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)

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 (In Press). 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.

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 (In Press). 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).