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 2 128 0 1 13 364
Behavioral Heterogeneity in the Option Market 0 0 0 98 0 1 12 230
Behavioral heterogeneity in the option market 0 0 0 5 1 2 14 49
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 1 1 96 0 1 16 327
Cultural diversity among directors and corporate social responsibility 0 0 0 1 1 2 5 19
Elements of Effective Insider Trading Laws 0 0 0 1 0 0 9 16
Insider trading laws what works and what doesn't 0 0 0 0 0 0 5 23
Modelling structural changes in the volatility process 0 0 0 68 0 0 19 211
Noise trading and informational efficiency 0 0 0 14 0 1 12 148
Non-Standard Errors 0 0 0 8 1 3 18 52
Non-Standard Errors 0 0 0 27 0 3 20 171
Non-Standard Errors 0 0 0 44 1 8 44 484
Non-Standard Errors 0 0 0 19 2 3 35 61
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 0 0 0 4 13
Nonstandard Errors 0 0 0 0 0 3 30 35
Nonstandard Errors 0 0 0 0 3 5 22 24
Nonstandard Errors 0 0 1 4 2 4 27 47
Nonstandard errors 0 0 1 12 1 3 31 82
Price Discovery in Tick Time 0 0 0 103 0 0 11 373
Sentiment Trades and Option Prices 0 0 0 24 0 0 6 90
Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements 0 0 0 71 0 2 24 220
Surprise and Dispersion: Informational Impact of USDA Announcements 0 0 0 10 1 4 18 57
The Dynamics of Dealer Quoting Behavior 0 0 0 0 0 0 6 124
The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance 0 0 0 0 0 0 8 17
The skewness of commodity futures returns 0 0 1 29 1 2 10 81
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 0 0 0 0 12 17
Total Working Papers 0 1 6 762 14 48 431 3,335
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 3 22
A cultural explanation of the foreign bias in international asset allocation 0 1 4 142 1 5 23 493
Absence of speculation in the European sovereign debt markets 0 0 0 3 0 2 10 28
Asymmetries of the intraday return-volatility relation 0 0 0 25 0 1 15 97
Behavioral heterogeneity in the option market 0 0 2 45 3 4 22 163
Behavioural heterogeneity in the New Zealand stock market 0 0 1 6 0 1 9 29
Behavioural heterogeneity in wine investments 0 0 0 5 0 1 2 36
Board cultural diversity and firm performance under competitive pressures 0 0 4 4 0 1 19 25
Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets 0 0 0 4 0 0 9 49
Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices 0 0 0 0 1 4 10 108
Contemporaneous interactions among fuel, biofuel and agricultural commodities 0 0 1 23 0 1 10 131
Cross-listing decisions and the foreign bias of investors 0 0 0 14 1 1 10 75
Crossing the Tasman 0 0 0 0 0 1 3 5
Cultural diversity among directors and corporate social responsibility 0 0 2 23 0 1 16 80
Determinants of intraday price discovery in VIX exchange traded notes 0 0 0 4 1 2 12 38
Do Criminal Sanctions Deter Insider Trading? 0 1 1 9 0 1 5 50
Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures 0 0 1 11 0 1 14 43
Editor's Note 0 0 0 0 0 0 3 9
Effects of option incentive compensation on corporate innovation: The case of China 0 0 1 2 0 3 22 33
Evaluating the tracking performance and tracking error of New Zealand exchange traded funds 0 0 0 3 0 0 4 14
Excess stock return comovements and the role of investor sentiment 0 0 0 21 2 3 11 112
Feedback Trading: The Intraday Case of Retail Derivatives 0 1 1 1 0 2 16 19
Firm efficiency and stock returns 0 1 1 75 0 1 8 187
Forecasting daily volatility with intraday data 0 0 0 110 0 1 16 367
Foreign ownership and board cultural diversity 0 1 1 2 1 5 21 28
Herding in analysts’ recommendations: The role of media 1 1 1 21 1 1 13 116
Heterogeneity and sentiment in the stock market 0 0 0 23 0 1 5 90
INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD 0 0 0 33 0 1 12 161
Inferring Public and Private Information from Trades and Quotes 0 0 0 35 0 0 13 135
Institutional Trading and Stock Returns: Evidence from China 0 1 1 10 0 3 10 51
Institutional trading and asset pricing 0 0 0 12 1 3 14 69
Learning by doing: the role of financial experience in financial literacy 0 1 13 82 0 4 43 194
Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms 0 0 1 19 0 0 9 100
Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets 0 0 0 0 1 1 6 14
Market timing ability and mutual funds: a heterogeneous agent approach 0 0 0 3 0 1 9 31
Modeling structural changes in the volatility process 0 0 0 26 0 1 6 132
NYSE closure and global equity trading: The case of cross-listed stocks 0 0 0 5 0 0 12 101
National culture and corporate risk-taking around the world 0 0 2 4 0 0 21 48
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 12 0 0 15 62
Nonstandard Errors 1 2 8 46 5 9 53 185
On practitioners closed-form GARCH option pricing 0 1 1 4 0 2 18 27
On the Intraday Relation Between the VIX and its Futures 0 0 0 6 0 0 11 52
On the Role of Cultural Distance in the Decision to Cross†List 0 0 0 3 0 0 8 76
On the Style-Based Feedback Trading of Mutual Fund Managers 0 0 0 8 1 2 13 61
On the ability of New Zealand actively managed funds to generate outperformance in their domestic equity allocations 0 0 0 0 0 4 10 16
On the determinants of portfolio choice 0 1 1 147 0 2 11 544
On the performance of KiwiSaver funds 0 0 0 0 0 3 8 8
Pairs trading of Chinese and international commodities 0 2 3 18 0 2 20 54
Political crises and the stock market integration of emerging markets 0 0 2 46 1 1 7 206
Precious metals, oil and the exchange rate: contemporaneous spillovers 0 0 0 1 1 3 12 29
Price discovery in tick time 0 0 1 43 0 0 21 164
Profit margin hedging in the New Zealand dairy farming industry 0 0 0 2 2 2 14 25
Properties and the predictive power of implied volatility in the New Zealand dairy market 0 1 2 2 1 3 14 29
Quote dynamics of cross‐listed stocks 0 0 0 1 0 2 6 9
Speed, algorithmic trading, and market quality around macroeconomic news announcements 0 1 1 85 5 11 29 351
Surprise and dispersion: informational impact of USDA announcements 0 0 1 2 0 1 16 49
The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market 0 0 0 9 0 1 9 55
The New Zealand implied volatility index 0 0 0 37 1 4 9 164
The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks 0 0 0 3 0 1 15 47
The determinants of price discovery on bitcoin markets 0 1 9 54 1 8 29 155
The determinants of price discovery: Evidence from US-Canadian cross-listed shares 1 1 1 37 2 3 20 212
The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand 0 0 0 72 0 2 23 287
The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance 0 0 0 3 2 2 15 31
The effect of equity market uncertainty on informational efficiency: Cross-sectional evidence 0 0 0 1 0 0 9 13
The impact of corporate governance on corporate performance: Evidence from Japan 0 0 2 240 0 3 20 888
The impact of cultural diversity in corporate boards on firm performance 0 0 10 189 2 4 45 841
The information content of implied volatility: Evidence from Australia 0 0 0 16 0 2 12 76
The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares 0 0 1 7 1 5 21 89
The long-run performance of the New Zealand stock markets: 1899-2013 0 0 1 4 1 1 3 13
The skewness of commodity futures returns 0 0 5 50 8 17 63 254
Time-varying arbitrage and dynamic price discovery 0 0 0 13 1 1 8 57
Time-varying contemporaneous spillovers during the European Debt Crisis 0 0 0 1 0 0 5 41
Trade openness and income inequality: The moderating role of institutional quality 1 1 14 42 3 8 66 130
Turn of the Month effect in the New Zealand stock market 0 0 0 2 0 0 5 22
US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks 0 0 0 0 1 6 19 38
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 0 1 132 1 5 27 695
Volatility discovery and volatility quoting on markets for options and warrants 0 0 1 5 0 0 12 26
Volatility spillovers among oil and stock markets in the US and Saudi Arabia 0 0 1 17 0 0 3 60
When no news is good news – The decrease in investor fear after the FOMC announcement 0 0 2 51 1 1 24 177
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 0 7 1 4 20 54
Total Journal Articles 4 19 106 2,227 56 184 1,234 9,855
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 0 8 0 1 7 40
Total Chapters 0 0 0 8 0 1 7 40


Statistics updated 2026-08-07