6
H index
4
i10 index
227
Citations
Mikael PETITJEAN : Citation Profile
Université Catholique de Louvain (34% share) | RESEARCH PRODUCTION: 25 Articles 73 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1997 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mikael PETITJEAN. | Is cited by:
| Cites to:
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Main data
Where Mikael PETITJEAN has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics | 4 |
| Finance | 2 |
| Finance Research Letters | 2 |
| Quantitative Finance | 2 |
| Economic Modelling | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| LIDAM Reprints LFIN / Université catholique de Louvain, Louvain Finance (LFIN) | 30 |
| Post-Print / HAL | 14 |
| LIDAM Discussion Papers LFIN / Université catholique de Louvain, Louvain Finance (LFIN) | 2 |
Recent works citing Mikael PETITJEAN (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Mind the Cap! -- Constrained Portfolio Optimisation in Hestons Stochastic Volatility Model. (2023). Escobar Anel, Marcos ; Zagst, Rudi ; Kschonnek, Michel ; Escobar-Anel, Marcos. In: Papers. RePEc:arx:papers:2306.11158. Full description at Econpapers || Download paper |
| 2023 | Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8. Full description at Econpapers || Download paper |
| 2023 | Can the penalty mechanism of mandatory environmental regulations promote green innovation? Evidence from Chinas enterprise data. (2023). Hu, Shuo ; Si, Lulu ; Wang, Ailun. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003547. Full description at Econpapers || Download paper |
| 2023 | Does high-frequency trading actually improve market liquidity? A comparative study for selected models and measures. (2023). Palczewski, Andrzej ; Karkowska, Renata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002586. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Clean energy and (E)SG investing from energy and environmental linkages. (2023). Kanamura, Takashi. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:9:d:10.1007_s10668-022-02460-x. Full description at Econpapers || Download paper |
| 2023 | ESG performance, herding behavior and stock market returns: evidence from Europe. (2023). Floros, Christos ; Gavrilakis, Nektarios. In: Operational Research. RePEc:spr:operea:v:23:y:2023:i:1:d:10.1007_s12351-023-00745-1. Full description at Econpapers || Download paper |
| 2023 | Environmental, social and governance ratings and firm performance: The moderating role of internal control quality. (2023). Ibrahim, Bassam A ; Elamer, Ahmed A ; Bouri, Abdelfettah ; Boulhaga, Mounia. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:1:p:134-145. Full description at Econpapers || Download paper |
| 2023 | Jump forecasting in foreign exchange markets: A high?frequency analysis. (2023). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Uzun, Sevcan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:578-624. Full description at Econpapers || Download paper |
| 2023 | El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Epni, Ouzhan ; Bonato, Matteo. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:785-801. Full description at Econpapers || Download paper |
| 2023 | Who pays the liquidity cost? Central bank announcements and adverse selection. (2023). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:904-924. Full description at Econpapers || Download paper |
Works by Mikael PETITJEAN:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Retail Investing in Passive Exchange Traded Funds In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Blaming or praising passive ETFs? In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 0 |
| 2013 | The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks In: LIDAM Reprints LFIN. [Citation analysis] | paper | 6 |
| 2013 | The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks.(2013) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2013 | The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks.(2013) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2013 | Il n’y aura pas de croissance solide sans confiance dans l’avenir In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2013 | Determining an optimal multiplier in dynamic core-satellite strategies In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2013 | Determining an optimal multiplier in dynamic core-satellite strategies.(2013) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | Determining an optimal multiplier in dynamic core-satellite strategies.(2013) In: Journal of Asset Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2013 | Bank failures and regulation: a critical review In: LIDAM Reprints LFIN. [Citation analysis] | paper | 4 |
| 2013 | Bank failures and regulation: a critical review.(2013) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2013 | Bank failures and regulation: a critical review.(2013) In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2014 | Testing the profitability of contrarian trading strategies based on the overreaction hypothesis In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2014 | Testing the profitability of contrarian trading strategies based on the overreaction hypothesis.(2014) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Quel secteur financier voulons-nous pour nos enfants? In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2014 | La Bourse, truquée? In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2014 | Inégalités patrimoniales, moralisme et passeport In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2014 | Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks In: LIDAM Reprints LFIN. [Citation analysis] | paper | 46 |
| 2014 | Intraday liquidity dynamics and news releases around price jumps: evidence from the DJIA stocks.(2014) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2014 | Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks.(2014) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
| 2014 | De la médiocrité des conseils d’investissement de Test-Achats invest sur actions individuelles In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2014 | DE LA MEDIOCRITE DES CONSEILS D’INVESTISSEMENT DE TEST-ACHATS INVEST SUR ACTIONS INDIVIDUELLES.(2014) In: Brussels Economic Review. [Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2015 | Les sept familles de lISR In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2015 | La taxe sur la bourse casino In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2015 | How integrated is the European carbon derivatives market? In: LIDAM Reprints LFIN. [Citation analysis] | paper | 5 |
| 2015 | How integrated is the European carbon derivatives market?.(2015) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2015 | How integrated is the European carbon derivatives market?.(2015) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2015 | How integrated is the European carbon derivatives market?.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2015 | Dune démocratie des opinions à une aristocratie des connaissances In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2015 | Chapeau bas et respect pour Albert FRERE ? In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2016 | On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios In: LIDAM Reprints LFIN. [Citation analysis] | paper | 1 |
| 2016 | On the usefuleness of intraday price ranges to Gauge liquidity in cap-based portfolios.(2016) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios.(2016) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2016 | On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | La vitesse sur les marchés financiers : stop ou encore ? In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2016 | La vitesse sur les marchés financiers : stop ou encore ?.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Capital-risque et performance à court terme de l’entreprise après introduction en bourse In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2017 | Capital-risque et performance à court terme de l’entreprise après introduction en bourse.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank In: LIDAM Reprints LFIN. [Citation analysis] | paper | 11 |
| 2018 | What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank.(2018) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2018 | What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2018 | Le sauvetage des institutions financières a épargné plusieurs milliards d’euros aux pouvoirs publics In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2018 | La Belgique est-elle inégalitaire ? In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2018 | Implicit transaction cost management using intraday price dynamics In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2018 | Implicit transaction cost management using intraday price dynamics.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Implicit transaction cost management using intraday price dynamics.(2018) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2018 | Extreme events and the cumulative distribution of net gains in gambling and structured products In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2018 | Extreme events and the cumulative distribution of net gains in gambling and structured products.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Extreme events and the cumulative distribution of net gains in gambling and structured products.(2018) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2019 | Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies? In: LIDAM Reprints LFIN. [Citation analysis] | paper | 19 |
| 2019 | Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies?.(2019) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
| 2019 | Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies?.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2019 | Testing the effect of technical analysis on market quality and order book dynamics In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2018 | Testing the effect of technical analysis on market quality and order book dynamics.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Testing the effect of technical analysis on market quality and order book dynamics.(2019) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2021 | Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks In: LIDAM Reprints LFIN. [Citation analysis] | paper | 1 |
| 2021 | Market instability and technical trading at high frequency: Evidence from NASDAQ stocks.(2021) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Mini flash crashes: Review, taxonomy and policy responses In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2020 | Mini flash crashes: Review, taxonomy and policy responses.(2020) In: Bulletin of Economic Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2020 | Mini flash crashes: Review, taxonomy and policy responses.(2020) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | The rise of fast trading: Curse or blessing for liquidity? In: LIDAM Reprints LFIN. [Citation analysis] | paper | 1 |
| 2022 | The rise of fast trading: Curse or blessing for liquidity?.(2022) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Judging the functioning of equity markets in 2020: A birds-eye (re)view In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2023 | Crypto market dynamics in stressful conditions In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2023 | Crypto market dynamics in stressful conditions.(2023) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Crypto market dynamics in stressful conditions.(2023) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2010 | Volatility regimes and liquidity co-movements in cap-based portfolios In: Finance. [Full Text][Citation analysis] | article | 1 |
| 2010 | Volatility regimes and liquidity co-movements in cap-based portfolios.(2010) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2010 | Volatility regimes and liquidity co-movements in cap-based portfolios..(2010) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2005 | Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 1 |
| 2006 | International stock return predictability: statistical evidence and economic significance In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 3 |
| 2006 | The information content of the Bond-Equity Yield Ratio: better than a random walk? In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 2 |
| 2007 | The information content of the Bond-Equity Yield Ratio: Better than a random walk?.(2007) In: LIDAM Reprints CORE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2007 | The information content of the Bond-Equity Yield Ratio: Better than a random walk?.(2007) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2006 | Short-term market timing using the Bond-Equity Yield Ratio In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 6 |
| 2009 | Short-term market timing using the bond-equity yield ratio.(2009) In: LIDAM Reprints CORE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2009 | Short-term market timing using the bond-equity yield ratio.(2009) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2006 | Market-wide liquidity co-movements, volatility regimes and market cap sizes In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Trading activity, realized volatility and jumps In: LIDAM Reprints CORE. [Full Text][Citation analysis] | paper | 95 |
| 2010 | Trading activity, realized volatility and jumps.(2010) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 95 | article | |
| 2011 | On the statistical and economic performance of stock return predictive regression models: an international perspective In: LIDAM Reprints CORE. [Full Text][Citation analysis] | paper | 9 |
| 2011 | On the statistical and economic performance of stock return predictive regression models: an international perspective.(2011) In: LIDAM Reprints CORE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2011 | On the statistical and economic performance of stock return predictive regression models: an international perspective.(2011) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2012 | Liquidity and CDS premiums on European companies around the Subprime crisis In: LIDAM Reprints CORE. [Full Text][Citation analysis] | paper | 8 |
| 2012 | Liquidity and CDS premiums on European companies around the Subprime crisis.(2012) In: Review of Derivatives Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2010 | Variations communes de liquidité au sein de portefeuilles de faible, moyenne et forte capitalisation: Les enseignements des crises financières asiatique et russe. In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | Variations communes de liquidité au sein de portefeuilles de faible, moyenne et forte capitalisation : les enseignements des crises financières asiatique et russe..(2010) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2000 | Les effets de la globalisation sur les inégalités régionales : quelques apports fondamentaux de léconomie géographique In: Revue Tiers Monde. [Full Text][Citation analysis] | article | 1 |
| 1999 | Des effets de la globalisation sur les inégalités régionales : quelques apports fondamentaux de léconomie géographique.(1999) In: SEII Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2004 | Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
| 1997 | Echanges internationaux et économie mondiale In: SEII Working Papers. [Citation analysis] | paper | 0 |
| 1997 | The Balance of Payments in Belgium and the IMF Approach In: SEII Working Papers. [Citation analysis] | paper | 0 |
| 1998 | Exogeneous Technical Progress and International Trade : Is It Outdated? In: SEII Working Papers. [Citation analysis] | paper | 0 |
| 1998 | Spécialisation industrielle et consommation apparente : le cas de la Province de Liège en Belgique In: SEII Working Papers. [Citation analysis] | paper | 0 |
| 1998 | La Politique Agricole Commune et lAgenda 2000 In: SEII Working Papers. [Citation analysis] | paper | 0 |
| 1999 | Une introduction aux modèles de croissance : de lexogénéité à lendogénisation In: SEII Working Papers. [Citation analysis] | paper | 0 |
| 2011 | To what extent is resampling useful in portfolio management? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2011 | The performance of popular stochastic volatility option pricing models during the subprime crisis In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
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