References of "Muller, Aline"
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See detailLiquidity patterns on the US corporate bond market
Heck, Stéphanie ULg; Margaritis, Dimitri; Muller, Aline ULg

Conference (2014, December 13)

Liquidity commonality exists and empirical evidence (e.g. Lin et al., 2011) indicates that exposure to this common liquidity factor is priced in the cross-section of corporate bonds. The existence of ... [more ▼]

Liquidity commonality exists and empirical evidence (e.g. Lin et al., 2011) indicates that exposure to this common liquidity factor is priced in the cross-section of corporate bonds. The existence of commonality implies that part of a bond’s illiquidity is left as idiosyncratic. In this paper, we study how illiquidity components explain the cross-section of bond yields and how this relationship varies over time and across bond categories. We use a factor decomposition to break down total illiquidity into a common and an idiosyncratic component and analyze how yields relate differentially to each of these two components. We find that a bond’s idiosyncratic illiquidity is important, which might reflect informational asymmetries compounded by the lack of diversification in the institutional investors’ portfolios. Moreover, the relation between illiquidity and yield spreads appears to be negative during the recent crisis period. [less ▲]

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See detailThe role of segmentation and investor recognition through the lens of cross-listing activity
Mouchette, Xavier ULg; Muller, Aline ULg; Carrieri, Francesca

Conference (2014, August)

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See detailThe role of segmentation and investor recognition through the lens of cross-listing activity
Mouchette, Xavier ULg; Carrieri, Francesca; Muller, Aline ULg

Conference (2014, June)

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See detailThe role of segmentation and investor recognition through the lens of cross-listing activity
Mouchette, Xavier ULg; Muller, Aline ULg; Carrieri, Francesca

Conference (2014, June)

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See detailThe role of segmentation and investor recognition through the lens of cross‐listing activity
Mouchette, Xavier ULg; Muller, Aline ULg; Carrieri, Francesca

Conference (2014, June)

Detailed reference viewed: 18 (10 ULg)
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See detailThe role of segmentation and investor recognition through the lens of cross-listing activity
Mouchette, Xavier ULg; Muller, Aline ULg; Carrieri, Francesca

Conference (2014, April)

Detailed reference viewed: 13 (2 ULg)
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See detailThe role of segmentation and investor recognition through the lens of cross-listing activity
Mouchette, Xavier ULg; Muller, Aline ULg; Carrieri, Francesca

Scientific conference (2014, April)

Detailed reference viewed: 9 (2 ULg)
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See detailThe role of segmentation and investor recognition through the lens of cross-listing activity
Mouchette, Xavier ULg; Muller, Aline ULg; Carrieri, Francesca

Scientific conference (2014, March)

Detailed reference viewed: 20 (2 ULg)
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See detailAn assessment of cross-listed firms’ diversification potential
Mouchette, Xavier ULg; Muller, Aline ULg

E-print/Working paper (2014)

Detailed reference viewed: 24 (7 ULg)
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See detailThe role of segmentation and investor recognition trough the lens of cross-listing activity
Mouchette, Xavier ULg; Carrieri, Francesca; Muller, Aline ULg

E-print/Working paper (2014)

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See detailWhen does the market feel it ? Magnitude, speed and persistence of market reactions to cross-listings
Muller, Aline ULg; Biell, Elizabeth; Mouchette, Xavier ULg

Conference (2013, December 11)

Detailed reference viewed: 15 (9 ULg)
See detailThe role of segmentation and investor recognition trough the lens of cross-listing activity
Mouchette, Xavier ULg; Muller, Aline ULg; Carrieri, Francesca

Diverse speeche and writing (2013)

Detailed reference viewed: 19 (9 ULg)
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See detailThe role of segmentation and investor recognition trough the lens of cross-listing activity
Mouchette, Xavier ULg; Carrieri, Francesca; Muller, Aline ULg

Scientific conference (2013, September)

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See detailThe role of segmentation and investor recognition trough the lens of cross-listing activity
Mouchette, Xavier ULg; Muller, Aline ULg; Carrieri, Francesca

Conference (2013, September)

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See detailPair trading : a time-varying cointegration approach
Babaei, Hamid; Muller, Aline ULg

Conference (2013, June 14)

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See detailAnalyse empirique des échanges intra-industriels de l'UEMOA
Soma, Kader; Muller, Aline ULg

Conference (2013, June 05)

Detailed reference viewed: 22 (13 ULg)