Amir Rezaee

Amir Rezaee
Institut Superieur de Gestion | ISG · Department of Finance

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14
Publications
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102
Citations

Publications

Publications (14)
Article
Un fonctionnement non altéré des marchés financiers et la protection des investisseurs et des épargnants supposent la mise en œuvre d’une régula-tion financière à même de prévenir et de sanctionner des pratiques illicites consistant en des manquements ou en des abus de marché. La complexifi-cation croissante des activités financières peut être de n...
Article
Full-text available
Our study of how stock market reacts to sanction announcements by the French financial regulator from 2004 to 2014 finds that market reacts negatively when a sanction is announced to the firm or in the press, but that market fails to react at the opening of proceedings for possible sanctions. Cross sectional regression models show that the penaltie...
Article
Full-text available
L’analyse de discours a longtemps été développée exclusivement dans le cadre des études linguistiques et sociolinguistiques, avant de devenir un objet de recherche pour la sociologie puis pour la recherche économique. Si l’analyse économique de la communication des banques centrales a gagné en importance, celle des autorités de régulation est encor...
Article
This article assesses the dynamic stock-bond correlations in the absence of inflation by studying the French market during the Gold Standard. We find that the correlation was higher than what is currently observed, and negatively affected by interest rate volatility.
Conference Paper
Full-text available
The paper offers an empirical analysis of the effects of sanctions decided by the Financial Markets Authority (AMF) on the reputation of firms in France. Using an event study approach, we intend to show the impact of three events on the stock prices: opening of an investigation by the AMF ; issuance of a monetary sanction ; publication of the infor...
Article
Full-text available
The paper offers an empirical analysis of the effects of sanctions decided by the Financial Markets Authority (AMF) on the reputation of firms in France. Using an event study, we intend to show the impact of three events on the stock prices : opening of an investigation by the AMF ; issuance of a monetary sanction ; publication of the information a...
Article
“Is the Proof of the Pudding in the Eating?” – Comparison between Alternative Investment Market and Alternext As a stock exchange dedicated to small and medium enterprises (SMEs), the success of the Alternative Investment Market (AIM) has established this segment of the London Stock Exchange as the benchmark, of which the Alternext is considered a...
Article
Full-text available
The objective of this study is to analyse investors’ perceptions of sponsorship’s ability to increase brand equity, through the impact of sponsorship announcement on stock market value. An event study method, based on a unique sample of 293 worldwide sponsorship announcements from 2010, shows substantial negative abnormal returns following announce...
Article
This paper aims to advance empirical knowledge of stock-bonds comovements thanks to the specific context of the pre-1914 French market. This period allows the measurement of the conditional correlation without any inflation thanks to the Gold standard regime. A multivariate Dynamic Conditional Correlation GARCH (DCC GARCH) model is implemented on f...
Article
Using some recently developed Paris Bourse 19th century price indexes; we study the stock-bond monthly return comovement for a 76 years long period. The comovements of stocks not only with government bonds, like majority of studies on this subject, but also with corporate bonds have been considered in this paper. A multivariate Dynamic conditional...
Article
This paper studies the French corporate bonds market during the 19th century. Despite its importance, the performance of the corporate bonds quoted on the Paris Bourse has never been studied. In order to analyse this market, a price index of the corporate bond market has been created by using modern techniques. The construction of the index is base...
Article
Theoretical and historical experience suggests a financial centre may either include a single, consolidated and loosely regulated stock exchange attracting all intermediaries and actors, or a variety of exchanges going from strictly regulated to completely unregulated and adapted to the needs of different categories of intermediaries, investors and...
Article
Full-text available
Cet article analyse la performance � long terme des fonds indiciels fran�ais en utilisant l'erreur de suivi (Tracking error) comme la mesure la plus appropri�e dans le domaine de la gestion indicielle. Malgr� la forte croissance des fonds indiciels en France et aux Etats-Unis depuis 1990, leurs performances n'ont gu�re �t� �tudi�es. A partir d'une...

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