| Is the potential for international diversification disappearing? A dynamic copula approach P Christoffersen, V Errunza, K Jacobs, H Langlois The Review of financial studies 25 (12), 3711-3751, 2012 | 621 | 2012 |
| The joint dynamics of equity market factors P Christoffersen, H Langlois Journal of Financial and Quantitative Analysis 48 (5), 1371-1404, 2013 | 104 | 2013 |
| Factors and risk premia in individual international stock returns I Chaieb, H Langlois, O Scaillet Journal of Financial Economics 141 (2), 669-692, 2021 | 102* | 2021 |
| Measuring skewness premia H Langlois Journal of Financial Economics 135 (2), 399-424, 2020 | 97 | 2020 |
| Dynamic dependence and diversification in corporate credit P Christoffersen, K Jacobs, X Jin, H Langlois Review of Finance 22 (2), 521-560, 2018 | 95* | 2018 |
| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 86 | 2024 |
| How is Liquidity Priced in Global Markets? I Chaieb, VR Errunza, H Langlois The Review of Financial Studies 34 (9), 4216–4268, 2018 | 22* | 2018 |
| Accounting information releases and CDS spreads R Elkamhi, K Jacobs, H Langlois, C Ornthanalai Midwest Finance Association 2012 Annual Meetings Paper, 2012 | 17 | 2012 |
| Asset pricing with return asymmetries: Theory and tests H Langlois Paris December 2015 Finance Meeting EUROFIDAI-AFFI, 2013 | 12 | 2013 |
| Optimal hedging of American options in discrete time B Rémillard, A Hocquard, H Langlois, N Papageorgiou Numerical Methods in Finance: Bordeaux, June 2010, 145-170, 2012 | 11 | 2012 |
| What matters in a characteristic? H Langlois Journal of Financial Economics 149 (1), 52-72, 2023 | 5 | 2023 |
| Rational investing: the subtleties of asset management H Langlois, J Lussier Columbia University Press, 2017 | 5 | 2017 |
| Fundamental Indexing–It’s Not About the Fundamentals H Langlois, J Lussier Ipsol Capital research paper. www. ipsolcapital. com, 2009 | 3 | 2009 |
| A new benchmark for dynamic mean-variance portfolio allocations H Langlois HEC Paris Research Paper No. FIN-2020-1368, 2020 | 2 | 2020 |
| Measuring Skewness Premia Online Appendix H Langlois | 1 | 2018 |
| Is Liquidity Risk Priced in Partially Segmented Markets? H Langlois, I Chaieb, VR Errunza HEC Research Papers Series, 2018 | 1 | 2018 |
| Conditional Leverage and the Term Structure of Option-Implied Equity Risk Premia F Chabi-Yo, H Langlois Available at SSRN 4130268, 2022 | | 2022 |
| Internet Appendix Factors and Risk Premia in Individual International Stock Returns I Chaieb, H Langlois, O Scaillet | | 2020 |
| Risk Measures of Momentum Strategy And Linkage with Macroeconomic Factors T FENG, Z LI, H LANGLOIS | | 2015 |
| Asset pricing with return asymmetries H Langlois-Bertrand McGill University, 2014 | | 2014 |
Vihang ErrunzaMcGill UniversityVerified email at mcgill.ca