12, place du Panthéon
Paris, IL
France
Université Paris I Panthéon-Sorbonne
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WACC, Adjusted present value, Tax shield, Return on equity
Investor attention, News announcements, Stock returns, High-frequency data, Big data, Volatility, Jumps, Social media, Textual analysis, Information retrieval
Market Efficiency, Intraday Analysis, Costly Information Acquisition, Event-Study, Twitter, Short-Seller
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Market Microstructure/Liquidity, Price discovery, Financial regulation (MiFID)
Price discovery, Opening prices, High-Frequency traders, Financial regulation, Market quality, Intra-day volatility
Operational risk, Reputational risk, Event study