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 1 2 114 1 6 13 311
Behavioral Heterogeneity in the Option Market 0 0 0 98 0 1 7 208
Behavioral heterogeneity in the option market 0 0 0 3 0 1 9 22
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 2 90 2 3 18 285
Elements of Effective Insider Trading Laws 0 0 1 2 1 1 14 29
Insider trading laws what works and what doesn't 0 0 0 0 3 3 5 12
Modelling structural changes in the volatility process 0 0 0 67 0 1 7 188
Noise trading and informational efficiency 0 0 4 14 3 9 43 55
Price Discovery in Tick Time 0 0 0 102 1 1 6 356
Sentiment Trades and Option Prices 0 0 1 21 1 4 11 63
Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements 1 1 3 62 4 5 15 160
Surprise and Dispersion: Informational Impact of USDA Announcements 0 1 1 9 0 1 11 23
The Dynamics of Dealer Quoting Behavior 0 0 0 0 1 1 9 112
The skewness of commodity futures returns 0 0 0 18 0 4 16 40
Total Working Papers 1 3 14 600 17 41 184 1,864


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 1 0 1 1 9
A cultural explanation of the foreign bias in international asset allocation 1 5 22 88 4 15 58 297
Absence of speculation in the European sovereign debt markets 0 1 1 1 0 3 6 6
Asymmetries of the intraday return-volatility relation 0 0 4 16 1 1 15 55
Behavioral heterogeneity in the option market 0 0 2 38 0 2 7 114
Behavioural heterogeneity in the New Zealand stock market 0 0 1 2 0 1 4 13
Behavioural heterogeneity in wine investments 0 0 0 0 1 5 11 16
Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets 0 1 1 1 0 2 11 31
Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices 0 0 0 0 0 0 5 86
Contemporaneous interactions among fuel, biofuel and agricultural commodities 0 1 3 12 3 5 20 74
Cross-listing decisions and the foreign bias of investors 0 1 2 11 0 2 10 51
Determinants of intraday price discovery in VIX exchange traded notes 1 1 1 2 1 1 4 17
Do Criminal Sanctions Deter Insider Trading? 0 0 0 7 0 1 4 39
Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures 1 2 4 5 1 3 10 11
Excess stock return comovements and the role of investor sentiment 0 0 3 12 0 1 18 61
Firm efficiency and stock returns 3 4 10 63 5 8 33 154
Forecasting daily volatility with intraday data 0 2 3 96 5 11 30 305
Herding in analysts’ recommendations: The role of media 0 2 2 6 1 6 19 46
Heterogeneity and sentiment in the stock market 1 1 3 23 1 3 11 76
INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD 0 0 1 31 0 1 10 133
Inferring Public and Private Information from Trades and Quotes 0 0 1 34 0 1 3 117
Institutional Trading and Stock Returns: Evidence from China 0 2 3 3 1 6 16 19
Institutional trading and asset pricing 0 0 5 8 0 2 17 39
Investor sentiment, mutual fund flows and its impact on returns and volatility 0 0 0 5 1 1 3 32
Learning by doing: the role of financial experience in financial literacy 0 0 4 13 1 6 14 29
Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms 0 1 1 12 0 3 11 66
Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets 0 0 0 0 0 0 2 2
Market timing ability and mutual funds: a heterogeneous agent approach 0 0 0 2 0 0 1 18
Modeling structural changes in the volatility process 0 0 4 26 0 2 13 118
NYSE closure and global equity trading: The case of cross-listed stocks 0 0 2 4 2 6 44 66
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 12 0 0 2 43
On the Intraday Relation Between the VIX and its Futures 1 1 1 5 1 3 4 30
On the Role of Cultural Distance in the Decision to Cross†List 0 0 1 1 0 2 18 23
On the Style-Based Feedback Trading of Mutual Fund Managers 0 0 0 5 0 4 7 32
On the determinants of portfolio choice 0 2 9 125 3 10 42 425
Political crises and the stock market integration of emerging markets 0 1 8 37 1 7 23 160
Precious metals, oil and the exchange rate: contemporaneous spillovers 0 1 1 1 0 2 5 9
Price discovery in tick time 0 0 1 37 0 0 9 128
Properties and the predictive power of implied volatility in the New Zealand dairy market 0 0 0 0 0 1 9 12
Speed, algorithmic trading, and market quality around macroeconomic news announcements 0 1 4 57 2 7 37 233
Surprise and dispersion: informational impact of USDA announcements 0 0 0 1 0 2 13 21
The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market 0 0 0 7 0 0 1 41
The New Zealand implied volatility index 1 2 2 33 4 5 12 120
The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks 0 0 1 1 0 2 10 12
The determinants of price discovery: Evidence from US-Canadian cross-listed shares 0 0 4 28 2 4 17 92
The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand 1 1 2 67 1 7 15 249
The impact of corporate governance on corporate performance: Evidence from Japan 1 1 8 224 1 7 35 798
The impact of cultural diversity in corporate boards on firm performance 2 11 32 80 10 34 174 365
The information content of implied volatility: Evidence from Australia 0 0 1 6 0 3 11 34
The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares 0 0 3 5 0 0 23 43
The skewness of commodity futures returns 2 3 7 22 3 6 36 109
Time-varying arbitrage and dynamic price discovery 0 0 3 10 0 2 11 32
Time-varying contemporaneous spillovers during the European Debt Crisis 0 0 0 0 1 3 13 16
Turn of the Month effect in the New Zealand stock market 0 0 0 0 0 1 4 4
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 1 15 106 3 10 113 546
Volatility discovery and volatility quoting on markets for options and warrants 0 0 0 2 0 0 2 6
Volatility spillovers among oil and stock markets in the US and Saudi Arabia 0 0 0 15 0 2 2 51
When no news is good news – The decrease in investor fear after the FOMC announcement 2 4 15 21 3 6 39 75
Total Journal Articles 17 53 201 1,430 63 229 1,098 5,809


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 4 1 1 11 22
Total Chapters 0 0 0 4 1 1 11 22


Statistics updated 2020-09-04