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 1 1 1 127 1 2 2 353
Behavioral Heterogeneity in the Option Market 0 0 0 98 0 4 7 224
Behavioral heterogeneity in the option market 0 0 0 5 1 3 4 39
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 0 95 4 7 15 318
Cultural diversity among directors and corporate social responsibility 0 0 0 1 1 2 3 16
Elements of Effective Insider Trading Laws 0 0 0 1 2 3 4 10
Insider trading laws what works and what doesn't 0 0 0 0 1 2 3 20
Modelling structural changes in the volatility process 0 0 0 68 1 2 5 196
Noise trading and informational efficiency 0 0 0 14 2 4 7 140
Non-Standard Errors 0 0 0 8 2 4 6 38
Non-Standard Errors 0 0 2 44 6 12 35 458
Non-Standard Errors 0 0 1 27 4 7 27 161
Non-Standard Errors 0 0 0 19 1 3 5 29
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 0 0 0 0 9
Nonstandard Errors 0 0 0 0 6 11 14 14
Nonstandard Errors 1 1 4 4 4 10 25 33
Nonstandard Errors 0 0 0 0 4 11 22 22
Nonstandard errors 0 0 1 12 3 7 28 63
Price Discovery in Tick Time 0 0 1 103 1 3 4 365
Sentiment Trades and Option Prices 0 0 0 24 2 2 9 86
Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements 0 0 0 71 7 9 10 206
Surprise and Dispersion: Informational Impact of USDA Announcements 0 0 0 10 0 4 9 44
The Dynamics of Dealer Quoting Behavior 0 0 0 0 0 1 1 119
The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance 0 0 0 0 0 2 3 11
The skewness of commodity futures returns 0 1 1 29 1 5 6 76
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 0 0 3 3 3 8
Total Working Papers 2 3 11 760 57 123 257 3,058
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 0 1 5 140 2 6 22 478
Absence of speculation in the European sovereign debt markets 0 0 0 3 1 2 4 20
Asymmetries of the intraday return-volatility relation 0 0 0 25 1 5 7 87
Behavioral heterogeneity in the option market 0 1 1 44 2 5 7 146
Behavioural heterogeneity in the New Zealand stock market 0 0 0 5 0 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 2 2 7 10 18 19
Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets 0 0 0 4 3 4 5 45
Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices 0 0 0 0 1 2 2 100
Contemporaneous interactions among fuel, biofuel and agricultural commodities 1 1 2 23 3 4 7 126
Cross-listing decisions and the foreign bias of investors 0 0 1 14 2 4 7 69
Crossing the Tasman 0 0 0 0 1 1 3 3
Cultural diversity among directors and corporate social responsibility 1 1 6 22 4 8 24 73
Determinants of intraday price discovery in VIX exchange traded notes 0 0 0 4 0 0 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 0 1 1 11 3 7 10 37
Editor's Note 0 0 0 0 0 0 1 7
Effects of option incentive compensation on corporate innovation: The case of China 0 0 1 2 2 6 11 20
Evaluating the tracking performance and tracking error of New Zealand exchange traded funds 0 0 3 3 1 1 6 11
Excess stock return comovements and the role of investor sentiment 0 0 0 21 0 3 6 104
Feedback Trading: The Intraday Case of Retail Derivatives 0 0 0 0 1 4 7 8
Firm efficiency and stock returns 0 0 4 74 2 2 8 181
Forecasting daily volatility with intraday data 0 0 0 110 1 4 10 357
Foreign ownership and board cultural diversity 0 0 1 1 1 3 11 11
Herding in analysts’ recommendations: The role of media 0 0 3 20 5 8 13 111
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 1 1 5 150
Inferring Public and Private Information from Trades and Quotes 0 0 0 35 0 0 2 123
Institutional Trading and Stock Returns: Evidence from China 0 0 0 9 0 1 3 42
Institutional trading and asset pricing 0 0 1 12 3 3 6 58
Learning by doing: the role of financial experience in financial literacy 0 4 13 74 3 10 28 164
Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms 0 0 1 18 0 1 10 92
Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets 0 0 0 0 0 1 1 9
Market timing ability and mutual funds: a heterogeneous agent approach 0 0 0 3 1 2 4 24
Modeling structural changes in the volatility process 0 0 0 26 1 2 3 129
NYSE closure and global equity trading: The case of cross-listed stocks 0 0 0 5 1 2 2 91
National culture and corporate risk-taking around the world 1 2 2 4 4 11 16 38
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 12 1 1 2 48
Nonstandard Errors 1 3 16 42 5 18 65 156
On practitioners closed-form GARCH option pricing 0 0 2 3 3 6 10 15
On the Intraday Relation Between the VIX and its Futures 0 0 1 6 4 7 10 49
On the Role of Cultural Distance in the Decision to Cross†List 0 0 0 3 0 2 3 71
On the Style-Based Feedback Trading of Mutual Fund Managers 0 0 0 8 2 4 5 52
On the ability of New Zealand actively managed funds to generate outperformance in their domestic equity allocations 0 0 0 0 0 1 3 7
On the determinants of portfolio choice 0 0 0 146 1 3 7 536
On the performance of KiwiSaver funds 0 0 0 0 0 0 1 1
Pairs trading of Chinese and international commodities 0 0 4 16 2 3 12 39
Political crises and the stock market integration of emerging markets 0 0 2 45 1 1 9 201
Precious metals, oil and the exchange rate: contemporaneous spillovers 0 0 0 1 3 3 4 20
Price discovery in tick time 0 0 0 42 4 7 11 154
Profit margin hedging in the New Zealand dairy farming industry 0 0 0 2 2 5 10 19
Properties and the predictive power of implied volatility in the New Zealand dairy market 0 0 0 0 0 2 2 17
Quote dynamics of cross‐listed stocks 0 0 0 1 1 2 2 5
Speed, algorithmic trading, and market quality around macroeconomic news announcements 0 0 1 84 3 8 30 332
Surprise and dispersion: informational impact of USDA announcements 0 0 0 1 1 3 3 36
The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market 0 0 0 9 3 4 4 50
The New Zealand implied volatility index 0 0 0 37 2 3 4 158
The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks 0 0 0 3 0 4 8 37
The determinants of price discovery on bitcoin markets 0 3 5 48 1 7 12 134
The determinants of price discovery: Evidence from US-Canadian cross-listed shares 0 0 4 36 0 3 17 196
The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand 0 0 0 72 1 3 4 267
The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance 0 0 1 3 1 4 8 22
The effect of equity market uncertainty on informational efficiency: Cross-sectional evidence 0 0 1 1 0 0 3 5
The impact of corporate governance on corporate performance: Evidence from Japan 0 2 2 240 2 5 12 876
The impact of cultural diversity in corporate boards on firm performance 1 4 13 186 4 19 47 823
The information content of implied volatility: Evidence from Australia 0 0 0 16 3 3 5 68
The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares 0 0 1 7 1 2 11 74
The long-run performance of the New Zealand stock markets: 1899-2013 0 1 1 4 0 1 2 11
The skewness of commodity futures returns 2 3 4 48 8 14 25 209
Time-varying arbitrage and dynamic price discovery 0 0 0 13 0 2 4 51
Time-varying contemporaneous spillovers during the European Debt Crisis 0 0 0 1 0 1 1 37
Trade openness and income inequality: The moderating role of institutional quality 1 4 28 36 11 25 81 100
Turn of the Month effect in the New Zealand stock market 0 0 0 2 1 1 5 19
US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks 0 0 0 0 2 4 13 26
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 0 5 131 1 9 25 677
Volatility discovery and volatility quoting on markets for options and warrants 0 0 2 5 0 4 6 19
Volatility spillovers among oil and stock markets in the US and Saudi Arabia 0 0 0 16 0 0 2 58
When no news is good news – The decrease in investor fear after the FOMC announcement 0 1 3 51 5 11 22 169
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 0 7 1 3 10 37
Total Journal Articles 8 33 145 2,171 137 332 798 9,045
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 0 1 2 34
Total Chapters 0 0 1 8 0 1 2 34


Statistics updated 2026-01-09