Bart Frijns : Citation Profile

Auckland University of Technology

20

H index

33

i10 index

1283

Citations

RESEARCH PRODUCTION:

80

Articles

29

Papers

1

Chapters

RESEARCH ACTIVITY:

   33 years (1992 - 2025). See details.
   Cites by year: 38
   Journals where Bart Frijns has often published
   Relations with other researchers
   Recent citing documents: 190.    Total self citations: 30 (2.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr176
   Updated: 2025-12-13    RAS profile: 2025-06-09    
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Relations with other researchers

Works with:

Dreber, Anna (10)

Dumitrescu, Ariadna (10)

Bos, Charles (10)

Menkveld, Albert (10)

Alexeev, Vitali (10)

Ferrara, Gerardo (10)

Caporin, Massimiliano (10)

Brownlees, Christian (10)

Deev, Oleg (10)

Frömmel, Michael (10)

FERROUHI, EL MEHDI (10)

Gehrig, Thomas (10)

Johannesson, Magnus (10)

Bohorquez Correa, Santiago (9)

Schuerhoff, Norman (8)

Scaillet, Olivier (8)

Hurlin, Christophe (8)

Degryse, Hans (8)

Renault, Thomas (8)

Ødegaard, Bernt (8)

Füllbrunn, Sascha (8)

Taylor, Nick (8)

Rinne, Kalle (8)

Korajczyk, Robert (8)

Moinas, Sophie (8)

Sojli, Elvira (8)

Gerritsen, Dirk (8)

Schwarz, Marco (8)

Wolff, Christian (8)

Liew, Chee (8)

Nielsson, Ulf (8)

Talavera, Oleksandr (8)

Tonks, Ian (8)

Foucault, Thierry (8)

Gil-Bazo, Javier (8)

Sarno, Lucio (8)

Smales, Lee (8)

Chernov, Mikhail (8)

Pastor, Lubos (8)

Holzmeister, Felix (8)

Stefanova, Denitsa (8)

Palan, Stefan (8)

Harris, Jeffrey (8)

Lof, Matthijs (8)

Davies, Ryan (7)

Shui, Jessica (7)

Deku, Solomon (7)

Hambuckers, Julien (7)

CAPELLE-BLANCARD, Gunther (7)

Dimpfl, Thomas (7)

Eugster, Nicolas (7)

Neszveda, Gabor (7)

Schenk-Hoppé, Klaus (7)

Ranaldo, Angelo (6)

Shachar, Or (6)

LINTON, OLIVER (6)

Colliard, Jean-Edouard (6)

Aloosh, Arash (6)

Vilkov, Grigory (6)

Roy, Saurabh (6)

Wilhelmsson, Anders (6)

Xiu, Dacheng (6)

Ait-Sahalia, Yacine (6)

Xia, Shuo (6)

Zhang, S. Sarah (6)

Pasquariello, Paolo (6)

Park, Andreas (6)

Reitz, Stefan (6)

Jurkatis, Simon (6)

Koetter, Michael (5)

Huang, Wenqian (5)

Capera Romero, Laura (5)

Verousis, Thanos (5)

Abudy, Menachem (5)

Chow, Nikolai Sheung-Chi (5)

Horenstein, Alex (5)

Walther, Thomas (5)

Hautsch, Nikolaus (5)

Jalkh, Naji (5)

Adrian, Tobias (4)

Güçbilmez, Ufuk (4)

van Kervel, Vincent (4)

Bjønnes, Geir (4)

PASCUAL, ROBERTO (3)

He, Xuezhong (Tony) (3)

Mihet, Roxana (3)

Voigt, Stefan (3)

Kearney, Fearghal (2)

Patel, Vinay (2)

Prokopczuk, Marcel (2)

Bouri, Elie (2)

Tourani-Rad, Alireza (2)

Hasse, Jean-Baptiste (2)

Wong, Wing-Keung (2)

Pelizzon, Loriana (2)

Zhou, Chen (2)

Gorbenko, Arseny (2)

Heath, Davidson (2)

Söderlind, Paul (2)

Kassner, Bernhard (2)

Hjalmarsson, Erik (2)

Lopez-Lira, Alejandro (2)

Regis, Luca (2)

Putnins, Talis (2)

Theissen, Erik (2)

Lajaunie, Quentin (2)

Rakowski, David (2)

Patton, Andrew (2)

Roy, Saurabh (2)

Vogel, Sebastian (2)

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

Is cited by:

faff, robert (11)

Hommes, Cars (10)

Degiannakis, Stavros (8)

Fuertes, Ana-Maria (8)

Zheng, Huanhuan (8)

Tiwari, Aviral (7)

Huber, Christoph (6)

Kowalewski, Oskar (6)

ter Ellen, Saskia (6)

Ji, Qiang (6)

Xu, Kuan (6)

Cites to:

Shleifer, Andrei (82)

Lopez-de-Silanes, Florencio (46)

Sapienza, Paola (39)

Guiso, Luigi (39)

La Porta, Rafael (36)

Zingales, Luigi (33)

Bollerslev, Tim (30)

Vishny, Robert (25)

Diebold, Francis (23)

Hommes, Cars (22)

Tourani-Rad, Alireza (21)

Main data

Where Bart Frijns has published?

Journals with more than one article published# docs
Journal of Futures Markets11
Journal of Banking & Finance9
International Review of Financial Analysis6
Journal of Empirical Finance5
Pacific Accounting Review5
The Financial Review5
Applied Economics4
Global Finance Journal3
New Zealand Economic Papers3
Journal of Economic Dynamics and Control2
Journal of Corporate Finance2
Journal of Economic Behavior & Organization2
International Review of Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL8
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg5
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL2

Recent works citing Bart Frijns (2025 and 2024)

YearTitle of citing document
2024Food & Oil Price Volatility Dynamics: Insights from a TVP-SVAR-DCC-MIDAS Model. (2024). Stewart, Shamar ; Massa, Olga Isengildina. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343936.

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2024Food & Oil Price Volatility Dynamics: Insights from a TVP-SVAR-DCC-MIDAS Model. (2024). Massa, Olga Isengildina ; Stewart, Shamar L. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343936.

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2025DeepGreen: Effective LLM-Driven Green-washing Monitoring System Designed for Empirical Testing -- Evidence from China. (2025). Lin, Chengmengjia ; Xiao, Yiling ; Miao, YU ; Xu, Congluo. In: Papers. RePEc:arx:papers:2504.07733.

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2024Micro-entrepreneurs and the twin green and digital transitions. Does financial literacy play a role?. (2024). marconi, daniela ; Stacchini, Massimiliano ; D'Ignazio, Alessio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_858_24.

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2024Does News Media Affect Firm Innovation in Emerging Markets? Evidence from China. (2024). Luo, Guqiang ; Zhu, Nathan Zhenghang ; Wang, Kun Tracy. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:4:p:709-751.

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2024Environmental pressure and board gender diversity: Evidence from the European Union Emission Trading System. (2024). Torsin, Wouter ; Dutordoir, Marie ; Struyfs, Kristof ; Schoubben, Frederiek. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:3911-3935.

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2024Does negative news disclosure induce better decision‐making? Evidence from acquisitions. (2024). Shenoy, Jaideep ; Pintogutierrez, Cristian ; Ghosh, Chinmoy. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:325-372.

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2024Discrimination announcements, employee opinion, and capital structure: Evidence from the EEOC. (2024). Barnes, Spencer. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:745-777.

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2024Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11082.

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2025Tail-Risk Indicators with Time-Variant Volatility Models: the case of the Chilean Peso. (2025). Estef, Catalina ; Alfaro, Rodrigo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1041.

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2025Day-of-the-week effect: a meta-analysis. (2025). Grebe, Leonard ; Schiereck, Dirk. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:154180.

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2025From Pandemics to Portfolios: Long-Term Impacts of the 2009 H1N1 Outbreak on Household Investment Choices. (2025). Leung, Charles ; Zhang, Shumeng ; Ka, Charles ; Guo, Naijia. In: ISER Discussion Paper. RePEc:dpr:wpaper:1274.

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2024Societal secrecy and ADR IPOs underpricing. (2024). Grossmann, Axel ; Ngo, Thanh ; Simpson, Marc W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000030.

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2024Epidemic experience, analyst sentiment, and earnings forecasts: Evidence from SARS exposure. (2024). Kong, Dongmin ; Liu, Lihua. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924002166.

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2024Board gender diversity reform and corporate carbon emissions. (2024). Kowalewski, Oskar ; Duan, Tinghua ; Guo, Siyue ; Barroso, Raul. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000786.

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2024Political uncertainty and institutional herding. (2024). Montone, Maurizio ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000890.

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2024Pairs trading with costly short-selling. (2024). Xu, Jing ; Yang, Peiquan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001337.

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2025Sentiment-driven speculation in financial markets with heterogeneous beliefs: A machine learning approach. (2025). Hommes, Cars ; di Francesco, Tommaso. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:175:y:2025:i:c:s0165188925000582.

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2025The Impact of China’s Digital Aid on Income Inequality: Evidence from 127 Developing Economies. (2025). Yang, Shanshan ; Wang, Rui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1760-1775.

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2025Beyond the ivory tower: Professors on the board and corporate performance in China. (2025). Jing, Xinxin ; Pang, Jiazhu ; Li, Zhisheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:61-77.

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2024Market segments and pricing of fine wines over their lifecycle. (2024). Masset, Philippe. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002724.

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2025Cultural values and interbank markets: An agent-based stock-flow consistent model. (2025). Biondo, Alessio Emanuele ; Reale, Jessica. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000379.

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2024Foreign ownership and M&A activity: Evidence from China. (2024). Ye, Xiaofen ; Zhang, Qun ; Liu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001049.

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2024Does twitter economic uncertainty matter for wheat prices?. (2024). Fakih, Ali ; Alamah, Zein ; Elgammal, Walid. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004895.

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2024Foreign portfolio investments and voting bias in the Eurovision Song Contest. (2024). Giofre, Maela. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003872.

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2025An adoption model of cryptocurrencies. (2025). Urquhart, Andrew ; Sakkas, Athanasios ; Rzayev, Khaladdin. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:253-266.

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2025CEO characteristics and capital structure dynamics: Evidence from a transitional economy. (2025). Hunjra, Ahmed ; Nguyen, Thao ; Le, Ha Trang ; Ntim, Collins ; Truong, Cameron. In: Emerging Markets Review. RePEc:eee:ememar:v:64:y:2025:i:c:s1566014124001262.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2025Geographical proximity, cultural familiarity and financial information production. (2025). Hao, Han ; Liu, Chun ; Pang, Shunzhi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001105.

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2024Firm productivity in the Energy-electricity sector over the last two decades with crisis: The role of cross-listing. (2024). Balli, Hatice ; Dang, Tam Hoang-Nhat ; Nguyen, Hannah. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000173.

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2024The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Abedin, Mohammad Zoynul ; Abdou, Hussein A ; Ibrahim, Bassam A ; Elamer, Ahmed A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245.

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2024Pricing behavior of clean energy stocks? Some trading implications. (2024). Narayan, Paresh Kumar. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002986.

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2024Dose digital transformation contribute to improving financing efficiency? Evidence and implications for energy enterprises in China. (2024). Gao, Weiyan ; Chen, Shanshan ; Zhang, Ruchuan ; Zhou, LI ; Li, Aijun. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224010442.

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2024Integrating national culture into the organizational performance feedback theory. (2024). Blettner, Daniela ; Kotiloglu, Serhan ; Lechler, Thomas G. In: European Management Journal. RePEc:eee:eurman:v:42:y:2024:i:3:p:327-347.

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2025Exchange traded products: Taxonomy, risk and mitigations. (2025). Orlando, Giuseppe. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000560.

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2025The impact of top-down amplification of economic growth targets on CSR performance-evidence from China. (2025). Liu, Ruonan ; Jiang, Jiaoliang ; Lai, Guansen ; Long, Houyin. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000821.

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2025Does managerial climate risk perception improve environmental, social and governance (ESG) performance? Evidence from China. (2025). Zhao, Mengyang ; Tian, YE. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925000870.

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2025Perceived corporate individualism culture and corporate bond issuing costs. (2025). Su, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002789.

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2025Economic and financial development as determinants of crypto adoption. (2025). Magazzino, Cosimo ; Horky, Florian ; Gattone, Tulia. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925003047.

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2024Director foreign experience: Geographic specificity and value implication. (2024). Belaounia, Samia ; Tao, Ran ; Zhao, Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005148.

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2024The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300529x.

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2024Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Friends in media: Implications of media connections for analyst forecast optimism. (2024). Hossain, Md Miran ; Vakilzadeh, Hamid ; Mammadov, Babak. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001145.

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2024Across the faultlines: A multi-dimensional index to measure and assess board diversity. (2024). Elshandidy, Tamer ; Bamber, Matthew ; Omara, Hossam. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001637.

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2024Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832.

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2024Ecological product value accounting and analyst behavior. (2024). Li, Zhe ; Zhao, Xin ; Sun, Jing ; Wang, Hongmei ; Ben, Fang. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002059.

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2024Merchant guild culture and cash holdings: Evidence from China. (2024). Long, Zhineng ; Wang, Xiaoyu ; Zhao, Xiangfang. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002369.

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2024Trading activity of VIX futures and options around FOMC announcements. (2024). Tsai, Wei-Che ; Yang, Jimmy J ; Huang, Hong-Gia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002539.

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2024Diversifying and hedging REIT portfolios with cryptocurrencies: Evidence from global and regional REIT indices. (2024). Akinsomi, Omokolade ; Odusami, Babatunde O. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002618.

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2024Firm leverage and employee pay: The moderating role of CEO leadership style. (2024). John, Kose ; Choi, Jongmoo Jay ; Gill, Balbinder Singh. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924003144.

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2024Betting on mean reversion in the VIX? Evidence from ETP flows. (2024). Nielsen, Ole Linnemann ; Posselt, Anders Merrild. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003533.

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2024Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253.

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2024The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?. (2024). Belkacem, Lotfi ; ben Hamida, Amal ; de Peretti, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004496.

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2024Improved estimation of the correlation matrix using reinforcement learning and text-based networks. (2024). Simaan, Majeed ; Ndiaye, Papa Momar ; Lu, Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005040.

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2024Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders. (2024). Shah, Mohamed ; Karim, Muhammad Mahmudul ; Yarovaya, Larisa ; Hanifa, Abu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005490.

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2024Terrorism, national security, and takeover performance. (2024). Ghufran, Bushra ; Breuer, Wolfgang. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005660.

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2024The impact of energy diversification on firm performance: The moderating role of corporate social responsibility. (2024). Gözgör, Giray ; Mousavi, Mohammad Mahdi ; Li, Jing ; Ho, Thang ; Gozgor, Giray. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006367.

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2024Informed trading and cryptocurrencies. New evidence using tick-by-tick data. (2024). Natashekara, Karthik ; Sampath, Aravind. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012813.

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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Choudhary, Sangita ; Biswal, Pratap Chandra ; Jain, Anshul. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

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2024Impacts of gender inequality on international trade and innovation. (2024). Nam, Hyun-Jung ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003969.

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2024Relationship between corporate social responsibility and violations. (2024). He, Xinxin ; Ma, Jun ; Guo, Jingyi ; Song, Jiayi. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005403.

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2024Executive team restructuring and corporate ESG disclosure quality. (2024). Liu, Yong ; Bai, Chengyu. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006846.

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2024Party organizations’ participation in board governance and corporate supply chain stability. (2024). Zou, Tong ; Wang, Tianbo ; Zhao, Liang. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008900.

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2024Impacts of trade and institutional quality on carbon emissions in transition economies. (2024). Nam, Hyun-Jung ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009024.

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2024A bibliometric review of Market Microstructure literature: Current status, development, and future directions. (2024). Thomas, Sony ; Chalissery, Meera Davi ; Krishnan, Anand. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011164.

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2025How leadership turnover influences global financial markets. (2025). Bonaparte, Yosef ; Mikhailitchenko, Andrey ; Fabozzi, Frank J. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325002442.

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2024The lead–lag relation between VIX futures and SPX futures. (2024). Kokholm, Thomas ; Bangsgaard, Christine. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000496.

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2024Exploring the drivers of investment in Fintech: Board composition and home bias in banking. (2024). Gallo, Serena ; Previtali, Daniele ; del Gaudio, Belinda Laura. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000164.

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2024Culture and exit mechanisms: International evidence. (2024). Khiar, Mohamed Nasrallah ; Kooli, Maher. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000437.

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2025Do institutional quality and trade openness enhance the role of financial openness in Eastern European financial development?. (2025). Batten, Jonathan ; Ryu, Doojin ; Nam, Hyun-Jung. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028324001431.

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2024National culture and banks stock volatility. (2024). Galil, Koresh ; Varon, Eva. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123002007.

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2024The relevance of media sentiment for small and large scale bitcoin investors. (2024). Beckmann, Joscha ; Geldner, Teo ; Wustenfeld, Jan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000295.

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2024Does trade openness promote economic growth in developing countries?. (2024). Nam, Hyun-Jung ; Ryu, Doojin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000519.

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2024International crash risk premium. (2024). Chen, Steven Shu-Hsiu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000805.

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2024Secrecy culture and sensitivity of investment to stock prices: Evidence from emerging markets. (2024). Ahmed, Neveen ; Farooq, Omar ; Tanos, Barbara Abou. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001112.

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2025Does international trade moderate economic development’s impact on income inequality in the EU?. (2025). Nam, Hyun-Jung ; Ryu, Doojin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001732.

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2025Tech titans and crypto giants: Mutual returns predictability and trading strategy implications. (2025). Bouri, Elie ; Sokhanvar, Amin ; Kinateder, Harald ; Iftiolu, Serhan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001756.

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2024The profitability of lead–lag arbitrage at high frequency. (2024). Dionne, Georges ; Yergeau, Gabriel ; Poutre, Cedric. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1002-1021.

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2024Forecasting crude oil market volatility: A comprehensive look at uncertainty variables. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1022-1041.

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2024Corporate culture and M&A deals: Using text from crowdsourced employer reviews to measure cultural differences. (2024). Hertel, Tobias ; Reichmann, Doron ; Kaya, Devrimi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000384.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2024Voting for insider trading regulation. An experimental study of informed and uninformed traders’ preferences. (2024). Palan, Stefan ; Stckl, Thomas ; Schmidt, Dominik. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002097.

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2025Political institutions, the institutional milieu, and inward foreign direct investment. (2025). Xu, Kai ; Hitt, Michael A ; Holmes, Michael R. In: Journal of Business Research. RePEc:eee:jbrese:v:197:y:2025:i:c:s014829632500270x.

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2025From pandemics to portfolios: Long-term impacts of the 2009 H1N1 outbreak on household investment choices. (2025). Leung, Charles ; Guo, Naijia ; Zhang, Shumeng. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:231:y:2025:i:c:s0167268125000514.

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2024Religion and branch banking. (2024). Lee, Junyong ; Oh, Frederick Dongchuhl. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s1042957324000433.

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2024Foreign institutional ownership and Cross-Listing. (2024). Kong, Xiangting ; Yan, Shuo ; Tsang, Albert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001808.

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2024Analyst distance and credit rating consistency. (2024). Altdorfer, Marc ; Loffler, Gunter ; Guettler, Andre. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000421.

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2024Does public information facilitate price consensus? Characterizing USDA announcement effects using realized volatility. (2024). Janzen, Joseph ; Bunek, Gabriel D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000011.

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2024USDA reports affect the stock market, too. (2024). Robe, Michel ; Heckelei, Thomas ; Ionici, Octavian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000035.

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2024When Chinese mania meets global frenzy: Commodity price bubbles. (2024). Fan, John Hua ; Todorova, Neda ; Indriawan, Ivan ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000564.

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2024Food-fuel nexus beyond mean-variance: New evidence from a quantile approach. (2024). Etienne, Xiaoli ; Wang, Linjie ; Li, Jian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000606.

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2025Media emotion intensity and commodity futures pricing. (2025). Vu, Thanh ; El-Jahel, Lina ; Chi, Yeguang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851325000042.

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2024Market turbulence and investor decision-making in currency option market. (2024). Frikha, Wajdi ; Dammak, Wael ; Souissi, Mohamed Naceur. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000227.

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2024The role of gold in terrorism: Risk aversion or financing source?. (2024). Song, YU ; Chang, Shiwei ; He, Lele. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005683.

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2024Religion and corporate innovation. (2024). Lee, Junyong ; Oh, Frederick Dongchuhl ; Shin, Donglim. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:72:y:2024:i:c:s1042444x2300052x.

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2024Asymmetry in option implied volatility and yield: Evidence from Chinas ETF options market11Xiaoyijing Chen, PhD candidate. Research Interests: option pricing, financial derivatives. Siyuan Liu, masters student. Research Interests: option pricing, volatility model.Zailin Xu, PhD candidate. Research Interests: capital market, volatility model. Mei Yu, PhD, Professor, Doctoral Supervisor. Research Interests: capital market, risk management.,22Funding: This work was supported by “National Natural Science Foundation of China” (Grant number: 72073027); “National Natural Science Foundation of China” (Grant number: 72071046); “the Fundamental Research Funds for the Central Universities” in UIBE (Grant number: ZD6–01).. (2024). Xu, Zailin ; Chen, Xiaoyijing ; Liu, Siyuan ; Yu, Mei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001379.

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2024Executive pay restrictions, political promotion, and firm efficiency: Evidence from China. (2024). Wang, Xiaoke ; Li, Wentao ; Yu, Lisheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003202.

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2025The effect of culture on global NFT investor attention. (2025). Lin, Zih-Ying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000332.

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2024Kinetic model for asset allocation with strategy switching. (2024). Feng, Huarong ; Hu, Chunhua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:636:y:2024:i:c:s0378437124000256.

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2024Impact of agricultural and energy prices on the biofuels market through a VAR-VEC model. (2024). Pimentel, Liliana Marques ; de Almeida, Leandro ; de Paula, Ana Catarina. In: Renewable Energy. RePEc:eee:renene:v:232:y:2024:i:c:s0960148124011984.

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2025Investigating the impact of crude oil prices, CO2 emissions, renewable energy, population growth, trade openness, and FDI on sustainable economic growth. (2025). Bernard, Jean Baptiste ; Rivel, Prince Dorian ; Jafarzadeh, Elham ; Nima, Jonathan Dior. In: Renewable Energy. RePEc:eee:renene:v:241:y:2025:i:c:s0960148125000151.

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

Works by Bart Frijns:

YearTitleTypeCited
1992Surprise 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.
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2017Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets In: The Financial Review.
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2019Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures In: The Financial Review.
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2024Board cultural diversity and firm performance under competitive pressures In: The Financial Review.
[Full Text][Citation analysis]		article1
2019Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets In: International Review of Finance.
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2021Quote dynamics of cross‐listed stocks In: International Review of Finance.
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2024Nonstandard Errors In: Journal of Finance.
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2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
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2024Nonstandard Errors.(2024) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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This paper has nother version. Agregated cites: 14		paper
2024Nonstandard Errors.(2024) In: Post-Print.
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This paper has nother version. Agregated cites: 14		paper
2024Nonstandard Errors.(2024) In: Post-Print.
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2021Non-Standard Errors.(2021) In: Post-Print.
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2021Non-Standard Errors.(2021) In: Working Papers.
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2021Non-Standard Errors.(2021) In: Working Papers.
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2008INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD In: Journal of Financial Research.
[Full Text][Citation analysis]		article18
2004Price Discovery in Tick Time In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper18
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.
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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.
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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.
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2016On the Style-Based Feedback Trading of Mutual Fund Managers In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article14
2014Learning by doing: the role of financial experience in financial literacy In: Journal of Public Policy.
[Full Text][Citation analysis]		article20
2016The impact of cultural diversity in corporate boards on firm performance In: Journal of Corporate Finance.
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2025Foreign ownership and board cultural diversity In: Journal of Corporate Finance.
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2006Nonlinear dynamics in Nasdaq dealer quotes In: Computational Statistics & Data Analysis.
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2005Nonlinear dynamics in Nasdaq dealer quotes.(2005) In: Research Memorandum.
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2018Time-varying arbitrage and dynamic price discovery In: Journal of Economic Dynamics and Control.
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2021The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance In: Economics Letters.
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2021The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance.(2021) In: Post-Print.
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2024Effects of option incentive compensation on corporate innovation: The case of China In: Economic Systems.
[Full Text][Citation analysis]		article0
2015Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article23
2017When no news is good news – The decrease in investor fear after the FOMC announcement In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article35
2023US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article1
2016Contemporaneous interactions among fuel, biofuel and agricultural commodities In: Energy Economics.
[Full Text][Citation analysis]		article47
2016Asymmetries of the intraday return-volatility relation In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article19
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]		article13
2018NYSE closure and global equity trading: The case of cross-listed stocks In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2022Cultural diversity among directors and corporate social responsibility In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article14
2022Cultural diversity among directors and corporate social responsibility.(2022) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2022Who buys Bitcoin? The cultural determinants of Bitcoin activity In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2022Who buys Bitcoin? The cultural determinants of Bitcoin activity.(2022) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2024On practitioners closed-form GARCH option pricing In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2015Cross-listing decisions and the foreign bias of investors In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2022National culture and corporate risk-taking around the world In: Global Finance Journal.
[Full Text][Citation analysis]		article12
2023The effect of equity market uncertainty on informational efficiency: Cross-sectional evidence In: Global Finance Journal.
[Full Text][Citation analysis]		article0
2024Trade openness and income inequality: The moderating role of institutional quality In: Global Finance Journal.
[Full Text][Citation analysis]		article12
2017Excess stock return comovements and the role of investor sentiment In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article25
2010The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article41
2010A cultural explanation of the foreign bias in international asset allocation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article131
2012Political crises and the stock market integration of emerging markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article27
2013Uncertainty avoidance, risk tolerance and corporate takeover decisions In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article65
2014Speed, algorithmic trading, and market quality around macroeconomic news announcements In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article43
2012Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements.(2012) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 43		paper
2015The determinants of price discovery: Evidence from US-Canadian cross-listed shares In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article22
2018The skewness of commodity futures returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article80
2018The skewness of commodity futures returns.(2018) In: Post-Print.
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This paper has nother version. Agregated cites: 80		paper
2018Institutional trading and asset pricing In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
2018Herding in analysts’ recommendations: The role of media In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article35
2020Absence of speculation in the European sovereign debt markets In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article3
2008On the determinants of portfolio choice In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article30
2022Profit margin hedging in the New Zealand dairy farming industry In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article3
2008The impact of corporate governance on corporate performance: Evidence from Japan In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article37
2019The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2014Crossing the Tasman In: Pacific Accounting Review.
[Full Text][Citation analysis]		article0
2015On the performance of KiwiSaver funds In: Pacific Accounting Review.
[Full Text][Citation analysis]		article0
2017Evaluating the tracking performance and tracking error of New Zealand exchange traded funds In: Pacific Accounting Review.
[Full Text][Citation analysis]		article3
2018On the ability of New Zealand actively managed funds to generate outperformance in their domestic equity allocations In: Pacific Accounting Review.
[Full Text][Citation analysis]		article0
2016The long-run performance of the New Zealand stock markets: 1899-2013 In: Pacific Accounting Review.
[Full Text][Citation analysis]		article0
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
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]		article19
2012Sentiment Trades and Option Prices In: DEM Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2002The Dynamics of Dealer Quoting Behavior In: Computing in Economics and Finance 2002.
[Citation analysis]		paper0
2019Time-varying contemporaneous spillovers during the European Debt Crisis In: Empirical Economics.
[Full Text][Citation analysis]		article1
2017Precious metals, oil and the exchange rate: contemporaneous spillovers In: Applied Economics.
[Full Text][Citation analysis]		article7
2019Behavioural heterogeneity in wine investments In: Applied Economics.
[Full Text][Citation analysis]		article8
2019Volatility spillovers among oil and stock markets in the US and Saudi Arabia In: Applied Economics.
[Full Text][Citation analysis]		article9
2020Pairs trading of Chinese and international commodities In: Applied Economics.
[Full Text][Citation analysis]		article2
2008Forecasting daily volatility with intraday data In: The European Journal of Finance.
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2008The New Zealand implied volatility index In: New Zealand Economic Papers.
[Full Text][Citation analysis]		article2
2018Behavioural heterogeneity in the New Zealand stock market In: New Zealand Economic Papers.
[Full Text][Citation analysis]		article0
2019Turn of the Month effect in the New Zealand stock market In: New Zealand Economic Papers.
[Full Text][Citation analysis]		article4
2013Market timing ability and mutual funds: a heterogeneous agent approach In: Quantitative Finance.
[Full Text][Citation analysis]		article10
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
2007Elements of Effective Insider Trading Laws In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2010The information content of implied volatility: Evidence from Australia In: Journal of Futures Markets.
[Full Text][Citation analysis]		article48
2013Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices In: Journal of Futures Markets.
[Citation analysis]		article19
2015The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3
2016On the Intraday Relation Between the VIX and its Futures In: Journal of Futures Markets.
[Full Text][Citation analysis]		article28
2018A comprehensive look at the return predictability of variance risk premia In: Journal of Futures Markets.
[Full Text][Citation analysis]		article13
2018Determinants of intraday price discovery in VIX exchange traded notes In: Journal of Futures Markets.
[Full Text][Citation analysis]		article5
2018Volatility discovery and volatility quoting on markets for options and warrants In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2
2019Properties and the predictive power of implied volatility in the New Zealand dairy market In: Journal of Futures Markets.
[Full Text][Citation analysis]		article4
2020The determinants of price discovery on bitcoin markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article45
2022Editors Note In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2024Feedback Trading: The Intraday Case of Retail Derivatives In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
2014Institutional Trading and Stock Returns: Evidence from China In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
[Full Text][Citation analysis]		article5
2010INSIDER TRADING REGULATIONS: A THEORETICAL AND EMPIRICAL REVIEW In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2019Noise trading and informational efficiency In: EconStor Preprints.
[Citation analysis]		paper0

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