwick - Warwick Business School, University of Sydney Business School, Université Paris Dauphine, Hong Kong Institute for Monetary and Financial Research, University of Liège - HEC Liège, HEC Paris - Finance Department, Goethe University Frankfurt - Faculty of Economics and Business Administration, Leibniz University Hannover, University of Zurich, Universite du Luxembourg, S&P Global Ratings, La Trobe University, UCSI University, Malaysia, Vienna University of Economics and Business, University of Cambridge, Purdue University, The University of Sydney, Universidad Autonoma de Madrid, Aalto University, Arizona State University (ASU) - Finance Department, University of California, Los Angeles (UCLA) - Finance Area, University of Florida - Department of Finance, Insurance and Real Estate, Cornell University, Swiss Finance Institute - USI Lugano, EPFL, University of Toronto - Rotman School of Management and UTSC Management, Erasmus University Rotterdam (EUR), Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, RMIT University, Universite de Toulouse 1 Capitole, Loyola Marymount University, Queen's University Belfast, Michigan State University - Department of Finance, University of Illinois at Chicago, John von Neumann University, Justus Liebig University Giessen, Copenhagen Business School, University of Florida - Department of Finance, Insurance and Real Estate, Radboud University, Stockholm University - Stockholm Business School, Financial Conduct Authority, California State University-East Bay, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz, RMIT University - Blockchain Innovation Hub, University of Toronto at Mississauga, Universidad de las Islas Baleares, University of Michigan, Stephen M. Ross School of Business, University of Chicago - Booth School of Business, University of Technology Sydney (UTS), Duke University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Finance, Goethe University Frankfurt - Faculty of Economics and Business Administration, Paderborn University, HEC Paris - Finance Department, University of Oregon - Department of Finance, University of Sydney Business School, Masaryk University - Faculty of Economics and Administration, Missouri State University, Copenhagen Business School, The University of Wollongong, University of Technology Sydney (UTS), Indian Institute of Management, Ahmedabad, University of Texas at Arlington, University of St. Gallen, University of Turin, University of Kiel, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Verona - Department of Economics, University of Toronto, Universite du Luxembourg - Department of Finance, Aalto University, Queen's University - Smith School of Business, University of Innsbruck, Stockholm University - Stockholm Business School, State University of New York at Buffalo - School of Management, University of Manchester - Alliance Manchester Business School, Oklahoma State University - Department of Finance, HEC Paris - Finance Department, University of Massachusetts Amherst, University of Lausanne, Bowling Green State University - Department of Finance, University of Edinburgh, York University, University of Maryland, New Mexico State University, Federal Reserve Bank of New York, University of Cambridge - Judge Business School, Swiss Finance Institute - University of Geneva, University of Mannheim, University of Manchester - Department of Economics, University of Graz, Deutsche Bundesbank, Macquarie University, Swiss Finance Institute - HEC Lausanne, University of Stuttgart, Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE), Arizona State University (ASU), Vrije Universiteit Amsterdam, Federal Reserve Bank of New York, Wilfrid Laurier University - Lazaridis School of Business and Economics, Federal Housing Finance Agency, University of Zurich, Vienna University of Economics and Business, University of Western Australia, University of St. Gallen, UNSW Australia Business School, School of Banking and Finance, University of Memphis - Fogelman College of Business and Economics, Cardiff University, Universite du Luxembourg, New York University (NYU) - Leonard N. Stern School of Business, Aalto University, Eötvös Loránd University, University of Birmingham, University of Florida - Department of Finance, University of Bristol - School of Economics, Finance and Management, University of New South Wales (UNSW), University of Mannheim - Finance Area, Karlsruhe Institute of Technology, University of Bristol, Loyola Marymount University - Department of Finance, University of Bologna, Copenhagen Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR), University of Mississippi - Department of Finance, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, University of Essex, Erasmus University Rotterdam (EUR), Lund University - Department of Economics, Frankfurt School of Finance & Management, University of Amsterdam Business School, Erasmus University Rotterdam (EUR), University of Copenhagen, Erasmus University Rotterdam (EUR), Utrecht University - School of Economics, Vienna Graduate School of Finance (VGSF), Erasmus University Rotterdam, The Ohio State University - Fisher College of Business, University of Sydney Business School, University of Vienna - Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, University of Zurich - Department of Economics, University of Luxembourg, Vrije Universiteit Amsterdam, Auburn University, Vrije Universiteit Amsterdam, School of Business and Economics, Halle Institute for Economic Research, University of Chicago - Booth School of Business, University of Victoria, Stockholm University - Stockholm Business School, University of Oklahoma Price College of Business, University of Murcia, University of Essex - Essex Business School, Erasmus University Rotterdam, Central Michigan University, Aalto University, Vrije Universiteit Amsterdam, INSEAD - Finance, Norwegian School of Economics (NHH) - Department of Finance, University of Gothenburg, Centre for Finance, Stockholm University, Radboud University, Institute for Management Research, University of Manchester - Alliance Manchester Business School, Vrije Universiteit Amsterdam, University of Melbourne - Department of Finance, University of Wollongong - School of Accounting, Economics & Finance, Erasmus University Rotterdam (EUR), Stockholm School of Economics, University of Toronto at Mississauga - Department of Management, VU University Amsterdam - Department of Finance and Financial Sector Management, Queen's University, HEC Paris, University of Birmingham, King's College London, Cardiff University, Universidad Autonoma de Madrid, Singapore Management University, University of Zurich - Department of Banking and Finance, University of Tübingen, University of Luxembourg, affiliation not provided to SSRN, EDF Energy, United Kingdom, Aalto University, Norges Bank, University at Buffalo, SUNY, Southwestern University of Finance and Economics (SWUFE), The University of Sydney, University of Toulouse Capitole, UC3M, Leibniz University Hannover, Pontifical Catholic University of Chile and Zhongnan University of Economics and Law - School of Finance
Downloads 2,846 (5,752)

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non-standard errors, multi-analyst approach, liquidity

2.

The Stock Market Is not the Economy? Insights from the COVID-19 Crisis

CEPR Covid Economics, 2020
Number of pages: 40 Posted: 01 Jul 2020
Gunther Capelle-Blancard and Adrien Desroziers
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 1,401 (17,627)
Citation 17

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COVID-19, Efficient Market Hypothesis, Overreaction, Financial Narratives, Bull and Bear, Lockdown

3.

Efficiency Tests of the French Index (CAC 40) Options Market

Number of pages: 53 Posted: 19 Sep 2001
Gunther Capelle-Blancard and Mo Chaudhury
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and McGill University - Desautels Faculty of Management
Downloads 778 (41,105)
Citation 15

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market efficiency, index options, no arbitrage conditions.

The Performance of Socially Responsible Funds: Does the Screening Process Matter?

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 51 Posted: 07 Jan 2011 Last Revised: 04 Jan 2012
Gunther Capelle-Blancard and Stéphanie Monjon
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and CIRED, International Research Center on Environment & Development, France
Downloads 717 (45,222)
Citation 8

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Socially Responsible Investing (SRI), Sustainable and Responsible Investment, Ethical Investment, Corporate Social Responsibility (CSR), Strategy Distinctiveness Index, Portfolio Choice, Ratings

The Performance of Socially Responsible Funds: Does the Screening Process Matter?

European Financial Management, Vol. 20, Issue 3, pp. 494-520, 2014
Number of pages: 27 Posted: 18 Jun 2014
Gunther Capelle-Blancard and Stéphanie Monjon
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris Dauphine
Downloads 1 (838,783)
Citation 6
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Socially responsible investment (SRI), sustainable and responsible investment, ethical investment, corporate social responsibility (CSR), strategy distinctiveness index, portfolio choice, ratings

5.

Environmental, Social and Governance (ESG) Performance and Sovereign Bond Spreads: An Empirical Analysis of OECD Countries

Number of pages: 62 Posted: 26 Nov 2016
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Ecole Polytechnique, Palaiseau - Department of Economics, Université d'Evry Val d'Essonne, University of Groningen - Department of Finance & Accounting and Université d'Évry - Centre D'Etudes des Politiques Economiques et de L'Emploi (EPEE)
Downloads 689 (48,443)
Citation 6

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ESG Performance, Sovereign Bond Yield Spreads

6.

The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility

Number of pages: 58 Posted: 15 Jan 2014 Last Revised: 05 Jan 2016
Gunther Capelle-Blancard and Olena Havrylchyk
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and CEPII, Centre d'Etudes Prospectives et d'Info. Internationales, Paris
Downloads 675 (49,691)
Citation 12

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Financial transaction tax, Securities transaction tax, Tobin tax, Volatility, Liquidity, Financial regulation, Euronext

7.

How Do Shareholders Respond to Downsizing? A Meta-Analysis

Number of pages: 32 Posted: 16 Feb 2007
Gunther Capelle-Blancard and Nicolas Couderc
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and affiliation not provided to SSRN
Downloads 550 (64,529)
Citation 7

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Massive layoffs, Downsizing, Corporate Social Responsibility, Socially Responsible Investing, Corporate Governance, Event studies

8.

Trends in the Literature on Socially Responsible Investment: Looking for the Keys Under the Lamppost

Business Ethics: A European Review, Forthcoming
Number of pages: 20 Posted: 03 Jan 2012
Gunther Capelle-Blancard and Stéphanie Monjon
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and CIRED, International Research Center on Environment & Development, France
Downloads 484 (75,630)
Citation 4

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socially responsible investment, ethical investment, business ethics, corporate social responsibility, content analysis, conceptual analysis, financial performance

9.

Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis

CEPII Working Paper No. 2011–28
Number of pages: 25 Posted: 05 Jan 2012
Gunther Capelle-Blancard, Dramane Coulibaly and Dramane Coulibaly
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris X NanterreCentre d'Etudes Prospectives et d'Info. Internationales (CEPII)
Downloads 404 (93,602)
Citation 5

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speculation, financialization, food crisis, soft commodities, index funds, panel granger causality

10.

The Weighting of CSR Dimensions: One Size Does Not Fit All

Number of pages: 25 Posted: 07 Mar 2014 Last Revised: 25 Jun 2014
Gunther Capelle-Blancard and Aurélien Petit
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 383 (99,534)
Citation 1

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ESG News, Corporate Social Performance, Corporate Social Strategy, Multiple- Criteria Decision Analysis, Fungibility, Commensurability, Weighting scheme, Composite index, KLD ratings.

11.

Spider Options and the S&P 500 Index Options Market

Number of pages: 50 Posted: 06 Feb 2007
Gunther Capelle-Blancard and Mo Chaudhury
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and McGill University - Desautels Faculty of Management
Downloads 260 (150,898)

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S&P 500 Index Options, Spider Options, ETF, Volatility Smile

12.

Empirical Evidence on Periodically Collapsing Stock Price Bubbles

Number of pages: 16 Posted: 03 Feb 2004
Gunther Capelle-Blancard and Helene Raymond Feingold
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and University of Metz - Faculty of Law, Economics and Administration
Downloads 236 (165,903)
Citation 2

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Speculative bubbles, stock markets, cointegration, skewness, kurtosis

13.

How Does the Stock Market Respond to Chemical Disasters?

Journal of Environmental Economics and Management, Forthcoming
Number of pages: 42 Posted: 19 Sep 2009
Gunther Capelle-Blancard and Marie-Aude Laguna
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris Dauphine - DRM-CEREG
Downloads 213 (182,887)
Citation 4

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14.

Richard Thaler Ou Comment La Finance Est Devenue Comportementale. (Richard Thaler or How Finance Became Behavioural)

Revue d'économie politique, Forthcoming
Number of pages: 21 Posted: 27 Feb 2018
Marie-Hélène Broihanne and Gunther Capelle-Blancard
Strasbourg University, LaRGE Research Center, EM Strasbourg Business School and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 166 (228,157)

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Behavioral finance, rationality, efficient market hypothesis (EMH), arbitrage, Chicago school of economics

15.

Women and Finance

Number of pages: 27 Posted: 22 Mar 2021 Last Revised: 03 May 2021
Gunther Capelle-Blancard and Antoine Reberioux
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris VII Denis Diderot
Downloads 151 (249,607)

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Gender studies, gender inequality, behavioural finance, financial literacy, portfolio choice, discrimination in financial services, bank governance, financial regulation, sustainable finance

16.

Incidence of Bank Levy and Bank Market Power

CEPII Working Paper No. 2013-21
Number of pages: 27 Posted: 15 Jan 2014
Gunther Capelle-Blancard and Olena Havrylchyk
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and CEPII, Centre d'Etudes Prospectives et d'Info. Internationales, Paris
Downloads 130 (277,759)
Citation 11

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banks, bank levy, tax incidence, financial regulation, market power

17.

Curbing the Growth of Stock Trading? Order-to-Trade Ratios and Financial Transaction Taxes

BAFFI CAREFIN Centre Research Paper No. 2015-6
Number of pages: 41 Posted: 07 May 2015
Gunther Capelle-Blancard
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 119 (296,486)
Citation 1

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Financial transaction tax, Securities transaction tax, Tobin tax, Order-to-trade ratio, High-frequency trading, Liquidity, Volatility, Italian Stock Exchange, Borsa Italiana

More Bankers, More Growth? Evidence from OECD Countries

Number of pages: 16 Posted: 03 Jan 2012 Last Revised: 30 Sep 2015
Gunther Capelle-Blancard and Claire Labonne
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Autorité de Contrôle Prudentiel et de Résolution - Banque de France
Downloads 92 (355,150)
Citation 6

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Finance-growth nexus, financial sector, financial intermediation, bank efficiency, system and difference GMM

More Bankers, More Growth? Evidence from OECD Countries

Economic Notes, Vol. 45, Issue 1, pp. 37-51, 2016
Number of pages: 15 Posted: 11 Jan 2016
Gunther Capelle-Blancard and Claire Labonne
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Autorité de Contrôle Prudentiel et de Résolution - Banque de France
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19.

Banks Defy Gravity

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 05 Jun 2018 Last Revised: 28 Jun 2018
Anne-Laure Delatte, Vincent Bouvatier and Gunther Capelle-Blancard
CNRS, University Paris-Est Créteil (UPEC) - ERUDITE and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 63 (436,751)
Citation 1

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tax haven, international banking

20.

International Nonlinear Causality between Stock Markets

Number of pages: 18 Posted: 15 Jan 2014
Michel A. R. Beine, Gunther Capelle-Blancard and Helene Raymond Feingold
University of Luxemburg, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and University of Metz - Faculty of Law, Economics and Administration
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stock markets, international co-movements, linear and nonlinear causality, FIGARCH, multiple structural changes, financial integration

21.

Incidence of Bank Corporate Income Taxes Revisited

Number of pages: 11 Posted: 15 Jan 2014
Gunther Capelle-Blancard and Olena Havrylchyk
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and CEPII, Centre d'Etudes Prospectives et d'Info. Internationales, Paris
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Bank taxation, European banks, Corporate income tax, Tax incidence

22.

Banks Defy Gravity in Tax Havens

Number of pages: 49 Posted: 21 Aug 2017 Last Revised: 11 Feb 2021
Vincent Bouvatier, Gunther Capelle-Blancard and Anne-Laure Delatte
University Paris-Est Créteil (UPEC) - ERUDITE, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and CNRS
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23.

Capital Gains Tax and Market Quality: Evidence from the Korean Derivatives Market

Number of pages: 34 Posted: 06 Dec 2021
Gunther Capelle-Blancard and Emna Khemakhem
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and affiliation not provided to SSRN
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Financial Transaction Tax, Tobin Tax, Derivatives Market Regulation, Mini-Derivatives, Korea Exchange (KRX).

24.

Socially Responsible Investing Strategies under Pressure: Evidence from COVID-19

Posted: 19 Feb 2021
Gunther Capelle-Blancard, Adrien Desroziers and Olivier David Zerbib
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Boston University

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COVID-19, Socially Responsible Investing, Corporate Social Responsibility, ESG performance, Passive management

Other Papers (3)

Total Downloads: 0
1.

Where Do Informed Traders Trade? Evidence from French Markets

Posted: 05 Mar 2005
Pascal Alphonse, Gunther Capelle-Blancard and Severine Vandelanoite
University of Lille 2 - ESA, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and affiliation not provided to SSRN

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Informed trades, derivatives markets, transaction-time, linear and nonlinear causality

2.

Volatility Trading in Options Market: How Does it Affect Where Informed Traders Trade?

Posted: 28 Feb 2005
Gunther Capelle-Blancard
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)

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Options market microstructure, volatility trading, informed traders, sequential trades model, asymmetric information

3.

What is Behind International Stock Market Linkages? Testing for Linear and Non-Linear Causality between Fundamental and Non-Fundamental Components

Posted: 02 May 2003
Gunther Capelle-Blancard and Helene Raymond Feingold
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and University of Metz - Faculty of Law, Economics and Administration

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Stock market linkages, financial contagion, non-fundamental, linear and non-linear causality