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Maxime L. D. Nicolas
Maxime L. D. Nicolas
Verified email at ucl.ac.uk
Title
Cited by
Cited by
Year
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
252024
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
52023
Estimating a model of herding behavior on social networks
MLD Nicolas
Physica A: Statistical Mechanics and its Applications, 2022
42022
pycop: a Python package for dependence modeling with copulas
MLD Nicolas
Zenodo Software Package, 2022
32022
Nonparametric estimator of the tail dependence coefficient: balancing bias and variance
M Garcin, MLD Nicolas
Statistical Papers, 1-39, 2024
22024
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
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