Access Statistics for Mikael PETITJEAN

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
Bank failures and regulation: a critical review 0 0 0 0 0 0 1 1
Bank failures and regulation: a critical review 0 0 0 0 0 0 3 6
Blaming or praising passive ETFs? 0 0 1 5 1 1 3 21
Capital-risque et performance à court terme de l’entreprise après introduction en bourse 0 0 0 0 0 0 1 40
Capital-risque et performance à court terme de l’entreprise après introduction en bourse 0 0 0 0 0 1 2 9
Chapeau bas et respect pour Albert FRERE ? 0 0 0 0 0 0 0 4
Crypto market dynamics in stressful conditions 0 0 0 0 0 0 4 10
Crypto market dynamics in stressful conditions 0 0 0 0 1 1 1 1
D'une démocratie des opinions à une aristocratie des connaissances 0 0 0 0 0 0 0 2
De la médiocrité des conseils d’investissement de Test-Achats invest sur actions individuelles 0 0 0 0 0 1 2 15
Des effets de la globalisation sur les inégalités régionales: quelques apports fondamentaux de l'économie géographique 0 0 0 0 0 0 1 2,111
Determining an optimal multiplier in dynamic core-satellite strategies 0 0 0 0 0 0 0 1
Determining an optimal multiplier in dynamic core-satellite strategies 0 0 0 0 0 0 0 0
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio 0 0 0 97 0 1 4 367
Echanges internationaux et économie mondiale 0 0 0 0 0 0 1 3,047
Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies? 0 0 0 2 0 1 3 36
Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies? 0 0 0 0 0 0 5 8
Exogeneous Technical Progress and International Trade: Is It Outdated? 0 0 0 0 0 0 3 970
Extreme events and the cumulative distribution of net gains in gambling and structured products 0 0 0 0 0 1 1 5
Extreme events and the cumulative distribution of net gains in gambling and structured products 0 0 0 0 0 0 0 0
Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison 0 0 0 0 0 2 2 1,363
How integrated is the European carbon derivatives market? 0 0 0 0 0 0 0 3
How integrated is the European carbon derivatives market? 0 0 0 0 0 0 0 34
How integrated is the European carbon derivatives market? 0 0 0 0 0 0 0 25
Il n’y aura pas de croissance solide sans confiance dans l’avenir 0 0 0 0 0 0 0 2
Implicit transaction cost management using intraday price dynamics 0 0 0 0 0 0 1 2
Implicit transaction cost management using intraday price dynamics 0 0 0 0 0 0 0 3
International stock return predictability: statistical evidence and economic significance 0 0 0 81 0 0 1 273
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 0 0 0 0 0 0 10
Intraday liquidity dynamics and news releases around price jumps: evidence from the DJIA stocks 0 0 0 0 0 0 1 1
Inégalités patrimoniales, moralisme et passeport 0 0 0 0 0 0 0 4
Judging the functioning of equity markets in 2020: A bird's-eye (re)view 0 0 0 0 0 1 1 5
La Belgique est-elle inégalitaire ? 0 0 0 0 0 1 1 2
La Bourse, truquée? 0 0 0 0 0 0 0 4
La Politique Agricole Commune et l'Agenda 2000 0 0 0 3 0 1 1 1,822
La taxe sur la "bourse casino" 0 0 0 0 0 0 0 9
La vitesse sur les marchés financiers: stop ou encore ? 0 0 0 0 0 1 1 26
La vitesse sur les marchés financiers: stop ou encore ? 0 0 0 0 0 1 1 6
Le sauvetage des institutions financières a épargné plusieurs milliards d’euros aux pouvoirs publics 0 0 0 0 0 1 1 4
Les sept familles de l'ISR 0 0 0 0 0 0 0 2
Liquidity and CDS premiums on European companies around the Subprime crisis 0 0 0 0 0 0 0 16
Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks 0 0 0 0 2 2 2 6
Market-wide liquidity co-movements, volatility regimes and market cap sizes 0 0 0 89 0 0 0 345
Mini flash crashes: Review, taxonomy and policy responses 0 0 0 0 1 1 3 10
Mini flash crashes: Review, taxonomy and policy responses 0 0 0 0 1 1 3 9
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 6 0 1 2 26
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 3 0 0 1 13
On the usefuleness of intraday price ranges to Gauge liquidity in cap-based portfolios 0 0 0 0 0 1 1 14
On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios 0 0 0 0 0 0 1 17
On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios 0 0 0 0 0 0 1 3
Quel secteur financier voulons-nous pour nos enfants? 0 0 0 0 0 0 0 3
Retail Investing in Passive Exchange Traded Funds 0 0 3 11 1 2 13 59
Short-term market timing using the Bond-Equity Yield Ratio 0 0 0 58 0 1 1 333
Short-term market timing using the bond-equity yield ratio 0 0 0 9 0 1 2 27
Spécialisation industrielle et consommation apparente: le cas de la Province de Liège en Belgique 0 0 0 0 0 0 0 691
Testing the effect of technical analysis on market quality and order book dynamics 0 0 0 0 0 0 2 14
Testing the effect of technical analysis on market quality and order book dynamics 0 0 0 0 0 0 3 5
Testing the profitability of contrarian trading strategies based on the overreaction hypothesis 0 0 0 0 0 0 1 12
Testing the profitability of contrarian trading strategies based on the overreaction hypothesis 0 0 0 0 0 0 1 3
The Balance of Payments in Belgium and the IMF Approach 0 0 0 0 0 0 1 1,338
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 1 0 0 0 21
The information content of the Bond-Equity Yield Ratio: better than a random walk? 1 1 1 69 1 1 2 372
The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks 0 0 0 0 0 0 1 20
The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks 0 0 0 0 0 0 1 16
The rise of fast trading: Curse or blessing for liquidity? 0 0 0 0 0 0 0 3
Trading activity, realized volatility and jumps 0 0 0 3 0 0 0 46
Une introduction aux modèles de croissance: de l'exogénéité à l'endogénisation 0 0 0 0 1 4 12 1,969
Variations communes de liquidité au sein de portefeuilles de faible, moyenne et forte capitalisation: Les enseignements des crises financières asiatique et russe 0 0 0 0 0 0 0 10
Variations communes de liquidité au sein de portefeuilles de faible, moyenne et forte capitalisation: les enseignements des crises financières asiatique et russe 0 0 0 0 0 0 0 8
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 0 0 0 0 9
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 0 0 0 0 13
What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank 0 0 0 0 0 0 1 4
What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank 0 0 0 0 0 0 2 38
Total Working Papers 1 1 5 437 9 30 103 15,727


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A global perspective on the nexus between energy and stock markets in light of the rise of renewable energy 0 0 2 2 0 0 6 6
Bank failures and regulation: a critical review 0 0 0 77 0 1 5 267
Crypto market dynamics in stressful conditions 0 0 1 4 0 0 7 20
DE LA MEDIOCRITE DES CONSEILS D’INVESTISSEMENT DE TEST-ACHATS INVEST SUR ACTIONS INDIVIDUELLES 0 0 0 44 0 2 20 369
Determining an optimal multiplier in dynamic core-satellite strategies 0 0 0 2 1 1 1 9
Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies? 0 0 1 35 2 3 14 120
Extreme events and the cumulative distribution of net gains in gambling and structured products 0 0 0 1 0 0 0 9
How integrated is the European carbon derivatives market? 0 0 0 9 0 0 0 66
Implicit transaction cost management using intraday price dynamics 0 0 0 1 0 0 0 21
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 0 1 73 0 0 4 211
Les effets de la globalisation sur les inégalités régionales: quelques apports fondamentaux de l'économie géographique 0 0 0 6 0 0 0 38
Liquidity and CDS premiums on European companies around the Subprime crisis 0 0 0 31 1 2 2 148
Market instability and technical trading at high frequency: Evidence from NASDAQ stocks 0 0 1 8 2 3 6 21
Mini flash crashes: Review, taxonomy and policy responses 0 0 2 5 0 1 5 22
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 22 0 2 3 74
On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios 0 0 0 5 0 0 2 35
Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events 0 0 0 0 0 1 2 2
Short-term market timing using the bond-equity yield ratio 0 0 0 53 0 0 1 276
Testing the effect of technical analysis on market quality and order book dynamics 0 0 0 0 0 1 3 15
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 36 0 0 0 162
The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks 0 0 0 17 0 0 3 57
The performance of popular stochastic volatility option pricing models during the subprime crisis 0 0 0 17 0 1 1 98
The rise of fast trading: Curse or blessing for liquidity? 0 0 0 1 0 0 0 3
To what extent is resampling useful in portfolio management? 0 0 0 11 0 1 1 71
Trading activity, realized volatility and jumps 0 1 3 89 0 1 4 291
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 1 2 0 0 2 22
What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank 0 0 0 22 0 0 1 89
Total Journal Articles 0 1 12 573 6 20 93 2,522


Statistics updated 2025-05-12