Philippe Jorion

26 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-6727-7827

UC-Irvine

Publications

• The “Actual Retail Price” of Equity Trades — The Journal of Finance 2025
• A (Sub)penny for Your Thoughts: Tracking Retail Investor Activity in TAQ — The Journal of Finance 2024
• The Fix Is In: Properly Backing out Backfill Bias — The Review of Financial Studies 2019
• Are hedge fund managers systematically misreporting? Or not? — Journal of Financial Economics 2014
• The Strategic Listing Decisions of Hedge Funds — Journal of Financial and Quantitative Analysis 2014
• The Determinants of Operational Risk in U.S. Financial Institutions — Journal of Financial and Quantitative Analysis 2011
• The performance of emerging hedge funds and managers — Journal of Financial Economics 2010
• Tightening credit standards: the role of accounting quality — Review of Accounting Studies 2009
• Credit Contagion from Counterparty Risk — The Journal of Finance 2009
• Good and bad credit contagion: Evidence from credit default swaps — Journal of Financial Economics 2007
• Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers — The Journal of Finance 2006
• Informational effects of regulation FD: evidence from rating agencies — Journal of Financial Economics 2005
• How Informative Are Value‐at‐Risk Disclosures? — The Accounting Review 2002
• Global Stock Markets in the Twentieth Century — The Journal of Finance 1999
• Re-Emerging Markets — Journal of Financial and Quantitative Analysis 1999
• Predicting Volatility in the Foreign Exchange Market — The Journal of Finance 1995
• Valuing executive stock options with endogenous departure — Journal of Accounting and Economics 1995
• Currency Hedging for International Portfolios — The Journal of Finance 1993
• Testing the Predictive Power of Dividend Yields — The Journal of Finance 1993
• The Pricing of Exchange Rate Risk in the Stock Market — Journal of Financial and Quantitative Analysis 1991
• A multicountry comparison of term-structure forecasts at long horizons — Journal of Financial Economics 1991
• Purchasing Power Parity in the Long Run — The Journal of Finance 1990
• The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets — The Journal of Finance 1989
• On Jump Processes in the Foreign Exchange and Stock Markets — The Review of Financial Studies 1988
• Bayes-Stein Estimation for Portfolio Analysis — Journal of Financial and Quantitative Analysis 1986
• Integration vs. Segmentation in the Canadian Stock Market — The Journal of Finance 1986