Bart Frijns : Citation Profile


Are you Bart Frijns?

Open Universiteit

18

H index

28

i10 index

1025

Citations

RESEARCH PRODUCTION:

62

Articles

18

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 51
   Journals where Bart Frijns has often published
   Relations with other researchers
   Recent citing documents: 112.    Total self citations: 23 (2.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr176
   Updated: 2024-01-16    RAS profile: 2022-01-06    
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Relations with other researchers


Works with:

Tourani-Rad, Alireza (9)

Tonks, Ian (2)

Verousis, Thanos (2)

Lof, Matthijs (2)

Ranaldo, Angelo (2)

Johannesson, Magnus (2)

Moinas, Sophie (2)

Pastor, Lubos (2)

Adrian, Tobias (2)

Reitz, Stefan (2)

Rinne, Kalle (2)

Pasquariello, Paolo (2)

Dimpfl, Thomas (2)

Alexeev, Vitali (2)

Sarno, Lucio (2)

Schenk-Hoppé, Klaus (2)

Davies, Ryan (2)

PASCUAL, ROBERTO (2)

Ødegaard, Bernt (2)

Deku, Solomon (2)

Füllbrunn, Sascha (2)

Patel, Vinay (2)

Prokopczuk, Marcel (2)

Schuerhoff, Norman (2)

Wong, Wing-Keung (2)

Gehrig, Thomas (2)

LINTON, OLIVER (2)

Patton, Andrew (2)

Roy, Saurabh (2)

Smales, Lee (2)

Lajaunie, Quentin (2)

CAPELLE-BLANCARD, Gunther (2)

Horenstein, Alex (2)

Bouri, Elie (2)

Kearney, Fearghal (2)

Xiu, Dacheng (2)

Renault, Thomas (2)

Taylor, Nick (2)

Bos, Charles (2)

Schwarz, Marco (2)

Gorbenko, Arseny (2)

Chow, Nikolai Sheung-Chi (2)

Dreber, Anna (2)

Colliard, Jean-Edouard (2)

Chernov, Mikhail (2)

Liew, Chee (2)

Hjalmarsson, Erik (2)

Mihet, Roxana (2)

Lopez-Lira, Alejandro (2)

Palan, Stefan (2)

Söderlind, Paul (2)

Heath, Davidson (2)

Walther, Thomas (2)

Theissen, Erik (2)

Bohorquez Correa, Santiago (2)

van Kervel, Vincent (2)

Deev, Oleg (2)

Park, Andreas (2)

Kassner, Bernhard (2)

Wilhelmsson, Anders (2)

Sojli, Elvira (2)

Korajczyk, Robert (2)

Ait-Sahalia, Yacine (2)

Jalkh, Naji (2)

Nielsson, Ulf (2)

FERROUHI, EL MEHDI (2)

Dumitrescu, Ariadna (2)

Hautsch, Nikolaus (2)

Rakowski, David (2)

Vilkov, Grigory (2)

Foucault, Thierry (2)

Hurlin, Christophe (2)

Putnins, Talis (2)

Pelizzon, Loriana (2)

He, Xuezhong (Tony) (2)

Holzmeister, Felix (2)

Jurkatis, Simon (2)

Frömmel, Michael (2)

Regis, Luca (2)

Zhou, Chen (2)

Wolff, Christian (2)

Brownlees, Christian (2)

Gerritsen, Dirk (2)

Stefanova, Denitsa (2)

Scaillet, Olivier (2)

Ferrara, Gerardo (2)

Xia, Shuo (2)

Caporin, Massimiliano (2)

Talavera, Oleksandr (2)

Abudy, Menachem (2)

Harris, Jeffrey (2)

Menkveld, Albert (2)

Vogel, Sebastian (2)

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

Is cited by:

faff, robert (9)

Hommes, Cars (9)

Zheng, Huanhuan (8)

Degiannakis, Stavros (8)

Fuertes, Ana-Maria (6)

Ji, Qiang (6)

ter Ellen, Saskia (6)

Xu, Kuan (6)

Kumar, Satish (5)

Galanti, Sébastien (5)

Roubaud, David (5)

Cites to:

Shleifer, Andrei (54)

Lopez-de-Silanes, Florencio (32)

La Porta, Rafael (30)

Bollerslev, Tim (28)

Diebold, Francis (23)

Hommes, Cars (22)

Zwinkels, Remco (21)

Andersen, Torben (20)

Tourani-Rad, Alireza (19)

Summers, Lawrence (19)

Vishny, Robert (18)

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
Journal of Economic Behavior & Organization2
International Review of Finance2

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 (2024 and 2023)


YearTitle of citing document
2023.

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2023Asymmetric Effects of the COVID-19 Outbreak on Economic Policy Uncertainty. (2023). Lusta, Abdulmula ; Aimer, Nagmi. In: Asian Economics Letters. RePEc:ayb:jrnael:91.

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2023.

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2023Love thy neighbour: Evidence from capital structure decisions. (2023). Cheung, Adrian Waikong ; Li, Bin ; Omura, Akihiro ; Lin, Yuen ; Su, Xiufen ; Chu, Chien Chi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:2907-2933.

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2023The financial and green effects of cultural values on mission drifts in European social enterprises. (2023). Dicorato, Spiridione Lucio ; Doronzo, Emanuele ; Esposito, Paolo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:1-29.

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2023.

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2023Green bond home bias and the role of supply and sustainability preferences. (2023). Wedow, Michael ; Lambert, Claudia ; Levels, Anouk. In: Working Papers. RePEc:dnb:dnbwpp:767.

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2023Do algorithmic traders exploit volatility?. (2023). Marathe, Rahul R ; Prasanna, Krishna P ; Arumugam, Devika. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001009.

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2023A shot in the arm: Economic support packages and firm performance during COVID-19. (2023). Igan, Deniz ; Moore, Tomoe ; Mirzaei, Ali. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001833.

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2023Managers cultural origin and corporate response to an economic shock. (2023). Garcia-Appendini, Emilia ; Siming, Linus ; Bedendo, Mascia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000615.

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2023Understanding E10 markets in the U.S.: Evidence from spatial data. (2023). Tokgoz, Simla ; Traore, Fousseini. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1267-1281.

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2023Do directors with foreign experience increase the corporate demand for directors and officers liability insurance? Evidence from China. (2023). Chan, Kam C ; Yang, Zeng ; Xia, Changyuan. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003832.

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2023Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x.

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2023Board diversity and outward FDI: Evidence from europe. (2023). Rossi, Francesca ; Natale, Piergiovanna ; Gattai, Valeria. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003935.

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2023Attitudinal drivers of home bias in public preferences for transboundary nature protected areas. (2023). Valasiuk, Sviataslau ; Halse, Askill ; Czajkowski, Mikolaj ; Veisten, Knut ; Ylicz, Tomasz ; Giergiczny, Marek ; Angelstam, Per ; Mata, Iratxe Landa. In: Ecological Economics. RePEc:eee:ecolec:v:208:y:2023:i:c:s0921800923000617.

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2023Familiarity bias and economic decisions: Evidence from a survey experiment. (2023). Jin, YI ; Qi, Zhenyan ; Zhu, Zhaobo. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002227.

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2023US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks. (2023). Pascual, Roberto ; Indriawan, Ivan ; Frijns, Bart ; Dodd, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:301-320.

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2023Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758.

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2023Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities?. (2023). Rao, Sandeep ; Singh, Vipul Kumar ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000725.

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2023Convenience yield risk. (2023). Wichmann, Robert ; Simen, Chardin Wese ; Symeonidis, Lazaros ; Prokopczuk, Marcel. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000348.

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2023The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032.

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2023The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062.

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2023Evaluating the financial performance of companies from the perspective of fund procurement and application: New strategy cross efficiency network data envelopment analysis models. (2023). Li, Aijun ; Zhou, LI ; Zhang, Ruchuan ; Liu, Hai Yue. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001330.

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2023The asymmetric effects of oil price shocks on the world food prices: Fresh evidence from quantile-on-quantile regression approach. (2023). Sharif, Arshian ; Shah, Nida ; Raza, Syed Ali ; Gao, Pengpeng ; Sun, Yunpeng. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223002062.

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2023A bibliometric analysis of cultural finance. (2023). Pandey, Nitesh ; Lahmar, Oumaima ; Kumar, Satish ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003921.

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2023From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Karaa, Rabaa ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933.

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2023The change in stock-selection risk and stock market returns. (2023). Liang, Chao ; Toan, Luu Duc ; He, Qiubei ; Liu, Jing. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004070.

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2023Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248.

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2023Long-term adjusted volatility: Powerful capability in forecasting stock market returns. (2023). Li, Yan ; Liu, Jing ; Qiu, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000467.

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2023Trading gap in holidays and price transmission: Evidence from cross-listed stocks on the A-share and H-share markets. (2023). Rao, Yulei ; Peng, Diefeng ; Guo, Shijun ; Bao, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001321.

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2023Have the predictability of oil changed during the COVID-19 pandemic: Evidence from international stock markets. (2023). Wang, Jiqian ; Huang, Yisu ; Ding, Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001369.

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2023Investing in wine, precious metals and G-7 stock markets – A co-occurrence analysis for price bubbles. (2023). Potrykus, Marcin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001539.

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2023Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995.

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2023The bright side of analyst coverage on corporate innovation: Evidence from China. (2023). Wang, Yiru ; Zhang, Ping. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003071.

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2023Price discovery in carbon exchange traded fund markets. (2023). Suresh, Sheena Sara ; Naysary, Babak ; Shrestha, Keshab. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003307.

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2023Traders’ heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets. (2023). Vagnani, Gianluca ; Marchetti, Fabio Massimo ; Nappo, Giovanna. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000387.

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2023CEO power, bank risk-taking and national culture: International evidence. (2023). Amini, Shima ; Murinde, Victor ; Uddin, Moshfique ; Pour, Eilnaz Kashefi. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000335.

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2023Religion and foreign direct investment. (2023). Shin, Donglim ; Oh, Frederick Dongchuhl ; Lee, Jun Yong ; Hong, Seiwoong. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:1:s0969593122000634.

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2023Asymmetric risk perception and firm financing in the institutional envelope. (2023). Stocco, Giulia ; Puck, Jonas ; Lindner, Thomas. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:3:s0969593122000956.

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2023What explains the benefits of international portfolio diversification?. (2023). Sy, Oumar ; Nazaire, Gregory ; Guedhami, Omrane ; Attig, Najah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002013.

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2023Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252.

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2023Exploring style herding by mutual funds. (2023). , Remco ; Santi, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000306.

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2023Foreign exchange exposure and analysts’ earnings forecasts. (2023). Naiker, Vic ; Lai, Karen ; Chen, Chen ; Yusoff, Iliyas ; Wang, Jun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002953.

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2023Price discovery in equity markets: A state-dependent analysis of spot and futures markets. (2023). Schweikert, Karsten ; Kuck, Konstantin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300033x.

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2023Exploiting the dynamics of commodity futures curves. (2023). Zhang, Tingxi ; Miffre, Joelle ; Fan, John Hua ; Bianchi, Robert J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001632.

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2023The roles of innovation strategy and founding team diversity in new venture growth. (2023). Pickernell, David ; Battisti, Martina ; Huang, Shuangfa. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000115.

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2023Price discovery and triangular arbitrage in currency markets. (2023). Chen, Yu-Lun ; Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001134.

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2023Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642.

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2023Volatility in US dairy futures markets. (2023). Yu, Linda ; Tse, Yiuman ; Jump, Jeff ; Fan, Zaifeng. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000666.

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2023Commodity momentum: A tale of countries and sectors. (2023). Qiao, Xiao ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851323000053.

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2023A Bayesian perspective on commodity style integration. (2023). Zhao, Nan ; Fuertes, Ana-Maria. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000181.

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2023Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000259.

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2023The impact of oil shocks from different sources on Chinas clean energy metal stocks: An analysis of spillover effects based on a time-varying perspective. (2023). Lin, Boqiang ; Zhang, Hongwei ; Shi, Fengyuan ; Guo, Yaoqi. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072300065x.

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2023Does gender diversity matter? Female directors and firm carbon emissions in Japan. (2023). Wang, Jian ; Qian, Xuepeng ; Fan, Pengda. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002268.

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2023Herding in Chinese stock markets: Evidence from the dual-investor-group. (2023). Lu, Yang ; Zheng, Suyan ; Liu, Tengdong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000586.

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2023Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach. (2023). ben Jabeur, Sami ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Khalfaoui, Rabeh. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:63-80.

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2023The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index. (2023). Apergis, Nicholas ; Malik, Shafaq ; Mustafa, Ghulam. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:27-35.

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2023Skewness in energy returns: estimation, testing and retain-->implications for tail risk. (2023). Iguez, Trino-Manuel ; Leon, Angel ; Carnero, Angeles M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:178-189.

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2023Language barriers, corporate site visit, and analyst forecast accuracy. (2023). Tian, Shaohua. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:68-83.

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2023Determinants of households intention for investment in renewable energy projects. (2023). Naeini, Ali Bonyadi ; Aboojafari, Roohallah ; Mashayekh, Javad ; Rahmani, Amir. In: Renewable Energy. RePEc:eee:renene:v:205:y:2023:i:c:p:823-837.

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2023Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Aslan, Aylin ; Mensi, Walid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:219-232.

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2023Crisis stress for the diversity of financial portfolios — evidence from European households. (2023). Stephan, Andreas ; Schäfer, Dorothea ; Weser, Henriette ; Schafer, Dorothea. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:330-347.

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2023Board culture and bank innovation: Evidence from China. (2023). Yang, Xiaobing ; Pi, Tianlei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:732-755.

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2023Are Islamic stocks immune from financial crises? Evidence from contagion tests. (2023). Hoque, Ariful ; Hassan, Kamrul ; Wong, Wing-Keung ; Gasbarro, Dominic. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:919-948.

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2023Understanding the role of social media sentiment in identifying irrational herding behavior in the stock market. (2023). Yu, Yongtian ; Liu, Wei ; Chen, Hui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:163-179.

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2023International portfolio diversification and the home bias puzzle. (2023). Oh, Frederick Dongchuhl ; Lee, Kyounghun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001933.

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2023Belief-based momentum indicator and stock market return predictability. (2023). Liang, Chao ; Xu, Yongan ; Huo, Jiale. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002112.

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2023Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine. (2023). Silva, Thiago ; Tabak, Benjamin Miranda ; Berri, Paulo Victor. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000612.

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2023Target firms’ characteristics and the effects of sovereign wealth funds’ investments: Does cultural context of SWFs matter?. (2023). Graziano, Domenico ; Varrone, Nicola ; Mustilli, Mario ; Gangi, Francesco. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000764.

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2023Impact of corporate governance and related controversies on the market value of banks. (2023). Sayilir, Ozlem ; Doan, Murat ; Chelery, Muhammed Aslam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001113.

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2023Beliefs that provide a foundation for heuristics and biases in financial decision-making. (2023). Madrazo-Lemaroy, Pilar ; Moya-Ponce, Claudine. In: Cuadernos de Gestión. RePEc:ehu:cuader:61302.

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2023The Moderating Effect of Financial Knowledge on Financial Risk Tolerance. (2023). Rabbani, Abed ; Grable, John E. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:137-:d:1072453.

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2023.

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2023.

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2023Quantile Dependence between Crude Oil and China’s Biofuel Feedstock Commodity Market. (2023). Huang, KE ; Shahbaz, Muhammad ; Zhu, Huiming ; Hau, Liya. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8980-:d:1162316.

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2023Mapping the Themes Underlying the Literature on Cross-Listing of Shares—A Contemporary Corporate Strategy of Sustainable Growth. (2023). Rafique, Amir ; Haseeb, Abdul ; Ahmad, Muhammad Munir ; Hayat, Mustansar ; Quddoos, Muhammad Umer ; Lei, Qiuyuan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9316-:d:1167179.

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2023Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Post-Print. RePEc:hal:journl:hal-04121327.

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2023Board Gender Diversity Reform and Corporate Carbon Emissions. (2023). Kowalewski, Oskar ; Guo, Siyue ; Duan, Tinghua ; Barroso, Raul. In: Working Papers. RePEc:ies:wpaper:f202302.

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2023Board gender diversity and firm performance: A complexity theory perspective. (2023). Kumar, Satish ; Pandey, Nitesh ; Garcia-Ramos, Rebeca ; Goodell, John W ; Post, Corinne. In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:40:y:2023:i:3:d:10.1007_s10490-022-09817-w.

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2023Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market. (2023). Song, Shijia ; Luo, Qixuan ; Li, Handong. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10316-9.

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2023Religion and Equity Home Bias. (2023). Lee, Kyounghun ; Oh, Frederick Dongchuhl. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-022-09709-y.

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2023Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange. (2023). Hung, Pi-Hsia ; Lien, Donald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01150-7.

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2023Hedging performance of volatility index futures: a partial cointegration approach. (2023). Sheu, Her-Jiun ; Lien, Donald ; Lee, Hsiu-Chuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01153-4.

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2023The influences of information demand and supply on stock price synchronicity. (2023). Lin, Fu-Lai ; Lee, Cheng-Few ; Chen, Yu-Fen. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01183-y.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

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2023Chasing ‘Animal spirits’: business expectations, performance feedback, and advertising intensity in Japanese firms. (2023). Takahashi, Hidenori ; Lim, Eunah ; Powell, Skylar K. In: Asian Business & Management. RePEc:pal:abaman:v:22:y:2023:i:3:d:10.1057_s41291-022-00190-6.

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2023The performance of active investment positions in foreign markets. (2023). Sokolyk, Tatyana ; Skiba, Hilla ; Fedenia, Mark. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:2:d:10.1057_s41267-022-00548-0.

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2023Does Globalization Promote Financial Integration in South Asian Economies? Unveiling the Role of Monetary and Fiscal Performance in Internationalization. (2023). Audi, Marc ; Ali, Amjad ; Ehsan, Rehan. In: MPRA Paper. RePEc:pra:mprapa:119365.

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2023Political Instability and Stock Market: An Event Study. (2023). Khan, Azam Anwar ; Jivani, Tooba ; Ahmed, Faiza. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:2:p:339-345.

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2023Forecasting Bitcoin Futures: A Lasso-BMA Two-Step Predictor Selection for Investment and Hedging Strategies. (2023). Gao, Xiang ; Huang, Weige. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231151652.

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2023Probability of informed trading during the COVID-19 pandemic: the case of the Romanian stock market. (2023). Dragotă, Victor ; Iordache, Andreea ; Trifan, Ruxandra ; Cepoi, Cosmin Octavian. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00415-9.

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2023Cryptocurrency technology revolution: are Bitcoin prices and terrorist attacks related?. (2023). Wang, Xin-Yi ; Chen, BO ; Song, YU. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00445-3.

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2023A non-Normal framework for price discovery: The independent component based information shares measure. (2023). Zema, Sebastiano Michele. In: LEM Papers Series. RePEc:ssa:lemwps:2023/03.

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2023The Nexus Between Foreign Portfolio Diversification and Kinship. (2023). Erzsebet-Mirjam, Socaciu. In: Studia Universitatis Babe?-Bolyai Oeconomica. RePEc:vrs:subboe:v:68:y:2023:i:2:p:1-16:n:3.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

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2023.

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2023Commodity network and predictable returns. (2023). Ye, Yang ; Xu, QI. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1423-1449.

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2023The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases. (2023). Lopez, Raquel ; Fernandezperez, Adrian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1499-1530.

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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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paper6
2019Surprise and dispersion: informational impact of USDA announcements.(2019) In: Agricultural Economics.
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This paper has nother version. Agregated cites: 6
article
2015On the Role of Cultural Distance in the Decision to Cross†List In: European Financial Management.
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article7
2006Inferring Public and Private Information from Trades and Quotes In: The Financial Review.
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article2
2013Do Criminal Sanctions Deter Insider Trading? In: The Financial Review.
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article3
2017Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets In: The Financial Review.
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article8
2019Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures In: The Financial Review.
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article7
2019Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets In: International Review of Finance.
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article0
2021Quote dynamics of cross?listed stocks In: International Review of Finance.
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article0
2008INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD In: Journal of Financial Research.
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article15
2004Price Discovery in Tick Time In: CEPR Discussion Papers.
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paper18
2009Price discovery in tick time.(2009) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 18
article
2009Behavioral Heterogeneity in the Option Market In: LSF Research Working Paper Series.
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paper65
2010Behavioral heterogeneity in the option market.(2010) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 65
article
2010Behavioral heterogeneity in the option market.(2010) In: Post-Print.
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This paper has nother version. Agregated cites: 65
paper
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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paper7
2011Modeling structural changes in the volatility process.(2011) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 7
article
2011Cultural Values, CEO Risk Aversion and Corporate Takeovers In: LSF Research Working Paper Series.
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paper3
2012Sentiment Trades and Option Prices In: LSF Research Working Paper Series.
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paper0
2016On the Style-Based Feedback Trading of Mutual Fund Managers In: Journal of Financial and Quantitative Analysis.
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article11
2014Learning by doing: the role of financial experience in financial literacy In: Journal of Public Policy.
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article15
2016The impact of cultural diversity in corporate boards on firm performance In: Journal of Corporate Finance.
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article56
2006Nonlinear dynamics in Nasdaq dealer quotes In: Computational Statistics & Data Analysis.
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article5
2005Nonlinear dynamics in Nasdaq dealer quotes.(2005) In: Research Memorandum.
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This paper has nother version. Agregated cites: 5
paper
2018Time-varying arbitrage and dynamic price discovery In: Journal of Economic Dynamics and Control.
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article6
2021The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance In: Economics Letters.
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article2
2021The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance.(2021) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2015Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms In: Journal of Empirical Finance.
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article24
2017When no news is good news – The decrease in investor fear after the FOMC announcement In: Journal of Empirical Finance.
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article30
2016Contemporaneous interactions among fuel, biofuel and agricultural commodities In: Energy Economics.
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article39
2016Asymmetries of the intraday return-volatility relation In: International Review of Financial Analysis.
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article16
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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article11
2018NYSE closure and global equity trading: The case of cross-listed stocks In: International Review of Financial Analysis.
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article4
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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article21
2010The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand In: Journal of Banking & Finance.
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article38
2010A cultural explanation of the foreign bias in international asset allocation In: Journal of Banking & Finance.
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article115
2012Political crises and the stock market integration of emerging markets In: Journal of Banking & Finance.
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article22
2013Uncertainty avoidance, risk tolerance and corporate takeover decisions In: Journal of Banking & Finance.
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article58
2014Speed, algorithmic trading, and market quality around macroeconomic news announcements In: Journal of Banking & Finance.
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article40
2012Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements.(2012) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 40
paper
2015The determinants of price discovery: Evidence from US-Canadian cross-listed shares In: Journal of Banking & Finance.
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article17
2018The skewness of commodity futures returns In: Journal of Banking & Finance.
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article62
2018The skewness of commodity futures returns.(2018) In: Post-Print.
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This paper has nother version. Agregated cites: 62
paper
2018Institutional trading and asset pricing In: Journal of Banking & Finance.
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article6
2018Herding in analysts’ recommendations: The role of media In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article23
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.
[Full Text][Citation analysis]
article25
2008The impact of corporate governance on corporate performance: Evidence from Japan In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article34
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
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper4
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 4
paper
2011Heterogeneity and sentiment in the stock market In: International Journal of Behavioural Accounting and Finance.
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article0
2012Firm efficiency and stock returns In: Journal of Productivity Analysis.
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article15
2002The Dynamics of Dealer Quoting Behavior In: Computing in Economics and Finance 2002.
[Citation analysis]
paper0
2019Time-varying contemporaneous spillovers during the European Debt Crisis In: Empirical Economics.
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article1
2017Precious metals, oil and the exchange rate: contemporaneous spillovers In: Applied Economics.
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article7
2019Behavioural heterogeneity in wine investments In: Applied Economics.
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article5
2019Volatility spillovers among oil and stock markets in the US and Saudi Arabia In: Applied Economics.
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article8
2020Pairs trading of Chinese and international commodities In: Applied Economics.
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article0
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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article0
2019Turn of the Month effect in the New Zealand stock market In: New Zealand Economic Papers.
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article3
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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paper0
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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article42
2013Contemporaneous Spill?Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices In: Journal of Futures Markets.
[Citation analysis]
article18
2015The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market In: Journal of Futures Markets.
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article3
2016On the Intraday Relation Between the VIX and its Futures In: Journal of Futures Markets.
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article25
2018A comprehensive look at the return predictability of variance risk premia In: Journal of Futures Markets.
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article9
2018Determinants of intraday price discovery in VIX exchange traded notes In: Journal of Futures Markets.
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article4
2018Volatility discovery and volatility quoting on markets for options and warrants In: Journal of Futures Markets.
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article2
2019Properties and the predictive power of implied volatility in the New Zealand dairy market In: Journal of Futures Markets.
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article3
2020The determinants of price discovery on bitcoin markets In: Journal of Futures Markets.
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article26
2022Editors Note In: Journal of Futures Markets.
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article0
2014Institutional Trading and Stock Returns: Evidence from China In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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article5
2010INSIDER TRADING REGULATIONS: A THEORETICAL AND EMPIRICAL REVIEW In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0
2019Noise trading and informational efficiency In: EconStor Preprints.
[Citation analysis]
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team