Membres
et personnels

< Retour à la liste
Souad LAJILI JARJIR
Professeur des universités
IUT Nancy-Charlemagne
FCC

Email :
souad.lajili@univ-lorraine.fr

Sujet(s) de recherche :

Asset pricing

Green and sustainable finance

Alma mater :
Université Paris-Est Créteil

Souad LAJILI JARJIR
Professeur des universités
IUT Nancy-Charlemagne
FCC
Dr Souad Lajili Jarjir is a professor of finance at the University of Lorraine and a research member at the CEREFIGE. She is graduate of the University Paris Dauphine (France) where she received her Ph.D in Finance and her MBA. Her current research deals with issues related to asset pricing models, financial markets, socially responsible investment, green and sustainable finance. She also serves as a scientific committee member of international conferences and a member in PhD dissertations reading committees for French universities such as University Paris Dauphine, Havre University, University Paris Nanterre and Le Mans University. She has published in international academic journals as British Journal of Management, Finance, and Global Finance Journal. She had also responsibilities at the University Paris Est Créteil as Finance Chair at the Intitut de Recherche en Gestion, Executive Dean of the IAE Gustave Eiffel school of management and Member Elect of the committee of Faculty of Economic Sciences and Management. Dr. Lajili's teaching interests include Portfolio Management, Asset pricing, Financial Markets and Investment. She has taught finance courses for the University Paris Dauphine, University Paris Est Créteil and Business Schools in MBA programs.

Fonction(s)

    @IUT Nancy-Charlemagne - Professeure Agrégée des Universités

Publications académiques



41 documents

Articles dans une revue

  • Asad Ali-Rind, Sabri Boubaker, Souad Lajili Jarjir. Peer effects in financial economics: A literature survey. Research in International Business and Finance, 2023, 64, pp.101873. ⟨10.1016/j.ribaf.2022.101873⟩. ⟨hal-04085261⟩
  • Souad Lajili Jarjir, Martin Lebelle, Syrine Sassi. The effect of issuance documentation disclosure and readability on liquidity: Evidence from green bonds. Global Finance Journal, 2022, 51, pp.100678. ⟨10.1016/j.gfj.2021.100678⟩. ⟨hal-03428710⟩
  • Souad Lajili Jarjir, Marc Desban, Aya Nasreddine. Sur les marchés financiers, les investisseurs intègrent bien la notation extra-financière. The Conversation France, 2021. ⟨hal-03241521⟩
  • Souad Lajili Jarjir, Asad Ali Rind, Saeed Akbar, Sabri Boubaker, Sabur Mollah. The Role of Peer Effects in Corporate Employee Welfare Policies. British Journal of Management, 2021, ⟨10.1111/1467-8551.12513⟩. ⟨hal-03241471⟩
  • Souad Lajili Jarjir, Sabri Boubaker. Les politiques de bien-être des salariés se diffusent dans les entreprises par effet mimétique. The Conversation France, 2021. ⟨hal-03241515⟩
  • Souad Lajili Jarjir, Aya Nasreddine, Marc Desban. Corporate social responsibility as a common risk factor. Global Finance Journal, 2020, pp.100577. ⟨10.1016/j.gfj.2020.100577⟩. ⟨hal-03044070⟩
  • Souad Lajili Jarjir, Martin Lebelle, Syrine Sassi. Corporate Green Bond Issuances: An International Evidence. Journal of Risk and Financial Management, 2020, 13 (2), pp.25. ⟨10.3390/jrfm13020025⟩. ⟨hal-03044129⟩
  • Marc Desban, Souad Lajili jarjir. Corporate ownership structure, market anomalies and asset pricing. Journal of Asset Management, 2018, 19 (5), pp.316-340. ⟨hal-01985630⟩
  • Aya Nasreddine, Souad Lajili Jarjir. Scrutinizing Portfolio Strategies And Asset Pricing Models: The French Case . Bankers Markets & Investors : an academic & professional review, 2017, 146, pp.38-48. ⟨hal-01527875⟩
  • Souad Lajili Jarjir, Karim Ben Khediri. New Insights on Corporate Social Responsibility and Country-level Institutions in Western Europe . Bankers Markets & Investors : an academic & professional review, 2015, http://www.revue-banque.fr/bankers-markets-investors. ⟨hal-01133562⟩
  • Souad Lajili Jarjir, Pierre Chollet, Nicolas Cuzacq. New Challenges of ESG Issues. Bankers Markets & Investors : an academic & professional review, 2013, http://www.revue-banque.fr/bankers-markets-investors. ⟨hal-01133552⟩
  • Souad Lajili Jarjir, Yves Rakotondratsimba. Enhancement of the Bond Duration-Convexity Approximation. International Journal of Economics and Finance, 2012, http://onlinelibrary.wiley.com/journal/10.1002/%28ISSN%291099-1158. ⟨hal-01133573⟩
  • Souad Lajili Jarjir, Karim Ben Khediri. Les déterminants de la couverture des risques en France. La Revue des Sciences de Gestion, 2010, http://www.larsg.fr/. ⟨hal-01133574⟩
  • Souad Lajili Jarjir, Yves Rakotondratsimba. The number of securities giving the maximum return in the presence of transaction costs. Quality & Quantity : International Journal of Methodology, 2008, http://www.springer.com/social+sciences/journal/11135. ⟨hal-01133575⟩
  • Souad Lajili Jarjir, Tarik Essayouti. La discipline de marché n’est elle pas trop compliquée à mettre en oeuvre ?. Bankers Markets & Investors : an academic & professional review, 2007, http://www.revue-banque.fr/abonnements-bankers-markets-investors. ⟨hal-01133579⟩
  • Souad Lajili Jarjir. Explaining the cross-section of stock returns in France: Characteristics or risk factors?. European Journal of Finance, 2007, http://www.tandfonline.com/toc/REJF20/current#.VQrvAWN7aMg. ⟨hal-01133582⟩
  • Souad Lajili Jarjir. Les modèles d’évaluation des actifs financiers et les co-moments d’ordre trois et quatre. Banque & Marchés, 2006, http://www.revue-banque.fr/abonnements-bankers-markets-investors. ⟨hal-01133586⟩

Communications dans un congrès

  • Souad Lajili Jarjir, Martin Lebelle, Syrine Sassi. Corporate Green bonds and value creation: An international evidence. PANORisk Research Day: CSR, Ethics & Financial Risks, Nov 2019, Angers, France. ⟨hal-03145671⟩
  • Marc Desban, Souad Lajili Jarjir, Aya Nasreddine. A CSR Asset Pricing model. World Finance Conference, Jul 2018, Pointe aux Piments, Mauritius. ⟨hal-01791521⟩
  • Marc Desban, Souad Lajili Jarjir, Aya Nasreddine. A CSR Asset Pricing Model. 25th Global Finance Conference, Jul 2018, Paris, France. ⟨hal-01762977⟩
  • Marc Desban, Souad Lajili Jarjir. Co-moments as market anomalies: Evidence from France. 25th Global Finance Conference (GFC), Jul 2018, Paris, France. ⟨hal-01762994⟩
  • Marc Desban, Souad Lajili Jarjir. Co-moments as market anomalies: Evidence from France. 15th edition of the Augustin Doctoral Days (ACDD), May 2018, Strasbourg, France. ⟨hal-01763030⟩
  • Marc Desban, Souad Lajili Jarjir, Aya Nasreddine. A CSR Asset Pricing Model. 35th Spring International Conference of the French Finance Association (AFFI), May 2018, Paris, France. ⟨hal-01762950⟩
  • Marc Desban, Souad Lajili Jarjir. Co-moments as market anomalies: Evidence from France. 35th Spring International Conference of the French Finance Association (AFFI), May 2018, Paris, France. ⟨hal-01762957⟩
  • Marc Desban, Souad Lajili Jarjir, Aya Nasreddine. A CSR Asset Pricing Model. 11th Financial risks forum, Louis Bachelier, Mar 2018, Paris, France. ⟨hal-01762947⟩
  • Marc Desban, Souad Lajili Jarjir. Evidence on size, value, profitability and investment on the French market. European Financial Management Association (EFMA) 26th annual conference, Jun 2017, Athènes, Greece. ⟨hal-01688152⟩
  • Marc Desban, Souad Lajili Jarjir. Evidence on size, value, profitability and investment on the French market. The 34th Spring International Conference of the French Finance Association (AFFI), Jun 2017, Valence, France. ⟨hal-01688163⟩
  • Marc Desban, Souad Lajili Jarjir. Evidence on size, value, profitability and investment on the French market. International Workshop in Quantitative Finance, Risk, and Decision Theory: Advances in Quantitative Asset Management, Nov 2016, Bordeaux, France. ⟨hal-01688173⟩
  • Marc Desban, Souad Lajili Jarjir. Asset pricing of individual stocks over crisis period. 7th International Research Meeting in Business and Management IRMBAM 2016, Jul 2016, Nice, France. ⟨hal-01367155⟩
  • Aya Nasreddine, Souad Lajili Jarjir. On the premium puzzles in the French stock market. World Finance Conference, Jul 2015, Buenos Aires, Argentina. ⟨hal-01367028⟩
  • Aya Nasreddine, Souad Lajili Jarjir. On the Premium Puzzles in the French Stock Market. 5th Internatinal Conference of the Financial Engineering and Banking Society FEBS, Jun 2015, Nantes, France. ⟨hal-01367112⟩
  • Alexis Cellier, Pierre Chollet, Souad Lajili Jarjir. New empirical evidence on market reactions to changes in Socially Responsible Investment indexes. Financial Globalization and sustainable Finance ECCE - UBS, May 2013, Cape Town, South Africa. ⟨hal-01367120⟩

Chapitres d'ouvrage

  • Souad Lajili Jarjir, Nicolas Cuzacq. Gouvernance et développement durable. Edition IRJS, Institut de Recherche Juridique de la Sorbonne. Finance durable et droit : Perspectives comparées, Tome 112, 2020. ⟨hal-03145623⟩
  • Marc Desban, Souad Lajili Jarjir. Asset pricing of individual stocks over crisis period. Handbook of Global Financial. Markets: Transformations, Dependence, and Risk Spillovers, World Scientific Publishing, 2017. ⟨hal-01688119⟩

Article de blog scientifique

  • Souad Lajili Jarjir. Qu’est-ce que la Notation extra-financière et critères ESG ?. 2021. ⟨hal-04085560⟩
  • Souad Lajili Jarjir. Qu’est-ce que l’Efficience informationnelle des marchés financiers ?. 2021. ⟨hal-04085556⟩
  • Souad Lajili Jarjir. Qu’est-ce que les obligations vertes ?. 2021. ⟨hal-04085557⟩

Autres publications

  • Souad Lajili Jarjir, Marc Desban, Erkin Diyarbakirlioglu. Marchés financiers et erreurs de mesure : une correction avec des algorithmes génétiques compacts. 2022, https://fnege-medias.fr/fnege-video/marches-financiers-et-erreurs-de-mesure-une-correction-avec-des-algorithms-genetiques-compacts/. ⟨hal-04085565⟩
  • Souad Lajili Jarjir, Martin Lebelle, Syrine Sassi. Les marchés financiers restent réservés face aux émissions d’obligations vertes. 2021, https://theconversation.com/les-marches-financiers-restent-reserves-face-aux-emissions-dobligations-vertes-154675. ⟨hal-03145729⟩

Thèses

  • Souad Lajili Jarjir. Modélisation quantitative des marchés financiers : quatre essais sur le modèle à trois facteurs dans le cas français. Économie et finance quantitative [q-fin]. Université Paris Dauphine, 2003. Français. ⟨NNT : 2003PA090024⟩. ⟨tel-01123945⟩

Habilitations à diriger des recherches

  • Souad Lajili Jarjir. Investissement, produits financiers et anomalies boursières. Finance [q-fin.GN]. Université de Lille 1, 2015. ⟨tel-01258375⟩