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 0 0 2 351
Behavioral Heterogeneity in the Option Market 0 0 0 98 0 0 2 218
Behavioral heterogeneity in the option market 0 0 0 5 0 0 0 35
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 0 95 3 6 8 311
Cultural diversity among directors and corporate social responsibility 0 0 0 1 0 0 0 13
Elements of Effective Insider Trading Laws 0 0 0 1 0 0 4 6
Insider trading laws what works and what doesn't 0 0 0 0 0 1 1 18
Modelling structural changes in the volatility process 0 0 0 68 0 0 1 192
Noise trading and informational efficiency 0 0 0 14 0 2 5 136
Non-Standard Errors 0 0 1 27 3 5 28 150
Non-Standard Errors 0 0 1 8 1 1 3 34
Non-Standard Errors 0 2 3 44 2 7 42 440
Non-Standard Errors 0 0 1 19 1 2 4 26
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 0 0 0 1 9
Nonstandard Errors 0 0 0 0 5 5 5 5
Nonstandard Errors 0 0 0 0 2 2 2 2
Nonstandard Errors 0 1 3 3 0 6 20 20
Nonstandard errors 0 0 5 11 2 3 33 47
Price Discovery in Tick Time 0 0 1 103 0 0 1 362
Sentiment Trades and Option Prices 0 0 0 24 4 5 8 84
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 0 1 4 38
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 71
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 0 0 0 0 3 5
Total Working Papers 0 3 15 756 23 46 179 2,895
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 1 5 138 1 4 21 470
Absence of speculation in the European sovereign debt markets 0 0 0 3 0 0 1 17
Asymmetries of the intraday return-volatility relation 0 0 1 25 0 1 4 82
Behavioral heterogeneity in the option market 0 0 1 43 0 1 3 140
Behavioural heterogeneity in the New Zealand stock market 0 0 1 5 0 0 1 20
Behavioural heterogeneity in wine investments 0 1 3 5 0 2 5 34
Board cultural diversity and firm performance under competitive pressures 0 0 0 0 0 2 4 5
Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets 0 0 0 4 0 0 2 40
Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices 0 0 0 0 0 0 1 98
Contemporaneous interactions among fuel, biofuel and agricultural commodities 0 0 1 22 0 0 4 121
Cross-listing decisions and the foreign bias of investors 0 1 2 14 0 1 4 64
Crossing the Tasman 0 0 0 0 0 1 2 2
Cultural diversity among directors and corporate social responsibility 1 4 6 21 1 7 28 64
Determinants of intraday price discovery in VIX exchange traded notes 0 0 0 4 0 1 1 26
Do Criminal Sanctions Deter Insider Trading? 0 1 1 8 0 1 2 45
Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures 0 0 0 10 0 1 1 28
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 0 1 1 1 6 11
Evaluating the tracking performance and tracking error of New Zealand exchange traded funds 1 2 3 3 1 2 6 9
Excess stock return comovements and the role of investor sentiment 0 0 0 21 0 0 4 100
Feedback Trading: The Intraday Case of Retail Derivatives 0 0 0 0 0 0 3 3
Firm efficiency and stock returns 0 1 5 74 0 1 8 179
Forecasting daily volatility with intraday data 0 0 0 110 0 0 3 350
Foreign ownership and board cultural diversity 1 1 1 1 4 7 7 7
Herding in analysts’ recommendations: The role of media 1 1 3 20 1 2 7 103
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 1 33 0 0 6 149
Inferring Public and Private Information from Trades and Quotes 0 0 0 35 0 0 1 122
Institutional Trading and Stock Returns: Evidence from China 0 0 0 9 1 1 2 41
Institutional trading and asset pricing 0 0 1 12 1 2 4 55
Learning by doing: the role of financial experience in financial literacy 3 6 13 69 3 9 24 150
Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms 0 0 0 17 0 0 8 89
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 1 2 22
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 3 4 8 27
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 12 0 0 0 46
Nonstandard Errors 1 7 29 38 4 17 107 127
On practitioners closed-form GARCH option pricing 0 2 3 3 1 3 9 9
On the Intraday Relation Between the VIX and its Futures 0 0 1 6 0 1 2 41
On the Role of Cultural Distance in the Decision to Cross†List 0 0 0 3 0 0 1 68
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 0 0 5 6
On the determinants of portfolio choice 0 0 1 146 0 0 7 530
On the performance of KiwiSaver funds 0 0 0 0 0 0 0 0
Pairs trading of Chinese and international commodities 1 1 4 14 1 1 7 31
Political crises and the stock market integration of emerging markets 0 1 1 44 0 3 8 196
Precious metals, oil and the exchange rate: contemporaneous spillovers 0 0 0 1 0 0 0 16
Price discovery in tick time 0 0 0 42 0 0 0 143
Profit margin hedging in the New Zealand dairy farming industry 0 0 0 2 0 0 1 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 0 3
Speed, algorithmic trading, and market quality around macroeconomic news announcements 0 1 9 84 3 11 30 321
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 0 3 155
The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks 0 0 0 3 0 2 3 32
The determinants of price discovery on bitcoin markets 0 2 7 45 1 4 9 126
The determinants of price discovery: Evidence from US-Canadian cross-listed shares 1 4 5 36 1 6 9 187
The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand 0 0 0 72 0 0 1 264
The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance 1 1 1 3 1 1 2 16
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 0 238 1 2 6 867
The impact of cultural diversity in corporate boards on firm performance 2 4 10 178 2 10 44 794
The information content of implied volatility: Evidence from Australia 0 0 0 16 0 0 1 64
The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares 0 0 0 6 3 3 4 66
The long-run performance of the New Zealand stock markets: 1899-2013 0 0 2 3 0 0 5 10
The skewness of commodity futures returns 0 0 1 45 1 4 7 191
Time-varying arbitrage and dynamic price discovery 0 0 0 13 0 2 3 49
Time-varying contemporaneous spillovers during the European Debt Crisis 0 0 0 1 0 0 1 36
Trade openness and income inequality: The moderating role of institutional quality 4 7 24 24 7 16 55 56
Turn of the Month effect in the New Zealand stock market 0 0 1 2 0 1 3 15
US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks 0 0 0 0 0 3 10 19
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 1 5 131 1 7 20 667
Volatility discovery and volatility quoting on markets for options and warrants 0 0 1 4 0 0 1 14
Volatility spillovers among oil and stock markets in the US and Saudi Arabia 0 0 0 16 0 1 1 57
When no news is good news – The decrease in investor fear after the FOMC announcement 0 0 2 49 2 2 9 151
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 2 7 0 1 7 31
Total Journal Articles 18 50 160 2,113 46 153 573 8,563
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 2 8 0 0 2 33
Total Chapters 0 0 2 8 0 0 2 33


Statistics updated 2025-07-04