14
H index
18
i10 index
516
Citations
Bart Frijns : Citation Profile
Open Universiteit | RESEARCH PRODUCTION: 55 Articles 14 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
18 years (2002 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Bart Frijns. | Is cited by:
| Cites to:
|
Main data
Where Bart Frijns has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg | 5 |
| Post-Print / HAL | 2 |
Recent works citing Bart Frijns (2020 and 2019)
| Year | Title of citing document | |
|---|---|---|
| 2019 | Dependence 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. Full description at Econpapers || Download paper | |
| 2019 | Dependence 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. Full description at Econpapers || Download paper | |
| 2019 | Implied volatility surface predictability: the case of commodity markets. (2019). Shang, Han Lin ; Sheenan, Lisa ; Kearney, Fearghal. In: Papers. RePEc:arx:papers:1909.11009. Full description at Econpapers || Download paper | |
| 2019 | Time-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. Full description at Econpapers || Download paper | |
| 2019 | Market Price of Trading Liquidity Risk and Market Depth. (2019). Ting, Christopher ; Kijima, Masaaki. In: Papers. RePEc:arx:papers:1912.04565. Full description at Econpapers || Download paper | |
| 2020 | Re-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. Full description at Econpapers || Download paper | |
| 2020 | How 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. Full description at Econpapers || Download paper | |
| 2020 | Social 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2020 | Economic 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. Full description at Econpapers || Download paper | |
| 2019 | Individualistic 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. Full description at Econpapers || Download paper | |
| 2020 | Does 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. Full description at Econpapers || Download paper | |
| 2019 | Do 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. Full description at Econpapers || Download paper | |
| 2020 | Confucius 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. Full description at Econpapers || Download paper | |
| 2020 | Oil 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. Full description at Econpapers || Download paper | |
| 2019 | Formation 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. Full description at Econpapers || Download paper | |
| 2019 | CEO 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. Full description at Econpapers || Download paper | |
| 2019 | Liability 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. Full description at Econpapers || Download paper | |
| 2019 | Does 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2020 | Time-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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Asymmetric 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. Full description at Econpapers || Download paper | |
| 2019 | Can 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. Full description at Econpapers || Download paper | |
| 2019 | Improving 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. Full description at Econpapers || Download paper | |
| 2019 | Chasing 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. Full description at Econpapers || Download paper | |
| 2019 | Picking 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. Full description at Econpapers || Download paper | |
| 2019 | Can 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. Full description at Econpapers || Download paper | |
| 2019 | High-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. Full description at Econpapers || Download paper | |
| 2020 | A 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. Full description at Econpapers || Download paper | |
| 2020 | Comparative 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. Full description at Econpapers || Download paper | |
| 2020 | Time-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. Full description at Econpapers || Download paper | |
| 2020 | Economic 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. Full description at Econpapers || Download paper | |
| 2020 | Individual 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. Full description at Econpapers || Download paper | |
| 2019 | Does 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. Full description at Econpapers || Download paper | |
| 2020 | Insider 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. Full description at Econpapers || Download paper | |
| 2020 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Do 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. Full description at Econpapers || Download paper | |
| 2019 | Comparing 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. Full description at Econpapers || Download paper | |
| 2019 | Information 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. Full description at Econpapers || Download paper | |
| 2019 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2019 | CEO 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. Full description at Econpapers || Download paper | |
| 2020 | Investors 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. Full description at Econpapers || Download paper | |
| 2020 | Pricing 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. Full description at Econpapers || Download paper | |
| 2019 | A 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. Full description at Econpapers || Download paper | |
| 2020 | Better 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. Full description at Econpapers || Download paper | |
| 2020 | Historic risk and implied volatility. (2020). Levendis, John ; Dicle, Mehmet F. In: Global Finance Journal. RePEc:eee:glofin:v:45:y:2020:i:c:s1044028318301625. Full description at Econpapers || Download paper | |
| 2020 | Arab 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. Full description at Econpapers || Download paper | |
| 2019 | Trading 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Long-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. Full description at Econpapers || Download paper | |
| 2019 | Short-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. Full description at Econpapers || Download paper | |
| 2020 | Does 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. Full description at Econpapers || Download paper | |
| 2019 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2019 | Does 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. Full description at Econpapers || Download paper | |
| 2019 | A 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. Full description at Econpapers || Download paper | |
| 2019 | Implied 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. Full description at Econpapers || Download paper | |
| 2020 | Factor based commodity investing. (2020). Tessaromatis, Nikolaos ; Sakkas, Athanasios. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300741. Full description at Econpapers || Download paper | |
| 2019 | Ultra-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. Full description at Econpapers || Download paper | |
| 2019 | Why 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. Full description at Econpapers || Download paper | |
| 2020 | R&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. Full description at Econpapers || Download paper | |
| 2019 | National 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. Full description at Econpapers || Download paper | |
| 2020 | Is 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. Full description at Econpapers || Download paper | |
| 2020 | The 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. Full description at Econpapers || Download paper | |
| 2019 | A 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. Full description at Econpapers || Download paper | |
| 2019 | Can 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. Full description at Econpapers || Download paper | |
| 2019 | Modelling 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Corporate 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. Full description at Econpapers || Download paper | |
| 2020 | An 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. Full description at Econpapers || Download paper | |
| 2019 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Explaining 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. Full description at Econpapers || Download paper | |
| 2019 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Does 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2020 | Noise 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. Full description at Econpapers || Download paper | |
| 2020 | Feedback 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. Full description at Econpapers || Download paper | |
| 2020 | Price 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. Full description at Econpapers || Download paper | |
| 2020 | State 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Forecasting Annual Inflation in Suriname. (2019). Franses, Philip Hans ; Bhaghoe, S ; Ooft, G. In: Econometric Institute Research Papers. RePEc:ems:eureir:120337. Full description at Econpapers || Download paper | |
| 2020 | First-mover disadvantage - The sovereign ratings mousetrap. (2020). Vu, Huong ; Klusak, Patrycja ; Kraemer, Moritz. In: CEPS Papers. RePEc:eps:cepswp:26352. Full description at Econpapers || Download paper | |
| 2019 | Dependence 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. Full description at Econpapers || Download paper | |
| 2019 | Robust inference in models identified via heteroskedasticity. (2018). Lewis, Daniel. In: Staff Reports. RePEc:fip:fednsr:876. Full description at Econpapers || Download paper | |
| 2019 | Modeling 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. Full description at Econpapers || Download paper | |
| 2019 | Dynamic 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. Full description at Econpapers || Download paper | |
| 2020 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Influence 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. Full description at Econpapers || Download paper | |
| 2020 | Does 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. Full description at Econpapers || Download paper | |
| 2020 | Cultural Distance and Payment Method in French Cross-Border Acquisitions. (2020). Nguyen, Pascal ; Belaounia, Samia . In: Post-Print. RePEc:hal:journl:hal-02897388. Full description at Econpapers || Download paper | |
| 2020 | Fear 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. Full description at Econpapers || Download paper | |
| 2020 | Market 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. Full description at Econpapers || Download paper | |
| 2019 | Extreme 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. Full description at Econpapers || Download paper | |
| 2020 | Are 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. Full description at Econpapers || Download paper | |
| 2020 | The 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. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Bart Frijns:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Surprise and Dispersion: Informational Impact of USDA Announcements In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Surprise and dispersion: informational impact of USDA announcements.(2019) In: Agricultural Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2015 | On the Role of Cultural Distance in the Decision to Cross†List In: European Financial Management. [Full Text][Citation analysis] | article | 2 |
| 2006 | Inferring Public and Private Information from Trades and Quotes In: The Financial Review. [Full Text][Citation analysis] | article | 2 |
| 2013 | Do Criminal Sanctions Deter Insider Trading? In: The Financial Review. [Full Text][Citation analysis] | article | 1 |
| 2017 | Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets In: The Financial Review. [Full Text][Citation analysis] | article | 0 |
| 2019 | Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures In: The Financial Review. [Full Text][Citation analysis] | article | 2 |
| 2019 | Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2008 | INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD In: Journal of Financial Research. [Full Text][Citation analysis] | article | 10 |
| 2004 | Price Discovery in Tick Time In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
| 2009 | Price discovery in tick time.(2009) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 2009 | Behavioral Heterogeneity in the Option Market In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 58 |
| 2010 | Behavioral heterogeneity in the option market.(2010) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | article | |
| 2010 | Behavioral heterogeneity in the option market.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
| 2009 | A Volatility Targeting GARCH model with Time-Varying Coefficients In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Modelling structural changes in the volatility process In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2011 | Modeling structural changes in the volatility process.(2011) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2011 | Cultural Values, CEO Risk Aversion and Corporate Takeovers In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Sentiment Trades and Option Prices In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | On the Style-Based Feedback Trading of Mutual Fund Managers In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 5 |
| 2014 | Learning by doing: the role of financial experience in financial literacy In: Journal of Public Policy. [Full Text][Citation analysis] | article | 5 |
| 2016 | The impact of cultural diversity in corporate boards on firm performance In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 12 |
| 2006 | Nonlinear dynamics in Nasdaq dealer quotes In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 5 |
| 2018 | Time-varying arbitrage and dynamic price discovery In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 2015 | Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 13 |
| 2017 | When no news is good news – The decrease in investor fear after the FOMC announcement In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 5 |
| 2016 | Contemporaneous interactions among fuel, biofuel and agricultural commodities In: Energy Economics. [Full Text][Citation analysis] | article | 18 |
| 2016 | Asymmetries of the intraday return-volatility relation In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 8 |
| 2018 | The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2018 | NYSE closure and global equity trading: The case of cross-listed stocks In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2015 | Cross-listing decisions and the foreign bias of investors In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2017 | Excess stock return comovements and the role of investor sentiment In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 7 |
| 2010 | The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 27 |
| 2010 | A cultural explanation of the foreign bias in international asset allocation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 70 |
| 2012 | Political crises and the stock market integration of emerging markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 14 |
| 2013 | Uncertainty avoidance, risk tolerance and corporate takeover decisions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 28 |
| 2014 | Speed, algorithmic trading, and market quality around macroeconomic news announcements In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 25 |
| 2012 | Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2015 | The determinants of price discovery: Evidence from US-Canadian cross-listed shares In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
| 2018 | The skewness of commodity futures returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 19 |
| 2018 | The skewness of commodity futures returns.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2018 | Institutional trading and asset pricing In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
| 2018 | Herding in analysts’ recommendations: The role of media In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 2020 | Absence of speculation in the European sovereign debt markets In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
| 2008 | On the determinants of portfolio choice In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 16 |
| 2008 | The impact of corporate governance on corporate performance: Evidence from Japan In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 22 |
| 2019 | The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2008 | Investor sentiment, mutual fund flows and its impact on returns and volatility In: Managerial Finance. [Full Text][Citation analysis] | article | 12 |
| 2011 | Heterogeneity and sentiment in the stock market In: International Journal of Behavioural Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | Firm efficiency and stock returns In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 8 |
| 2002 | The Dynamics of Dealer Quoting Behavior In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
| 2019 | Time-varying contemporaneous spillovers during the European Debt Crisis In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Precious metals, oil and the exchange rate: contemporaneous spillovers In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2019 | Behavioural heterogeneity in wine investments In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Volatility spillovers among oil and stock markets in the US and Saudi Arabia In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2008 | Forecasting daily volatility with intraday data In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
| 2008 | The New Zealand implied volatility index In: New Zealand Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 2018 | Behavioural heterogeneity in the New Zealand stock market In: New Zealand Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2019 | Turn of the Month effect in the New Zealand stock market In: New Zealand Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2013 | Market timing ability and mutual funds: a heterogeneous agent approach In: Quantitative Finance. [Full Text][Citation analysis] | article | 5 |
| 2007 | Insider trading laws what works and what doesnt In: Competition & Regulation Times. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Elements of Effective Insider Trading Laws In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The information content of implied volatility: Evidence from Australia In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 30 |
| 2013 | Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices In: Journal of Futures Markets. [Citation analysis] | article | 14 |
| 2015 | The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
| 2016 | On the Intraday Relation Between the VIX and its Futures In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 16 |
| 2019 | Properties and the predictive power of implied volatility in the New Zealand dairy market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 2014 | Institutional Trading and Stock Returns: Evidence from China In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] | article | 4 |
| 2010 | INSIDER TRADING REGULATIONS: A THEORETICAL AND EMPIRICAL REVIEW In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2019 | Noise trading and informational efficiency In: EconStor Preprints. [Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2020. Contact: CitEc Team