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 2 2 128 1 7 8 359
Behavioral Heterogeneity in the Option Market 0 0 0 98 0 2 9 226
Behavioral heterogeneity in the option market 0 0 0 5 1 8 11 46
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 0 95 0 6 17 320
Cultural diversity among directors and corporate social responsibility 0 0 0 1 0 1 3 16
Elements of Effective Insider Trading Laws 0 0 0 1 0 3 5 11
Insider trading laws what works and what doesn't 0 0 0 0 2 3 5 22
Modelling structural changes in the volatility process 0 0 0 68 3 12 15 207
Noise trading and informational efficiency 0 0 0 14 1 7 11 145
Non-Standard Errors 0 0 0 8 0 9 13 45
Non-Standard Errors 0 0 2 44 4 18 38 470
Non-Standard Errors 0 0 0 19 7 22 26 50
Non-Standard Errors 0 0 0 27 0 6 20 163
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 0 0 3 3 12
Nonstandard Errors 0 1 2 4 1 10 25 39
Nonstandard Errors 0 0 0 0 0 5 23 23
Nonstandard Errors 0 0 0 0 1 8 16 16
Nonstandard errors 0 0 1 12 2 11 28 71
Price Discovery in Tick Time 0 0 1 103 1 5 8 369
Sentiment Trades and Option Prices 0 0 0 24 0 5 10 89
Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements 0 0 0 71 1 10 13 209
Surprise and Dispersion: Informational Impact of USDA Announcements 0 0 0 10 0 4 11 48
The Dynamics of Dealer Quoting Behavior 0 0 0 0 2 3 4 122
The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance 0 0 0 0 0 4 7 15
The skewness of commodity futures returns 0 0 1 29 0 2 6 77
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 0 0 1 6 6 11
Total Working Papers 0 3 9 761 28 180 341 3,181
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 1 20
A cultural explanation of the foreign bias in international asset allocation 1 1 5 141 2 8 19 484
Absence of speculation in the European sovereign debt markets 0 0 0 3 0 3 6 22
Asymmetries of the intraday return-volatility relation 0 0 0 25 0 6 11 92
Behavioral heterogeneity in the option market 0 0 1 44 0 9 14 153
Behavioural heterogeneity in the New Zealand stock market 1 1 1 6 3 5 6 26
Behavioural heterogeneity in wine investments 0 0 1 5 0 1 4 35
Board cultural diversity and firm performance under competitive pressures 0 0 2 2 0 8 19 20
Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets 0 0 0 4 0 7 9 49
Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices 0 0 0 0 0 2 3 101
Contemporaneous interactions among fuel, biofuel and agricultural commodities 0 1 1 23 0 7 9 130
Cross-listing decisions and the foreign bias of investors 0 0 1 14 0 5 9 72
Crossing the Tasman 0 0 0 0 0 2 3 4
Cultural diversity among directors and corporate social responsibility 0 1 6 22 0 8 22 77
Determinants of intraday price discovery in VIX exchange traded notes 0 0 0 4 1 5 7 32
Do Criminal Sanctions Deter Insider Trading? 0 0 1 8 0 2 3 47
Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures 0 0 1 11 0 6 13 40
Editor's Note 0 0 0 0 0 1 2 8
Effects of option incentive compensation on corporate innovation: The case of China 0 0 1 2 2 6 14 24
Evaluating the tracking performance and tracking error of New Zealand exchange traded funds 0 0 2 3 1 4 7 14
Excess stock return comovements and the role of investor sentiment 0 0 0 21 0 4 9 108
Feedback Trading: The Intraday Case of Retail Derivatives 0 0 0 0 2 9 13 16
Firm efficiency and stock returns 0 0 1 74 2 7 9 186
Forecasting daily volatility with intraday data 0 0 0 110 2 6 12 362
Foreign ownership and board cultural diversity 0 0 1 1 1 7 17 17
Herding in analysts’ recommendations: The role of media 0 0 2 20 0 7 13 113
Heterogeneity and sentiment in the stock market 0 0 0 23 0 3 3 88
INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD 0 0 0 33 1 7 8 156
Inferring Public and Private Information from Trades and Quotes 0 0 0 35 2 8 9 131
Institutional Trading and Stock Returns: Evidence from China 0 0 0 9 0 3 6 45
Institutional trading and asset pricing 0 0 1 12 0 7 10 62
Learning by doing: the role of financial experience in financial literacy 3 5 17 79 6 22 43 183
Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms 1 1 2 19 2 4 10 96
Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets 0 0 0 0 1 2 3 11
Market timing ability and mutual funds: a heterogeneous agent approach 0 0 0 3 1 3 5 26
Modeling structural changes in the volatility process 0 0 0 26 1 2 4 130
NYSE closure and global equity trading: The case of cross-listed stocks 0 0 0 5 0 6 7 96
National culture and corporate risk-taking around the world 0 1 2 4 1 10 22 44
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 12 0 14 15 61
Nonstandard Errors 0 1 11 42 6 16 61 167
On practitioners closed-form GARCH option pricing 0 0 2 3 2 7 13 19
On the Intraday Relation Between the VIX and its Futures 0 0 0 6 0 5 10 50
On the Role of Cultural Distance in the Decision to Cross†List 0 0 0 3 1 3 6 74
On the Style-Based Feedback Trading of Mutual Fund Managers 0 0 0 8 0 4 6 54
On the ability of New Zealand actively managed funds to generate outperformance in their domestic equity allocations 0 0 0 0 0 3 5 10
On the determinants of portfolio choice 0 0 0 146 0 3 8 538
On the performance of KiwiSaver funds 0 0 0 0 0 2 3 3
Pairs trading of Chinese and international commodities 0 0 3 16 1 7 14 44
Political crises and the stock market integration of emerging markets 0 0 2 45 2 3 10 203
Precious metals, oil and the exchange rate: contemporaneous spillovers 0 0 0 1 2 6 7 23
Price discovery in tick time 0 1 1 43 0 11 18 161
Profit margin hedging in the New Zealand dairy farming industry 0 0 0 2 2 4 12 21
Properties and the predictive power of implied volatility in the New Zealand dairy market 0 0 0 0 0 6 8 23
Quote dynamics of cross‐listed stocks 0 0 0 1 0 1 2 5
Speed, algorithmic trading, and market quality around macroeconomic news announcements 0 0 1 84 2 10 30 339
Surprise and dispersion: informational impact of USDA announcements 0 0 0 1 3 9 11 44
The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market 0 0 0 9 2 6 7 53
The New Zealand implied volatility index 0 0 0 37 1 4 5 160
The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks 0 0 0 3 0 4 12 41
The determinants of price discovery on bitcoin markets 2 3 8 51 2 6 17 139
The determinants of price discovery: Evidence from US-Canadian cross-listed shares 0 0 4 36 1 4 21 200
The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand 0 0 0 72 4 9 12 275
The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance 0 0 1 3 0 4 11 25
The effect of equity market uncertainty on informational efficiency: Cross-sectional evidence 0 0 1 1 2 4 7 9
The impact of corporate governance on corporate performance: Evidence from Japan 0 0 2 240 1 7 17 881
The impact of cultural diversity in corporate boards on firm performance 0 1 12 186 0 6 44 825
The information content of implied volatility: Evidence from Australia 0 0 0 16 0 7 9 72
The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares 0 0 1 7 0 6 16 79
The long-run performance of the New Zealand stock markets: 1899-2013 0 0 1 4 0 1 2 12
The skewness of commodity futures returns 1 3 4 49 10 22 38 223
Time-varying arbitrage and dynamic price discovery 0 0 0 13 1 3 7 54
Time-varying contemporaneous spillovers during the European Debt Crisis 0 0 0 1 0 1 2 38
Trade openness and income inequality: The moderating role of institutional quality 1 5 27 40 7 24 82 113
Turn of the Month effect in the New Zealand stock market 0 0 0 2 0 3 7 21
US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks 0 0 0 0 1 6 16 30
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 1 3 132 4 11 31 687
Volatility discovery and volatility quoting on markets for options and warrants 0 0 1 5 0 5 10 24
Volatility spillovers among oil and stock markets in the US and Saudi Arabia 1 1 1 17 1 2 4 60
When no news is good news – The decrease in investor fear after the FOMC announcement 0 0 2 51 0 9 24 173
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 0 7 2 8 14 44
Total Journal Articles 11 27 137 2,190 92 489 1,038 9,397
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 3 35
Total Chapters 0 0 1 8 0 1 3 35


Statistics updated 2026-03-04