On the usefulness of intraday price ranges to gauge liquidity in cap-based ...

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Mazza, Paolo | 2016-04

International audience. We find that easy-to-observe price ranges are useful for estimating intraday liquidity. Following the literature on range-based volatility estimators, we go beyond the use of the closing pric...

How integrated is the European carbon derivatives market?

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Mazza, Paolo | 2015-11

International audience. We assess the integration dynamics on the European carbon futures market at both the intraday and daily levels. We focus on EUA futures contracts that can be traded on three trading platforms...

Implicit transaction cost management using intraday price dynamics

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Mazza, Paolo | 2018-02-23

International audience. Using the Exchange Liquidity Measure, we show that implicit transaction costs exhibit intraday regularities around specific price change signals for a sample of European blue chips publicly q...

Ethics and cancer: main theme in human and social sciences in a first-degre...

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Aiguier, G. | 2013-06-15

International audience

Reinventing science and technology entrepreneurship education: The role of ...

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Yami, Saïd | 2021-03

International audience

« Conciliation vie privée vie professionnelle » : plusieurs termes pour une...

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Verstaevel, N. | 2020-12-31

The role of the leverage effect in the price discovery process of credit ma...

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Zimmermann, Paul | 2021-01-31

Combating climate change and controlling energy demand: introduction to the...

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Aubrée, Loïc | 2017-07-28

International audience

New indices to characterize drawing behavior in humans (Homo sapiens) and c...

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Martinet, Lison | 2021

International audience