Access Statistics for Bart Frijns

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Volatility Targeting GARCH model with Time-Varying Coefficients 0 0 0 126 0 0 2 351
Behavioral Heterogeneity in the Option Market 0 0 0 98 1 2 3 220
Behavioral heterogeneity in the option market 0 0 0 5 0 1 1 36
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 0 95 0 0 8 311
Cultural diversity among directors and corporate social responsibility 0 0 0 1 0 1 1 14
Elements of Effective Insider Trading Laws 0 0 0 1 0 1 1 7
Insider trading laws what works and what doesn't 0 0 0 0 0 0 1 18
Modelling structural changes in the volatility process 0 0 0 68 0 2 3 194
Noise trading and informational efficiency 0 0 0 14 0 0 5 136
Non-Standard Errors 0 0 2 44 2 6 34 446
Non-Standard Errors 0 0 0 8 0 0 2 34
Non-Standard Errors 0 0 1 19 0 0 3 26
Non-Standard Errors 0 0 1 27 2 4 30 154
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 0 0 0 0 9
Nonstandard Errors 0 0 0 0 1 1 3 3
Nonstandard Errors 0 0 3 3 3 3 23 23
Nonstandard Errors 0 0 0 0 5 6 11 11
Nonstandard errors 1 1 2 12 4 9 28 56
Price Discovery in Tick Time 0 0 1 103 0 0 1 362
Sentiment Trades and Option Prices 0 0 0 24 0 0 8 84
Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements 0 0 0 71 0 1 2 197
Surprise and Dispersion: Informational Impact of USDA Announcements 0 0 0 10 0 2 5 40
The Dynamics of Dealer Quoting Behavior 0 0 0 0 0 0 0 118
The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance 0 0 0 0 0 1 1 9
The skewness of commodity futures returns 0 0 0 28 0 0 1 71
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 0 0 0 0 2 5
Total Working Papers 1 1 10 757 18 40 179 2,935
3 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comprehensive look at the return predictability of variance risk premia 0 0 0 4 0 0 1 19
A cultural explanation of the foreign bias in international asset allocation 0 1 5 139 0 2 19 472
Absence of speculation in the European sovereign debt markets 0 0 0 3 0 1 2 18
Asymmetries of the intraday return-volatility relation 0 0 0 25 0 0 2 82
Behavioral heterogeneity in the option market 0 0 0 43 0 1 3 141
Behavioural heterogeneity in the New Zealand stock market 0 0 1 5 0 0 1 20
Behavioural heterogeneity in wine investments 0 0 2 5 0 0 4 34
Board cultural diversity and firm performance under competitive pressures 1 1 1 1 1 4 8 9
Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets 0 0 0 4 1 1 3 41
Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices 0 0 0 0 0 0 0 98
Contemporaneous interactions among fuel, biofuel and agricultural commodities 0 0 1 22 0 1 4 122
Cross-listing decisions and the foreign bias of investors 0 0 1 14 0 1 4 65
Crossing the Tasman 0 0 0 0 0 0 2 2
Cultural diversity among directors and corporate social responsibility 0 0 6 21 0 1 23 65
Determinants of intraday price discovery in VIX exchange traded notes 0 0 0 4 1 1 2 27
Do Criminal Sanctions Deter Insider Trading? 0 0 1 8 0 0 2 45
Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures 0 0 0 10 0 2 3 30
Editor's Note 0 0 0 0 1 1 1 7
Effects of option incentive compensation on corporate innovation: The case of China 0 1 1 2 0 3 9 14
Evaluating the tracking performance and tracking error of New Zealand exchange traded funds 0 0 3 3 0 1 6 10
Excess stock return comovements and the role of investor sentiment 0 0 0 21 0 1 3 101
Feedback Trading: The Intraday Case of Retail Derivatives 0 0 0 0 1 1 3 4
Firm efficiency and stock returns 0 0 5 74 0 0 7 179
Forecasting daily volatility with intraday data 0 0 0 110 2 3 6 353
Foreign ownership and board cultural diversity 0 0 1 1 0 1 8 8
Herding in analysts’ recommendations: The role of media 0 0 3 20 0 0 6 103
Heterogeneity and sentiment in the stock market 0 0 0 23 0 0 0 85
INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD 0 0 0 33 0 0 4 149
Inferring Public and Private Information from Trades and Quotes 0 0 0 35 0 1 2 123
Institutional Trading and Stock Returns: Evidence from China 0 0 0 9 0 0 2 41
Institutional trading and asset pricing 0 0 1 12 0 0 4 55
Learning by doing: the role of financial experience in financial literacy 1 1 13 70 1 4 26 154
Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms 0 1 1 18 0 2 9 91
Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets 0 0 0 0 0 0 0 8
Market timing ability and mutual funds: a heterogeneous agent approach 0 0 0 3 0 0 2 22
Modeling structural changes in the volatility process 0 0 0 26 1 1 1 127
NYSE closure and global equity trading: The case of cross-listed stocks 0 0 0 5 0 0 0 89
National culture and corporate risk-taking around the world 0 0 1 2 0 0 8 27
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 12 0 1 1 47
Nonstandard Errors 1 1 23 39 4 11 88 138
On practitioners closed-form GARCH option pricing 0 0 2 3 0 0 5 9
On the Intraday Relation Between the VIX and its Futures 0 0 1 6 0 1 3 42
On the Role of Cultural Distance in the Decision to Cross†List 0 0 0 3 1 1 1 69
On the Style-Based Feedback Trading of Mutual Fund Managers 0 0 1 8 0 0 2 48
On the ability of New Zealand actively managed funds to generate outperformance in their domestic equity allocations 0 0 0 0 0 0 4 6
On the determinants of portfolio choice 0 0 0 146 0 3 6 533
On the performance of KiwiSaver funds 0 0 0 0 1 1 1 1
Pairs trading of Chinese and international commodities 0 2 4 16 0 5 9 36
Political crises and the stock market integration of emerging markets 1 1 2 45 1 4 10 200
Precious metals, oil and the exchange rate: contemporaneous spillovers 0 0 0 1 0 1 1 17
Price discovery in tick time 0 0 0 42 1 4 4 147
Profit margin hedging in the New Zealand dairy farming industry 0 0 0 2 1 5 5 14
Properties and the predictive power of implied volatility in the New Zealand dairy market 0 0 0 0 0 0 0 15
Quote dynamics of cross‐listed stocks 0 0 0 1 0 0 0 3
Speed, algorithmic trading, and market quality around macroeconomic news announcements 0 0 6 84 1 3 30 324
Surprise and dispersion: informational impact of USDA announcements 0 0 0 1 0 0 0 33
The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market 0 0 0 9 0 0 2 46
The New Zealand implied volatility index 0 0 0 37 0 0 2 155
The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks 0 0 0 3 1 1 4 33
The determinants of price discovery on bitcoin markets 0 0 5 45 0 1 8 127
The determinants of price discovery: Evidence from US-Canadian cross-listed shares 0 0 4 36 1 6 14 193
The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand 0 0 0 72 0 0 1 264
The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance 0 0 1 3 1 2 4 18
The effect of equity market uncertainty on informational efficiency: Cross-sectional evidence 0 1 1 1 0 3 4 5
The impact of corporate governance on corporate performance: Evidence from Japan 0 0 0 238 2 4 10 871
The impact of cultural diversity in corporate boards on firm performance 3 4 12 182 7 10 42 804
The information content of implied volatility: Evidence from Australia 0 0 0 16 1 1 2 65
The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares 0 1 1 7 3 6 10 72
The long-run performance of the New Zealand stock markets: 1899-2013 0 0 2 3 0 0 4 10
The skewness of commodity futures returns 0 0 1 45 3 4 11 195
Time-varying arbitrage and dynamic price discovery 0 0 0 13 0 0 3 49
Time-varying contemporaneous spillovers during the European Debt Crisis 0 0 0 1 0 0 1 36
Trade openness and income inequality: The moderating role of institutional quality 3 8 30 32 7 19 69 75
Turn of the Month effect in the New Zealand stock market 0 0 1 2 0 3 5 18
US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks 0 0 0 0 1 3 11 22
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 0 5 131 0 1 18 668
Volatility discovery and volatility quoting on markets for options and warrants 0 1 2 5 0 1 2 15
Volatility spillovers among oil and stock markets in the US and Saudi Arabia 0 0 0 16 1 1 2 58
When no news is good news – The decrease in investor fear after the FOMC announcement 0 1 3 50 1 7 16 158
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 1 7 0 3 9 34
Total Journal Articles 10 25 155 2,138 48 150 614 8,713
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
INSIDER TRADING REGULATIONS: A THEORETICAL AND EMPIRICAL REVIEW 0 0 1 8 0 0 1 33
Total Chapters 0 0 1 8 0 0 1 33


Statistics updated 2025-10-06