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How do R&D investments impact stock return? / Josselin DREAN / 2022
Titre : How do R&D investments impact stock return? Type de document : Mémoire Auteurs : Josselin DREAN, Auteur Année de publication : 2022 Importance : 33 p. Note générale : Pour accéder aux fichiers PDF, merci de vous identifier sur le catalogue avec cotre compte Office 365 via le bouton CONNEXION en haut de la page. Langues : Anglais (eng) Mots-clés : Management
RECHERCHE ET DEVELOPPEMENT ; ACTIONRésumé : The price of a share changes over time according to investors' expectations. To predict pricevariations on the markets, the investors try to anticipate the future value of the company andobserve the capabilities the company has, to perform in the long run. In this way, one of the keys available to the company to remain competitive is R&D spendings, aimed at innovation(coming back to Schumpeter’s theory). Therefore, if R&D investments impact the company’s growth prospects, and if these growth prospects impact the stock return, the importance of company R&D investments’ influence on its stock return is being questioned. We will therefore observe how R&D investments, and more particularly R&D intensity, influence the stock return. we will first review the literature, which develops the idea that two phenomena participate in explaining the R&D anomaly. These two phenomena are the risk investors bear while supporting R&D spendings, and the mispricing phenomenon resulting from mistakes noise traders do on the markets. Then, we will see how the impact of R&D over the Stock Return can vary following company’s size, nationality, and sector. Finally, we will develop the great importance of investors’ behavioural factors in linking R&D spendings and a positive stock return Programme : PGE-Reims Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=571575 Between Private Equity, Risk-free Investment, and Traditional Stocks, What Have We Learned from SPACs, and Who Are They Best For? Literature review on the growing SPAC phenomenon / Thomas ETIENNE / 2021
Titre : Between Private Equity, Risk-free Investment, and Traditional Stocks, What Have We Learned from SPACs, and Who Are They Best For? Literature review on the growing SPAC phenomenon Type de document : Mémoire Auteurs : Thomas ETIENNE, Auteur Année de publication : 2021 Importance : 29 p. Note générale : Pour accéder aux fichiers PDF, merci de vous identifier sur le catalogue avec votre compte Office 365 via le bouton CONNEXION en haut de page. Langues : Anglais (eng) Mots-clés : Management
ACTION ; CAPITAL INVESTISSEMENT ; RISQUERésumé : Between Private Equity, Risk-free Investment, and Traditional Stocks, What Have We Learned from SPACs and Who Are They Best For? Special Purpose Acquisition Companies (SPACs) have been around for years. They have known different phases and faced different market conditions. SPACs, often r eferred to as “blank check companies”, “development stage companies”, “or “shell companies” (V. M. Jog & Sun, 2007) are founded by one or several skilled managers who have acquired a positive reputation with investors. With a life span of two years, SPACs raise money through an IPO and then are given eighteen months to identify a private com pany and complete an acquisition, thereby taking it public. Known as an alternative and cheaper way to go public, SPACs IPOs have recently surged dramatically. The recent and sudden gain in popularity of SPACs has raised questions about the sustainability of the phenomenon. Are SPACs’ risks underestimated? Who benefits from these IPOs? What type of investors has been investing in SPACs? Are shell companies appropriately regulated? Is it a local or worldwide phenomenon? These are some of the questions that one could ask when considering these trendy companies. Although these investment vehicles have existed for decades, the literature on the subject is rather scarce. In this literature review, we will identify what research has been conducted on SPACs, what we know so far about them, and attempt to identify new horizons and questions that remain unanswered to date. Programme : MSc Finance, Investment & Wealth Management Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=538605 Can a stock split be used to generate abnormal returns and does it lead to a higher performance? Focus on financial services industry / Omar LAMZOURI / 2021
Titre : Can a stock split be used to generate abnormal returns and does it lead to a higher performance? Focus on financial services industry Type de document : Mémoire Auteurs : Omar LAMZOURI, Auteur Année de publication : 2021 Importance : 39 p. Note générale : Pour accéder aux fichiers PDF, merci de vous identifier sur le catalogue avec votre compte Office 365 via le bouton CONNEXION en haut de page. Langues : Anglais (eng) Mots-clés : Management
ACTION ; PRIX ; EFFICACITE ; FINANCE DE MARCHE ; CAPITALISATION BOURSIERERésumé : We find it amazing to wonder about how really markets are functioning, whether they are reliable or not and whether they really reflect the true value of a company. These basic questions led us to think of a situation where the Efficient Markets Hypothesis can be empirically tested. We found some impressive financial events that are called stock splits and stock dividends. While those events do not generate any added value, their effect on the market value of a stock is subject to discussion. We believe that by studying how a stock reacts to the split we would be able to end up with a conclusion on this subject. Furthermore, we were wondering whether a stock split truly reflects a company’s ability to generate higher future performance, and if price changes are just investors’ reaction to the signal about an increasing performance of the firm. We also wanted to highlight the fact that stock splits have always been a subject of interest for finance academics, and in many ways. Some researchers were interested in analyzing market prices reaction after the split event, while others were more interested by the volatility of the stock. We also found many papers that tried to understand the reasons behind the stock’s behavior after the split. Explanations varied so largely, sometimes academics referred to market’s efficiency, investors reactions or even the dividends policy of the company, while some others explained it by the company’s characteristics, signaling theory or the way the split was announced. This rich and diversified theoretical background encouraged us to seek a sort of “Theory of everything” in the stock split area, and to try to explain splits by the most relevant and logical ideas. We will also focus on understanding a company’s performance after it has made a split. Since many believe that a split announcement is generally a sign of higher performance expectations, we will test this hypothesis and see whether the company truly perform better after the split. It’s quite relevant to this research because to our knowledge no other paper have treated this subject exactly with the same metrics that we are going to use. Another point worth mentioning is that we are trying to see whether a stock investor could benefit from the split by buying the stock at the announcement and selling it later. Programme : MSc Corporate Finance Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=538626 Learning by filtering : a stock price forecasting competition using state-space models / Camilo VELASCO FRANCO / 2021
Titre : Learning by filtering : a stock price forecasting competition using state-space models Type de document : Mémoire Auteurs : Camilo VELASCO FRANCO, Auteur Année de publication : 2021 Importance : 57 p. Note générale : Pour accéder aux fichiers PDF, merci de vous identifier sur le catalogue avec votre compte Office 365 via le bouton CONNEXION en haut de page. Langues : Anglais (eng) Mots-clés : Management
ACTION ; COMPETITIVITE ; PREVISION ; PRIXRésumé : Forecasting competitions draw the attention of both researchers and professionals. In fact, they have proven their pertinence by challenging different methods with multiple time series from a wide range of sectors and different frequencies, unveiling the capability of such methods to anticipate the movements of the studied time series. There have been controversies on whether these applications provide beneficial results or not, but what is true is that these competitions have played an essential role in the developments made in the predictive data science field. In this research, a forecasting competition is proposed exclusively using around 1 697 time series from stocks of 11 world indices since 2007. The competitors are known benchmarks such as the naïve method, but also proprietary methods developed by Prof. Giacomo Sbrana and other widely known ones, most of which were presented using a state space representation in the MSOE world applying the Kalman Filters. The results of this competition show, in a general and detailed way, the performance of the different methods and specific information on which method is best fitted for predicting specific asset prices. Moreover, the competition provides the accuracy of predicting single prices and the accuracy of predicting the direction. This information could be handy in the investment process. In conclusion, there is proof that competitions provide exciting and valuable results suggesting that assets behave differently. Thus their price movements can be anticipated by applying methods that are not necessarily the conventional ones Programme : MS Analyse Financière Internationale (ft)- Reims Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=539126
Titre : Options, futures et autres actifs dérivés Type de document : e-book Auteurs : John C. HULL Mention d'édition : 11e éd. Editeur : Pearson Année de publication : 2021 Importance : 906 p. ISBN/ISSN/EAN : 978-2-326-05869-9 Langues : Français (fre) Mots-clés : Management
ACTION ; MARCHE FINANCIER ; OPTION ; PRIX ; RISQUE DE CREDIT ; STOCK OPTION ; SWAP ; TAUX D'INTERETRésumé : Cet ouvrage traite des actifs dérivés : contrats à terme, options, futures, swaps, etc. offre de nombreux développements sur Bâle III, le modèle variance-gamma, les ajustements de convexité des contrats futures Eurodollar, les modèles de copula et les stock-options. Il intègre une cinquantaine d'encadrés analysant des pratiques ou des cas d'entreprise. Et plus de 700 mises en situation sous forme de problèmes et exercices pour s'entraîner ou de questions d'approfondissement. Actualisée et enrichie, cette 10e édition se distingue notamment par : un nouveau chapitre (chapitre 9) sur les ajustements de valeur tels que le CVA, le DVA, le FVA, le MVA et le KVA ; la mise à jour du chapitre 7 afin de prendre en compte les changements de pratique par rapport aux swaps ; de nouveaux éléments sur les CCP et la régulation des marchés de gré à gré ; un développement sur les modèles d'équilibre de la structure par termes ; l'évocation des taux d'intérêt négatifs dans l'ensemble de l'ouvrage. Nombre d'accès : 5 En ligne : http://library.ez.neoma-bs.fr/login?url=https://bc.vitalsource.com/tenants/neoma [...] Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=485585 The impact of risks on CEO compensation: an analysis of the SBF 120 between 2014-2019 / Gwenaël ANDRIVON / 2021PermalinkResearch on the Impact of “the Belt and Road” Policy on the Stock Prices of Related Companies / Zehan WANG / 2020PermalinkThe impact of football players recruitment on share prices of European clubs / Khaoula ENNAIM / 2020PermalinkLes bulles du capital en Chine / Yiqing XIAO / 2018PermalinkDétermination d’une stratégie d’investissement dans les fonds indiciels cotés / Victor BOCA / 2018PermalinkEpargne salariale et actionnariat salarié / GROUPE REVUE FIDUCIAIRE (2018)PermalinkOptions, futures et autres actifs dérivés / John C. HULL / Pearson (2018)PermalinkMemento groupes de sociétés 2017-2018 / Editions Francis Lefebvre (2017)PermalinkOptions, futures et autres actifs dérivés / John C. HULL / Pearson (2017)PermalinkPermalinkL'essentiel de la bourse et des marchés de capitaux / Catherine KARYOTIS / GUALINO : LEXTENSO (2016)PermalinkLes impôts dans les affaires internationales / Bruno GOUTHIERE / Levallois : EDITIONS FRANCIS LEFEBVRE (2016)PermalinkLes marchés de capitaux / Didier MARTEAU / Paris : ARMAND COLIN (2016)PermalinkLe modèle de Black-Scholes d'évaluation d'options, ses limites et extensions (Modèles de Dupireet d'Heston) / Eric Franck ZENDJA / 2016PermalinkStudy of the correlation of commodity futures returns with other asset classes / Baptiste PERREARD / 2016PermalinkTo hold or not to hold inventory, evolution of the convenience yield / Marc PETITMENGIN / 2016PermalinkL'évaluation des entreprises / Georges LEGROS / PARIS : DUNOD (2015)PermalinkFinance d'entreprise 2016 / Pierre VERNIMMEN / Paris : DALLOZ (2015)PermalinkLa gestion de portefeuille / Robert COBBAUT / DE BOECK (2015)PermalinkGetting started in stock analysis / Michael C. THOMSETT / Sussex : WILEY (2015)PermalinkLes groupements d'employeurs / ASPARAGUS (2015)PermalinkIntroduction à la finance de marché / Stéphane DUBREUILLE / Harlow : PEARSON (2015)PermalinkMathématiques financières / Stéphane GOUTTE / Bruxelles : DE BOECK (2015)PermalinkThe numerical solution of the American option pricing problem / Carl CHIARELLE / WORLD SCIENTIFIC (2015)PermalinkCFA Level III Exam prep Schweser 2015 / Book 3 / SCHWESER / KAPLAN (2014)PermalinkDSCG, 2. Finance / Alain BURLAUD / Paris : FOUCHER (2014)PermalinkEconomie des marchés financiers / Paul-Jacques LEHMANN / DE BOECK (2014)PermalinkFinance / Etienne GEBRAN HARB / PARIS : DUNOD (2014)PermalinkFinance d'entreprise / Jonathan BERK / Harlow : PEARSON (2014)PermalinkFinance for executives / Nuno FERNANDES / NPV PUBLISHING (2014)PermalinkLe financement des entreprises / Etienne REDOR / PARIS : ECONOMICA (2014)PermalinkMathematiques financières 2014-2015 / Christelle BARATAY / GUALINO LEXTENSO (2014)PermalinkOptions futures et autres actifs dérivés / John C. HULL / Paris : PEARSON EDUCATION FRANCE (2014)PermalinkPrinciples of Corporate Finance / Richard A. BREALEY / MCGRAW-HILL HIGHER EDUCATION (2014)PermalinkDSCG 2 - Finance / Pascal BARNETO / PARIS : DUNOD (2013)PermalinkFinance d'entreprise / Pierre VERNIMMEN / Paris : DALLOZ (2013)PermalinkIntroduction aux Marchés Financiers / Erwan LE SAOUT / PARIS : ECONOMICA (2013)PermalinkManuel d'anglais de la bourse et de la finance / Michel VAN DER YEUGHT / Paris : OPHRYS (2013)PermalinkMieux comprendre la finance et les placements / Isabelle DE LAMINNE / LARCIER (2013)Permalink100 fiches pour comprendre la bourse et les marchés financiers / Henri BOURACHOT / BRÉAL (2012)PermalinkEssentiel de la bourse et des marchés de capitaux [L'] / Catherine KARYOTIS / GUALINO : LEXTENSO (2012)PermalinkFixed income securities / Bruce TUCKMAN / Sussex : WILEY (2012)PermalinkGestion de Portefeuille / Philippe BERTRAND / PARIS : ECONOMICA (2012)PermalinkPrincipes de finance d'entreprise / Philippe THOMAS / REVUE BANQUE EDITION (2012)PermalinkBâle II et le risque de crédit / Alain VERBOOMEN / LARCIER (2011)PermalinkFinance / Zvi BODIE / Paris : PEARSON EDUCATION FRANCE (2011)PermalinkFinance d'entreprise / Jonathan BERK / Paris : PEARSON EDUCATION FRANCE (2011)PermalinkIntroduction aux marchés financiers / Erwan LE SAOUT / ECONOMICA (2011)PermalinkOptions futures et autres actifs dérivés / John C. HULL / Paris : PEARSON EDUCATION FRANCE (2011)PermalinkPrinciples of corporate finance / Richard A. BREALEY / New York : MCGRAW-HILL (2011)Permalink100 fiches pour comprendre la bourse et les marchés financiers / Henri BOURACHOT / BRÉAL (2010)PermalinkL' Essentiel de la bourse et des marchés de capitaux / Catherine KARYOTIS / GUALINO : LEXTENSO (2010)PermalinkFinance islamique / Mahmoud EL GAMAL / DE BOECK (2010)PermalinkFinance de marché / Franck MORAUX / Paris : PEARSON EDUCATION FRANCE (2010)PermalinkPratique des marchés financiers / Dov OGIEN / PARIS : DUNOD (2010)PermalinkPrincipes de finance d'entreprise / Philippe THOMAS / REVUE BANQUE EDITION (2010)Permalink100 fiches pour comprendre la bourse et les marchés financiers / Henri BOURACHOT / BRÉAL (2009)PermalinkBourse, le guide de l'investisseur / PROPOS UTILES / PRAT ED. (2009)PermalinkLa crise financière en 2008-2010 : mode d'emploi pour la décrypter et l'exploiter / Loïc ABADIE / Paris : EDOUARD VALYS EDITIONS (2009)PermalinkDCG, n° 6. Finance d'entreprise - DCG 6 / Jean-Luc BAZET / Paris : NATHAN (2009)PermalinkFinance internationale / Yves SIMON / PARIS : ECONOMICA (2009)PermalinkFutures et options : principes fondamentaux / John C. HULL / Paris : PEARSON EDUCATION FRANCE (2009)PermalinkGestion de portefeuilles institutionnels / David SWENSEN / Paris : MAXIMA (2009)PermalinkBâle II : transposition en France / Antoine SARDI / Paris : EDITIONS AFGES (2008)PermalinkBien débuter en bourse / Christine COLMONT / EXPRESS ED. (2008)PermalinkDSCG, 2. Finance / Pascal BARNETO / PARIS : DUNOD (2008)PermalinkL'effet boule de neige / Alice SCHROEDER / Biarritz : VALOR EDITIONS (2008)PermalinkL' Essentiel de la bourse / Catherine KARYOTIS / GUALINO : LEXTENSO (2008)PermalinkFinance d'entreprise / Jonathan BERK / Paris : PEARSON EDUCATION FRANCE (2008)PermalinkLes Nouveaux militants / Laurent JEANNEAU / LES PETITS MATINS (2008)PermalinkPrinciples of corporate finance / Richard A. BREALEY / New York : MCGRAW-HILL (2008)PermalinkStock-options, attribution gratuite d'actions / Paris : F. Lefebvre (2008)PermalinkBanques d'investissement et de marché / Michel FLEURIET / PARIS : ECONOMICA (2007)PermalinkDCG, n° 2. Droit des sociétés et autres groupements d'affaires / Alain BURLAUD / Paris : FOUCHER (2007)PermalinkDCG, n° 6. Finance d'entreprise / Jean-Luc BAZET / Paris : NATHAN (2007)PermalinkDCG, n° 6. Finance d'entreprise / Jean-Luc BAZET / Paris : NATHAN (2007)PermalinkDevenez expert en actions / Pascal LECLERCQ / GUALINO ÉD. (2007)PermalinkDSCG, 2. Finance / Pascal BARNETO / PARIS : DUNOD (2007)PermalinkDSCG, n° 2. Finance / Alain BURLAUD / Paris : FOUCHER (2007)PermalinkEpargne salariale et actionnariat salarié / GROUPE REVUE FIDUCIAIRE (2007)PermalinkFinance / Zvi BODIE / Paris : PEARSON EDUCATION FRANCE (2007)PermalinkLes impôts dans les affaires internationales / Bruno GOUTHIERE / Levallois : EDITIONS FRANCIS LEFEBVRE (2007)PermalinkMonnaie, banque et marchés financiers / Frederic S. MISHKIN / Paris : PEARSON EDUCATION FRANCE (2007)PermalinkPeut-on battre le marché ? / Didier SAINT-GEORGES / ED. D'ORGANISATION (2007)PermalinkSICAV et FCP / Frédéric LORENZINI / GUALINO ÉD. (2007)PermalinkStocks for the long run / Jeremy J. SIEGEL / MCGRAW HILL (2007)PermalinkLa bourse / Daniel GOYEAU / Paris : EDITIONS LA DECOUVERTE (2006)PermalinkCORPORATE FINANCE / Richard A. BREALEY / New York : MCGRAW-HILL (2006)PermalinkDamodaran on valuation / Aswath DAMODARAN / John Wiley & Sons (2006)PermalinkDroit de l'ingénierie financière / Jean-Marc MOULIN / Paris : GUALINO EDITEUR (2006)PermalinkFinance d'entreprise : théorie et pratique / Aswath DAMODARAN / Bruxelles : DE BOECK (2006)PermalinkIntroduction aux marchés financiers / Erwan LE SAOUT / PARIS : ECONOMICA (2006)PermalinkInvestment analysis and portfolio management / Frank K. REILLY / THOMSON (2006)PermalinkPrincipes de gestion financière / Richard A. BREALEY / Londres : PEARSON EDUCATION (2006)PermalinkPRINCIPLES OF CORPORATE FINANCE / Richard A. BREALEY / New York : MCGRAW-HILL (2006)Permalink
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