12
H index
16
i10 index
443
Citations
Bart Frijns : Citation Profile
Open Universiteit | RESEARCH PRODUCTION: 57 Articles 14 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2002 - 2019). 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:
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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 | |
| 2018 | Structural Estimation of Behavioral Heterogeneity. (2018). Zheng, Huanhuan ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1802.03735. Full description at Econpapers || Download paper | |
| 2018 | Modelling stock correlations with expected returns from investors. (2018). Ren, Fei ; Zhong, Li-Xin ; Li, Sai-Ping ; Yang, Ming-Yuan. In: Papers. RePEc:arx:papers:1803.02019. 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 | |
| 2018 | Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia. (2018). ORNELAS, JOSE ; Finta, Marinela Adriana. In: Working Papers Series. RePEc:bcb:wpaper:479. 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 | |
| 2018 | Does Nuclear Uncertainty Threaten Financial Markets? The Attention Paid to North Korean Nuclear Threats and Its Impact on South Koreas Financial Markets. (2018). Pyun, Ju Hyun ; Hyun, JU ; Huh, IN. In: Asian Economic Journal. RePEc:bla:asiaec:v:32:y:2018:i:1:p:55-82. Full description at Econpapers || Download paper | |
| 2018 | US shale oil and the behaviour of commodity prices. (2018). Salisu, Afees ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0047. 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). Nioi, Mihai ; Pochea, Maria Miruna. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147. Full description at Econpapers || Download paper | |
| 2018 | Switches in price discovery: Are U.S. traders more qualified in making valuations?. (2018). Qadan, Mahmoud. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:221-234. 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 | |
| 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 | |
| 2018 | Relief Rallies after FOMC Announcements as a Resolution of Uncertainty. (2018). Kurov, Alexander ; Wolfe, Marketa Halova ; Gu, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:1-18. Full description at Econpapers || Download paper | |
| 2018 | Trading places: Price leadership and the competition for order flow. (2018). Ibikunle, Gbenga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:178-200. Full description at Econpapers || Download paper | |
| 2018 | Smart beta, smart money. (2018). Chen, Qinhua ; Chi, Yeguang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:19-38. Full description at Econpapers || Download paper | |
| 2018 | The behaviour of energy-related volatility indices around scheduled news announcements: Implications for variance swap investments. (2018). Lopez, Raquel. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:356-364. Full description at Econpapers || Download paper | |
| 2018 | Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model. (2018). Ji, Qiang ; Bouri, Elie ; Hussain, Syed Jawad ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:14-27. 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 | |
| 2018 | Stock market liquidity and trading activity: Is China different?. (2018). Marshall, Ben ; Anderson, Hamish D. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:32-51. Full description at Econpapers || Download paper | |
| 2018 | Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities. (2018). Roubaud, David ; Ji, Qiang ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:1-12. Full description at Econpapers || Download paper | |
| 2018 | The influence of terrorism risk on stock market integration: Evidence from eight OECD countries. (2018). Narayan, Seema ; LE, Thai-Ha ; Sriananthakumar, S ; Le, T.-H., . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:247-259. Full description at Econpapers || Download paper | |
| 2018 | Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:38-51. 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 | |
| 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 | |
| 2018 | National culture, managerial preferences, and takeover performance. (2018). Breuer, Wolfgang ; Salzmann, Astrid Juliane ; Ghufran, Bushra. In: International Business Review. RePEc:eee:iburev:v:27:y:2018:i:6:p:1270-1289. Full description at Econpapers || Download paper | |
| 2018 | Financial markets and genetic variation. (2018). Cardella, Eric ; Shang, Danjue ; Kalcheva, Ivalina . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:64-89. Full description at Econpapers || Download paper | |
| 2018 | Multi-market trading and liquidity: Evidence from cross-listed companies. (2018). Atanasova, Christina ; Li, Mingxin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:117-138. 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 | |
| 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 | |
| 2018 | Monetary policy uncertainty and the market reaction to macroeconomic news. (2018). Kurov, Alexander ; Stan, Raluca. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:127-142. Full description at Econpapers || Download paper | |
| 2018 | Female board directorship and firm performance: What really matters?. (2018). Bennouri, Moez ; Nekhili, Mehdi ; Nagati, Haithem ; Chtioui, Tawhid. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:267-291. Full description at Econpapers || Download paper | |
| 2018 | Loss aversion around the world: Empirical evidence from pension funds. (2018). Hwang, Soosung ; Pantelous, Athanasios A ; Xie, Yuxin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:52-62. 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 | |
| 2018 | Product differentiation, market dynamics and the value relevance of trade payables: Evidence from UK listed firms. (2018). Afrifa, Godfred Adjapong ; Monem, Reza M ; Gyapong, Ernest. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:14:y:2018:i:3:p:235-253. Full description at Econpapers || Download paper | |
| 2018 | Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo. In: Resources Policy. RePEc:eee:jrpoli:v:57:y:2018:i:c:p:196-212. Full description at Econpapers || Download paper | |
| 2018 | Precious metal returns and oil shocks: A time varying connectedness approach. (2018). Ur, Mobeen ; Hedstrom, Axel ; Uddin, Gazi Salah ; Hussain, Syed Jawad. In: Resources Policy. RePEc:eee:jrpoli:v:58:y:2018:i:c:p:77-89. Full description at Econpapers || Download paper | |
| 2018 | What drives the demand for information in the commodity market?. (2018). Aharon, David Y ; Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:532-543. 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 | |
| 2018 | Global price discovery in the Australian dollar market and its determinants. (2018). Su, Fei ; Zhang, Jingjing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:35-55. Full description at Econpapers || Download paper | |
| 2018 | Price discovery in Chinas inter-bank bond market. (2018). Wu, Lei ; Zeng, Hongchao ; Meng, Qingbin ; Liu, Chunlin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:84-98. Full description at Econpapers || Download paper | |
| 2018 | Linguistic distance and mergers and acquisitions: Evidence from China. (2018). Li, LU ; Chan, Kam C ; He, Yuqian ; Duan, Yang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:81-102. Full description at Econpapers || Download paper | |
| 2018 | New evidence on national culture and bank capital structure. (2018). Haq, Mamiza ; Pathan, Shams ; Faff, Robert ; Hu, Daniel. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:41-64. Full description at Econpapers || Download paper | |
| 2018 | Some preliminary evidence of price discovery in Islamic banks. (2018). Narayan, Paresh Kumar ; Westerlund, Joakim ; Thuraisamy, Kannan Sivananthan ; Sharma, Susan Sunila. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:52:y:2018:i:c:p:107-122. 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 | |
| 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 | |
| 2018 | Does US cross-listing come with incremental benefit for already UK cross-listed firms. (2018). Ghadhab, Imen ; Mrad, Mouna . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:188-204. 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 | |
| 2018 | Does the introduction of index futures stabilize stock markets? Further evidence from emerging markets. (2018). Kutan, Ali M ; Zhao, Yang ; Wei, Mingzhe ; Shi, Yukun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:183-197. 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 | |
| 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 | |
| 2018 | Modelling the Relationship between Crude Oil and Agricultural Commodity Prices. (2018). Vu, Tan ; Vo, Duc ; McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:115608. 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 | |
| 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 | |
| 2018 | The Fundamental Equity Premium and Ambiguity Aversion in an International Context. (2018). Ngo, Minh Hai ; Yuan, Shuonan ; Rieger, Marc Oliver. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:128-:d:181012. Full description at Econpapers || Download paper | |
| 2018 | Distance Diffusion of Home Bias for Crowdfunding Campaigns between Categories: Insights from Data Analytics. (2018). Guo, Lihuan ; Wu, Yenchun Jim ; Wang, Hongwei. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1251-:d:142012. 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 | |
| 2018 | Monetary Policy Announcement and Algorithmic News Trading in the Foreign Exchange Market. (2018). Kumano, Yusuke ; Goshima, Keiichi. In: IMES Discussion Paper Series. RePEc:ime:imedps:18-e-13. Full description at Econpapers || Download paper | |
| 2018 | Discovering Traders’ Heterogeneous Behavior in High-Frequency Financial Data. (2018). Huang, Ya-Chi ; Tsao, Chueh-Yung. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-016-9643-7. 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 | 0 |
| 2019 | Surprise and dispersion: informational impact of USDA announcements.(2019) In: Agricultural Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | 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 | 0 |
| 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 | 1 |
| 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 | 54 |
| 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: 54 | article | |
| 2010 | Behavioral heterogeneity in the option market.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | 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 | 4 |
| 2014 | Learning by doing: the role of financial experience in financial literacy In: Journal of Public Policy. [Full Text][Citation analysis] | article | 4 |
| 2016 | The impact of cultural diversity in corporate boards on firm performance In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 9 |
| 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 | 11 |
| 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 | 16 |
| 2016 | Asymmetries of the intraday return-volatility relation In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
| 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 | 5 |
| 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 | 25 |
| 2010 | A cultural explanation of the foreign bias in international asset allocation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 60 |
| 2012 | Political crises and the stock market integration of emerging markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 11 |
| 2013 | Uncertainty avoidance, risk tolerance and corporate takeover decisions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 25 |
| 2014 | Speed, algorithmic trading, and market quality around macroeconomic news announcements In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 21 |
| 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: 21 | paper | |
| 2015 | The determinants of price discovery: Evidence from US-Canadian cross-listed shares In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
| 2018 | The skewness of commodity futures returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 2018 | The skewness of commodity futures returns.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | 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 | 0 |
| 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 | 15 |
| 2008 | The impact of corporate governance on corporate performance: Evidence from Japan In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 19 |
| 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 | 11 |
| 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 | 7 |
| 2002 | The Dynamics of Dealer Quoting Behavior In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 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 | 0 |
| 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 | 26 |
| 2013 | Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices In: Journal of Futures Markets. [Citation analysis] | article | 13 |
| 2015 | The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2016 | On the Intraday Relation Between the VIX and its Futures In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 8 |
| 2018 | A comprehensive look at the return predictability of variance risk premia In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 2018 | Determinants of intraday price discovery in VIX exchange traded notes In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 2018 | Volatility discovery and volatility quoting on markets for options and warrants In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 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 May, 3 2020. Contact: CitEc Team