Mikael PETITJEAN : Citation Profile

Université Catholique de Louvain (34% share)
Lille Économie et Management (LEM) (66% share)

7

H index

4

i10 index

279

Citations

RESEARCH PRODUCTION:

27

Articles

73

Papers

RESEARCH ACTIVITY:

   28 years (1997 - 2025). See details.
   Cites by year: 9
   Journals where Mikael PETITJEAN has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 9 (3.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe804
   Updated: 2026-01-17    RAS profile: 2025-03-16    
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Relations with other researchers

Works with:

Elhichou Elmaya, Younes (2)

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

Is cited by:

GUPTA, RANGAN (30)

Pierdzioch, Christian (15)

Wohar, Mark (9)

Sensoy, Ahmet (9)

Cepni, Oguzhan (7)

Novotny, Jan (6)

Będowska-Sójka, Barbara (6)

Sévi, Benoît (5)

Demirer, Riza (5)

Nguyen, Duc Khuong (4)

JAWADI, Fredj (4)

Cites to:

Campbell, John (53)

Shiller, Robert (30)

Giot, Pierre (12)

Diebold, Francis (10)

French, Kenneth (9)

Bauwens, Luc (7)

Goetzmann, William (6)

Rigobon, Roberto (6)

Lusardi, Annamaria (6)

Stambaugh, Robert (6)

Veredas, David (5)

Main data

Where Mikael PETITJEAN has published?

Journals with more than one article published# docs
Applied Economics4
Finance Research Letters2
Energy Economics2
Economic Modelling2
Quantitative Finance2
Finance2

Working Papers Series with more than one paper published# docs
LIDAM Reprints LFIN / Universit catholique de Louvain, Louvain Finance (LFIN)30
Post-Print / HAL14
LIDAM Discussion Papers LFIN / Universit catholique de Louvain, Louvain Finance (LFIN)2

Recent works citing Mikael PETITJEAN (2025 and 2024)

YearTitle of citing document
2084Green credit policy and total factor productivity: Evidence from Chinese listed companies. (2022). Zhang, ZhongXiang ; Zhongxiang, Zhang ; Shu, Guo. In: FEEM Working Papers. RePEc:ags:feemwp:320842.

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2025Ultrafast Extreme Events: Empirical Analysis of Mechanisms and Recovery in a Historical Perspective. (2025). Guhr, Thomas ; Heckens, Anton J ; Henrichs, Luca. In: Papers. RePEc:arx:papers:2509.10376.

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2025Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609.

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2024COVID‐19, Mobility Restriction Policies and Stock Market Volatility: A Cross‐Country Empirical Study. (2024). Vespignani, Joaquin ; Ahadzie, Richard Mawulawoe ; Kangogo, Moses ; Khan, Faisal ; Daugaard, Dan. In: Economic Papers. RePEc:bla:econpa:v:43:y:2024:i:2:p:184-203.

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2025Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies. (2025). Maria, Tantoula ; Manolis, Tzagarakis ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:5:p:621-649:n:1002.

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2024Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach. (2024). Zhao, Xueyan ; LINTON, OLIVER ; Hong, S Y. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2449.

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2024Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach. (2024). Zhao, Xueyan ; LINTON, OLIVER ; Hong, S Y. In: Janeway Institute Working Papers. RePEc:cam:camjip:2423.

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2025Examining Chinese volume–volatility nexus: A regime-switching perspective. (2025). Yan, Yayi ; Xia, Yingcun ; Wang, Shaoping. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003407.

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2025Realized candlestick wicks. (2025). Nolte, Ingmar ; Li, Yifan ; Yu, Shifan. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s0304407625000685.

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2024Make every dollar count: The impact of green credit regulation on corporate green investment efficiency. (2024). Cao, Wei ; Sun, Siyang ; Xue, Rui ; Tian, Jinfang ; Bu, DI. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s014098832400015x.

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2024Bless or curse, how does extreme temperature shape heavy pollution companies ESG performance?-Evidence from China. (2024). Liang, Yuchao ; Tan, QI ; Pang, Jun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000860.

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2024Credit default swaps and corporate carbon emissions in Japan. (2024). Okimoto, Tatsuyoshi ; Takaoka, Sumiko. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002123.

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2024Return and volatility spillovers between the raw material and electric vehicles markets. (2024). Zilberman, David ; Petit, Mathieu ; Janda, Karel ; Alekseev, Oleg. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005164.

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2025Does artificial intelligence suppress firms greenwashing behavior? Evidence from robot adoption in China. (2025). Xue, Qihang ; Yao, DI ; Bai, Caiquan. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008776.

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2025Fundamentals of carbon emissions scaling: Implications for sector peer comparisons and carbon efficient indexing. (2025). Dutta, Sunil ; Hwang, Jinsung ; Patatoukas, Panos N. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001239.

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2025The complexity of transitioning from oil dependency: A dynamic modelling case study of Indonesia. (2025). Wadley, David ; Dargusch, Paul ; Richards, Russell ; Rahman, Arief. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s014098832500489x.

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2024Decoding the performance of a blend of metal-oxide nanoparticles in Eichhornia crassipes biodiesel at varying injection timing through the routes of thermodynamic analysis and statistical optimization. (2024). Sharma, Prabhakar ; Kumar, Rakesh ; Abulut, Mit ; Paramasivam, Prabhu ; Bora, Bhaskor Jyoti ; Jain, Akshay. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031438.

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2025Mixed-frequency data-driven forecasting of thermal coal price: A novel hybrid model. (2025). Luo, Shen ; Xie, Yuzhi ; Wang, Jilong ; Zhang, YI. In: Energy. RePEc:eee:energy:v:334:y:2025:i:c:s0360544225032785.

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2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

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2025How do timing and narrative tone influence the impact of pro-environmental orientation on crowdfunding performance?. (2025). Ge, Ruichen ; Zhang, Sha ; Zhao, Hong. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001497.

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2025Navigating crowdfunding for sustainability: Practical implications mapped. (2025). Passarelli, Mariacarmela ; Cardamone, Ernesto ; Bongiorno, Giuseppe. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002223.

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2025Changing dynamics of renewable energy investments ecosystem: A scientometrics analysis. (2025). Ozturk, Ilhan ; Mohnot, Rajesh ; Rafiuddin, Aqila ; Sisodia, Gyanendra Singh ; Singh, Vivek Kumar. In: Innovation and Green Development. RePEc:eee:ingrde:v:4:y:2025:i:4:s2949753125000761.

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2024Forecasting downside and upside realized volatility: The role of asymmetric information. (2024). Maki, Daiki. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000069.

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2024Integration of the international carbon market: A time-varying analysis. (2024). Scholtens, Bert ; Lyu, Chenyan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123009607.

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2025The logic of policies for energy price regulation in the future: A synergistic developmental perspective based on energy and carbon markets. (2025). Zhou, Xing ; Xu, Jianze ; Zhang, Fenglan ; Ma, Pingping ; Jin, YI. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:222:y:2025:i:c:s1364032125006136.

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2025Does green credit regulation induce managerial opportunistic behavior in heavily polluting enterprises? A quasi-natural experiment from China. (2025). Xue, Rui ; Zhou, Qing ; Yong, Fan ; Li, Zexin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006835.

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2024Realized volatility, price informativeness, and tick size: A market microstructure approach. (2024). Xiao, Xijuan ; Yamamoto, Ryuichi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:410-426.

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2024Asymmetric effect of trading volume on realized volatility. (2024). Maki, Daiki. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003800.

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2025Green credit policy and corporate green innovation. (2025). He, Jiale ; Xue, Haozhong ; Yang, Wei ; Fan, Bingyu ; Zhong, Yanyi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001947.

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2024Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, H K ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514.

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2025How do housing markets comove with the financial system? Evidence from dynamic risk spillovers. (2025). Huang, Yingying ; Urquhart, Andrew ; Shan, Shuwen ; Duan, Kun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002430.

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2024Determinants of reward crowdfunding success: Evidence from Covid-19 pandemic. (2024). Elrashidy, Zeinab ; Baroudi, Sarra ; Haniffa, Roszaini ; Sherif, Mohamed. In: Technovation. RePEc:eee:techno:v:132:y:2024:i:c:s016649722400035x.

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2024Effects of climate risk on corporate green innovation cycles. (2024). lucey, brian ; Hao, Jing ; He, Feng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s0040162524002439.

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2024Financial Security as a Basis for the Sustainable Development of Small and Medium-Sized Renewable Energy Companies—A Polish Perspective. (2024). Staniszewski, Ryszard ; Florek, Joanna ; Czerwiska-Kayzer, Dorota. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:14:p:5926-:d:1433334.

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2024Top Management Team Heterogeneity, Top Management Incentives, and ESG Performance: Evidence from Chinese Listed Companies. (2024). Lyu, Shanshan ; Zhang, Qincheng ; Yang, Mingzeng. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:18:p:8036-:d:1477931.

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2025ESG Strategies and Sustainable Performance in Multinational Enterprises. (2025). Chuang, Che-Jen ; Lin, Shih-Tse ; Chen, Kao-Shan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:2:p:751-:d:1570346.

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2024Pattern Recognition in Microtrading Behaviors Preceding Stock Price Jumps: A Study Based on Mutual Information for Multivariate Time Series. (2024). Li, Xindan ; Azencott, Robert ; Zhu, Hongliang ; Kong, AO. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10367-6.

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2024Realized higher moments and trading activity. (2024). Yuan, Shu-Fang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:3:d:10.1007_s11156-023-01227-3.

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2024Revisiting the Porter hypothesis: a multi-country meta-analysis of the relationship between environmental regulation and green innovation. (2024). Li, Yongling ; Zhang, Wanli ; Yan, Dan ; Zhu, Bin. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02671-9.

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2024ESG and customer stability: a perspective based on external and internal supervision and reputation mechanisms. (2024). Li, Yukun ; Lin, Weifen ; Wang, Hui ; Xu, Hong. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03490-8.

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2024The end of an era: Who paid the price when the livestock futures pits closed?. (2024). Onur, Esen ; Gousgounis, Eleni. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:106:y:2024:i:3:p:1111-1140.

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2024Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2088-2125.

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Works by Mikael PETITJEAN:

YearTitleTypeCited
2020Retail Investing in Passive Exchange Traded Funds In: LIDAM Discussion Papers LFIN.
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2021Blaming or praising passive ETFs? In: LIDAM Discussion Papers LFIN.
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2013The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks In: LIDAM Reprints LFIN.
[Citation analysis]		paper7
2013The 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: 7		paper
2013The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks.(2013) In: Quantitative Finance.
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2013Il n’y aura pas de croissance solide sans confiance dans l’avenir In: LIDAM Reprints LFIN.
[Citation analysis]		paper0
2013Determining an optimal multiplier in dynamic core-satellite strategies In: LIDAM Reprints LFIN.
[Citation analysis]		paper1
2013Determining an optimal multiplier in dynamic core-satellite strategies.(2013) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2013Determining an optimal multiplier in dynamic core-satellite strategies.(2013) In: Journal of Asset Management.
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This paper has nother version. Agregated cites: 1		article
2013Bank failures and regulation: a critical review In: LIDAM Reprints LFIN.
[Citation analysis]		paper5
2013Bank failures and regulation: a critical review.(2013) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2013Bank failures and regulation: a critical review.(2013) In: Journal of Financial Regulation and Compliance.
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2014Testing the profitability of contrarian trading strategies based on the overreaction hypothesis In: LIDAM Reprints LFIN.
[Citation analysis]		paper0
2014Testing 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
2014Quel secteur financier voulons-nous pour nos enfants? In: LIDAM Reprints LFIN.
[Citation analysis]		paper0
2014La Bourse, truquée? In: LIDAM Reprints LFIN.
[Citation analysis]		paper0
2014Inégalités patrimoniales, moralisme et passeport In: LIDAM Reprints LFIN.
[Citation analysis]		paper0
2014Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks In: LIDAM Reprints LFIN.
[Citation analysis]		paper53
2014Intraday 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: 53		paper
2014Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks.(2014) In: Journal of Financial Markets.
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2014De la médiocrité des conseils d’investissement de Test-Achats invest sur actions individuelles In: LIDAM Reprints LFIN.
[Citation analysis]		paper0
2014DE 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
2015Les sept familles de lISR In: LIDAM Reprints LFIN.
[Citation analysis]		paper0
2015La taxe sur la bourse casino In: LIDAM Reprints LFIN.
[Citation analysis]		paper0
2015How integrated is the European carbon derivatives market? In: LIDAM Reprints LFIN.
[Citation analysis]		paper6
2015How integrated is the European carbon derivatives market?.(2015) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2015How integrated is the European carbon derivatives market?.(2015) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 6		article
2015How integrated is the European carbon derivatives market?.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2015Dune démocratie des opinions à une aristocratie des connaissances In: LIDAM Reprints LFIN.
[Citation analysis]		paper0
2015Chapeau bas et respect pour Albert FRERE ? In: LIDAM Reprints LFIN.
[Citation analysis]		paper0
2016On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios In: LIDAM Reprints LFIN.
[Citation analysis]		paper1
2016On 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
2016On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios.(2016) In: Economic Modelling.
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2016On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios.(2016) In: Post-Print.
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2016La vitesse sur les marchés financiers : stop ou encore ? In: LIDAM Reprints LFIN.
[Citation analysis]		paper0
2016La vitesse sur les marchés financiers : stop ou encore ?.(2016) In: Post-Print.
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2017Capital-risque et performance à court terme de l’entreprise après introduction en bourse In: LIDAM Reprints LFIN.
[Citation analysis]		paper0
2017Capital-risque et performance à court terme de l’entreprise après introduction en bourse.(2017) In: Post-Print.
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This paper has nother version. Agregated cites: 0		paper
2018What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank In: LIDAM Reprints LFIN.
[Citation analysis]		paper14
2018What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank.(2018) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 14		article
2018What 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: 14		paper
2018Le sauvetage des institutions financières a épargné plusieurs milliards d’euros aux pouvoirs publics In: LIDAM Reprints LFIN.
[Citation analysis]		paper0
2018La Belgique est-elle inégalitaire ? In: LIDAM Reprints LFIN.
[Citation analysis]		paper0
2018Implicit transaction cost management using intraday price dynamics In: LIDAM Reprints LFIN.
[Citation analysis]		paper1
2018Implicit transaction cost management using intraday price dynamics.(2018) In: Post-Print.
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2018Implicit transaction cost management using intraday price dynamics.(2018) In: Applied Economics.
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2018Extreme events and the cumulative distribution of net gains in gambling and structured products In: LIDAM Reprints LFIN.
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2018Extreme events and the cumulative distribution of net gains in gambling and structured products.(2018) In: Post-Print.
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2018Extreme events and the cumulative distribution of net gains in gambling and structured products.(2018) In: Applied Economics.
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2019Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies? In: LIDAM Reprints LFIN.
[Citation analysis]		paper34
2019Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies?.(2019) In: Energy Economics.
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2019Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies?.(2019) In: Post-Print.
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2019Testing the effect of technical analysis on market quality and order book dynamics In: LIDAM Reprints LFIN.
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2018Testing the effect of technical analysis on market quality and order book dynamics.(2018) In: Post-Print.
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2019Testing the effect of technical analysis on market quality and order book dynamics.(2019) In: Applied Economics.
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2021Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks In: LIDAM Reprints LFIN.
[Citation analysis]		paper1
2021Market instability and technical trading at high frequency: Evidence from NASDAQ stocks.(2021) In: Economic Modelling.
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This paper has nother version. Agregated cites: 1		article
2021Mini flash crashes: Review, taxonomy and policy responses In: LIDAM Reprints LFIN.
[Citation analysis]		paper2
2020Mini flash crashes: Review, taxonomy and policy responses.(2020) In: Bulletin of Economic Research.
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2020Mini flash crashes: Review, taxonomy and policy responses.(2020) In: Post-Print.
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This paper has nother version. Agregated cites: 2		paper
2021The rise of fast trading: Curse or blessing for liquidity? In: LIDAM Reprints LFIN.
[Citation analysis]		paper1
2022The rise of fast trading: Curse or blessing for liquidity?.(2022) In: Finance.
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This paper has nother version. Agregated cites: 1		article
2021Judging the functioning of equity markets in 2020: A birds-eye (re)view In: LIDAM Reprints LFIN.
[Citation analysis]		paper0
2023Crypto market dynamics in stressful conditions In: LIDAM Reprints LFIN.
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2023Crypto market dynamics in stressful conditions.(2023) In: Post-Print.
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2023Crypto market dynamics in stressful conditions.(2023) In: Applied Economics.
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2010Volatility regimes and liquidity co-movements in cap-based portfolios In: Finance.
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2010Volatility regimes and liquidity co-movements in cap-based portfolios.(2010) In: LIDAM Reprints CORE.
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2010Volatility regimes and liquidity co-movements in cap-based portfolios..(2010) In: Post-Print.
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2005Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio In: LIDAM Discussion Papers CORE.
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2006International stock return predictability: statistical evidence and economic significance In: LIDAM Discussion Papers CORE.
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2006The information content of the Bond-Equity Yield Ratio: better than a random walk? In: LIDAM Discussion Papers CORE.
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2007The information content of the Bond-Equity Yield Ratio: Better than a random walk?.(2007) In: LIDAM Reprints CORE.
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2007The information content of the Bond-Equity Yield Ratio: Better than a random walk?.(2007) In: International Journal of Forecasting.
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2006Short-term market timing using the Bond-Equity Yield Ratio In: LIDAM Discussion Papers CORE.
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2009Short-term market timing using the bond-equity yield ratio.(2009) In: LIDAM Reprints CORE.
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2009Short-term market timing using the bond-equity yield ratio.(2009) In: The European Journal of Finance.
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2006Market-wide liquidity co-movements, volatility regimes and market cap sizes In: LIDAM Discussion Papers CORE.
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2010Trading activity, realized volatility and jumps In: LIDAM Reprints CORE.
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2010Trading activity, realized volatility and jumps.(2010) In: Journal of Empirical Finance.
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2011On the statistical and economic performance of stock return predictive regression models: an international perspective In: LIDAM Reprints CORE.
[Citation analysis]		paper9
2011On the statistical and economic performance of stock return predictive regression models: an international perspective.(2011) In: LIDAM Reprints CORE.
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2011On the statistical and economic performance of stock return predictive regression models: an international perspective.(2011) In: Quantitative Finance.
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2012Liquidity and CDS premiums on European companies around the Subprime crisis In: LIDAM Reprints CORE.
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2012Liquidity and CDS premiums on European companies around the Subprime crisis.(2012) In: Review of Derivatives Research.
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2024A global perspective on the nexus between energy and stock markets in light of the rise of renewable energy In: Energy Economics.
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2010Variations communes de liquidité au sein de portefeuilles de faible, moyenne et forte capitalisation: Les enseignements des crises financières asiatique et russe. In: Post-Print.
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2010Variations 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.
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2000Les effets de la globalisation sur les inégalités régionales : quelques apports fondamentaux de léconomie géographique In: Revue Tiers Monde.
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1999Des effets de la globalisation sur les inégalités régionales : quelques apports fondamentaux de léconomie géographique.(1999) In: SEII Working Papers.
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2004Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison In: Computing in Economics and Finance 2004.
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1997Echanges internationaux et économie mondiale In: SEII Working Papers.
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1997The Balance of Payments in Belgium and the IMF Approach In: SEII Working Papers.
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1998Exogeneous Technical Progress and International Trade : Is It Outdated? In: SEII Working Papers.
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1998Spécialisation industrielle et consommation apparente : le cas de la Province de Liège en Belgique In: SEII Working Papers.
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1998La Politique Agricole Commune et lAgenda 2000 In: SEII Working Papers.
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1999Une introduction aux modèles de croissance : de lexogénéité à lendogénisation In: SEII Working Papers.
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2025Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events In: Financial Innovation.
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2011To what extent is resampling useful in portfolio management? In: Applied Economics Letters.
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2011The performance of popular stochastic volatility option pricing models during the subprime crisis In: Applied Financial Economics.
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