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 6 351
Behavioral Heterogeneity in the Option Market 0 0 0 98 0 0 1 217
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 0 4 303
Cultural diversity among directors and corporate social responsibility 0 0 0 1 0 0 4 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 1 1 1 192
Noise trading and informational efficiency 0 0 0 14 1 1 3 134
Non-Standard Errors 0 0 1 8 0 0 2 32
Non-Standard Errors 0 0 1 42 6 12 56 432
Non-Standard Errors 0 0 1 19 0 0 4 24
Non-Standard Errors 0 1 4 27 4 16 81 143
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 0 0 0 1 9
Nonstandard errors 0 1 11 11 4 11 43 43
Price Discovery in Tick Time 0 0 0 102 0 0 0 361
Sentiment Trades and Option Prices 0 0 0 24 1 3 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 3 37
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 1 1 2 71
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 0 0 0 0 4 5
Total Working Papers 0 2 21 750 19 47 224 2,826
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 1 1 1 19
A cultural explanation of the foreign bias in international asset allocation 1 1 6 136 9 9 26 465
Absence of speculation in the European sovereign debt markets 0 0 0 3 0 0 0 16
Asymmetries of the intraday return-volatility relation 0 0 1 25 1 1 4 81
Behavioral heterogeneity in the option market 0 0 1 43 0 0 5 139
Behavioural heterogeneity in the New Zealand stock market 0 0 1 5 0 0 1 20
Behavioural heterogeneity in wine investments 0 0 2 4 0 0 3 31
Board cultural diversity and firm performance under competitive pressures 0 0 0 0 0 0 0 1
Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets 0 0 1 4 0 0 3 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 1 1 2 22 1 2 5 121
Cross-listing decisions and the foreign bias of investors 0 0 1 13 1 1 3 63
Crossing the Tasman 0 0 0 0 0 1 1 1
Cultural diversity among directors and corporate social responsibility 0 0 6 16 3 9 32 55
Determinants of intraday price discovery in VIX exchange traded notes 0 0 0 4 0 0 0 25
Do Criminal Sanctions Deter Insider Trading? 0 0 0 7 1 1 2 44
Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures 0 0 2 10 0 0 3 27
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 1 4 10 10
Evaluating the tracking performance and tracking error of New Zealand exchange traded funds 0 1 1 1 1 2 6 7
Excess stock return comovements and the role of investor sentiment 0 0 0 21 0 1 3 99
Firm efficiency and stock returns 1 4 5 73 2 5 7 177
Forecasting daily volatility with intraday data 0 0 1 110 2 3 4 350
Herding in analysts’ recommendations: The role of media 0 1 1 18 0 2 7 100
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 1 3 6 148
Inferring Public and Private Information from Trades and Quotes 0 0 0 35 1 1 1 122
Institutional Trading and Stock Returns: Evidence from China 0 0 0 9 0 0 0 39
Institutional trading and asset pricing 0 0 0 11 0 0 2 52
Learning by doing: the role of financial experience in financial literacy 0 3 9 62 3 8 24 140
Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms 0 0 0 17 4 4 5 86
Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets 0 0 0 0 0 0 1 8
Market timing ability and mutual funds: a heterogeneous agent approach 0 0 0 3 0 1 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 7 22
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 12 0 0 0 46
Nonstandard Errors 2 7 31 31 8 24 106 106
On practitioners closed-form GARCH option pricing 0 0 1 1 1 1 6 6
On the Intraday Relation Between the VIX and its Futures 1 1 1 6 1 1 1 40
On the Role of Cultural Distance in the Decision to Cross†List 0 0 1 3 0 0 3 68
On the Style-Based Feedback Trading of Mutual Fund Managers 0 1 1 8 1 2 2 48
On the ability of New Zealand actively managed funds to generate outperformance in their domestic equity allocations 0 0 0 0 1 1 5 5
On the determinants of portfolio choice 0 0 2 146 0 2 12 530
On the performance of KiwiSaver funds 0 0 0 0 0 0 0 0
Pairs trading of Chinese and international commodities 1 1 4 13 2 3 7 30
Political crises and the stock market integration of emerging markets 0 0 0 43 0 1 6 193
Precious metals, oil and the exchange rate: contemporaneous spillovers 0 0 0 1 0 0 2 16
Price discovery in tick time 0 0 1 42 0 0 3 143
Profit margin hedging in the New Zealand dairy farming industry 0 0 1 2 0 0 4 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 1 3
Speed, algorithmic trading, and market quality around macroeconomic news announcements 0 0 11 83 5 8 25 309
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 1 2 3 155
The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks 0 0 0 3 0 0 1 29
The determinants of price discovery on bitcoin markets 0 0 6 43 0 0 9 122
The determinants of price discovery: Evidence from US-Canadian cross-listed shares 0 0 2 32 0 0 3 179
The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand 0 0 2 72 0 0 2 263
The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance 0 0 0 2 0 0 2 14
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 0 1 7 864
The impact of cultural diversity in corporate boards on firm performance 1 1 15 174 4 7 58 781
The information content of implied volatility: Evidence from Australia 0 0 0 16 0 0 0 63
The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares 0 0 0 6 0 0 5 63
The long-run performance of the New Zealand stock markets: 1899-2013 0 2 3 3 1 4 9 10
The skewness of commodity futures returns 1 1 1 45 1 1 2 185
Time-varying arbitrage and dynamic price discovery 0 0 1 13 0 1 2 47
Time-varying contemporaneous spillovers during the European Debt Crisis 0 0 0 1 0 0 2 36
Trade openness and income inequality: The moderating role of institutional quality 2 8 13 13 6 16 31 31
Turn of the Month effect in the New Zealand stock market 0 0 1 2 0 0 2 14
US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks 0 0 0 0 0 1 10 14
Uncertainty avoidance, risk tolerance and corporate takeover decisions 2 3 5 129 3 5 14 656
Volatility discovery and volatility quoting on markets for options and warrants 1 1 1 4 1 1 1 14
Volatility spillovers among oil and stock markets in the US and Saudi Arabia 0 0 0 16 0 0 0 56
When no news is good news – The decrease in investor fear after the FOMC announcement 1 1 2 49 1 3 12 149
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 4 7 2 4 12 30
Total Journal Articles 15 38 155 2,053 71 149 552 8,356
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 7 0 0 1 32
Total Chapters 0 0 1 7 0 0 1 32


Statistics updated 2025-03-03