| Portfolio performance measurement: A no arbitrage bounds approach DH Ahn, HH Cao, S Chrétien European Financial Management 15 (2), 298-339, 2009 | 26 | 2009 |
| Mutual fund performance evaluation and best clienteles S Chrétien, M Kammoun Journal of Financial and Quantitative Analysis 52 (4), 1577-1604, 2017 | 21 | 2017 |
| Election outcomes and financial market returns in Canada S Chrétien, F Coggins The North American Journal of Economics and Finance 20 (1), 1-23, 2009 | 19 | 2009 |
| Effects of pension fund freezing on firm performance and risk C Champagne, S Chrétien, F Coggins Canadian Journal of Administrative Sciences/Revue Canadienne des Sciences de …, 2017 | 14 | 2017 |
| Bounds on the autocorrelation of admissible stochastic discount factors S Chretien Journal of Banking & Finance 36 (7), 1943-1962, 2012 | 12 | 2012 |
| Performance and conservatism of monthly FHS VaR: An international investigation S Chrétien, F Coggins International review of financial analysis 19 (5), 323-333, 2010 | 9 | 2010 |
| Mutual fund styles and clientele specific performance evaluation S Chrétien, M Kammoun International Journal of Economics and Finance 11 (12), 89-116, 2019 | 8 | 2019 |
| The performance of market timing measures in a simulated environment S Chrétien, F Coggins, F d’Amours Review of Finance 20 (3), 1153-1187, 2016 | 7 | 2016 |
| Cost of equity for energy utilities: Beyond the CAPM S Chrétien, F Coggins Energy Studies Review 18 (2), 17-43, 2011 | 6 | 2011 |
| The performance and conservatism of monthly VaR models S Chrétien, F Coggins, P Gallant Insurance and Risk Management 76 (2), 169-202, 2008 | 5 | 2008 |
| Representative investors versus best clienteles: Performance evaluation disagreement in mutual funds S Chrétien, M Kammoun International Review of Financial Analysis 95, 103498, 2024 | 4 | 2024 |
| Performance of monthly multivariate filtered historical simulation value-at-risk S Chrétien, F Coggins, Y Trudel Journal of Risk Management in Financial Institutions 3 (3), 259-277, 2010 | 4 | 2010 |
| Information variables and equity premium predictability: Canadian evidence S Chrétien, F Coggins Working Paper, 2012 | 3 | 2012 |
| Equity Premium Predictability: Combination Forecasts versus Multivariate Regression Predictions C Champagne, S Chrétien, F Coggins Unpublished paper, 2016 | 2 | 2016 |
| Presidential cycles in international equity flows and returns S Chrétien, H Fu Finance Research Letters 53, 103616, 2023 | 1 | 2023 |
| Should investors pay attention to domestic and US election regimes? A Canadian perspective C Champagne, S Chrétien, F Coggins International Journal of Economics and Finance 7 (4), 105-121, 2015 | 1 | 2015 |
| Dynamic factor model and predictability of stock returns: Canadian evidence A Kopoin, S Chrétien | 1 | 2012 |
| Assessing asset pricing model misspecification with a returns decomposition S Chrétien, MT Cliff Available at SSRN 292419, 2001 | 1 | 2001 |
| Performance Evaluation Disagreement: Determinants and Impact on Fund Flows S Chrétien, M Kammoun Financial Services Review: The Journal of Individual Financial Management 32 …, 2024 | | 2024 |
| Tournament Effects in Equity Mutual Funds: The Impact of Economic Conditions and Investment Styles± F Coggins, S Chrétien Available at SSRN 4257307, 2023 | | 2023 |
