Publications

Régulièrement, les membres de l'Institut publient leurs travaux de recherche aussi bien dans des ouvrages/chapitres d'ouvrages que des articles dans des revues à comité de lecture.

Publications

ANDRIOSOPOULOS, K., GALARIOTIS, E., & SPYROU, S. Contagion, Volatility Persistence, and Volatility Spill-Overs: The Case of Energy Markets during the European Financial Crisis.  Energy Economics.

SIMING, L. Government Awards as Economic Instruments of Governance. Finance.

ANDREOPOULOU, Z., KOLIOUSKA, C., GALARIOTIS, E., & ZOPOUNIDIS, C. Using a multicriteria method for ranking of Renewable Energy Sources (RES) enterprises. Technological Forecasting and Social Change.

SIMING, L., & WALLACE, B. Government Involvement in the Corporate Governance of Banks. Review of Economics and Statistics.

DOUMPOS, M., GALARIOTIS, E., NOCERA, G., & ZOPOUNIDIS, C. Multiattribute Assessment of the Financial Performance of Non-life Insurance Companies: Empirical Evidence from Europe. In B. PEREZ GLADISH, H. MASRI, & C. ZOPOUNIDIS (Eds.), Financial Decision Aid using Multiple Criteria Models: Springer.

ANDREOPOULOU, Z., KOLIOUSKA, C., LEMONAKIS, C., ZOPOUNIDIS, C. National Forest Parks development through Internet technologies for economic perspectives. Operational Research: An international Journal.

BENKRAIEM, R., & VIGNERON, L. Does banking relationship configuration affect the risk-taking behavior of French SMEs? Economics and Business Letters.

CHARLES, A., DARNE, O., & KIM, J. International Stock Return Predictability: Evidence from New Statistical Tests. International Review of Financial Analysis.

DUCASSY, I., & GUYOT, A. (2017). Complex ownership structures, corporate governance and firm performance: The French contextResearch in International Business and Finance, 39(Part A), 291-306.

HAMROUNI, A., BENKRAIEM, R., & KARMANI, M. Voluntary information disclosure and sell-side analyst coverage intensity. Review of Accounting and Finance, 16(2).

NOCERA, G., BISETTI, E., FAVERO, C., & TEBALDI, C. A Multivariate Model of Strategic Asset Allocation with Longevity Risk. Journal of Financial and Quantitative Analysis.

REDOR, E. Board attributes and shareholder wealth in mergers and acquisitions: A survey of the literature.Journal of Management and Governance.

SIMING, L., & RAFF, K. Knighthoods, Damehoods, and CEO Behaviour. Journal of Corporate Finance.

ZOPOUNIDIS, C., ANDRIOSSOPOULOS, K., PASIOURAS, F. Recent developments in financial markets and banking. Journal of Banking and Finance.

ZOPOUNIDIS, C., DOUMPOS, M. (Editorial to the special issue "Business Analytics"). The OMEGA, The International Journal of Management Sciences.

ZOPOUNIDIS, C., DOUMPOS, M., FABOZZI, F.-J. 60 years following Harry Markowitz’s contributions in Portfolio Theory and Operations Research. European Journal of Operational Research.

ZOPOUNIDIS, C., DOUMPOS, M. Operations Research Models in Banking Management. Annals of Operations Research.

DOUMPOS, M., ANDRIOSOPOULOS, K., GALARIOTIS, E., MAKRIDOU, G., & ZOPOUNIDIS, C. (2017). Corporate Failure Prediction in the European Energy Sector: A Multicriteria Approach and the Effect of Country CharacteristicsEuropean Journal of Operational Research, 262(1), 347-360.

XIDONAS, P., MAVROTAS, G., HASSAPIS, C., ZOPOUNIDIS, C. Robust multiobjective portfolio optimization: a minimax regret approachEuropean Journal of Operational Research (2017) 262:1, pp. 299-305

CORRENTE, S., DOUMPOS, M., GRECO, S., SLOWINSKI R., ZOPOUNIDIS C. Multiple criteria hierarchy process for sorting problems based on ordinal regression with additive value functionsAnnals of Operation Research (2017) 251: 117.

BENKRAIEM, R., BOUATTOUR, M., MILOUDI, A., & VIGNERON, L. (2017). Corporate leverage and the terms of employment: evidence from French small businesses before and during the global crisisApplied Economics, 49(23), 2286-2297.

LAHIANI, A., MILOUDI, A., BENKRAIEM, R., & SHAHBAZ, M. (2017). Another look on the relationships between oil prices and energy pricesEnergy Policy, 102, 318-331.

ARNAUD, N., LEGRAND, C., MATON, E., & MILLS, C. (2016). Materializing Strategy in Mundane Tools: the Key to Coupling Global Strategy and Local Strategy Practice? British Journal of Management, 27(1), 38-57. 

ATSALAKIS, G., FRANTZIS, D., ZOPOUNIDIS, C. (2016). Commodities' price trend forecasting by a neuro-fuzzy controller. Energy Systems, Volume 7, Issue 1, pp 73-102.

BEDENDO, M., CATHCART, L., & EL-JAHEL, L. (2016). Distressed Debt Restructuring in the Presence of Credit Default SwapsJournal of Money, Credit and Banking, 48(1), 165–201.

BENKRAIEM, R. (2016). Small business access to bank leverage under crisis circumstancesInternational Journal of Entrepreneurship and Small Business, 29(3), 390-397

BENKRAIEM, R. (2016). Small business financing (editorial). International Journal of Entrepreneurship and Small Business, 29(3), 359-361

BENKRAIEM, R. (2016). The information content of small business earningsJournal of Applied Accounting Research, 17(1), 84-96

BOUATTOUR, M., BENKRAIEM, R., & MILOUDI, A. (2016). Disposition effect and investor underreaction to information. Corporate Ownership & Control, 13(3), 378-392.

CHARLES, A., & DARNE, O. (2016). Stock market reactions fo FIFA World Cup announcements: an event study. Economics Bulletin, 36(4), 2028-2036.

CHARLES, A., REDOR, E., DARNE, O., & KIM, J. (2016). Stock Exchange Mergers and Market Efficiency. Applied Economics, 48(7), 576-589

CHEN, B. & STAFFORD, F. (2016), Stock Market Participation: Family Responses to Housing Consumption CommitmentsJournal of Money Credit and Banking, 48(4), 635-659

FRAGKIADAKIS, G., DOUMPOS, M., ZOPOUNIDIS, C., & GERMAIN, C. (2016). Operational and economic efficiency analysis of public hospitals in Greece. Annals of Operations Research, 247(2), 787-806

GALARIOTIS, E., GUYOT, A., DOUMPOS, M., & ZOPOUNIDIS, C. (2016). A novel multi-attribute benchmarking approach for assessing the financial performance of local governments: empirical evidence from FranceEuropean Journal of Operational Research, 248(1), 301-317.

GALARIOTIS, E., MACRICHORITI, P., & SPYROU, S. (2016). Sovereign CDS Spread Determinants and Spill-Over Effects  During Financial Crisis: A Panel VAR ApproachJournal of Financial Stability, 26: 62-77.

GALARIOTIS, E., KROKIDA, S., & SPYROU, S. Herd behavior and equity market liquidity: Evidence from major marketsInternational Review of Financial Analysis, 48, pp 140-149.

GALARIOTIS, E., SPYROU, S., & KROKIDA, S. Bond market investor herding: Evidence from the European financial crisis. International Review of Financial Analysis, 48, 367-375.

GIRARD, C., & DEFFAINS CRAPSKY, C. (2016). Les mécanismes de gouvernance disciplinaires et cognitifs en Equity Crowdfunding : Le cas de la FranceFinance Contrôle Stratégie, 19(3).

KALAITZOGLOU, I., & DURGHEU, B. (2016). Financial and Economic Growth in Europe: Is the Euro Beneficial for All Countries? Journal of Economic Integration, 31(2), 414-471.

KALAITZOGLOU, I., & IBRAHIM, B. M. (2016). Why do carbon prices and price volatility change? Journal of Banking and Finance, 63, 76–94.

LEMONAKIS, C., VASSAKIS, K., ZOPOUNIDIS, C., VOULGARIS, F. (2016). Efficiency, competitiveness and exports of agricultural firms in the post-crisis era: evidence from Greece. International Journal of Society, Systems and Sciences

NAVONE, M., & NOCERA, G. (2016). Unbundling the Expense Ratio: Hidden Distribution Costs in European Mutual Fund MarketsEuropean Financial Management, 22(4), 640-666.

REDOR, E. (2016). Market reaction to Audit Committee director departures: Evidence from the post-SOX period. Economics Bulletin, 36(3), 1267-1274.

TOUMI, N., BENKRAIEM, R., & HAMROUNI, A. (2016). Board director disciplinary and cognitive influence on corporate value creationCorporate Governance: The international journal of business in society, 16(3), 564 - 578.

ZHU, Z., and YUNG, K. (2016).The Interaction of Short-Term Reversal and Momentum Strategies. Journal of Portfolio Management 42(4): 96-107

BEDENDO, M., & COLLA, P. (2015). Sovereign and corporate credit risk: Evidence from the EurozoneJournal of Corporate Finance, 33, 34-52

BENKRAIEM, R., HAMROUNI, A., & MILOUDI, A. (2015). Signaling firm performance through corporate voluntary disclosure. Journal of Applied Business Research, 31(2), 609-620

CHARLES, A., REDOR, E., & ZOPOUNIDIS, C. (2015). The determinants of the existence of a critical mass of women on boards: A discriminant analysis. Economics Bulletin, 35(3), 1809-1819.

CHARLES, A., DARNE, O., & KIM, J. (2015). Will Precious Metals Shine? A Market Efficiency Perspective.International Review of Financial Analysis, 41, 284–291.

CHARLES, A., DARNE, O., & POP, A. (2015). Risk and Ethical Investment: Empirical Evidence from Dow Jones Islamic Indexes. Research in International Business and Finance, 35, 33-56.

CHARLES, A., DARNE, O., & TRIPIER, F. (2015). Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? Macroeconomic Dynamics, 19(1), 167-188.

CHARLES, A., & DARNE, O. (2015). Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes. Economics Bulletin, 35(3), 1897-2006.

CHARLES, A., & DARNE, O. (2015). La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013). Revue d’Economie Financière(118), 243-247.

CHARLES, A., DARNE, O., DIEBOLT, C., & FERRARA, L. (2015). A new monthly chronology of the US industrial cycles in the prewar economy. Journal of Financial Stability, 17, 3-9.

GALARIOTIS, E., RONG, W., & SPYROU, S. (2015). Herding on fundamental information: A comparative study. Journal of Banking and Finance, 50, 589-598.

GALARIOTIS, E., ZOPOUNIDIS, C., DOUMPOS, M., ANDRIOSOPOULOS, K., & SARRI, S. (2015). Multiple Criteria Decision Aiding for Financial Decisions: An Updated Bibliographic SurveyEuropean Journal of Operational Research, 247(2), 339-348.

GALARIOTIS, E., & GIOUVRIS, E. (2015). On the stock market liquidity and the business cycle: a multi country approach. International Review of Financial Analysis, 38, 44-69.

GATES, S., & GERMAIN, C. (2015). Designing Complementary Budgeting and Hybrid Measurement Systems that Align with Strategy. Management Accounting Quarterly, 16(2).

GIRARD, C., BAR, J.-D., BOUYER, S., et al. (2015). Vous avez dit crowdfunding ? Réflexions prospectives et repères pratiques (online): NAPF - Place Financière du Grand Ouest.

KALAITZOGLOU, I., & IBRAHIM, B. M. (2015). Liquidity and Resolution of Uncertainty in the European Carbon Futures Market. International Review of Financial Analysis, 37, 89-102.

KYSUCKY, V. and NORDEN, L., (2015). The benefits of relationship lending in a cross-country context: A meta-analysis. Management Science, 62(1), pp.90-110.

REDOR, E. (2015). Does board diversity matter? Evidence from the market reaction to directors' departures. Economics Bulletin, 35(2), 1434-1442.

VIGNERON, L., & BENKRAIEM, R. (2015). Does banking relationship configuration affect the risk-taking behavior of French SMEs? Economics and Business Letters, 4(4), 166-174.

ZOPOUNIDIS, C., GALARIOTIS, E. (Eds.). (2015). Quantitative Financial Risk Management: Theory and Practice. Oxford, UK: John Wiley & Sons, Inc.

BENKRAIEM, R. (2014). Small business investment sensitivity of debt before and during the global crisis.Economics Bulletin, 34(2), 1185-1196

BENKRAIEM, R., & MILOUDI, A. (2014). How did export activity affect small business access to bank capitals during the global crisis? Corporate Ownership & Control, 11(2), 72-80

BENKRAIEM, R., & MILOUDI, A. (2014). L’internationalisation des PME affecte‐t‐elle l’accès au financement bancaire ? Management International, 18(2), 70-79

BENKRAIEM, R. (2014). Structure du capital et choix managériaux : Analyses théorique et empirique à l’interface de la comptabilité, de la finance et de l’entrepreneuriat. Saint Denis, France: Ed. Edilivre.

CHARLES, A., DARNE, O., & DIEBOLT, C. (2014). A revision of the US business-cycles chronology 1790-1928. Economics Bulletin, 34(1), 234-244.

CHARLES, A., & REDOR, E. (2014). Women are from Venus, Men are from Mars: But do the financial markets know it? . Economics Bulletin, 34(1), 589-604.

CHARLES, A., & DARNE, O. (2014). Large shocks in the volatility of the Dow Jones Industrial Average index: 1928-2013. Journal of Banking and Finance, 43, 188-199.

CHARLES, A., & DARNE, O. (2014). Volatility Persistence in Crude Oil Markets. Energy Policy, 65, 729-742.

CHARLES, A., MAURICE, S., & REDOR, E. (2014). Le financement des entreprises (2 ed.). Paris: Economica.

GALARIOTIS, E., HOLMES, P., KALLINTERAKIS, V., & MA, X. S. (2014). Market States, Expectations, Sentiment and Momentum: How Naïve are Investors? International Review of Financial Analysis, 32, 1-12.

GALARIOTIS, E. (2014). Contrarian and Momentum Trading: A Review of the Literature. Review of Behavioral Finance, 6(1), 63-82.

GALARIOTIS, E., ANTONIOU, C., & READ, D. (2014). Ambiguity Aversion, Company Size and the Pricing of Earnings Forecasts. European Financial Management, 20(3), 633-651.

GALARIOTIS, E., ASSEFA, T. A., & ESQUEDA, O. A. (2014). Overreaction Evidence from Large-Cap Stocks.Review of Accounting and Finance, 13(4), 310-325.

GALARIOTIS, E., DOUMPOS, M., & ZOPOUNIDIS, C. (2014). Inferring robust decision models in multicriteria classification problems: An experimental analysis. European Journal of Operational Research, 236(2), 601-611.

GALARIOTIS, E., SPYROU, S., & RONG, W. (2014). Trading in option contracts before large price changes: A comparative study of US and UK markets. Journal of Derivatives & Hedge Funds, 20(1), 1-9.

GALARIOTIS, E. (2014). Contrarian trading. In K. PAUDYAL (Ed.), Wiley Encyclopedia of Management (3rd ed., Vol. 4). Oxford, UK: John Wiley & Sons, Ltd.

GEYER, D., & DRECHSLER, C. (2014). Detecting Cosmetic Debt Management Using Benford’s Law. Journal of Applied Business Research, 30(5), 1485-1492.

GIRARD, C., & GATES, S. (2014). Global Governance Convergence and Local Resistance to French Shareholder Activism. Journal of Applied Corporate Finance, 26(1), 26-32.

GIRARD, C., & REDOR, E. (2014). Gouvernance d'entreprise et private equity engagement. In G. MOUGENOT (Ed.), Tout savoir sur le capital investissement (5ème ed., pp. 439-456). Issy-les Moulineaux: Gualino éditeur.

GUYOT, A., BERTRAND, P., & LAPOINTE, V. (2014). Raising companies' profile with corporate social performance: Variations in investor recognition and liquidity linked to VIGEO CSP rating disclosures.Bankers Markets & Investors, (130), 41-54.

GUYOT, A., LAGOARDE-SEGOT, T., & NEAIME, S. (2014). Foreign shocks and the international cost of equity. Evidence from the MENA region. Emerging Markets Review, 18, 101-122.