Picture of Franck Jovanovic

Teaching

Publications & Presentations

This section shows the documents (if any) that are available in R-libre, TELUQ's open access research publication repository.

Journal articles (refereed)

Ginoux, Jean-Marc; Jovanovic, Franck; Meucci, Riccardo, & Llibre, Jaume (2022). Rocard's 1941 Chaotic Relaxation Econometric Oscillator. International Journal of Bifurcation and Chaos: in Applied Sciences and Engineering, 32 (3), 2250043. https://doi.org/10.1142/S0218127422500432

Jovanovic, Franck (2021). Ludwig Hamburger (1890-1968): from relaxation oscillations to business cycles. History of Economics Review, 80 (1), 38-49. https://doi.org/10.1080/10370196.2021.1949533

Jovanovic, Franck, & Le Gall, Philippe (2021). Mathematical analogies: An engine for understanding the transformations of the boundaries between economics and physics. History of Economics Review, 79 (1), 18-38.

Jovanovic, Franck, & Numa, Guy (2021). The Development of Financial Economics in France between the Mid-1970s and the Early 1980s: Import or Rediscovery?. History of Political Economy, 53 (2), 279-312.

Jovanovic, Franck (2020). Les gestionnaires français et l’organisation de l’économie financière pendant les années 1970-1980. Revue Internationale de Psychosociologie et de Gestion des Comportements Organisationnels (RIPCO), 64 (26), 47-65.

Jovanovic, Franck (2019). Debating the Computerization of Financial Markets: A Reply to Gasparin, Schinckus, & Green. Social Epistemology Review and Reply Collective, 8 (9), 14-18.

Jovanovic, Franck; Mantegna, Rosario N., & Schinckus, Christophe (2019). When Financial Economics influences Physics: The Role of Econophysics. International Review of Financial Analysis. https://doi.org/10.1016/j.irfa.2019.101378

Jovanovic, Franck (2018). A comparison between qualitative and quantitative histories: the example of the Efficient market hypothesis. Journal of Economic Methodology, 25 (4). https://doi.org/10.1080/1350178X.2018.1529135

Jovanovic, Franck; Rebolledo-Dhuin, Viera, & Verdier, Norbert (2018). Histoire des sciences et histoire de l’édition : de quelle manière peuvent-elles se compléter ?. Philosophia Scientiæ, 22 (1), 3–22.

Ausloos, Marcel; Jovanovic, Franck, & Schinckus, Christophe (2016). On the "usual" misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis. International Review of Financial Analysis, 47, 7-14. https://doi.org/10.1016/j.irfa.2016.05.009

Jovanovic, Franck; Andreadakis, Stelios, & Schinckus, Christophe (2016). Efficient market hypothesis and fraud on the market theory: A new perspective for class actions. Research in International Business and Finance, 38, 177-190. https://doi.org/10.1016/j.ribaf.2016.04.003

Jovanovic, Franck, & Schinckus, Christophe (2016). Breaking down the barriers between econophysics and financial economics. International Review of Financial Analysis, 47, 256–266. https://doi.org/10.1016/j.irfa.2016.03.001

Bucsa, Gigel; Haven, Émanuel; Jovanovic, Franck, & Schinckus, Christophe (2014). The optimal hedge ratio in option pricing: The case of exponentially truncated Lévy stable distribution. Theoretical Economics Letters, 4, 760-766.

Jovanovic, Franck, & Schinckus, Christophe (2013). Econophysics: A new challenge for financial economics?. Journal of the History of Economic Thought, 35 (3), 319-352. https://doi.org/10.1017/S1053837213000205

Jovanovic, Franck, & Schinckus, Christophe (2013). The History of econophysics’ emergence: A new approach in modern financial theory. History of Political Economy, 45 (3), 443-474. https://doi.org/10.1215/00182702-2334758

Jovanovic, Franck, & Schinckus, Christophe (2013). Towards a transdisciplinary econophysics. Journal of Economic Methodology, 20 (2), 164-183. dx.doi.org/10.1080/1350178X.2013.801561

Jovanovic, Franck (2012). Bachelier: Not the forgotten forerunner he has been depicted as: An analysis of the dissemination of Louis Bachelier’s work in economics. European Journal of the History of Economic Thought, 19 (3), 431-451. dx.doi.org/10.1080/09672567.2010.540343

Bucsa, Gigel; Jovanovic, Franck, & Schinckus, Christophe (2011). A unified econophysics for price return distributions used in econophysics. Physica A: Statistical Mechanics and its Applications, 390 (20), 3435-3443.

Jovanovic, Franck (2009). L’institutionnalisation de l’économie financière : perspectives historiques. Revue d’Histoire des Sciences Humaines, 20, 3-9.

Jovanovic, Franck (2009). Le modèle de marche aléatoire dans l’économie financière de 1863 à 1976. Revue d’Histoire des Sciences Humaines, 20, 51-78.

Jovanovic, Franck (2008). The construction of the canonical history of financial economics. History of Political Economy, 40 (2), 213-242.

Jovanovic, Franck (2006). Was there a “vernacular science of financial markets” in France during the nineteenth century? A comment on Preda’s “Informative prices, rational investors”. History of Political Economy, 38 (3), 531-545.

Jovanovic, Franck (2004). Éléments bibliographiques inédits sur Jules Regnault (1834-1894), inventeur du modèle de marche aléatoire pour représenter les variations boursières. Revue d’Histoire des Sciences Humaines, 11, 215-229.

Jovanovic, Franck (2001). Pourquoi l’hypothèse de marche aléatoire en théorie financière? Les raisons historiques d’un choix éthique. Revue d’Economie Financière, 61 (1), 203-211.

Jovanovic, Franck, & Le Gall, Philippe (2001). Does God practice a random walk? The "financial physics" of a 19th century forerunner, Jules Regnault. European Journal of the History of Economic Thought, 8 (3), 332-362.

Jovanovic, Franck, & Le Gall, Philippe (2001). March to numbers: The statistical style of Lucien March. History of Political Economy, 33 (annual), 86-100. https://doi.org/10.1215/00182702-33-Suppl_1-86

Jovanovic, Franck (2000). L’origine de la théorie financière : une réévaluation de l’apport de Louis Bachelier. Revue d’économie politique, 110 (3), 395-418.

Books

Jovanovic, Franck (2022). Finance offshore et paradis fiscaux. Légal ou illégal?. Québec : Presses de l'Université du Québec, coll. « Hors collection ». ISBN 978-2-7605-5686-7

Book chapters

Jovanovic, Franck (2018). Beyond performativity, how and why American courts should not have used Efficient market hypothesis. In Chambost, Isabelle; Lenglet, Marc, & Tadjeddine, Yamina (Ed.), The Making of Finance. Perspectives from the Social Sciences. Routledge.

Jovanovic, Franck (2012). Finance in modern economic thought. In The Oxford Handbook of the Sociology of Finance (p. 546-566). Oxford : Oxford University Press.

Jovanovic, Franck (2007). The role of the CAPM and MM theorems in the rise of a scientific community. In Pioneers of Financial Economics: Twentieth Century Contributions (p. 157-169). Cheltenham : Edward Elgar.

Conference presentations (refereed)

Jovanovic, Franck; Mantegna, Rosario N., & Schinckus, Christophe (Jan 2018). When Financial Economics influences Physics: The Role of Econophysics. Lecture presented at the American Economic Association Annual Meeting, Philadelphia.

Other refereed contributions

Jovanovic, Franck (2018). Macro-Econophysics : New Studies on Economic Networks and Synchronization [review of the book from Aoyama, Hideaki; Fujiwara, Yoshi; Ikeda, Yuichi; Iyetomi, Hiroshi; Souma, Wataru, & Yoshikawa, Hiroshi]. Journal of Economic Literature, 56 (4), 1592–1594.