Michel Dubois - Publications
Campbell Harvey: Les problèmes empiriques rencontrés par les modèles financiers dans un cadre national et international, 2017. In Les Grands Auteurs en Finance., Albouy, M., Charreaux, G., eds. Caen: EMS Management & Société, 327-353.
Regulating Conflicts of Interest: The effects of Sanctions and Enforcement, Review of Finance (2014) 18, 489-526. With L. Frésard and P. Dumontier.
Do conflicts of interest affect analysts’ forecasts and recommendations? A survey. In: Conflicts of interest and the duty of loyalty, Thévenoz L. and R. Bahar (eds), Kluwer Law International, 2007, 187-210, with P. Dumontier.
Valuation Effects of Listing on a More Prominent Segment of the Stock Market: Evidence from France, European Financial Management Journal, 2002, vol. 8 n°4, p. 479-493. With J.F Bacmann and C. Ertur.
The performance of contrarian and momentum strategies on the Swiss Stock Market, 2000, Finanzmarkt und Portfolio Management 14, 252-266. With J.F. Bacmann (in French).
The Day of the Week Effect: the International Evidence, Journal of Banking and Finance, 1996, vol. 20, 1463-1484. With P. Louvet.
Second-tier Markets in Europe: New Markets for Growing Firms' Equities, in: Finance for Growing Enterprises, Buckland R. et E. W. Davis (eds), London (Great Britain) : Routledge, 1995, chap. 12, 223-248. With M. Anolli and R. Buckland.
Stock Split and Capital Restructuring: Evidence from Switzerland, Finanzmarkt und Portfolio Management, vol. 8, n°3, 1994, 394-409. With A. Russi (in French).
The Dynamics of Stock Returns: an Empirical Analysis of four European Stock Markets, 1994, Revue d'Economie Politique et de Statistique Suisse, vol. 131, n°1, 85-119, with J.M. Durini (in French).
Listing on the “Marché à Règlement Mensuel”: the market reaction, Finance, vol. 14, n°1, 1993, p. 41-65 (in French).
Financial Theory and its Applications, Revue hongroise de gestion n°8-9, 1993, p. 29-36 (in French).
Asian Currency Options, La revue du financier n°81, 1991, p. 31-37, M. Pochon Collab. (in French).
The Underpricing of Bond Issuance, Analyse financière n°81, 1990, p. 38-45 (in French).
IPO’s and Asymmetric Information, Actes des Journées Internationales de l'Association Française de Finance, Université Paris-Dauphine, juin 1989 (in French).
Are IPO’s underpriced ?, Journal de la Société Statistique de Paris n° 1, 1989, p. 4-16 (in French).
Why IPOs are Uniderpriced, Economie et Sociétés, série sciences de gestion n° 12, 1988, p. 43-56 P. With P. Dumontier (in French).
The Determinants of Financial Structure: Theories and Facts, Economie et Sociétés, série sciences de gestion n°6, 1987, p. 9-29 (in French).
The Determinants of Financial Structure: Evidence from France, Finance, vol. 6, n°1, 1985, p. 41-70 (in French).
Exercices de Théorie Financière et de Gestion de Portefeuille, Louvain la Neuve (Belgique) : De Bock Université, 2000, 310p., avec I. Girerd.