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 1 126 0 0 5 351
Behavioral Heterogeneity in the Option Market 0 0 0 98 0 1 2 218
Behavioral heterogeneity in the option market 0 0 0 5 0 0 0 35
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 1 95 0 2 6 305
Cultural diversity among directors and corporate social responsibility 0 0 0 1 0 0 2 13
Elements of Effective Insider Trading Laws 0 0 1 1 0 0 5 6
Insider trading laws what works and what doesn't 0 0 0 0 0 0 0 17
Modelling structural changes in the volatility process 0 0 0 68 0 1 1 192
Noise trading and informational efficiency 0 0 0 14 0 1 3 134
Non-Standard Errors 0 0 1 8 0 1 3 33
Non-Standard Errors 0 0 1 19 0 0 2 24
Non-Standard Errors 0 0 4 27 0 6 76 145
Non-Standard Errors 2 2 3 44 5 12 52 438
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 0 0 0 1 9
Nonstandard errors 0 0 11 11 0 5 44 44
Price Discovery in Tick Time 0 1 1 103 0 1 1 362
Sentiment Trades and Option Prices 0 0 0 24 0 1 3 79
Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements 0 0 0 71 0 0 1 196
Surprise and Dispersion: Informational Impact of USDA Announcements 0 0 0 10 1 2 4 38
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 0 0 8
The skewness of commodity futures returns 0 0 0 28 0 1 1 71
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 0 0 0 0 4 5
Total Working Papers 2 3 24 753 6 34 216 2,841
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 1 1 19
A cultural explanation of the foreign bias in international asset allocation 0 2 6 137 2 12 26 468
Absence of speculation in the European sovereign debt markets 0 0 0 3 0 1 1 17
Asymmetries of the intraday return-volatility relation 0 0 1 25 1 2 4 82
Behavioral heterogeneity in the option market 0 0 1 43 0 0 3 139
Behavioural heterogeneity in the New Zealand stock market 0 0 1 5 0 0 1 20
Behavioural heterogeneity in wine investments 1 1 3 5 2 3 5 34
Board cultural diversity and firm performance under competitive pressures 0 0 0 0 0 2 2 3
Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets 0 0 0 4 0 0 2 40
Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices 0 0 0 0 0 0 2 98
Contemporaneous interactions among fuel, biofuel and agricultural commodities 0 1 1 22 0 1 4 121
Cross-listing decisions and the foreign bias of investors 1 1 2 14 1 2 4 64
Crossing the Tasman 0 0 0 0 0 0 1 1
Cultural diversity among directors and corporate social responsibility 2 3 6 19 3 8 32 60
Determinants of intraday price discovery in VIX exchange traded notes 0 0 0 4 0 0 0 25
Do Criminal Sanctions Deter Insider Trading? 1 1 1 8 1 2 3 45
Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures 0 0 1 10 1 1 2 28
Editor's Note 0 0 0 0 0 0 0 6
Effects of option incentive compensation on corporate innovation: The case of China 0 0 1 1 0 1 10 10
Evaluating the tracking performance and tracking error of New Zealand exchange traded funds 1 1 2 2 1 2 6 8
Excess stock return comovements and the role of investor sentiment 0 0 0 21 0 1 4 100
Firm efficiency and stock returns 1 2 5 74 1 4 8 179
Forecasting daily volatility with intraday data 0 0 1 110 0 2 4 350
Herding in analysts’ recommendations: The role of media 0 1 2 19 1 2 6 102
Heterogeneity and sentiment in the stock market 0 0 0 23 0 0 1 85
INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD 0 0 1 33 0 2 6 149
Inferring Public and Private Information from Trades and Quotes 0 0 0 35 0 1 1 122
Institutional Trading and Stock Returns: Evidence from China 0 0 0 9 0 1 1 40
Institutional trading and asset pricing 0 1 1 12 1 2 3 54
Learning by doing: the role of financial experience in financial literacy 0 1 9 63 1 5 20 142
Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms 0 0 0 17 0 7 8 89
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 1 21
Modeling structural changes in the volatility process 0 0 0 26 0 0 1 126
NYSE closure and global equity trading: The case of cross-listed stocks 0 0 0 5 0 0 1 89
National culture and corporate risk-taking around the world 0 0 1 2 0 1 8 23
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 12 0 0 0 46
Nonstandard Errors 5 7 36 36 8 20 118 118
On practitioners closed-form GARCH option pricing 1 1 2 2 1 2 7 7
On the Intraday Relation Between the VIX and its Futures 0 1 1 6 0 1 1 40
On the Role of Cultural Distance in the Decision to Cross†List 0 0 0 3 0 0 2 68
On the Style-Based Feedback Trading of Mutual Fund Managers 0 0 1 8 0 1 2 48
On the ability of New Zealand actively managed funds to generate outperformance in their domestic equity allocations 0 0 0 0 0 2 5 6
On the determinants of portfolio choice 0 0 2 146 0 0 10 530
On the performance of KiwiSaver funds 0 0 0 0 0 0 0 0
Pairs trading of Chinese and international commodities 0 1 4 13 0 2 7 30
Political crises and the stock market integration of emerging markets 1 1 1 44 2 2 8 195
Precious metals, oil and the exchange rate: contemporaneous spillovers 0 0 0 1 0 0 1 16
Price discovery in tick time 0 0 1 42 0 0 2 143
Profit margin hedging in the New Zealand dairy farming industry 0 0 0 2 0 0 2 9
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 10 83 3 9 27 313
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 1 37 0 1 3 155
The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks 0 0 0 3 1 2 3 31
The determinants of price discovery on bitcoin markets 0 0 5 43 1 1 7 123
The determinants of price discovery: Evidence from US-Canadian cross-listed shares 1 1 3 33 1 3 6 182
The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand 0 0 1 72 0 1 2 264
The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance 0 0 0 2 0 1 2 15
The effect of equity market uncertainty on informational efficiency: Cross-sectional evidence 0 0 0 0 0 0 2 2
The impact of corporate governance on corporate performance: Evidence from Japan 0 0 1 238 1 2 6 866
The impact of cultural diversity in corporate boards on firm performance 2 3 10 176 2 9 45 786
The information content of implied volatility: Evidence from Australia 0 0 0 16 0 1 1 64
The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares 0 0 0 6 0 0 2 63
The long-run performance of the New Zealand stock markets: 1899-2013 0 0 3 3 0 1 7 10
The skewness of commodity futures returns 0 1 1 45 2 5 6 189
Time-varying arbitrage and dynamic price discovery 0 0 0 13 0 0 1 47
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 1 7 18 18 7 22 47 47
Turn of the Month effect in the New Zealand stock market 0 0 1 2 1 1 3 15
US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks 0 0 0 0 2 4 11 18
Uncertainty avoidance, risk tolerance and corporate takeover decisions 1 4 6 131 1 8 16 661
Volatility discovery and volatility quoting on markets for options and warrants 0 1 1 4 0 1 1 14
Volatility spillovers among oil and stock markets in the US and Saudi Arabia 0 0 0 16 1 1 1 57
When no news is good news – The decrease in investor fear after the FOMC announcement 0 1 2 49 0 1 10 149
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 3 7 0 2 9 30
Total Journal Articles 19 44 160 2,082 50 172 568 8,457
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 1 2 8 0 1 2 33
Total Chapters 0 1 2 8 0 1 2 33


Statistics updated 2025-05-12