ESG reputation risk matters: An event study based on social media data MLD Nicolas, A Desroziers, F Caccioli, T Aste Finance Research Letters 59, 104712, 2024 | 25 | 2024 |
An Experimental Analysis of Investor Sentiment B Boulu-Reshef, C Bruneau, MLD Nicolas, T Renault Behavioral Finance and Asset Prices: The Influence of Investor's Emotions, 2023 | 5 | 2023 |
Estimating a model of herding behavior on social networks MLD Nicolas Physica A: Statistical Mechanics and its Applications, 2022 | 4 | 2022 |
pycop: a Python package for dependence modeling with copulas MLD Nicolas Zenodo Software Package, 2022 | 3 | 2022 |
Nonparametric estimator of the tail dependence coefficient: balancing bias and variance M Garcin, MLD Nicolas Statistical Papers, 1-39, 2024 | 2 | 2024 |
Modern Portfolio Diversification with Arte-Blue Chip Index S Levy, MLD Nicolas arXiv preprint arXiv:2409.18816, 2024 | | 2024 |
Resilience of Market Returns Around ESG Controversies: Insights from the S&P100 T Aste, E Barucci, MLD Nicolas, D Stocco Available at SSRN 5031012, 2024 | | 2024 |
Tail Risk Exposure and the Cross-Section of Expected Stock Returns MLD Nicolas Available at SSRN 4956412, 2024 | | 2024 |