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 0 0 0 191
Noise trading and informational efficiency 0 0 0 14 0 1 2 133
Non-Standard Errors 0 0 1 8 0 0 2 32
Non-Standard Errors 0 1 1 19 0 1 4 24
Non-Standard Errors 0 0 1 42 3 11 54 426
Non-Standard Errors 1 1 4 27 5 13 78 139
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 0 0 0 3 9
Nonstandard errors 0 1 11 11 4 10 39 39
Price Discovery in Tick Time 0 0 0 102 0 0 0 361
Sentiment Trades and Option Prices 0 0 0 24 1 2 3 78
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 1 3 36
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 0 0 1 70
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 0 0 0 0 5 5
Total Working Papers 1 3 21 750 14 39 215 2,807
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 0 18
A cultural explanation of the foreign bias in international asset allocation 0 0 5 135 0 1 17 456
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 2 25 0 0 4 80
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 2 3 40
Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices 0 0 0 0 0 0 3 98
Contemporaneous interactions among fuel, biofuel and agricultural commodities 0 0 1 21 1 2 5 120
Cross-listing decisions and the foreign bias of investors 0 0 1 13 0 1 2 62
Crossing the Tasman 0 0 0 0 1 1 1 1
Cultural diversity among directors and corporate social responsibility 0 0 7 16 3 9 30 52
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 0 0 1 43
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 0 4 9 9
Evaluating the tracking performance and tracking error of New Zealand exchange traded funds 1 1 1 1 1 2 5 6
Excess stock return comovements and the role of investor sentiment 0 0 0 21 1 1 3 99
Firm efficiency and stock returns 2 3 4 72 2 3 5 175
Forecasting daily volatility with intraday data 0 0 1 110 1 1 2 348
Herding in analysts’ recommendations: The role of media 1 1 1 18 2 2 8 100
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 2 2 5 147
Inferring Public and Private Information from Trades and Quotes 0 0 0 35 0 0 0 121
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 1 2 52
Learning by doing: the role of financial experience in financial literacy 1 4 9 62 1 8 23 137
Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms 0 0 0 17 0 0 1 82
Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets 0 0 0 0 0 0 2 8
Market timing ability and mutual funds: a heterogeneous agent approach 0 0 0 3 1 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 2 7 22
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 12 0 0 0 46
Nonstandard Errors 3 8 29 29 7 26 98 98
On practitioners closed-form GARCH option pricing 0 0 1 1 0 1 5 5
On the Intraday Relation Between the VIX and its Futures 0 0 0 5 0 0 1 39
On the Role of Cultural Distance in the Decision to Cross†List 0 0 1 3 0 0 4 68
On the Style-Based Feedback Trading of Mutual Fund Managers 0 1 1 8 0 1 1 47
On the ability of New Zealand actively managed funds to generate outperformance in their domestic equity allocations 0 0 0 0 0 0 4 4
On the determinants of portfolio choice 0 0 2 146 1 3 13 530
On the performance of KiwiSaver funds 0 0 0 0 0 0 0 0
Pairs trading of Chinese and international commodities 0 0 3 12 1 1 6 28
Political crises and the stock market integration of emerging markets 0 0 0 43 1 3 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 1 11 83 2 5 20 304
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 0 1 2 154
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 2 6 43 0 2 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 2 7 864
The impact of cultural diversity in corporate boards on firm performance 0 3 16 173 1 11 60 777
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 1 5 63
The long-run performance of the New Zealand stock markets: 1899-2013 0 2 3 3 0 3 8 9
The skewness of commodity futures returns 0 0 0 44 0 0 4 184
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 1 3 36
Trade openness and income inequality: The moderating role of institutional quality 3 8 11 11 6 14 25 25
Turn of the Month effect in the New Zealand stock market 0 0 1 2 0 0 3 14
US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks 0 0 0 0 1 2 11 14
Uncertainty avoidance, risk tolerance and corporate takeover decisions 1 1 3 127 1 2 11 653
Volatility discovery and volatility quoting on markets for options and warrants 0 0 0 3 0 0 0 13
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 0 0 2 48 1 3 12 148
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 1 4 7 1 3 10 28
Total Journal Articles 12 36 145 2,038 39 129 506 8,285
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 2025-02-05