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 1 1 1 352
Behavioral Heterogeneity in the Option Market 0 0 0 98 1 3 4 221
Behavioral heterogeneity in the option market 0 0 0 5 1 2 2 37
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 0 95 1 1 9 312
Cultural diversity among directors and corporate social responsibility 0 0 0 1 0 0 1 14
Elements of Effective Insider Trading Laws 0 0 0 1 1 1 2 8
Insider trading laws what works and what doesn't 0 0 0 0 1 1 2 19
Modelling structural changes in the volatility process 0 0 0 68 1 3 4 195
Noise trading and informational efficiency 0 0 0 14 1 1 5 137
Non-Standard Errors 0 0 0 8 2 2 4 36
Non-Standard Errors 0 0 1 27 1 4 29 155
Non-Standard Errors 0 0 1 19 0 0 3 26
Non-Standard Errors 0 0 2 44 0 6 31 446
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 0 0 0 0 9
Nonstandard Errors 0 0 0 0 3 9 14 14
Nonstandard Errors 0 0 0 0 5 6 8 8
Nonstandard Errors 0 0 3 3 4 7 27 27
Nonstandard errors 0 1 2 12 1 6 28 57
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 1 2 2 198
Surprise and Dispersion: Informational Impact of USDA Announcements 0 0 0 10 1 2 6 41
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 1 9
The skewness of commodity futures returns 1 1 1 29 2 2 3 73
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 0 0 0 0 0 5
Total Working Papers 1 2 11 758 28 59 195 2,963
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 1 2 5 140 2 4 19 474
Absence of speculation in the European sovereign debt markets 0 0 0 3 1 1 3 19
Asymmetries of the intraday return-volatility relation 0 0 0 25 2 2 4 84
Behavioral heterogeneity in the option market 1 1 1 44 2 2 4 143
Behavioural heterogeneity in the New Zealand stock market 0 0 0 5 1 1 1 21
Behavioural heterogeneity in wine investments 0 0 1 5 0 0 3 34
Board cultural diversity and firm performance under competitive pressures 0 1 1 1 0 3 8 9
Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets 0 0 0 4 0 1 3 41
Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices 0 0 0 0 1 1 1 99
Contemporaneous interactions among fuel, biofuel and agricultural commodities 0 0 1 22 1 2 5 123
Cross-listing decisions and the foreign bias of investors 0 0 1 14 1 1 5 66
Crossing the Tasman 0 0 0 0 0 0 2 2
Cultural diversity among directors and corporate social responsibility 0 0 5 21 3 4 25 68
Determinants of intraday price discovery in VIX exchange traded notes 0 0 0 4 0 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 1 1 1 11 1 2 4 31
Editor's Note 0 0 0 0 0 1 1 7
Effects of option incentive compensation on corporate innovation: The case of China 0 1 1 2 1 4 10 15
Evaluating the tracking performance and tracking error of New Zealand exchange traded funds 0 0 3 3 0 0 6 10
Excess stock return comovements and the role of investor sentiment 0 0 0 21 1 1 4 102
Feedback Trading: The Intraday Case of Retail Derivatives 0 0 0 0 1 2 4 5
Firm efficiency and stock returns 0 0 5 74 0 0 7 179
Forecasting daily volatility with intraday data 0 0 0 110 0 2 6 353
Foreign ownership and board cultural diversity 0 0 1 1 2 3 10 10
Herding in analysts’ recommendations: The role of media 0 0 3 20 0 0 5 103
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 1 1 3 42
Institutional trading and asset pricing 0 0 1 12 0 0 4 55
Learning by doing: the role of financial experience in financial literacy 0 1 12 70 0 3 25 154
Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms 0 0 1 18 1 1 10 92
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 0 1 1 127
NYSE closure and global equity trading: The case of cross-listed stocks 0 0 0 5 1 1 1 90
National culture and corporate risk-taking around the world 0 0 0 2 4 4 11 31
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 12 0 0 1 47
Nonstandard Errors 2 3 20 41 10 16 76 148
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 2 3 5 44
On the Role of Cultural Distance in the Decision to Cross†List 0 0 0 3 0 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 1 1 3 7
On the determinants of portfolio choice 0 0 0 146 1 1 7 534
On the performance of KiwiSaver funds 0 0 0 0 0 1 1 1
Pairs trading of Chinese and international commodities 0 1 4 16 0 2 9 36
Political crises and the stock market integration of emerging markets 0 1 2 45 0 1 10 200
Precious metals, oil and the exchange rate: contemporaneous spillovers 0 0 0 1 0 0 1 17
Price discovery in tick time 0 0 0 42 1 5 5 148
Profit margin hedging in the New Zealand dairy farming industry 0 0 0 2 2 5 7 16
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 1 1 1 4
Speed, algorithmic trading, and market quality around macroeconomic news announcements 0 0 2 84 1 3 26 325
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 1 1 1 47
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 3 4 7 36
The determinants of price discovery on bitcoin markets 1 1 5 46 2 3 9 129
The determinants of price discovery: Evidence from US-Canadian cross-listed shares 0 0 4 36 1 2 15 194
The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand 0 0 0 72 2 2 3 266
The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance 0 0 1 3 2 4 6 20
The effect of equity market uncertainty on informational efficiency: Cross-sectional evidence 0 0 1 1 0 1 3 5
The impact of corporate governance on corporate performance: Evidence from Japan 1 1 1 239 1 4 10 872
The impact of cultural diversity in corporate boards on firm performance 2 5 14 184 8 16 46 812
The information content of implied volatility: Evidence from Australia 0 0 0 16 0 1 2 65
The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares 0 1 1 7 0 4 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 4 8 15 199
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 1 1 2 37
Trade openness and income inequality: The moderating role of institutional quality 2 6 31 34 5 16 69 80
Turn of the Month effect in the New Zealand stock market 0 0 0 2 0 1 4 18
US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks 0 0 0 0 2 5 12 24
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 0 5 131 2 2 19 670
Volatility discovery and volatility quoting on markets for options and warrants 0 1 2 5 2 3 4 17
Volatility spillovers among oil and stock markets in the US and Saudi Arabia 0 0 0 16 0 1 2 58
When no news is good news – The decrease in investor fear after the FOMC announcement 0 1 2 50 3 8 16 161
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 1 7 0 0 9 34
Total Journal Articles 11 28 147 2,149 85 177 641 8,798
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 1 1 2 34
Total Chapters 0 0 1 8 1 1 2 34


Statistics updated 2025-11-08