RESUME
Roland Gillet holds a PhD in Economics from Catholic University of Louvain (UCL) conducted under the supervision of Alexis Jacquemin (Francqui Prize, 1983) and Franco Modigliani (Nobel Prize in Economics, 1985). He was major (ranked first) of the French national competitive examination for university higher education professors in Management sciences (1999). He is currently Professor of finance at University Paris 1 Panthéon-Sorbonne where he is Director of the Master’s degree “Financial Management and Taxation”. He is also Professor of financial economics at Solvay Brussels School of Economics and Management of Free University of Brussels (ULB).
He is/was visiting professor and/or research fellow in several universities worldwide: notably at University of Sherbrooke (Canada), Fudan University (China, Shangai), Harvard University and M.I.T. (USA).
He is/was visiting professor and/or research fellow in several universities worldwide: notably at University of Sherbrooke (Canada), Fudan University (China, Shangai), Harvard University and M.I.T. (USA).
RESEARCH FIELDS
Stock Market Efficiency and Microstructure of Securities Markets | Stock Market Crises and Extreme Events | Financial Assets Pricing and Real Assets Pricing | Risk and Portfolio Management | Reputation and Operational Risk | Corporate Financial Policy | Banking and Financial Regulation
KEYWORDS
Efficiency | Microstructure | Valuation of real and financial assets | Portfolio management | Investment | Profitability | Financing | Monetary policy | Central Banks | Bubbles | Stock market crash | Financial crisis | Regulation | Reputation | Operational risk
most representative publications
- CEO overconfidence: Towards a new measure, with K. Hatoum and C. Moussu, International Review of Financial Analysis, Vol. 84, 2022.
- Intraday volatility smile: Effects of fragmentation and High-Frequency trading on price efficiency, with S. Ligot and I. Veryzhenko, Journal of International Financial Markets, Institutions and Money, Vol. 75, 2021.
- Cross-Border Trading and Price Discovery: Evidence from French Stocks, with S. Ligot and I. Veryzhenko, Working Papers, 2020.
- When machines read the web: market efficiency and costly information acquisition at the intraday level, with T. Renault, Finance, Vol. 40 n°2, pp. 7-49, 2019.
- Leading or lagging indicators of risk ? The informational content of extra-financial performance scores, with A. Sodjahin, C. Champagne and F. Coggins, Journal of Asset Management, n°18, pp. 347-370, 2017.
- Equivalent Risky Allocation : The New ERA of risk measurement for heterogeneous investors, with Hübner G. and Plunus S., American Journal of Industrial and Business Management, 5, pp. 351-365, 2015.
- Reputational damage of operational loss on the bond market : Evidence from the financial industry, with Hübner G. and Plunus S., International Review of Financial Analysis, 24, pp. 68-73, 2012.
- Operational risk and reputation in the financial industry, with G. Hübner and S. Plunus, Journal of Banking and Finance, 34, pp. 224-235, 2010.
- The consequences of issuing convertible bonds : dilution and/or financial restructuring, with de H. La Bruslerie, European Financial Management, 16, 4, pp. 552-584, 2010.
- Dividend policy and reputation, with M-A. Lapointe and Ph. Raimbourg., Journal of Business Finance & Accounting, 35, 3-4, pp. 516-540, 2008.
