We investigate financial structure institutional determinants of firms listed on the MENA
region, and we analyze the indirect role played by institutions on the speed of adjustment. We …

We are interested in the identification of the determinants of financial innovations, where we
focus more on the effect of the regulations relating to the financial liberalization process …

1. Objectif 3 Dans le présent article, nous nous intéressons à explorer l’association entre la
communication financière par Internet des entreprises françaises (CFI). Plus spécifiquement, …

This article starts with the recognition of the limits of a mean-variance framework to measure
the performance of hedge funds, whose returns are often not normally distributed and …

The purpose of this article is twofold. First, we present the capital asset pricing models and
the performance measures in the downside risk framework as an alternative to traditional …

La Tunisie constitue l’un des pays dans lesquels le secteur bancaire forme le noyau du
système financier. En fait, le financement des entreprises tunisiennes se fait principalement par …

Depending on the purpose, both accounting and market information can be used as appropriate
measures to assess bank’s risk. According to Bliss and Flannery (2001), the market is …

The present paper introduces an enhanced liquidity adjusted intraday value at risk measure
named the LIVaR applied to a sample of listed securities in an emerging market; namely the …

In recent years, researches on microstructure have experienced considerable extensions. A
major question that still has no precise answer is about measuring liquidity. Several …

L'objet de cet article est d'étudier l'incidence de la propriété et de sa séparation du contrôle,
chez le propriétaire ultime, sur le niveau de la performance financière. Nous cherchons, en …