Bart Frijns : Citation Profile

Are you Bart Frijns?

Auckland University of Technology

11

H index

14

i10 index

385

Citations

RESEARCH PRODUCTION:

52

Articles

13

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 22
   Journals where Bart Frijns has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 17 (4.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr176
   Updated: 2019-11-02    RAS profile: 2019-04-13    
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Relations with other researchers

Works with:

Tourani-Rad, Alireza (8)

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 (7)

ter Ellen, Saskia (6)

Degiannakis, Stavros (5)

He, Xuezhong (5)

Li, Youwei (4)

GUPTA, RANGAN (4)

Gau, Yin-Feng (4)

Tchamyou, Vanessa (4)

Bouri, Elie (4)

Asongu, Simplice (4)

Verschoor, Willem (4)

Cites to:

Shleifer, Andrei (39)

Lopez-de-Silanes, Florencio (26)

La Porta, Rafael (25)

Bollerslev, Tim (19)

Stulz, René (18)

Andersen, Torben (16)

Fama, Eugene (15)

Hommes, Cars (15)

Diebold, Francis (14)

Tourani-Rad, Alireza (13)

Vishny, Robert (12)

Main data

Where Bart Frijns has published?

Journals with more than one article published# docs
Journal of Banking & Finance9
Journal of Futures Markets8
Journal of Empirical Finance4
International Review of Financial Analysis3
The Financial Review3
Applied Economics2
New Zealand Economic Papers2
Journal of Economic Dynamics and Control2

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 (2019 and 2018)

YearTitle of citing document
2018Effects of asymmetric information on market timing in the mutual fund industry. (2018). Tchamyou, Vanessa ; Asongu, Simplice ; Nwachukwu, Jacinta. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/007.

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2018Effects of asymmetric information on market timing in the mutual fund industry. (2018). Tchamyou, Vanessa ; Asongu, Simplice ; Nwachukwu, Jacinta C. In: AFEA Working Papers. RePEc:afe:wpaper:18/006.

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2018Effects of asymmetric information on market timing in the mutual fund industry. (2018). Tchamyou, Vanessa ; Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/007.

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2018Structural Estimation of Behavioral Heterogeneity. (2018). Zheng, Huanhuan ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1802.03735.

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2018Modelling 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.

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

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2018Commodity 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.

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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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2018Does 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.

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2018PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST. (2018). GUPTA, RANGAN ; Balcilar, Mehmet ; Kyei, Clement. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:74-87.

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2018Home is Where You Know Your Volatility – Local Investor Sentiment and Stock Market Volatility. (2018). Schneller, D ; Hamid, A ; Heiden, M. In: German Economic Review. RePEc:bla:germec:v:19:y:2018:i:2:p:209-236.

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2018US shale oil and the behaviour of commodity prices. (2018). Salisu, Afees ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0047.

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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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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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2018Switches 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.

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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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2018Estimating the reference frame: A smooth twice-differentiable utility function for non-compensatory loss-averse decision-making. (2018). Bahamonde-Birke, Francisco J. In: Journal of choice modelling. RePEc:eee:eejocm:v:28:y:2018:i:c:p:71-81.

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2018Forecasting global stock market implied volatility indices. (2018). Filis, George ; Degiannakis, Stavros ; Hassani, Hossein. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:111-129.

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2018Relief 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.

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2018Trading 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.

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2018Smart 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.

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2018The 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.

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2018Risk 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.

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2018Analyzing volatility transmission using group transfer entropy. (2018). Dimpfl, Thomas ; Peter, Franziska J. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:368-376.

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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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2018Stock 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.

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2018Dynamic 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.

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2018The 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.

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2018Long 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.

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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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2018Multiple days ahead realized volatility forecasting: Single, combined and average forecasts. (2018). Degiannakis, Stavros. In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:41-61.

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2018National 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.

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2018Financial 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.

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2018Multi-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.

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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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2018Monetary 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.

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2018Female 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.

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2018Loss 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.

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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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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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2018Product 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.

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2018Gold 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.

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2018Precious 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.

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2018What 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.

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2018Global 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.

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2018Price 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.

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2018Linguistic 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.

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2018New 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.

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2018Some 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.

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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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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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2018Does 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.

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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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2018Does 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.

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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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2018Modelling 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.

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

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2018Does Systematic Sampling Preserve Granger Causality with an Application to High Frequency Financial Data?. (2018). Rajaguru, Gulasekaran ; Abeysinghe, Tilak ; ONeill, Michael. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:31-:d:152860.

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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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2018The 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.

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2018Distance 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.

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2018Monetary 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.

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2018Discovering 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.

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2018Focusing on volatility information instead of portfolio weights as an aid to investor decisions. (2018). Weber, Martin ; Laudenbach, Christine ; Ehm, Christian . In: Experimental Economics. RePEc:kap:expeco:v:21:y:2018:i:2:d:10.1007_s10683-017-9537-0.

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2018Financial crises, price discovery, and information transmission: a high-frequency perspective. (2018). Füss, Roland ; Zhao, LU ; Stein, Michael ; Mager, Ferdinand ; Fuss, Roland ; ROLAND FSS, . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0318-3.

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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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2018The role of weighting in corporate governance ratings. (2018). Nerantzidis, Michail . In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:22:y:2018:i:3:d:10.1007_s10997-017-9393-5.

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2019The Impact of Geographic and Cultural Dispersion on Information Opacity. (2019). Sheng, Hainan ; Seiler, Michael J ; Harrison, David M ; Cashman, George D. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:59:y:2019:i:2:d:10.1007_s11146-017-9607-2.

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2018Leading the herd: evidence from mutual funds’ buy and sell decisions. (2018). Popescu, Marius ; Xu, Zhaojin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:4:d:10.1007_s11156-017-0656-7.

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2018Local investor attention and post-earnings announcement drift. (2018). Wang, Bin ; Siraj, Ibrahim ; Choi, Wonseok. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:1:d:10.1007_s11156-017-0669-2.

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2019Investor sentiment and aggregate stock returns: the role of investor attention. (2019). Park, Jung Chul ; Darrat, Ali F ; Mbanga, Cedric. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:2:d:10.1007_s11156-018-0753-2.

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2019Individualism and Venture Capital: A Cross-Country Study. (2019). Volonte, Christophe ; Kind, Axel ; Gantenbein, Pascal. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1901.

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2018Why do firms make an additional cross-listing? An empirical investigation using multiple failure time model. (2018). Derbali, Abdelkader ; Hellara, Slaheddine ; Ghadhab, Imen. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:3:d:10.1057_s41260-018-0075-x.

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2018Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min. In: MPRA Paper. RePEc:pra:mprapa:84886.

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2018Renewable Energy Policies and Contradictions in Causality: A case of Next 11 Countries. (2018). Sinha, Avik ; Shahbaz, Muhammad ; Sengupta, Tuhin. In: MPRA Paper. RePEc:pra:mprapa:87542.

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2018Effects of asymmetric information on market timing in the mutual fund industry. (2018). Tchamyou, Vanessa ; Nwachukwu, Jacinta ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:87870.

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2019The economic cost of terrorism and natural disasters: A deeper analysis of the financial market markets of Pakistan. (2019). Mehmood, Arshad Mehmood ; Ul, Najam. In: MPRA Paper. RePEc:pra:mprapa:92278.

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2018Investor Sentiment and Crash Risk in Safe Havens. (2018). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Ben Nasr, Adnen. In: Working Papers. RePEc:pre:wpaper:201804.

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2018Indian Implied Volatility Index: A Macroeconomic Study. (2018). Chittineni, Jyothi. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:5:y:2018:i:5:p:75-82.

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2019Impacts of Financial Literacy on the Loan Decisions of Financially Excluded Households in the Peoples Republic of China. (2019). Zeng, Ting ; Grable, John E ; Lyons, Angela C. In: ADBI Working Papers. RePEc:ris:adbiwp:0923.

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2019Investor Sentiment and Crash Risk in Safe Havens. (2019). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; ben Nasr, Adnen. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:10:y:2019:i:6:p:97-108.

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2018Estimating heterogeneous agents behavior in a two-market financial system. (2018). Chen, Zhenxi ; Zheng, Huanhuan ; Huang, Weihong. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:3:d:10.1007_s11403-017-0190-7.

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2018Price Discovery and Efficiency of Indian Agricultural Commodity Futures Market: An Empirical Investigation. (2018). Inani, Sarveshwar Kumar. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-017-0074-7.

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2018Fear connectedness among asset classes. (2018). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:39:p:4234-4249.

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2018Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models. (2018). Li, Degui ; GAO, Jiti ; Chen, Been-Lon ; Silvapulle, Param. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:1:p:88-100.

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2018Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market. (2018). Su, Fei. In: PhD Thesis. RePEc:uts:finphd:2-2018.

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2018Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market. (2018). Su, Fei. In: PhD Thesis. RePEc:uts:finphd:39.

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2018Heterogeneous Agent Models in Finance. (2018). He, Xuezhong ; Dieci, Roberto. In: Research Paper Series. RePEc:uts:rpaper:389.

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2018Structural estimation of behavioral heterogeneity. (2018). Zheng, Huanhuan ; Shi, Zhentao. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:33:y:2018:i:5:p:690-707.

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2019Quantile information share. (2019). Lien, Donald ; Wang, Zijun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:1:p:38-55.

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2019Market openness and market quality in gold markets. (2019). Zhang, Dong ; Xu, Caihong . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:3:p:384-401.

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2019Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics. (2019). Makarewicz, Tomasz. In: BERG Working Paper Series. RePEc:zbw:bamber:141.

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2019Forecasting the Realized Variance in the Presence of Intraday Periodicity. (2019). Hizmeri, Rodrigo ; DUMITRU, ANA-MARIA ; Izzeldin, Marwan. In: EconStor Preprints. RePEc:zbw:esprep:193631.

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

Works by Bart Frijns:

YearTitleTypeCited
2017Surprise and Dispersion: Informational Impact of USDA Announcements In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois.
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2019Surprise and dispersion: informational impact of USDA announcements.(2019) In: Agricultural Economics.
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2015On the Role of Cultural Distance in the Decision to Cross†List In: European Financial Management.
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2006Inferring Public and Private Information from Trades and Quotes In: The Financial Review.
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2013Do Criminal Sanctions Deter Insider Trading? In: The Financial Review.
[Full Text][Citation analysis]		article0
2017Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets In: The Financial Review.
[Full Text][Citation analysis]		article0
2008INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID-ASK SPREAD In: Journal of Financial Research.
[Full Text][Citation analysis]		article10
2004Price Discovery in Tick Time In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper16
2009Price discovery in tick time.(2009) In: Journal of Empirical Finance.
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2009Behavioral Heterogeneity in the Option Market In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper54
2010Behavioral heterogeneity in the option market.(2010) In: Journal of Economic Dynamics and Control.
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2010Behavioral heterogeneity in the option market.(2010) In: Post-Print.
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2009A Volatility Targeting GARCH model with Time-Varying Coefficients In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper0
2010Modelling structural changes in the volatility process In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper7
2011Modeling structural changes in the volatility process.(2011) In: Journal of Empirical Finance.
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2011Cultural Values, CEO Risk Aversion and Corporate Takeovers In: LSF Research Working Paper Series.
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2012Sentiment Trades and Option Prices In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper0
2016On the Style-Based Feedback Trading of Mutual Fund Managers In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article2
2014Learning by doing: the role of financial experience in financial literacy In: Journal of Public Policy.
[Full Text][Citation analysis]		article3
2016The impact of cultural diversity in corporate boards on firm performance In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article7
2006Nonlinear dynamics in Nasdaq dealer quotes In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article5
2018Time-varying arbitrage and dynamic price discovery In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
2015Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article10
2017When no news is good news – The decrease in investor fear after the FOMC announcement In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
2016Contemporaneous interactions among fuel, biofuel and agricultural commodities In: Energy Economics.
[Full Text][Citation analysis]		article11
2016Asymmetries of the intraday return-volatility relation In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2018The 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]		article1
2018NYSE closure and global equity trading: The case of cross-listed stocks In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2015Cross-listing decisions and the foreign bias of investors In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2017Excess stock return comovements and the role of investor sentiment In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2010The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article25
2010A cultural explanation of the foreign bias in international asset allocation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article57
2012Political crises and the stock market integration of emerging markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article11
2013Uncertainty avoidance, risk tolerance and corporate takeover decisions In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article22
2014Speed, algorithmic trading, and market quality around macroeconomic news announcements In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article20
2012Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements.(2012) In: Tinbergen Institute Discussion Papers.
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2015The determinants of price discovery: Evidence from US-Canadian cross-listed shares In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2018The skewness of commodity futures returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2018The skewness of commodity futures returns.(2018) In: Post-Print.
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2018Institutional trading and asset pricing In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2018Herding in analysts’ recommendations: The role of media In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2008On the determinants of portfolio choice In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article15
2008The impact of corporate governance on corporate performance: Evidence from Japan In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article16
2019The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2008Investor sentiment, mutual fund flows and its impact on returns and volatility In: Managerial Finance.
[Full Text][Citation analysis]		article9
2011Heterogeneity and sentiment in the stock market In: International Journal of Behavioural Accounting and Finance.
[Full Text][Citation analysis]		article0
2012Firm efficiency and stock returns In: Journal of Productivity Analysis.
[Full Text][Citation analysis]		article6
2002The Dynamics of Dealer Quoting Behavior In: Computing in Economics and Finance 2002.
[Citation analysis]		paper0
2017Precious metals, oil and the exchange rate: contemporaneous spillovers In: Applied Economics.
[Full Text][Citation analysis]		article1
2019Volatility spillovers among oil and stock markets in the US and Saudi Arabia In: Applied Economics.
[Full Text][Citation analysis]		article0
2008Forecasting daily volatility with intraday data In: The European Journal of Finance.
[Full Text][Citation analysis]		article3
2008The New Zealand implied volatility index In: New Zealand Economic Papers.
[Full Text][Citation analysis]		article1
2018Behavioural heterogeneity in the New Zealand stock market In: New Zealand Economic Papers.
[Full Text][Citation analysis]		article0
2013Market timing ability and mutual funds: a heterogeneous agent approach In: Quantitative Finance.
[Full Text][Citation analysis]		article5
2007Insider trading laws what works and what doesnt In: Competition & Regulation Times.
[Full Text][Citation analysis]		paper0
2007Elements of Effective Insider Trading Laws In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2010The information content of implied volatility: Evidence from Australia In: Journal of Futures Markets.
[Full Text][Citation analysis]		article20
2013Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices In: Journal of Futures Markets.
[Citation analysis]		article11
2015The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2016On the Intraday Relation Between the VIX and its Futures In: Journal of Futures Markets.
[Full Text][Citation analysis]		article5
2018A comprehensive look at the return predictability of variance risk premia In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2018Determinants of intraday price discovery in VIX exchange traded notes In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2018Volatility discovery and volatility quoting on markets for options and warrants In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2019Properties and the predictive power of implied volatility in the New Zealand dairy market In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2014Institutional Trading and Stock Returns: Evidence from China In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
[Full Text][Citation analysis]		article4
2010INSIDER TRADING REGULATIONS: A THEORETICAL AND EMPIRICAL REVIEW In: World Scientific Book Chapters.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team