Bart Frijns : Citation Profile


Are you Bart Frijns?

Open Universiteit

16

H index

26

i10 index

775

Citations

RESEARCH PRODUCTION:

63

Articles

18

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 40
   Journals where Bart Frijns has often published
   Relations with other researchers
   Recent citing documents: 257.    Total self citations: 21 (2.64 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr176
   Updated: 2022-05-21    RAS profile: 2022-01-06    
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Relations with other researchers


Works with:

Tourani-Rad, Alireza (19)

Zwinkels, Remco (4)

Gorbenko, Arseny (2)

Foucault, Thierry (2)

Gerritsen, Dirk (2)

Schenk-Hoppé, Klaus (2)

Ferrara, Gerardo (2)

Palan, Stefan (2)

Lajaunie, Quentin (2)

Hurlin, Christophe (2)

Wong, Wing-Keung (2)

Xiu, Dacheng (2)

Lof, Matthijs (2)

Bouri, Elie (2)

Ait-Sahalia, Yacine (2)

FERROUHI, EL MEHDI (2)

Adrian, Tobias (2)

Schwarz, Marco (2)

Abudy, Menachem (2)

Pastor, Lubos (2)

Park, Andreas (2)

van Kervel, Vincent (2)

Liew, Chee (2)

Colliard, Jean-Edouard (2)

Xia, Shuo (2)

Patel, Vinay (2)

Walther, Thomas (2)

Theissen, Erik (2)

Gehrig, Thomas (2)

Dreber, Anna (2)

Nielsson, Ulf (2)

Lopez-Lira, Alejandro (2)

Stefanova, Denitsa (2)

CAPELLE-BLANCARD, Gunther (2)

Dumitrescu, Ariadna (2)

Menkveld, Albert (2)

Alexeev, Vitali (2)

Smales, Lee (2)

Patton, Andrew (2)

Pelizzon, Loriana (2)

Holzmeister, Felix (2)

Dimpfl, Thomas (2)

Jalkh, Naji (2)

Rakowski, David (2)

Scaillet, Olivier (2)

Talavera, Oleksandr (2)

Wolff, Christian (2)

Jurkatis, Simon (2)

Deev, Oleg (2)

Zhou, Chen (2)

Bos, Charles (2)

Wilhelmsson, Anders (2)

Huynh, Thanh (2)

Regis, Luca (2)

PASCUAL, ROBERTO (2)

Johannesson, Magnus (2)

Horenstein, Alex (2)

Davies, Ryan (2)

Moinas, Sophie (2)

Caporin, Massimiliano (2)

Reitz, Stefan (2)

Kassner, Bernhard (2)

Vilkov, Grigory (2)

Bohorquez Correa, Santiago (2)

Hautsch, Nikolaus (2)

Verousis, Thanos (2)

Putnins, Talis (2)

Sarno, Lucio (2)

Ranaldo, Angelo (2)

Harris, Jeffrey (2)

Fuertes, Ana-Maria (2)

Pasquariello, Paolo (2)

Rinne, Kalle (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Bart Frijns.

Is cited by:

Hommes, Cars (10)

Degiannakis, Stavros (8)

Ji, Qiang (6)

Zwinkels, Remco (6)

ter Ellen, Saskia (6)

Xu, Kuan (6)

Filis, George (5)

Roubaud, David (5)

He, Xuezhong (Tony) (5)

Li, Youwei (5)

Bouri, Elie (5)

Cites to:

Shleifer, Andrei (47)

Lopez-de-Silanes, Florencio (26)

Bollerslev, Tim (26)

La Porta, Rafael (25)

Hommes, Cars (22)

Zwinkels, Remco (21)

Diebold, Francis (20)

Andersen, Torben (18)

Summers, Lawrence (18)

Stulz, René (18)

Tourani-Rad, Alireza (17)

Main data


Where Bart Frijns has published?


Journals with more than one article published# docs
Journal of Futures Markets10
Journal of Banking & Finance9
Journal of Empirical Finance4
Applied Economics4
The Financial Review4
International Review of Financial Analysis3
New Zealand Economic Papers3
Journal of Economic Dynamics and Control2
International Review of Finance2
Journal of Economic Behavior & Organization2

Working Papers Series with more than one paper published# docs
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg5
Post-Print / HAL3

Recent works citing Bart Frijns (2022 and 2021)


YearTitle of citing document
2022Betting on mean reversion in the VIX? Evidence from ETP flows. (2022). Posselt, Anders Merrild ; Nielsen, Ole Linnemann. In: CREATES Research Papers. RePEc:aah:create:2022-06.

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2020Googlization and retail investors trading activity. (2020). D'Hondt, Catherine ; Desagre, Christophe. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020004.

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2020Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning. (2020). Guterding, Daniel. In: Papers. RePEc:arx:papers:2002.08207.

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2020Re-evaluating cryptocurrencies contribution to portfolio diversification -- A portfolio analysis with special focus on German investors. (2020). Hoffmann, Ingo ; Schmitz, Tim. In: Papers. RePEc:arx:papers:2006.06237.

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2020How does stock market reflect the change in economic demand? A study on the industry-specific volatility spillover networks of Chinas stock market during the outbreak of COVID-19. (2020). Yan, Yan ; Qiao, FU. In: Papers. RePEc:arx:papers:2007.07487.

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2020Non-fundamental Home Bias in International Equity Markets. (2020). Kim, Gyu Hyun. In: Papers. RePEc:arx:papers:2012.06716.

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2020Social media and price discovery: the case of cross-listed firms. (2020). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: Discussion Papers. RePEc:bir:birmec:20-05.

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2021Passive funds affect prices: evidence from the most ETF-dominated asset classes. (2021). Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:952.

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2021Economic policy uncertainty exposure and earnings management: evidence from China. (2021). Wang, Hua ; Fang, Zhenming ; Yao, Shouyu ; Cui, Xin. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:3937-3976.

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2021Speed of adjustment towards target leverage: evidence from a quantile regression analysis. (2021). Truong, Cameron ; Hou, Greg ; Bai, Min ; Nguyen, Thao. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5073-5109.

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2021New Zealand whole milk powder options. (2021). Zhang, Jin E ; Aschakulporn, Pakorn. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2201-2246.

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2021Gender, ethnicity and stock liquidity: evidence from South Africa. (2021). Muniandy, Balachandran ; Nguyen, Ha Thanh . In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2337-2377.

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2022Does lesbian and gay friendliness pay off? A new look at LGBT policies and firm performance. (2022). Vahamaa, Sami ; Sihvonen, Jukka ; Kihn, John ; Fatmy, Veda. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:213-242.

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2022Investor feedback: impact on analyst biases and investor critical evaluation. (2022). Staehr, Simone ; Plenborg, Thomas ; Barradale, Nigel. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:767-803.

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2022Local versus foreign analysts forecast accuracy: does herding matter?. (2022). Taylor, Nicholas ; Mira, Svetlana ; Choi, Youngsoo. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1143-1188.

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2022To batch or not to batch? The release of USDA crop reports. (2022). Garcia, Philip ; Serra, Teresa ; Huang, Joshua ; Irwin, Scott H. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:1:p:143-154.

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2021Do Relatively More Efficient Firms Demand Additional Audit Effort (Hours)?. (2021). Lim, Hyoung Joo ; Mali, Dafydd. In: Australian Accounting Review. RePEc:bla:ausact:v:31:y:2021:i:2:p:108-127.

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2020Economic uncertainty, ownership structure and small and medium enterprises performance. (2020). Tran, Quan ; Le, Anhtuan ; Doan, Anhtuan. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:2:p:102-137.

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2020Does individualistic culture impact operational risk?. (2020). Li, Donghui ; Chen, Zhian ; Cao, Zhe ; An, Zhe. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:808-838.

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2020Financial literacy and financial resilience: Evidence from around the world. (2020). Klapper, Leora ; Lusardi, Annamaria. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:589-614.

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2021Twitter activity, investor attention, and the diffusion of information. (2021). Rakowski, David ; Stark, Jeffrey R ; Shirley, Sara E. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:3-46.

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2022Does the Federal Open Market Committee cycle affect credit risk?. (2022). Zhong, Zhaodong ; Wang, Xinjie ; Li, Yubin ; Huang, Difang. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:143-167.

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2021The predictive power of macroeconomic uncertainty for commodity futures volatility. (2021). Huang, Zhuo ; Tong, Chen ; Liang, Fang. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:989-1012.

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2021Behavioral heterogeneity in return expectations across equity style portfolios. (2021). Stork, Philip ; Vidojevic, Milan. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1225-1250.

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2021Audit committee quality indices, reporting quality and firm value. (2021). Powell, Ronan ; Almaqoushi, Wael. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:1-2:p:185-229.

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2022CEO cultural heritage and the pricing of audit services. (2022). Truong, Cameron ; Pham, Mia Hang. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:1-2:p:181-214.

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2020The role of national culture in financial literacy: Cross‐country evidence. (2020). de Witte, Kristof ; de Beckker, Kenneth ; van Campenhout, Geert. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:54:y:2020:i:3:p:912-930.

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2021Life lessons: Leaving home and financial capability of young adults. (2021). Scott, Ayesha ; Gilbert, Aaron ; Czar, Kayla. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:55:y:2021:i:2:p:556-579.

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2022High?frequency trading: Definition, implications, and controversies. (2022). Hsu, Weihuei ; Young, Martin R ; Zaharudin, Khairul Zharif. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:75-107.

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2022Ignorance illusion in decisions under risk: The impact of perceived expertise on probability weighting. (2022). Goeddemenke, Michael ; Baars, Maren. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:1:p:35-62.

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2021Melting pot or salad bowl: Cultural distance and housing investments. (2021). Lee, Adrian ; Deng, Yongheng ; Hu, Maggie R. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:s1:p:235-267.

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2021Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017.

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2020Confucius Institute, Belt and Road Initiative, and Internationalization. (2020). Fidrmuc, Jan ; Wei, Dongming ; Han, Yonghui ; Wang, Hao. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8467.

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2021Análisis de eficiencia financiera de las empresas cotizantes en el mercado accionario colombiano para el periodo 2012- 2017. (2021). Maza, Francisco Javier ; Luna, Jorge Armando ; Balseiro, Hctor Daro. In: Revista Finanzas y Politica Economica. RePEc:col:000443:019653.

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2020Crisis Impact on the Diversity of Financial Portfolios - Evidence from European Citizens. (2020). Schäfer, Dorothea ; Weser, Henriette ; Stockel, Michael ; Schafer, Dorothea. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1899.

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2020Oil and Food Prices for a Net Oil Importing-country: How Are Related in Indonesia?. (2020). Rudatin, Ari ; Ruchba, Sarastri M ; Susantun, Indah ; Widarjono, Agus. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-30.

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2020A new European investor sentiment index (EURsent) and its return and volatility predictability. (2020). Pinho, Carlos ; Nogueira, Pedro Manuel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019303041.

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2020Indecisive algos: Do limit order revisions increase market load?. (2020). Parikh, Bhavik ; Mishra, Ajay Kumar ; Jurich, Stephen N. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s221463502030335x.

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2021The underlying motivational process behind portfolio diversification choice decisions of individual investors: An experimental design. (2021). Mittal, Shashank ; Deb, Soumya Guha ; Sengupta, Atri. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303816.

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2021COVID-19 pandemic and stock market response: A culture effect. (2021). Nguyen, Nhut H ; Indriawan, Ivan ; Gilbert, Aaron ; Fernandez-Perez, Adrian. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s221463502030383x.

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2021Managerial optimism and corporate investment behavior. (2021). Inoue, Kotaro ; Ikeda, Naoshi ; Sugitani, Shoji. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000368.

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2021Why walk away from an easy gain in wealth? Evidence from a UK stock option plan. (2021). Robinson, Andrew ; Pendleton, Andrew. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000836.

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2021Does boardroom nationality affect the performance of UK insurers?. (2021). Baker, Paul L ; Adams, Mike. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:5:s0890838920300433.

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2020Nonlinear and time-varying risk premia. (2020). Cai, Zongwu ; Mi, Xianhua ; Ma, Chaoqun. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x2030064x.

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2020The power of Connections: Evidence from financial companies. (2020). Dickinson, David ; Farag, Hisham. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300870.

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2020The effect of relationship banking on firm efficiency and default risk. (2020). Yildirim, Alev. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s092911991830796x.

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2021Do state visits affect cross-border mergers and acquisitions?. (2021). Hao, Zhiwei ; Aleksanyan, Mark ; Verwijmeren, Patrick ; Vagenas-Nanos, Evangelos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302443.

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2021Mimicking insider trades. (2021). Thapa, Chandra ; Neupane, Biwesh ; Marshall, Andrew. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000614.

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2021Do information networks benefit households with female heads?. (2021). Bose, Udichibarna ; Arun, Shoba. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002029.

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2021Realized skewness and the short-term predictability for aggregate stock market volatility. (2021). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002030.

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2020Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147.

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2021Risk tolerance and household wealth--Evidence from Chinese households. (2021). Wang, Qin ; Li, Haiyang ; Fang, Ming. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:885-895.

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2021Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks. (2021). Anghel, Dan Gabriel ; Cepoi, Cosmin-Octavian ; Pop, Ionu Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:302-318.

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2020A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636.

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2020Comparative empirical study of binomial call-option pricing methods using S&P 500 index data. (2020). Herbon, Avi ; Shvimer, Yossi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302268.

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2020Time-dependent lead-lag relationships between the VIX and VIX futures markets. (2020). Shao, Ying-Hui ; Yang, Yan-Hong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300930.

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2021Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?. (2021). Lin, Ling ; Ou, Yangchen ; Jiang, Yong ; Zhou, Zhongbao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000334.

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2022Hedging local currency risk with precious metals. (2022). Kunkler, Michael. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001923.

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2020Economic indicators and stock market volatility in an emerging economy. (2020). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594.

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2020Individual antecedents of real options appraisal: The role of national culture and ambiguity. (2020). , Raymond ; Trigeorgis, Lenos ; Driouchi, Tarik. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1018-1032.

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2020Insider trading laws and price informativeness in emerging stock markets: The South African case. (2020). Ojah, Kalu ; Kodongo, Odongo ; Muhanji, Stella. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014119304352.

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2020Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?. (2020). faff, robert ; Miffre, Joelle ; Yew, Rand Kwong ; Rad, Hossein. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:164-180.

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2021Trader positions in VIX futures. (2021). Yang, Jimmy J ; Chen, Yu-Lun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:1-17.

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2021Tracking performance of VIX futures ETPs. (2021). Zhang, Jin E ; Gehricke, Sebastian A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:103-117.

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2021Trading activity and price discovery in Bitcoin futures markets. (2021). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:107-120.

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2021Investor sentiment and stock returns: Global evidence. (2021). Duxbury, Darren ; Su, Chen ; Wang, Wenzhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:365-391.

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2021The risk premia of energy futures. (2021). Miffre, Joelle ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003467.

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2020The impact of diesel price on upstream and downstream food prices: Evidence from São Paulo. (2020). Nunes, Rubens ; Zingbagba, Mark ; Fadairo, Muriel. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303263.

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2021The alpha momentum effect in commodity markets. (2021). Mikutowski, Mateusz ; Karathanasopoulos, Andreas ; Szczygielski, Jan Jakub ; Zaremba, Adam. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319301902.

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2021Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320300803.

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2021The skewness of oil price returns and equity premium predictability. (2021). Wen, Fenghua ; Kang, Jie ; Zhou, Huiting ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304096.

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2021Financialization, idiosyncratic information and commodity co-movements. (2021). Pan, Jiaofeng ; Wu, Fei ; Ji, Qiang ; Ma, Yan-Ran. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304230.

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2021Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS. (2021). Dhesi, Gurjeet ; Wang, Qunwei ; Xiao, Ling ; Dai, Xingyu. In: Energy Policy. RePEc:eee:enepol:v:156:y:2021:i:c:s0301421521002986.

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2022Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression. (2022). Wang, Yudong ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221027663.

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2021Does task-related conflict mediate the board gender diversity–organizational performance relationship?. (2021). Beerens, Bart ; van den Oever, Koen. In: European Management Journal. RePEc:eee:eurman:v:39:y:2021:i:4:p:445-455.

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2020Investors time preferences and takeover performance. (2020). Breuer, Wolfgang ; Salzmann, Astrid Juliane ; Ghufran, Bushra. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s105752191930540x.

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2020Pricing inefficiencies and feedback trading: Evidence from country ETFs. (2020). Shao, Jia ; Pantelous, Athanasios A ; Liu, Fei ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301423.

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2020Individual analysts, stock return synchronicity and information efficiency. (2020). Zhao, Shangmei ; Hou, Jianlei ; Yang, Haijun. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301575.

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2020The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry. (2020). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302040.

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2020Shareholders control rights, family ownership and the firms leverage decisions. (2020). Liu, Jia ; Amin, Qazi Awais. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302350.

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2020Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?. (2020). Lu, Xinjie ; Wang, Jiqian ; Ma, Feng ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302404.

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2021Which time-frequency domain dominates spillover in the Chinese energy stock market?. (2021). Guo, Sui ; An, Haizhong ; Gao, Xiangyun ; Sun, Qingru ; Wang, ZE ; Liu, Xueyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302842.

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2021Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302866.

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2021Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market. (2021). Kallinterakis, Vasileios ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000703.

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2021How do macroeconomic news surprises affect round-the-clock price discovery of gold?. (2021). Ilango, Balakrishnan ; Sehgal, Sanjay ; Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002209.

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2021International review of financial analysis: A retrospective evaluation between 1992 and 2020. (2021). Sharma, Anuj ; Goyal, Kirti ; Kumar, Satish ; Baker, Kent H. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002672.

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2020Can the intermediary capital risk predict foreign exchange rates?. (2020). Yin, Libo. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319305367.

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2021Multi-market trading, price delay, and return predictability. (2021). Ko, Kuan-Cheng ; Lin, Chaonan ; Yang, Nien-Tzu ; Xia, Chuanxin. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320300295.

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2021Bitcoin arbitrage. (2021). Shynkevich, Andrei. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320308886.

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2021The disappearing pre-FOMC announcement drift. (2021). Kurov, Alexander ; Gilbert, Thomas ; Wolfe, Marketa Halova. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320315956.

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2021Cultural diversity in ownership and stock liquidity commonality: Evidence from China. (2021). Liu, Xiaojuan ; Han, Minghui ; Luo, Xian ; Zhang, Hao. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320316706.

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2021Intraday interactions between high-frequency trading and price efficiency. (2021). Hellara, Slaheddine ; ben Ammar, Imen. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316767.

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2021Could increasing price limits reduce up limit herding? Evidence from Chinas capital market reform. (2021). Luan, Zhiqian ; Qian, Wenyu ; Ma, YU. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317232.

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2021Stock market synchronization and institutional distance. (2021). Tu, Anthony H ; Guo, Nian-Zhi. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000155.

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2021Time weighted price contribution. (2021). Spokeviciute, Laima ; Jahanshahloo, Hossein. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000283.

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2022Firm efficiency and stock returns during the COVID-19 crisis. (2022). Posch, Peter N ; Krause, Miguel ; Engelhardt, Nils ; Neukirchen, Daniel. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001185.

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2020Price discovery in Bitcoin: The impact of unregulated markets. (2020). Heck, Daniel F ; Alexander, Carol. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300759.

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2020Better directors or distracted directors? An international analysis of busy boards. (2020). Jayaraman, Narayanan ; Ferris, Stephen P ; Liao, Min-Yu. In: Global Finance Journal. RePEc:eee:glofin:v:44:y:2020:i:c:s1044028317301679.

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2020Historic risk and implied volatility. (2020). Levendis, John ; Dicle, Mehmet F. In: Global Finance Journal. RePEc:eee:glofin:v:45:y:2020:i:c:s1044028318301625.

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2021Corporate governance and dynamics capital structure: evidence from Vietnam. (2021). Vu, Manh-Chien ; Hou, Yang ; Bai, Min ; Nguyen, Thao. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028319301577.

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2020Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business. (2020). Selmi, Refk ; bouoiyour, jamal. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:100-119.

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More than 100 citations found, this list is not complete...

Works by Bart Frijns:


YearTitleTypeCited
2017Surprise and Dispersion: Informational Impact of USDA Announcements In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois.
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2019Surprise and dispersion: informational impact of USDA announcements.(2019) In: Agricultural Economics.
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2015On the Role of Cultural Distance in the Decision to Cross†List In: European Financial Management.
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2006Inferring Public and Private Information from Trades and Quotes In: The Financial Review.
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2013Do Criminal Sanctions Deter Insider Trading? In: The Financial Review.
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2017Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets In: The Financial Review.
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2019Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures In: The Financial Review.
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2019Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets In: International Review of Finance.
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2021Quote dynamics of cross?listed stocks In: International Review of Finance.
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2008INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD In: Journal of Financial Research.
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2004Price Discovery in Tick Time In: CEPR Discussion Papers.
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2009Price discovery in tick time.(2009) In: Journal of Empirical Finance.
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2009Behavioral Heterogeneity in the Option Market In: LSF Research Working Paper Series.
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2010Behavioral heterogeneity in the option market.(2010) In: Journal of Economic Dynamics and Control.
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2010Behavioral heterogeneity in the option market.(2010) In: Post-Print.
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2009A Volatility Targeting GARCH model with Time-Varying Coefficients In: LSF Research Working Paper Series.
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2010Modelling structural changes in the volatility process In: LSF Research Working Paper Series.
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2011Modeling structural changes in the volatility process.(2011) In: Journal of Empirical Finance.
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2011Cultural Values, CEO Risk Aversion and Corporate Takeovers In: LSF Research Working Paper Series.
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2012Sentiment Trades and Option Prices In: LSF Research Working Paper Series.
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2016On the Style-Based Feedback Trading of Mutual Fund Managers In: Journal of Financial and Quantitative Analysis.
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2014Learning by doing: the role of financial experience in financial literacy In: Journal of Public Policy.
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2016The impact of cultural diversity in corporate boards on firm performance In: Journal of Corporate Finance.
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2006Nonlinear dynamics in Nasdaq dealer quotes In: Computational Statistics & Data Analysis.
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2005Nonlinear dynamics in Nasdaq dealer quotes.(2005) In: Research Memorandum.
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2018Time-varying arbitrage and dynamic price discovery In: Journal of Economic Dynamics and Control.
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2021The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance In: Economics Letters.
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2021The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance.(2021) In: Post-Print.
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2015Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms In: Journal of Empirical Finance.
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2017When no news is good news – The decrease in investor fear after the FOMC announcement In: Journal of Empirical Finance.
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2016Contemporaneous interactions among fuel, biofuel and agricultural commodities In: Energy Economics.
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2016Asymmetries of the intraday return-volatility relation In: International Review of Financial Analysis.
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2018The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares In: International Review of Financial Analysis.
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2018NYSE closure and global equity trading: The case of cross-listed stocks In: International Review of Financial Analysis.
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2015Cross-listing decisions and the foreign bias of investors In: Finance Research Letters.
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article3
2017Excess stock return comovements and the role of investor sentiment In: Journal of International Financial Markets, Institutions and Money.
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2010The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand In: Journal of Banking & Finance.
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2010A cultural explanation of the foreign bias in international asset allocation In: Journal of Banking & Finance.
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2012Political crises and the stock market integration of emerging markets In: Journal of Banking & Finance.
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article17
2013Uncertainty avoidance, risk tolerance and corporate takeover decisions In: Journal of Banking & Finance.
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2014Speed, algorithmic trading, and market quality around macroeconomic news announcements In: Journal of Banking & Finance.
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2012Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements.(2012) In: Tinbergen Institute Discussion Papers.
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2015The determinants of price discovery: Evidence from US-Canadian cross-listed shares In: Journal of Banking & Finance.
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2018The skewness of commodity futures returns In: Journal of Banking & Finance.
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2018The skewness of commodity futures returns.(2018) In: Post-Print.
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2018Institutional trading and asset pricing In: Journal of Banking & Finance.
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2018Herding in analysts’ recommendations: The role of media In: Journal of Banking & Finance.
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2020Absence of speculation in the European sovereign debt markets In: Journal of Economic Behavior & Organization.
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article1
2008On the determinants of portfolio choice In: Journal of Economic Behavior & Organization.
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article21
2008The impact of corporate governance on corporate performance: Evidence from Japan In: Pacific-Basin Finance Journal.
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2019The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks In: International Review of Economics & Finance.
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article1
2008Investor sentiment, mutual fund flows and its impact on returns and volatility In: Managerial Finance.
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2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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2021Non-Standard Errors.(2021) In: Working Papers.
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2011Heterogeneity and sentiment in the stock market In: International Journal of Behavioural Accounting and Finance.
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2012Firm efficiency and stock returns In: Journal of Productivity Analysis.
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2002The Dynamics of Dealer Quoting Behavior In: Computing in Economics and Finance 2002.
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2019Time-varying contemporaneous spillovers during the European Debt Crisis In: Empirical Economics.
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2017Precious metals, oil and the exchange rate: contemporaneous spillovers In: Applied Economics.
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2019Behavioural heterogeneity in wine investments In: Applied Economics.
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article3
2019Volatility spillovers among oil and stock markets in the US and Saudi Arabia In: Applied Economics.
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article5
2020Pairs trading of Chinese and international commodities In: Applied Economics.
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2008Forecasting daily volatility with intraday data In: The European Journal of Finance.
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article6
2008The New Zealand implied volatility index In: New Zealand Economic Papers.
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article2
2018Behavioural heterogeneity in the New Zealand stock market In: New Zealand Economic Papers.
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2019Turn of the Month effect in the New Zealand stock market In: New Zealand Economic Papers.
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article2
2013Market timing ability and mutual funds: a heterogeneous agent approach In: Quantitative Finance.
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article10
2007Insider trading laws what works and what doesnt In: Competition & Regulation Times.
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2007Elements of Effective Insider Trading Laws In: Working Paper Series.
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paper1
2010The information content of implied volatility: Evidence from Australia In: Journal of Futures Markets.
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article41
2013Contemporaneous Spill?Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices In: Journal of Futures Markets.
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article17
2015The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market In: Journal of Futures Markets.
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article2
2016On the Intraday Relation Between the VIX and its Futures In: Journal of Futures Markets.
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article19
2018A comprehensive look at the return predictability of variance risk premia In: Journal of Futures Markets.
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article1
2018Determinants of intraday price discovery in VIX exchange traded notes In: Journal of Futures Markets.
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article1
2018Volatility discovery and volatility quoting on markets for options and warrants In: Journal of Futures Markets.
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article1
2019Properties and the predictive power of implied volatility in the New Zealand dairy market In: Journal of Futures Markets.
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article1
2020The determinants of price discovery on bitcoin markets In: Journal of Futures Markets.
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2022Editors Note In: Journal of Futures Markets.
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2014Institutional Trading and Stock Returns: Evidence from China In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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2010INSIDER TRADING REGULATIONS: A THEORETICAL AND EMPIRICAL REVIEW In: World Scientific Book Chapters.
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2019Noise trading and informational efficiency In: EconStor Preprints.
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