Bart Frijns : Citation Profile


Are you Bart Frijns?

Open Universiteit

14

H index

18

i10 index

516

Citations

RESEARCH PRODUCTION:

55

Articles

14

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 28
   Journals where Bart Frijns has often published
   Relations with other researchers
   Recent citing documents: 143.    Total self citations: 18 (3.37 %)

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   Permalink: http://citec.repec.org/pfr176
   Updated: 2020-10-24    RAS profile: 2020-04-02    
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Relations with other researchers


Works with:

Tourani-Rad, Alireza (6)

Zwinkels, Remco (4)

Fuertes, Ana-Maria (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 (8)

Degiannakis, Stavros (7)

Zwinkels, Remco (6)

ter Ellen, Saskia (6)

Li, Youwei (5)

Ji, Qiang (5)

Filis, George (5)

Bouri, Elie (5)

He, Xuezhong (5)

GUPTA, RANGAN (4)

Kurov, Alexander (4)

Cites to:

Shleifer, Andrei (47)

Lopez-de-Silanes, Florencio (26)

La Porta, Rafael (25)

Bollerslev, Tim (24)

Hommes, Cars (22)

Zwinkels, Remco (21)

Summers, Lawrence (18)

Diebold, Francis (18)

Stulz, René (18)

Andersen, Torben (18)

Brock, William (15)

Main data


Where Bart Frijns has published?


Journals with more than one article published# docs
Journal of Banking & Finance9
Journal of Futures Markets5
The Financial Review4
Journal of Empirical Finance4
Applied Economics3
International Review of Financial Analysis3
New Zealand Economic Papers3
Journal of Economic Dynamics and Control2
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 / HAL2

Recent works citing Bart Frijns (2020 and 2019)


YearTitle of citing document
2019Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach. (2019). Tiwari, Aviral ; Ji, Qiang ; Raheem, Ibrahim D. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/092.

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2019Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach. (2019). Tiwari, Aviral ; Raheem, Ibrahim ; Ji, Qiang. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/092.

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2019Implied volatility surface predictability: the case of commodity markets. (2019). Shang, Han Lin ; Sheenan, Lisa ; Kearney, Fearghal. In: Papers. RePEc:arx:papers:1909.11009.

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2019Time-dependent lead-lag relationships between the VIX and VIX futures markets. (2019). Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:1910.13729.

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2019Market Price of Trading Liquidity Risk and Market Depth. (2019). Ting, Christopher ; Kijima, Masaaki. In: Papers. RePEc:arx:papers:1912.04565.

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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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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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2019The joint influence of financial risk perception and risk tolerance on individual investment decision‐making. (2019). Nguyen, Linh ; Newton, Cameron ; Gallery, Gerry . In: Accounting and Finance. RePEc:bla:acctfi:v:59:y:2019:i:s1:p:747-771.

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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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2019Individualistic cultures and crash risk. (2019). faff, robert ; Dang, Tung ; Nguyen, Lily ; Luong, Hoang . In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:3:p:622-654.

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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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2019Do Corporate Governance Analysts Matter? Evidence from the Expansion of Governance Analyst Coverage. (2019). Lehmann, Nico. In: Journal of Accounting Research. RePEc:bla:joares:v:57:y:2019:i:3:p:721-761.

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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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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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2019Formation of cross-border corporate strategic alliances: The roles of trust and cultural, institutional, and geographical distances. (2019). Gutierrez-Wirsching, Sandra ; Kim, Youngjun ; Jha, Anand. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:21:y:2019:i:c:p:22-38.

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2019CEO traders and corporate acquisitions. (2019). Leung, Henry ; Westerholm, Joakim P ; Tse, Jeffrey. In: Journal of Corporate Finance. RePEc:eee:corfin:v:54:y:2019:i:c:p:107-127.

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2019Liability of foreignness in capital markets: Institutional distance and the cost of debt. (2019). Bell, Greg R ; Filatotchev, Igor ; Gu, Yiwen ; Rasheed, Abdul A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:57:y:2019:i:c:p:142-160.

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2019Does board gender diversity increase dividend payouts? Analysis of global evidence. (2019). Chen, Xiao ; Szewczyk, Samuel H ; Liu, YI ; Deng, Jie ; Ye, Dezhu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:1-26.

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2019The value of academics: Evidence from academic independent director resignations in China. (2019). Tourani-Rad, Alireza ; Garel, Alexandre ; Chen, Jun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:393-414.

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2019The influence of cultural distance on the volatility of the international stock market. (2019). Wang, Weiqing ; Wu, Shihwei ; Cui, Yadi ; Zhou, Xiaoguang. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:289-300.

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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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2019The role of stock price synchronicity on the return-sentiment relation. (2019). Zhou, Liyun ; Rao, Lanlan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:119-131.

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2019The impacts of overseas market shocks on the CDS-option basis. (2019). Ryu, Doojin ; Kutan, Ali M ; Park, Yuen Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:622-636.

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2019Asymmetric volatility in equity markets around the world. (2019). Olsen, Torbjorn B ; Molnar, Peter ; Lyocsa, Tefan ; Horpestad, Jone B. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:540-554.

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2019Can skewness predict currency excess returns?. (2019). Yin, Libo ; Han, Liyan ; Jiang, Xue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:628-641.

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2019Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets. (2019). Li, Weiping ; Teng, Yuxin ; Qiao, Gaoxiu ; Liu, Wenwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:133-151.

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2019Chasing investor sentiment in stock market. (2019). Wu, Huihui ; Yang, Chunpeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818303243.

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2019Picking winners to pick your winners: The momentum effect in commodity risk factors. (2019). Osman, Mohamed ; Karathanasopoulos, Andreas ; Mikutowski, Mateusz ; Zaremba, Adam. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306053.

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2019Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets. (2019). Yin, Libo ; Su, Zhi ; Mo, Xuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301007.

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2019High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093.

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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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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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2019Does downside risk matter more in asset pricing? Evidence from China. (2019). Ali, Heba. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:154-174.

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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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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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2019Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context. (2019). Tao, Ran ; Wang, Xiao-Qing ; Su, Chi Wei ; Oana-Ramona, Lobon. In: Energy. RePEc:eee:energy:v:172:y:2019:i:c:p:691-701.

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2019Comparing normative institutionalism with intended rationality in cultural-finance research. (2019). Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:124-134.

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2019Information or noise: What does algorithmic trading incorporate into the stock prices?. (2019). Elliott, Robert J ; Zhou, Hao ; Kalev, Petko S. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:27-39.

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2019Forecasting implied volatility risk indexes: International evidence using Hammerstein-ARX approach. (2019). tissaoui, KAIS. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:232-249.

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2019CEO social status and M&A decision making. (2019). Gallagher, Liam ; Plaksina, Yulia ; Dowling, Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:282-300.

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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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2019A study of first generation commodity indices: Indices based on financial diversification. (2019). Six, Pierre ; Ahn, Jung-Hyun . In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:194-200.

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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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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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2019Trading aggressiveness, order execution quality, and stock price movements: Evidence from the Taiwan stock exchange. (2019). Lien, Donald ; Hung, Pi-Hsia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:60:y:2019:i:c:p:231-251.

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2019The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment. (2019). Taoushianis, Zenon ; Sakkas, Athanasios ; Papakyriakou, Panayiotis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:143-160.

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2019Long-term asset allocation, risk tolerance and market sentiment. (2019). Joliet, Robert ; Erdemlioglu, Deniz. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:1-19.

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2019Short-term momentum (almost) everywhere. (2019). Zaremba, Adam ; Karathanasopoulos, Andreas ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119300976.

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2020Does reputation risk matter? Evidence from cross-border mergers and acquisitions. (2020). Yu, Weisu ; Wilson, Craig ; Maung, Min. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300883.

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2019Forecasting returns in the VIX futures market. (2019). Taylor, Nick. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1193-1210.

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2019Does dialect similarity add value to banks? Evidence from China. (2019). Zhang, Hao ; Ji, Yang ; Bian, Wenlong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:226-241.

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2019A comprehensive appraisal of style-integration methods. (2019). Fuertes, Ana-Maria ; Fernandez-Perez, Adrian ; Miffre, Joelle. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:134-150.

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2019Implied volatility surface predictability: The case of commodity markets. (2019). Sheenan, Lisa ; Shang, Han Lin ; Kearney, Fearghal. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302328.

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2020Factor based commodity investing. (2020). Tessaromatis, Nikolaos ; Sakkas, Athanasios. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300741.

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2019Ultra-fast activity and intraday market quality. (2019). Tapia, Mikel ; Penalva, Jose ; Payne, Richard ; Cartea, Alvaro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:157-181.

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2019Why is the grass greener on the other side? Decision modes and location choice by wind energy investors. (2019). Reuter, Emmanuelle ; Blondiau, Yuliya. In: Journal of Business Research. RePEc:eee:jbrese:v:102:y:2019:i:c:p:44-55.

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2020R&D investment, firm performance and moderating role of system and safeguard: Evidence from emerging markets. (2020). Alam, Ashraful ; Lartey, Theophilus ; Shafique, Sujana ; Yazdifar, Hassan ; Uddin, Moshfique. In: Journal of Business Research. RePEc:eee:jbrese:v:106:y:2020:i:c:p:94-105.

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2019National culture and risk-taking: Evidence from the insurance industry. (2019). Tasiou, Menelaos ; Gaganis, Chrysovalantis ; Papadimitri, Panagiota ; Hasan, Iftekhar. In: Journal of Business Research. RePEc:eee:jbrese:v:97:y:2019:i:c:p:104-116.

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2020Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin. (2020). , Walid. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302206.

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2020The market response to government crop news under different release regimes. (2020). Irwin, Scott H ; Adjemian, Michael K. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300753.

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2019A quantile regression analysis of flights-to-safety with implied volatilities. (2019). Troster, Victor ; Bouri, Elie ; Roubaud, David. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:482-495.

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2019Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach. (2019). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Hernandez, Jose Areola ; Kang, Sang Hoon ; Uddin, Gazi Salah. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:588-601.

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2019Modelling the symmetric and asymmetric relationships between oil prices and those of corn, barley, and rapeseed oil. (2019). al Refai, Hisham ; Eissa, Mohamad Abdelaziz. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s030142071930460x.

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2019The response of different investor types to macroeconomic news. (2019). Holmes, Phil ; Ikizlerli, Deniz ; Anderson, Keith. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:50:y:2019:i:c:p:13-28.

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2019The wealth effects of the announcement of the Australian carbon pricing scheme. (2019). Smith, Tom ; Pan, Zheyao ; Linnenluecke, Martina K ; Han, Jianlei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:399-409.

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2019Corporate social responsibility disclosure and financial transparency: Evidence from India. (2019). Muttakin, Mohammad ; Khan, Arifur ; Nair, Rajiv ; Somanath, V S ; Subramaniam, Nava. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:330-351.

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2020An anatomy of commodity futures returns in China. (2020). Zhang, Zhekai ; Xiao, Jun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20301086.

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2019Forecasting the KOSPI200 spot volatility using various volatility measures. (2019). Chun, Dohyun ; Ryu, Doojin ; Cho, Hoon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:156-166.

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2019The heterogeneous impact of liquidity on volatility in Chinese stock index futures market. (2019). Xu, Yanyan ; Qiao, Gaoxiu ; Ma, Feng ; Huang, Dengshi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:73-85.

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2019Explaining future market return and evaluating market condition with common preferred spread index. (2019). Cho, Poongjin ; Ku, Seungmo ; Lee, Changju ; Chang, Woojin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:921-934.

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2019Forecasting the oil prices: What is the role of skewness risk?. (2019). Wang, Yang ; Yin, Libo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s037843711930175x.

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2019The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks. (2019). Park, Jin Suk ; Newaz, Mohammad Khaleq. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:79-94.

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2019Does cross-listing in the US improve investment efficiency? Evidence from UK firms. (2019). Abdallah, Wissam. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:215-231.

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2019The role of the volatility index in asset pricing: The case of the Indian stock market. (2019). Pati, Pratap Chandra ; Barai, Parama ; Rajib, Prabina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:336-346.

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2020Noise trading, institutional trading, and opinion divergence: Evidence on intraday data in the Chinese stock market. (2020). Zhang, Lin ; Zhao, Tiao ; Hu, Yingyi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:74-89.

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2020Feedback trading and the ramadan effect in frontier markets. (2020). Andrikopoulos, Panagiotis ; Kallinterakis, Vasileios ; Gad, Samar ; Cui, Yueting. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919306294.

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2020Price discovery in bitcoin futures. (2020). Fassas, Athanasios ; Koulis, Alexandros ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919305628.

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2020State ownership and adjustment speed toward target leverage: Evidence from a transitional economy. (2020). Vu, Manh-Chien ; Hou, Greg ; Bai, Min ; Nguyen, Thao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919303915.

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2019The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management. (2019). Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav. In: CAMA Working Papers. RePEc:een:camaaa:2019-20.

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2019Forecasting Annual Inflation in Suriname. (2019). Franses, Philip Hans ; Bhaghoe, S ; Ooft, G. In: Econometric Institute Research Papers. RePEc:ems:eureir:120337.

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2020First-mover disadvantage - The sovereign ratings mousetrap. (2020). Vu, Huong ; Klusak, Patrycja ; Kraemer, Moritz. In: CEPS Papers. RePEc:eps:cepswp:26352.

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2019Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach. (2019). Tiwari, Aviral ; Raheem, Ibrahim ; Kumar, Satish ; Ji, Qiang. In: Working Papers. RePEc:exs:wpaper:19/092.

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2019Robust inference in models identified via heteroskedasticity. (2018). Lewis, Daniel. In: Staff Reports. RePEc:fip:fednsr:876.

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2019Modeling the Relationship between Crude Oil and Agricultural Commodity Prices. (2019). Vu, Tan ; Vo, Duc ; McAleer, Michael. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:7:p:1344-:d:220919.

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2019Dynamic Responses of Major Equity Markets to the US Fear Index. (2019). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:156-:d:270481.

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2020The Influence of Risk Culture on the Performance of International Joint-Venture Securities. (2020). Ma, Xiaoteng ; Gao, Hao ; Wang, Dan ; Tang, Ziyu. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2603-:d:336903.

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2019Influence of Investor Sentiments on Stock Market Capitalization of Different Economic Sectors in a Developing Economy: Evidence from Pakistan. (2019). Syed, Muhammad Mansoor. In: Journal of Finance and Economics Research. RePEc:gei:jnlfer:v:4:y:2019:i:1:p:31-43.

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2020Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?. (2020). Low, Rand ; Rad, Hossein ; Faff, Robert ; Miffre, Joelle. In: Post-Print. RePEc:hal:journl:hal-02868473.

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2020Cultural Distance and Payment Method in French Cross-Border Acquisitions. (2020). Nguyen, Pascal ; Belaounia, Samia . In: Post-Print. RePEc:hal:journl:hal-02897388.

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2020Fear of Hazards in Commodity Futures Markets. (2020). Miffre, Joelle ; Gonzalez-Fernandez, Marcos ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Post-Print. RePEc:hal:journl:hal-02931680.

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2020Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market. (2020). Shen, Dehua ; Wang, Chen ; Xiong, Xiong. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:3:d:10.1007_s10690-020-09302-8.

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2019Extreme spillovers of VIX fear index to international equity markets. (2019). Tongurai, Jittima ; Boonchoo, Pattana ; Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:1:d:10.1007_s11408-018-0323-6.

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2020Are intraday reversal and momentum trading strategies feasible? An analysis for German blue chip stocks. (2020). Herberger, Tim A ; Oehler, Andreas ; Horn, Matthias. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00356-2.

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2020The Trust Triangle: Laws, Reputation, and Culture in Empirical Finance Research. (2020). Karpoff, Jonathan ; Dupont, Quentin. In: Journal of Business Ethics. RePEc:kap:jbuset:v:163:y:2020:i:2:d:10.1007_s10551-019-04229-1.

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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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paper1
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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article2
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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article1
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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article2
2019Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets 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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article10
2004Price Discovery in Tick Time In: CEPR Discussion Papers.
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paper16
2009Price discovery in tick time.(2009) In: Journal of Empirical Finance.
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article
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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article
2010Behavioral heterogeneity in the option market.(2010) In: Post-Print.
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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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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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article5
2014Learning by doing: the role of financial experience in financial literacy In: Journal of Public Policy.
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article5
2016The impact of cultural diversity in corporate boards on firm performance In: Journal of Corporate Finance.
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article12
2006Nonlinear dynamics in Nasdaq dealer quotes In: Computational Statistics & Data Analysis.
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article5
2018Time-varying arbitrage and dynamic price discovery In: Journal of Economic Dynamics and Control.
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article1
2015Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms In: Journal of Empirical Finance.
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article13
2017When no news is good news – The decrease in investor fear after the FOMC announcement In: Journal of Empirical Finance.
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article5
2016Contemporaneous interactions among fuel, biofuel and agricultural commodities In: Energy Economics.
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article18
2016Asymmetries of the intraday return-volatility relation In: International Review of Financial Analysis.
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article8
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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article2
2018NYSE closure and global equity trading: The case of cross-listed stocks In: International Review of Financial Analysis.
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article0
2015Cross-listing decisions and the foreign bias of investors In: Finance Research Letters.
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article2
2017Excess stock return comovements and the role of investor sentiment In: Journal of International Financial Markets, Institutions and Money.
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article7
2010The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand In: Journal of Banking & Finance.
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article27
2010A cultural explanation of the foreign bias in international asset allocation In: Journal of Banking & Finance.
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article70
2012Political crises and the stock market integration of emerging markets In: Journal of Banking & Finance.
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article14
2013Uncertainty avoidance, risk tolerance and corporate takeover decisions In: Journal of Banking & Finance.
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article28
2014Speed, algorithmic trading, and market quality around macroeconomic news announcements In: Journal of Banking & Finance.
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article25
2012Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements.(2012) In: Tinbergen Institute Discussion Papers.
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paper
2015The determinants of price discovery: Evidence from US-Canadian cross-listed shares In: Journal of Banking & Finance.
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article6
2018The skewness of commodity futures returns In: Journal of Banking & Finance.
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article19
2018The skewness of commodity futures returns.(2018) In: Post-Print.
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paper
2018Institutional trading and asset pricing In: Journal of Banking & Finance.
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article1
2018Herding in analysts’ recommendations: The role of media In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article2
2020Absence of speculation in the European sovereign debt markets In: Journal of Economic Behavior & Organization.
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article0
2008On the determinants of portfolio choice In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article16
2008The impact of corporate governance on corporate performance: Evidence from Japan In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article22
2019The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks In: International Review of Economics & Finance.
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article0
2008Investor sentiment, mutual fund flows and its impact on returns and volatility In: Managerial Finance.
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article12
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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article8
2002The Dynamics of Dealer Quoting Behavior In: Computing in Economics and Finance 2002.
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paper0
2019Time-varying contemporaneous spillovers during the European Debt Crisis In: Empirical Economics.
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article0
2017Precious metals, oil and the exchange rate: contemporaneous spillovers In: Applied Economics.
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article2
2019Behavioural heterogeneity in wine investments In: Applied Economics.
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article0
2019Volatility spillovers among oil and stock markets in the US and Saudi Arabia In: Applied Economics.
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article2
2008Forecasting daily volatility with intraday data In: The European Journal of Finance.
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article5
2008The New Zealand implied volatility index In: New Zealand Economic Papers.
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article1
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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article0
2013Market timing ability and mutual funds: a heterogeneous agent approach In: Quantitative Finance.
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article5
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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paper0
2010The information content of implied volatility: Evidence from Australia In: Journal of Futures Markets.
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article30
2013Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices In: Journal of Futures Markets.
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article14
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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article16
2019Properties and the predictive power of implied volatility in the New Zealand dairy market 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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article4
2010INSIDER TRADING REGULATIONS: A THEORETICAL AND EMPIRICAL REVIEW In: World Scientific Book Chapters.
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chapter0
2019Noise trading and informational efficiency In: EconStor Preprints.
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