Claudia Champagne
Vice-doyenne, École de gestion
École de gestion Administration
Présentation
Sujet de recherche
Économétrie, Gestion dans divers secteurs, Instruments financiers, Regroupement d'entreprises
Disciplines de recherche
Finance
Mots-clés
Finance responsable, Gestion des risques, Institutions financières, Marchés financiers
Intérêts de recherche
Finance responsable; gestion des institutions financières, gestion des risques, marchés financiers
Langues parlées et écrites
Anglais, Français
Diplômes
(2007). Three essays on the international syndicated loan market (Doctorat, Ph.D.). Concordia University.
(2000). Le risque systématique de crédit (Maîtrise avec mémoire, M.Sc.). École des Hautes Études Commerciales.
(1998). (Baccalauréat, B.A.A.). École des Hautes Études Commerciales.
Expérience académique
Vice-doyenne à la recherche et aux études de 3e cycle. (2019-). Université de Sherbrooke. Canada.
Professeure titulaire. (2018-). Université de Sherbrooke. Canada.
Professeure agrégée. (2013-2018). Université de Sherbrooke. Canada.
Professeure adjoint. (2008-2013). Université de Sherbrooke. Canada.
Prix et distinctions
- (2019) Emerald Literati "Oustanding paper" Award (Revue Managerial Finance). Emerald Group Publishing. (Prix).
- (2018) Prix de la recherche 2018. Université de Sherbrooke. (Prix).
- (2018) CFA Society Toronto & Hillsdale Canadian Investment Research Award Winner. CFA Society Toronto. (Prix).
- (2015) Outstanding reviewer. Journal of Banking and Finance. (Distinction).
- (2013) Évaluateur hors-pair. Association des sciences administratives du Canada (ASAC). (Prix).
- (2011) Excellent Paper Award. International Conference on Financial Management and Economics. (Prix).
- (2006) Award for Excellence in Academic Achievement. Concordia University. (Prix).
- Membre du comité éditorial. IEB International Journal of Finance. (Distinction).
Financement
- Chaire de recherche. (Obtenu). Cochercheur. Chaire Desjardins en finance responsable. (2022-2027)
- Subvention. (Obtenu). Cochercheur. Reconnaissance institutionnelle du Centre Lemaire en gestion responsable. Université de Sherbrooke. Programme de reconnaissance institutionnelle des centres de recherche. 120 000 $. (2021-2024)
- Subvention. (Terminé). Chercheur principal. The impact of syndicated loans on systemic and contagion risks in the Canadian and international financial systems. Conseil de Recherches en Sciences Humaines du Canada (CRSH). Subvention Savoir. 98 100 $. (2013-2021)
Publications
Articles de revue
- Coggins F, Brochu M, Champagne C, Chrétien S. (2023). BAD-ESG vs GOOD-ESG Firms; An Analysis of New ESG Risk Factors. Journal of Business Ethics (Article soumis).
- Coggins F, Sodjahin A, Champagne C. (2023). Environmental Performance and Credit Ratings, Greenwashing and Environmental Risk Management. Managerial Finance (Article soumis).
- Champagne, C ; Coggins, F ; Chrétien, S. (2023). Equity Premium Predictability: Combination Forecasts versus Multivariate Regression Predictions. International Review of Finance (Révision demandée).
- Champagne, C; Coggins, F; Sodjahin, A. (2020). Can extra-financial ratings serve as an indicator of ESG risk?. Global Financial Journal (Révision demandée).
- Sodjahin, Amos; Champagne, Claudia; Coggins, Frank. (2018). Are changes in extra-financial ratings a (un)sustainable source of abnormal returns?. Academy of Accounting and Financial Studies Journal 22 (1), (Article publié).
- Champagne, Claudia; Karoui, Aymen; Patel, Saurin. (2018). Portfolio turnover activity and mutual fund performance. Managerial Finance 44 (3), 326-356. (Article publié).
- Champagne, Claudia; Coggins, Frank; Sodjahin, Amos. (2017). Corporate bond market interdependence: credit spread correlation between and within U.S. and Canadian corporate bondmarkets. North American Journal of Economics and Finance 41 1-17. (Article publié).
- Sodjahin, Amos; Champagne, Claudia; Coggins, Frank; Gillet, Roland. (2017). Leading or lagging indicators of risk? The informational content of extra-financial performance scores. Journal of Asset Management 18 (5), 347-370. (Article publié).
- Drapeau, Line Champagne, Claudia. (2015). Do syndicated loans influence systemic risk? An empirical analysis of the Canadian syndicated loan market. Review of Economics and Finance 4 22-42. (Article publié).
- Champagne, Claudia Chrétien, Stéphane Coggins, Frank. (2015). Effects of pension fund freezing on firm performance and risk. Canadian Journal of Administrative Sciences (Article publié).
- Champagne, Claudia Chrétien, Stéphane Coggins, Frank. (2015). Should investors pay attention to domestic and US election regimes? A Canadian perspective. International Journal of Economics and Finance 7 (4), 105-121. (Article publié).
- Champagne, Claudia. (2014). The international syndicated loan market network : an « unholy trinity »?. Global Finance Journal 25 (2), 148-168. (Article publié).
- Champagne, Claudia Coggins, Frank. (2012). Common information asymmetry factors in syndicated loan structures. Journal of Banking and Finance 36 (5), 1437-1451. (Article publié).
- Champagne, Claudia Coggins, Frank. (2011). Information asymmetry in syndicated loans : the cost of the distribution method. International Proceedings of Economic Development and Research 11 201-206. (Article publié).
Livres
- Champagne, Claudia; Coggins, Frank; Latullippe, Lyne;. (2018). Éléments de finance responsable : une approche multidimensionnelle. Édition Yvon Blais. (Article publié).
Chapitres de livre
- Champagne C, Coggins F, Chrétien S, Tebini H. (2023). The Environmental Performance of Firms and the Probability of Environmental Events. Dion M. Sustainable Finance and Financial Crime (83-105). Allemagne : Springer. (Article publié).
- Champagne, C; Dahan, J. (2021). Life Without Plastic: Plus Vert que Vert!. Lafleur, M. Les défis de la gestion responsable : des cas inspirants Canada : Éditions Fidès. (Article publié).
- Champagne, C. (2020). La responsabilité sociale du système financier. Lacroix, I; Bernatchez, S. Les expertises et les grands défis du vivre-ensemble. Livre blanc (25-30). Canada : Les Éditions de l'Université de Sherbrooke. (Article publié).
- Champagne, C; Gentzoglanis, A. (2020). L’investissement responsable : le cas de Cycle Capital Management Inc. Défis de la gestion responsable : des cas inspirants Canada : Éditions Fidès. (Article sous presse).
- Fall, Moussa; Champagne, Claudia. (2018). The social responsibility of financial institutions. Champagne, Claudia; Coggins, Frank; Latullipe, Lyne.. Éléments de la finance responsable : une perspective multidimensionnelle Éditions Yvon Blais. (Article publié).
- Champagne, Claudia Coggins, Frank Lapointe, Marc-André. (2011). La gestion des caisses de retraite : des pistes de solution pour contrer les pratiques moralement douteuses ou illégales. La criminalité financière; Prévention, gouvernance et influences culturelles (de boeck, 163-177). (Article publié).
Rapports
- Bellemare, Guy Champagne, Claudia Coggins, Frank Desrochers, Jean Préfontaine, Jacques Trudel, Yves. (2012). Consultation AMF sur l’indemnisation de consommateurs de produits et services financiers. 10 p.
- Champagne, Claudia Coggins, Frank Lapointe, Marc-André. (2010). Ensuring the Ongoing Strength of Canada’s Retirement Income System through Sound Governance and Risk Management: A Principles-Based Approach. 10 p.
Documents de travail
- Champagne, Claudia Chrétien, Stéphane Coggins, Frank. Interactions between capital markets: the informational content of the loan market. 45 p.
- Champagne, Claudia. Relationship banking in the syndicated loan market: what about borrower loyalty?. 40 p.
Articles de conférence
- Drapeau, Line Champagne, Claudia. Do syndicated loans influence systemic risk? A Canadian perspective. Annual Conference of the Administrative Sciences Association of Canada (ASAC).
- Champagne, Claudia Chrétien, Stéphane Coggins, Frank. Interactions between capital markets: the informational content of the loan market. Northern Finance Association (NFA) Conference. (Article publié).
Autres contributions
Cours enseignés
- Marchés obligataires. FEC453. (2019-01-08).Université de Sherbrooke. Canada. (3CR).
- Gestion des institutions financières II. FEC566. (2012-05-01).Université de Sherbrooke. Canada. (3CR).
- Séminaire de recherche en finance. FEC860. (2011-01-01).Université de Sherbrooke. Canada. (3CR).
- Gestion des institutions financières I. FEC557. (2008-09-01).Université de Sherbrooke. Canada. (3CR).
- Modélisation et programmation Matlab en finance. FIM701. (2008-09-01).Université de Sherbrooke. Canada. (3CR).
- Marché des capitaux. FEC830. (2008-01-05).Université de Sherbrooke. Canada. (3CR).
- Analyse des décisions financières. FEC333. (2007-09-01).Université de Sherbrooke. Canada. (3CR).
- Valeur mobilières et marchés financiers. FEC765. (2003-09-01).Université de Sherbrooke. Canada. (3CR).
Gestion d'évènements
- Co-organisatrice. (2019) Colloque La finance responsable, une perspective multidimensionnelle. (Conférence).
Présentations
- Champagne, C; Coggins, F; Sodjahin, A. (2020). Can extra-financial ratings serve as an indicator of ESG risk. Canadian Sustainable Finance Network (CSFN) Conference - Annulé COVID. Toronto, Canada
- Brochu, M*; Champagne, C; Coggins, F. (2019). Bad-reputation firms vs good-reputation firms; an analysis of reputation-related risk on corporate performance. Global Finance Conference. Zagreb, Croatie
- (2019). The performance of extra-financial ratings as a measure of ESG risk. IIGR 2019 Green Finance : New Directions in Sustainable Finance Research and Policy. Kingston, Canada
- (2017). Leading or lagging indicators of risk? The informational content of extra-financial performance scores. World Finance Conference (WFC). Sardaigne, Italie
- (2017). The informational content of the loan market: An equity portfolio-based approach. Conférence annuelle de la Applied Financial Management Association (AFMA). New York, États-Unis d'Amérique
- (2016). Leading or lagging indicators of risk? The informational content of extra-financial performance scores. 56ième congrès de la Société Canadienne de Sciences Économiques (SCSE). Quebec, Canada
- (2016). The informational content of the loan market: An equity portfolio-based approach. 23rd Annual Global Finance Conference (GFC). Fresno, États-Unis d'Amérique
- (2016). The informational content of the loan market: An equity portfolio-based approach. 14th Annual International Conference on Finance, ATINER. Athène, Grèce
- (2016). The informational content of the loan market: An equity portfolio-based approach. World Finance Conference. New York, États-Unis d'Amérique
- (2015). Do syndicated loans influence systemic risk? A Canadian perspective. Conférence annuelle de l’Association des Sciences Administratives du Canada (ASAC). Halifax, Canada
- (2013). Interactions between capital markets: the informational content of the loan market. Northern Finance Association (NFA) Conference. Québec
- (2013). Relationship banking in the syndicated loan market: what about borrower loyalty?. Advances in Business-Related Scientific Research Conference (ABSRC). Venice, Italie
- (2013). The international syndicated loan market network: an “unholy trinity”?. Macrotheme Conference on International Business and Policy Issues. Paris, France
- (2013). The international syndicated loan market network: an “unholy trinity”?. Finance and Banking Conference (FIBA). Bucharest, Roumanie
- (2012). Interactions between capital markets: the informational content of the loan market. IFM2’s Mathematical Finance days. Montreal, Canada
- (2012). L’effet des gels de caisse de retraite sur la performance et le risque de l’entreprise. Annual Conference of the Administrative Sciences Association of Canada (ASAC). St-John's, Canada
- (2011). Common information asymmetry factors in syndicated loans. Annual European conference of the Financial Management Association (FMA). Porto, Portugal
- (2011). Common information asymmetry factors in syndicated loans : evidence from syndicates and privately placed deals. Annual Conference of the Pacific Basin Finance, Economics, Accounting and Management. Taipei, Taïwan
- (2011). Information Asymmetries in the Syndicated Loan Market: the Cost of the Distribution Method. International Conference on Financial Management and Economics. Hong Kong
- (2010). Information Asymmetries in the Syndicated Loan Market: the Cost of the Distribution Method. Multinational Finance Association (MFS). Barcelona, Espagne
- (2010). Information Asymmetries in the Syndicated Loan Market: the Cost of the Distribution Method. Northern Finance Association (NFA) Conference. Winnipeg, Canada