Prof. Roland Gillet

University Paris 1 Panthéon-Sorbonne, France

Professor

Email: [email protected]

Qualifications

Ph.D., Free University of Brussels, the Kingdom of Belgium

Publications (Selected)

1. Renault, T., Picault, M., & Gillet, R. L. (2023). Investor Attention and Intraday Market Reaction to ECB Announcements. Available at SSRN 4415462.
2. Hatoum, K., Moussu, C., & Gillet, R. (2022). CEO overconfidence: Towards a new measure. International Review of Financial Analysis, 84, 102367.
3. Ligot, S., Gillet, R., & Veryzhenko, I. (2021). Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency. Journal of International Financial Markets, Institutions and Money, 75, 101437.
4. Gillet, R., & Renault, T. (2019). When machines read the web: Market efficiency and costly information acquisition at the intraday level. Finance, 40(2), 7-49.
5. Gillet, R. L., & Ligot, S. (2018). The Equity Market and Its Price Discovery Risk: An Empirical Study for the CAC40 Stock Market Index. SSRN.
6. Gillet, R., & Renault, T. (2019). When machines read the web: Market efficiency and costly information acquisition at the intraday level. Finance, 40(2), 7-49.
7. Sodjahin, A., Champagne, C., Coggins, F., & Gillet, R. (2017). Leading or lagging indicators of risk? The informational content of extra-financial performance scores. Journal of Asset Management, 18(5), 347-370.
8. Sodjahin, A., Champagne, C., Coggins, F., & Gillet, R. (2017). Leading or lagging indicators of risk? The informational content of extra-financial performance scores. Journal of Asset Management, 18(5), 347-370.
9. Erdemlioglu, D., Gillet, R. L., & Renault, T. (2017). Market reaction to news and investor attention in real time. Available at SSRN 3010847.
10. Plunus, S., Gillet, R., & Hübner, G. (2015). Equivalent risky allocation: The new ERA of risk measurement for heterogeneous investors. American Journal of Industrial and Business Management, 5(6), 351-365.
11. Plunus, S., Gillet, R., & Hübner, G. (2012). Reputational damage of operational loss on the bond market: Evidence from the financial industry. International review of financial analysis, 24, 66-73.
12. Gillet, R., & de La Bruslerie, H. (2010). The consequences of issuing convertible bonds: Dilution and/or financial restructuring?. European Financial Management, 16(4), 552-584.
13. De Callataÿ, E., & Gillet, R. (2010). Incitations perverses, résultats non durables. Le rôle des politiques salariales et fiscales dans la crise financière. Reflets et perspectives de la vie économique, (1), 59-70.

Profile Details

https://rolandgillet.eu/en/home/

https://www.linkedin.com/in/roland-gillet-17122617/?originalSubdomain=fr

https://www.researchgate.net/profile/Roland-Gillet