Bart Frijns : Citation Profile

Are you Bart Frijns?

Open Universiteit

18

H index

29

i10 index

1010

Citations

RESEARCH PRODUCTION:

63

Articles

18

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 50
   Journals where Bart Frijns has often published
   Relations with other researchers
   Recent citing documents: 226.    Total self citations: 23 (2.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr176
   Updated: 2023-11-04    RAS profile: 2022-01-06    
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Relations with other researchers

Works with:

Tourani-Rad, Alireza (12)

Colliard, Jean-Edouard (2)

Putnins, Talis (2)

Nielsson, Ulf (2)

Vilkov, Grigory (2)

FERROUHI, EL MEHDI (2)

Hautsch, Nikolaus (2)

He, Xuezhong (Tony) (2)

Bos, Charles (2)

Foucault, Thierry (2)

Xiu, Dacheng (2)

Renault, Thomas (2)

Hurlin, Christophe (2)

Brownlees, Christian (2)

PASCUAL, ROBERTO (2)

Caporin, Massimiliano (2)

Pastor, Lubos (2)

van Kervel, Vincent (2)

Ferrara, Gerardo (2)

Reitz, Stefan (2)

Wolff, Christian (2)

Deev, Oleg (2)

Zwinkels, Remco (2)

Sarno, Lucio (2)

Holzmeister, Felix (2)

Fuertes, Ana-Maria (2)

Dimpfl, Thomas (2)

Lof, Matthijs (2)

Lajaunie, Quentin (2)

Ranaldo, Angelo (2)

Liew, Chee (2)

Sojli, Elvira (2)

Verousis, Thanos (2)

Park, Andreas (2)

Taylor, Nick (2)

Pelizzon, Loriana (2)

Rinne, Kalle (2)

Xia, Shuo (2)

Rakowski, David (2)

Zhou, Chen (2)

Jurkatis, Simon (2)

Dumitrescu, Ariadna (2)

LINTON, OLIVER (2)

Palan, Stefan (2)

Kassner, Bernhard (2)

Tonks, Ian (2)

Mihet, Roxana (2)

Chernov, Mikhail (2)

Huynh, Thanh (2)

Bouri, Elie (2)

Menkveld, Albert (2)

Ait-Sahalia, Yacine (2)

Schuerhoff, Norman (2)

Scaillet, Olivier (2)

Hjalmarsson, Erik (2)

Adrian, Tobias (2)

Regis, Luca (2)

Patel, Vinay (2)

Walther, Thomas (2)

Dreber, Anna (2)

Harris, Jeffrey (2)

Theissen, Erik (2)

Bohorquez Correa, Santiago (2)

Moinas, Sophie (2)

Ødegaard, Bernt (2)

Patton, Andrew (2)

Smales, Lee (2)

Horenstein, Alex (2)

Gorbenko, Arseny (2)

Prokopczuk, Marcel (2)

Heath, Davidson (2)

Wong, Wing-Keung (2)

Gerritsen, Dirk (2)

Lopez-Lira, Alejandro (2)

Abudy, Menachem (2)

Wilhelmsson, Anders (2)

Chow, Nikolai Sheung-Chi (2)

Schwarz, Marco (2)

Kearney, Fearghal (2)

Roy, Saurabh (2)

Stefanova, Denitsa (2)

Frömmel, Michael (2)

Korajczyk, Robert (2)

Davies, Ryan (2)

Jalkh, Naji (2)

CAPELLE-BLANCARD, Gunther (2)

Alexeev, Vitali (2)

Talavera, Oleksandr (2)

Deku, Solomon (2)

Pasquariello, Paolo (2)

Johannesson, Magnus (2)

Vogel, Sebastian (2)

Schenk-Hoppé, Klaus (2)

Gehrig, Thomas (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 (9)

Hommes, Cars (9)

Degiannakis, Stavros (8)

Zheng, Huanhuan (8)

Ji, Qiang (6)

Xu, Kuan (6)

Fuertes, Ana-Maria (6)

ter Ellen, Saskia (6)

Li, Youwei (5)

Bouri, Elie (5)

Bauer, Michael (5)

Cites to:

Shleifer, Andrei (54)

Lopez-de-Silanes, Florencio (32)

La Porta, Rafael (30)

Bollerslev, Tim (28)

Diebold, Francis (23)

Hommes, Cars (22)

Zwinkels, Remco (21)

Tourani-Rad, Alireza (19)

Summers, Lawrence (19)

Andersen, Torben (19)

Stulz, René (18)

Main data

Where Bart Frijns has published?

Journals with more than one article published# docs
Journal of Futures Markets10
Journal of Banking & Finance9
Applied Economics4
Journal of Empirical Finance4
The Financial Review4
International Review of Financial Analysis3
New Zealand Economic Papers3
International Review of Finance2
Journal of Economic Behavior & Organization2
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 / HAL3

Recent works citing Bart Frijns (2023 and 2022)

YearTitle of citing document
2022Betting on mean reversion in the VIX? Evidence from ETP flows. (2022). Posselt, Anders Merrild ; Nielsen, Ole Linnemann. In: CREATES Research Papers. RePEc:aah:create:2022-06.

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2022.

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2022.

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2022.

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2023.

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2023Asymmetric Effects of the COVID-19 Outbreak on Economic Policy Uncertainty. (2023). Lusta, Abdulmula ; Aimer, Nagmi. In: Asian Economics Letters. RePEc:ayb:jrnael:91.

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2022The Financial literacy of micro-entrepreneurs: evidence from Italy. (2022). Rampazzi, Cristiana ; Galotto, Ludovica ; Russo, Paolo Finaldi. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_727_22.

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2022A shot in the arm: stimulus packages and firm performance during Covid-19. (2022). Moore, Tomoe ; Mirzaei, Ali ; Igan, Deniz. In: BIS Working Papers. RePEc:bis:biswps:1014.

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2022The Capitalization Effect of Imputation Credits on Expected Stock Returns. (2022). Zhao, Jing ; Yin, Xiangkang ; Le, Anh. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:3:p:523-566.

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2022Does lesbian and gay friendliness pay off? A new look at LGBT policies and firm performance. (2022). Vahamaa, Sami ; Sihvonen, Jukka ; Kihn, John ; Fatmy, Veda. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:213-242.

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2022Investor feedback: impact on analyst biases and investor critical evaluation. (2022). Staehr, Simone ; Plenborg, Thomas ; Barradale, Nigel. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:767-803.

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2022Drought risk and capital structure dynamics. (2022). Hou, Greg ; Bai, Min ; Nguyen, Thao ; Truong, Cameron. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3397-3439.

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2022Local versus foreign analysts forecast accuracy: does herding matter?. (2022). Taylor, Nicholas ; Mira, Svetlana ; Choi, Youngsoo. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1143-1188.

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2023Love thy neighbour: Evidence from capital structure decisions. (2023). Cheung, Adrian Waikong ; Li, Bin ; Omura, Akihiro ; Lin, Yuen ; Su, Xiufen ; Chu, Chien Chi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:2907-2933.

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2022To batch or not to batch? The release of USDA crop reports. (2022). Garcia, Philip ; Serra, Teresa ; Huang, Joshua ; Irwin, Scott H. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:1:p:143-154.

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2023The financial and green effects of cultural values on mission drifts in European social enterprises. (2023). Dicorato, Spiridione Lucio ; Doronzo, Emanuele ; Esposito, Paolo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:1-29.

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2022Premiums between Cross?listed Shares: Determinants and Assessment of Financial Reform Policy Effectiveness. (2022). Liu, Xue ; Xu, Ruihui ; Zhang, Xuechun. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:3:p:75-99.

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2022Does the Federal Open Market Committee cycle affect credit risk?. (2022). Zhong, Zhaodong ; Wang, Xinjie ; Li, Yubin ; Huang, Difang. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:143-167.

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2022CEO cultural heritage and the pricing of audit services. (2022). Truong, Cameron ; Pham, Mia Hang. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:1-2:p:181-214.

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2022Credit rating downgrade risk and acquisition decisions. (2022). Kang, Mengyao. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:5-6:p:1011-1073.

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2022A clash of cultures: The governance and valuation effects of corporate cultural distance. (2022). Zhang, Tim ; Jayaraman, Narayanan ; Ferris, Stephen P. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:9-10:p:1696-1735.

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2022High?frequency trading: Definition, implications, and controversies. (2022). Hsu, Weihuei ; Young, Martin R ; Zaharudin, Khairul Zharif. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:75-107.

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2022Ignorance illusion in decisions under risk: The impact of perceived expertise on probability weighting. (2022). Goeddemenke, Michael ; Baars, Maren. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:1:p:35-62.

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2022Dynamic correlation between crude oil and agricultural futures markets. (2022). Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1798-1849.

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2023Green bond home bias and the role of supply and sustainability preferences. (2023). Wedow, Michael ; Lambert, Claudia ; Levels, Anouk. In: Working Papers. RePEc:dnb:dnbwpp:767.

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2022Economic policy uncertainty and household consumption: Evidence from Chinese households. (2022). Zhao, Jing ; Wu, Weixing. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007821001640.

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2022Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment. (2022). Sensoy, Ahmet ; Almeida, Dora ; Dionisio, Andreia ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000703.

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2023Do algorithmic traders exploit volatility?. (2023). Marathe, Rahul R ; Prasanna, Krishna P ; Arumugam, Devika. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001009.

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2022Societal secrecy and IPO underpricing. (2022). Goyal, Abhinav ; Chui, Andy C. W. ; Chen, Yangyang ; Veeraraghavan, Madhu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:76:y:2022:i:c:s0929119922001006.

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2023A shot in the arm: Economic support packages and firm performance during COVID-19. (2023). Igan, Deniz ; Moore, Tomoe ; Mirzaei, Ali. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001833.

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2022Directed acyclic graph based information shares for price discovery. (2022). Zema, Sebastiano Michele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001397.

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2022The dimension of green economy: Culture viewpoint. (2022). Lee, Chien-Chiang ; Ho, Shan-Ju ; Wang, Chih-Wei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:122-138.

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2023Do directors with foreign experience increase the corporate demand for directors and officers liability insurance? Evidence from China. (2023). Chan, Kam C ; Yang, Zeng ; Xia, Changyuan. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003832.

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2023Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x.

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2023Board diversity and outward FDI: Evidence from europe. (2023). Rossi, Francesca ; Natale, Piergiovanna ; Gattai, Valeria. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003935.

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2022Hedging local currency risk with precious metals. (2022). Kunkler, Michael. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001923.

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2023Attitudinal drivers of home bias in public preferences for transboundary nature protected areas. (2023). Valasiuk, Sviataslau ; Halse, Askill ; Czajkowski, Mikolaj ; Veisten, Knut ; Ylicz, Tomasz ; Giergiczny, Marek ; Angelstam, Per ; Mata, Iratxe Landa. In: Ecological Economics. RePEc:eee:ecolec:v:208:y:2023:i:c:s0921800923000617.

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2022Building financial resilience through financial and digital literacy in South Asia and Sub-Saharan Africa. (2022). Liu, Fan ; Lyons, Angela C ; Kass-Hanna, Josephine. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000546.

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2022Mutual fund (sub)advisor connections and crowds. (2022). Devault, Luke ; Beggs, William. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:231-252.

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2022I only fear when I hear: How media affects insider trading in takeover targets. (2022). Wu, Betty ; Siganos, Antonios ; Danbolt, JO ; Aleksanyan, Mark. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:318-342.

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2022It is not just What you say, but How you say it: Why tonality matters in central bank communication. (2022). Shen, Aizhong ; Stan, Raluca ; Chen, Denghui ; Gu, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:216-231.

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2023US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks. (2023). Pascual, Roberto ; Indriawan, Ivan ; Frijns, Bart ; Dodd, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:301-320.

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2022The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market. (2022). Zhang, Gongqiu ; Xu, Yahua ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s014098832200127x.

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2022Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China. (2022). Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002730.

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2023Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758.

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2023Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities?. (2023). Rao, Sandeep ; Singh, Vipul Kumar ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000725.

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2023Convenience yield risk. (2023). Wichmann, Robert ; Simen, Chardin Wese ; Symeonidis, Lazaros ; Prokopczuk, Marcel. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000348.

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2023The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032.

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2022Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression. (2022). Wang, Yudong ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221027663.

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2023Evaluating the financial performance of companies from the perspective of fund procurement and application: New strategy cross efficiency network data envelopment analysis models. (2023). Li, Aijun ; Zhou, LI ; Zhang, Ruchuan ; Liu, Hai Yue. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001330.

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2023The asymmetric effects of oil price shocks on the world food prices: Fresh evidence from quantile-on-quantile regression approach. (2023). Sharif, Arshian ; Shah, Nida ; Raza, Syed Ali ; Gao, Pengpeng ; Sun, Yunpeng. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223002062.

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2022A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

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2022Investment and access to external finance in Europe: Does analyst coverage matter?. (2022). Vaubourg, Anne-Gael ; Leroy, Aurelien ; Galanti, Sebastien. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000758.

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2022Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets. (2022). Drakos, Konstantinos ; Ballis, Antonis ; Anastasiou, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000795.

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2022Detecting signed spillovers in global financial markets: A Markov-switching approach. (2022). Kangogo, Moses ; Volkov, Vladimir. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001259.

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2022News-based sentiment and bitcoin volatility. (2022). Sapkota, Niranjan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001454.

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2022Do precious metals hedge crude oil volatility jumps?. (2022). Basu, Sankarshan ; Kumar, Surya Bhushan ; Bhatia, Vaneet ; Das, Debojyoti. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002150.

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2022Using implied volatility jumps for realized volatility forecasting: Evidence from the Chinese market. (2022). Chen, Pengzhan ; Wu, Bin ; Xia, Wenjing ; Ye, Wuyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002320.

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2022Subsidiary financing choices: The roles of institutional distances from home countries. (2022). Vulanovic, Milos ; Piljak, Vanja ; Goodell, John W ; Du, Yan. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002368.

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2022Cultural diversity among directors and corporate social responsibility. (2022). Garel, Alexandre ; Frijns, Bart ; Dodd, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002873.

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2022Stock market return predictability: A combination forecast perspective. (2022). Qi, Jipeng ; Lv, Wendai. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s105752192200326x.

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2023A bibliometric analysis of cultural finance. (2023). Pandey, Nitesh ; Lahmar, Oumaima ; Kumar, Satish ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003921.

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2023From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Karaa, Rabaa ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933.

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2023The change in stock-selection risk and stock market returns. (2023). Liang, Chao ; Toan, Luu Duc ; He, Qiubei ; Liu, Jing. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004070.

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2023Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248.

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2023Long-term adjusted volatility: Powerful capability in forecasting stock market returns. (2023). Li, Yan ; Liu, Jing ; Qiu, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000467.

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2023Trading gap in holidays and price transmission: Evidence from cross-listed stocks on the A-share and H-share markets. (2023). Rao, Yulei ; Peng, Diefeng ; Guo, Shijun ; Bao, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001321.

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2023Have the predictability of oil changed during the COVID-19 pandemic: Evidence from international stock markets. (2023). Wang, Jiqian ; Huang, Yisu ; Ding, Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001369.

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2023Investing in wine, precious metals and G-7 stock markets – A co-occurrence analysis for price bubbles. (2023). Potrykus, Marcin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001539.

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2022Firm efficiency and stock returns during the COVID-19 crisis. (2022). Posch, Peter N ; Krause, Miguel ; Engelhardt, Nils ; Neukirchen, Daniel. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001185.

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2022Intraday analysis of macroeconomic news surprises, and asymmetries in Indian benchmark bond. (2022). Pradhan, H K ; Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002166.

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2022COVID–19 media coverage and ESG leader indices. (2022). Umar, Zaghum ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002440.

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2022Overconfidence and US stock market returns. (2022). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002580.

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2022Can skewness predict CNY-CNH spread?. (2022). Wu, You ; Han, Liyan ; Liu, Yiye. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003925.

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2022Management team cultural alignment and mergers and acquisitions. (2022). Zhao, Hong. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004359.

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2022Culture and mutual funds’ performance. (2022). Tanos, Barbara Abou. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004463.

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2022Price discovery in fiat currency and cryptocurrency markets. (2022). Wu, Zhen-Xing ; Gau, Yin-Feng ; Huang, Guan-Ying. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005535.

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2022A closed-form mean–variance–skewness portfolio strategy. (2022). Chen, Jingnan ; Zhen, Fang. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001957.

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2022Informativeness of CME Micro Bitcoin Futures in Pricing of Bitcoin: Intraday Evidence. (2022). Pati, Pratap Chandra. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003117.

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2022Ancestry barriers to the cross-border diffusion of global market information. (2022). Todea, Anita. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003749.

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2022Comparisons of Alternative Information Share Measures. (2022). Lien, Donald. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s154461232200472x.

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2022Forecasting US stock market returns by the aggressive stock-selection opportunity. (2022). Duc, Toan Luu ; Liang, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322005025.

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2023Traders’ heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets. (2023). Vagnani, Gianluca ; Marchetti, Fabio Massimo ; Nappo, Giovanna. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000387.

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2022Is the index efficient? A worldwide tour with stochastic dominance. (2022). Xu, Xia ; le Courtois, Olivier ; Kolokolova, Olga. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000410.

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2022Which market dominates the price discovery in currency futures? The case of the Chicago Mercantile Exchange and the Intercontinental Exchange. (2022). Nguyen, James ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028320302933.

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2022National culture and corporate risk-taking around the world. (2022). Xu, Yahua ; Roh, Tai-Yong ; Kim, Donghoon ; Hubers, Frank ; Frijns, Bart. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000126.

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2022Multinationals and stock return comovement. (2022). , Quan ; Nguyen, Nhut H ; Do, Hung X. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000163.

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2022Uncertainty avoidance, loss aversion and stock market participation. (2022). Rieger, Marc Oliver. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028320302982.

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2022The information content of ETF options. (2022). Yang, Dongxiao ; Ramchander, Sanjay ; Miao, Hong ; Lockwood, Larry . In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000278.

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2022Board gender diversity and firm risk in UK private firms. (2022). Roberts, Helen ; Biswas, Pallab Kumar ; Sattar, Mahnoor. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028322000680.

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2023Religion and foreign direct investment. (2023). Shin, Donglim ; Oh, Frederick Dongchuhl ; Lee, Jun Yong ; Hong, Seiwoong. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:1:s0969593122000634.

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2023Asymmetric risk perception and firm financing in the institutional envelope. (2023). Stocco, Giulia ; Puck, Jonas ; Lindner, Thomas. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:3:s0969593122000956.

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2022Non-fundamental home bias in international equity markets. (2022). Kim, Hoffmann. In: International Economics. RePEc:eee:inteco:v:170:y:2022:i:c:p:213-234.

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2022Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches. (2022). Masih, Abul ; Ariff, Mohamed ; Kawsar, Najmul Haque ; Karim, Muhammad Mahmudul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000233.

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2022Informativeness of trades around macroeconomic announcements in the foreign exchange market. (2022). Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000245.

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2022Commodity return predictability: Evidence from implied variance, skewness, and their risk premia??. (2022). Haas, Jose Renato ; Finta, Marinela Adriana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000543.

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2022Explaining cryptocurrency returns: A prospect theory perspective. (2022). Sung, Ming-Chien ; Tai, Chung-Ching ; Lepori, Gabriele M ; Chen, Rongxin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000804.

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2022The size of good and bad volatility shocks does matter for spillovers. (2022). Bouri, Elie ; Harb, Etienne. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001020.

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2022Foreign ownership and stock liquidity uncertainty. (2022). faff, robert ; Zhang, Hao ; Li, Yong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001457.

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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.
[Full Text][Citation analysis]		paper6
2019Surprise and dispersion: informational impact of USDA announcements.(2019) In: Agricultural Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
2015On the Role of Cultural Distance in the Decision to Cross†List In: European Financial Management.
[Full Text][Citation analysis]		article7
2006Inferring Public and Private Information from Trades and Quotes In: The Financial Review.
[Full Text][Citation analysis]		article2
2013Do Criminal Sanctions Deter Insider Trading? In: The Financial Review.
[Full Text][Citation analysis]		article3
2017Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets In: The Financial Review.
[Full Text][Citation analysis]		article8
2019Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures In: The Financial Review.
[Full Text][Citation analysis]		article7
2019Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets In: International Review of Finance.
[Full Text][Citation analysis]		article0
2021Quote dynamics of cross?listed stocks In: International Review of Finance.
[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]		article14
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		article
2009Behavioral Heterogeneity in the Option Market In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper65
2010Behavioral heterogeneity in the option market.(2010) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65		article
2010Behavioral heterogeneity in the option market.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65		paper
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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This paper has another version. Agregated cites: 7		article
2011Cultural Values, CEO Risk Aversion and Corporate Takeovers In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper3
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]		article10
2014Learning by doing: the role of financial experience in financial literacy In: Journal of Public Policy.
[Full Text][Citation analysis]		article14
2016The impact of cultural diversity in corporate boards on firm performance In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article52
2006Nonlinear dynamics in Nasdaq dealer quotes In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article5
2005Nonlinear dynamics in Nasdaq dealer quotes.(2005) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2018Time-varying arbitrage and dynamic price discovery In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
2021The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance In: Economics Letters.
[Full Text][Citation analysis]		article1
2021The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance.(2021) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2015Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article24
2017When no news is good news – The decrease in investor fear after the FOMC announcement In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article27
2016Contemporaneous interactions among fuel, biofuel and agricultural commodities In: Energy Economics.
[Full Text][Citation analysis]		article38
2016Asymmetries of the intraday return-volatility relation In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article16
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]		article10
2018NYSE closure and global equity trading: The case of cross-listed stocks In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2015Cross-listing decisions and the foreign bias of investors In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2017Excess stock return comovements and the role of investor sentiment In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article20
2010The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article38
2010A cultural explanation of the foreign bias in international asset allocation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article113
2012Political crises and the stock market integration of emerging markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article21
2013Uncertainty avoidance, risk tolerance and corporate takeover decisions In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article58
2014Speed, algorithmic trading, and market quality around macroeconomic news announcements In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article39
2012Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements.(2012) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39		paper
2015The determinants of price discovery: Evidence from US-Canadian cross-listed shares In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
2018The skewness of commodity futures returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article59
2018The skewness of commodity futures returns.(2018) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		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]		article21
2020Absence of speculation in the European sovereign debt markets In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article1
2008On the determinants of portfolio choice In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article24
2008The impact of corporate governance on corporate performance: Evidence from Japan In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article34
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
2008Investor sentiment, mutual fund flows and its impact on returns and volatility In: Managerial Finance.
[Full Text][Citation analysis]		article16
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper2
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
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]		article15
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]		article5
2019Volatility spillovers among oil and stock markets in the US and Saudi Arabia In: Applied Economics.
[Full Text][Citation analysis]		article8
2020Pairs trading of Chinese and international commodities In: Applied Economics.
[Full Text][Citation analysis]		article0
2008Forecasting daily volatility with intraday data In: The European Journal of Finance.
[Full Text][Citation analysis]		article6
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]		article3
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]		paper1
2010The information content of implied volatility: Evidence from Australia In: Journal of Futures Markets.
[Full Text][Citation analysis]		article42
2013Contemporaneous Spill?Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices In: Journal of Futures Markets.
[Citation analysis]		article18
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]		article25
2018A comprehensive look at the return predictability of variance risk premia In: Journal of Futures Markets.
[Full Text][Citation analysis]		article9
2018Determinants of intraday price discovery in VIX exchange traded notes In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3
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]		article3
2020The determinants of price discovery on bitcoin markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article23
2022Editors Note 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]		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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