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 2 128 1 5 13 364
Behavioral Heterogeneity in the Option Market 0 0 0 98 1 4 12 230
Behavioral heterogeneity in the option market 0 0 0 5 1 2 13 48
Cultural Values, CEO Risk Aversion and Corporate Takeovers 1 1 1 96 1 7 19 327
Cultural diversity among directors and corporate social responsibility 0 0 0 1 0 1 4 17
Elements of Effective Insider Trading Laws 0 0 0 1 0 5 10 16
Insider trading laws what works and what doesn't 0 0 0 0 0 1 5 23
Modelling structural changes in the volatility process 0 0 0 68 0 4 19 211
Noise trading and informational efficiency 0 0 0 14 1 3 12 148
Non-Standard Errors 0 0 0 44 5 11 43 481
Non-Standard Errors 0 0 0 27 0 5 21 168
Non-Standard Errors 0 0 0 19 1 9 34 59
Non-Standard Errors 0 0 0 8 1 5 17 50
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 0 0 1 4 13
Nonstandard Errors 0 0 0 0 1 4 20 20
Nonstandard Errors 0 0 0 0 3 12 35 35
Nonstandard Errors 0 0 1 4 1 5 24 44
Nonstandard errors 0 0 1 12 0 8 34 79
Price Discovery in Tick Time 0 0 0 103 0 4 11 373
Sentiment Trades and Option Prices 0 0 0 24 0 1 10 90
Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements 0 0 0 71 0 9 22 218
Surprise and Dispersion: Informational Impact of USDA Announcements 0 0 0 10 1 6 16 54
The Dynamics of Dealer Quoting Behavior 0 0 0 0 0 2 6 124
The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance 0 0 0 0 0 2 9 17
The skewness of commodity futures returns 0 0 1 29 1 3 9 80
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 0 0 0 6 12 17
Total Working Papers 1 1 6 762 19 125 434 3,306
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 1 2 21
A cultural explanation of the foreign bias in international asset allocation 0 0 4 141 2 6 21 490
Absence of speculation in the European sovereign debt markets 0 0 0 3 0 4 9 26
Asymmetries of the intraday return-volatility relation 0 0 0 25 1 5 15 97
Behavioral heterogeneity in the option market 0 1 2 45 1 7 20 160
Behavioural heterogeneity in the New Zealand stock market 0 0 1 6 1 3 9 29
Behavioural heterogeneity in wine investments 0 0 0 5 1 1 2 36
Board cultural diversity and firm performance under competitive pressures 0 2 4 4 0 4 19 24
Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets 0 0 0 4 0 0 9 49
Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices 0 0 0 0 1 4 7 105
Contemporaneous interactions among fuel, biofuel and agricultural commodities 0 0 1 23 1 1 10 131
Cross-listing decisions and the foreign bias of investors 0 0 0 14 0 2 10 74
Crossing the Tasman 0 0 0 0 1 1 3 5
Cultural diversity among directors and corporate social responsibility 0 1 3 23 1 3 17 80
Determinants of intraday price discovery in VIX exchange traded notes 0 0 0 4 1 5 11 37
Do Criminal Sanctions Deter Insider Trading? 0 0 0 8 0 2 4 49
Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures 0 0 1 11 1 3 15 43
Editor's Note 0 0 0 0 0 1 3 9
Effects of option incentive compensation on corporate innovation: The case of China 0 0 1 2 1 7 21 31
Evaluating the tracking performance and tracking error of New Zealand exchange traded funds 0 0 1 3 0 0 6 14
Excess stock return comovements and the role of investor sentiment 0 0 0 21 1 2 10 110
Feedback Trading: The Intraday Case of Retail Derivatives 0 0 0 0 1 2 15 18
Firm efficiency and stock returns 0 0 0 74 0 0 7 186
Forecasting daily volatility with intraday data 0 0 0 110 0 4 16 366
Foreign ownership and board cultural diversity 1 1 2 2 2 8 22 25
Herding in analysts’ recommendations: The role of media 0 0 1 20 0 2 13 115
Heterogeneity and sentiment in the stock market 0 0 0 23 0 1 4 89
INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD 0 0 0 33 1 5 12 161
Inferring Public and Private Information from Trades and Quotes 0 0 0 35 0 4 13 135
Institutional Trading and Stock Returns: Evidence from China 0 0 0 9 0 3 8 48
Institutional trading and asset pricing 0 0 0 12 0 4 12 66
Learning by doing: the role of financial experience in financial literacy 0 2 15 81 2 9 45 192
Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms 0 0 2 19 0 4 11 100
Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets 0 0 0 0 0 2 5 13
Market timing ability and mutual funds: a heterogeneous agent approach 0 0 0 3 1 5 9 31
Modeling structural changes in the volatility process 0 0 0 26 1 2 6 132
NYSE closure and global equity trading: The case of cross-listed stocks 0 0 0 5 0 5 12 101
National culture and corporate risk-taking around the world 0 0 2 4 0 4 24 48
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 12 0 1 16 62
Nonstandard Errors 0 2 7 44 0 9 53 176
On practitioners closed-form GARCH option pricing 1 1 1 4 2 8 19 27
On the Intraday Relation Between the VIX and its Futures 0 0 0 6 0 2 11 52
On the Role of Cultural Distance in the Decision to Cross†List 0 0 0 3 0 2 8 76
On the Style-Based Feedback Trading of Mutual Fund Managers 0 0 0 8 1 6 12 60
On the ability of New Zealand actively managed funds to generate outperformance in their domestic equity allocations 0 0 0 0 4 6 10 16
On the determinants of portfolio choice 1 1 1 147 1 5 13 543
On the performance of KiwiSaver funds 0 0 0 0 0 2 5 5
Pairs trading of Chinese and international commodities 2 2 5 18 2 10 24 54
Political crises and the stock market integration of emerging markets 0 1 2 46 0 2 9 205
Precious metals, oil and the exchange rate: contemporaneous spillovers 0 0 0 1 1 4 11 27
Price discovery in tick time 0 0 1 43 0 3 21 164
Profit margin hedging in the New Zealand dairy farming industry 0 0 0 2 0 2 14 23
Properties and the predictive power of implied volatility in the New Zealand dairy market 0 1 1 1 0 3 11 26
Quote dynamics of cross‐listed stocks 0 0 0 1 2 4 6 9
Speed, algorithmic trading, and market quality around macroeconomic news announcements 1 1 1 85 5 6 27 345
Surprise and dispersion: informational impact of USDA announcements 0 1 1 2 0 4 15 48
The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market 0 0 0 9 1 2 9 55
The New Zealand implied volatility index 0 0 0 37 1 1 6 161
The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks 0 0 0 3 1 6 15 47
The determinants of price discovery on bitcoin markets 1 3 9 54 4 12 26 151
The determinants of price discovery: Evidence from US-Canadian cross-listed shares 0 0 1 36 1 10 24 210
The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand 0 0 0 72 1 11 22 286
The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance 0 0 1 3 0 4 14 29
The effect of equity market uncertainty on informational efficiency: Cross-sectional evidence 0 0 1 1 0 4 11 13
The impact of corporate governance on corporate performance: Evidence from Japan 0 0 2 240 2 6 21 887
The impact of cultural diversity in corporate boards on firm performance 0 3 13 189 2 14 47 839
The information content of implied volatility: Evidence from Australia 0 0 0 16 2 4 12 76
The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares 0 0 1 7 3 8 24 87
The long-run performance of the New Zealand stock markets: 1899-2013 0 0 1 4 0 0 2 12
The skewness of commodity futures returns 0 1 5 50 4 18 51 241
Time-varying arbitrage and dynamic price discovery 0 0 0 13 0 2 7 56
Time-varying contemporaneous spillovers during the European Debt Crisis 0 0 0 1 0 3 5 41
Trade openness and income inequality: The moderating role of institutional quality 0 1 21 41 2 11 75 124
Turn of the Month effect in the New Zealand stock market 0 0 0 2 0 1 7 22
US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks 0 0 0 0 4 6 17 36
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 0 1 132 4 7 28 694
Volatility discovery and volatility quoting on markets for options and warrants 0 0 1 5 0 2 12 26
Volatility spillovers among oil and stock markets in the US and Saudi Arabia 0 0 1 17 0 0 3 60
When no news is good news – The decrease in investor fear after the FOMC announcement 0 0 2 51 0 3 27 176
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 0 7 1 7 20 51
Total Journal Articles 7 25 120 2,215 73 347 1,227 9,744
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 0 8 1 5 7 40
Total Chapters 0 0 0 8 1 5 7 40


Statistics updated 2026-06-04