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 2 128 2 8 10 361
Behavioral Heterogeneity in the Option Market 0 0 0 98 1 3 9 227
Behavioral heterogeneity in the option market 0 0 0 5 1 8 12 47
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 0 95 1 3 16 321
Cultural diversity among directors and corporate social responsibility 0 0 0 1 0 0 3 16
Elements of Effective Insider Trading Laws 0 0 0 1 0 1 5 11
Insider trading laws what works and what doesn't 0 0 0 0 0 2 5 22
Modelling structural changes in the volatility process 0 0 0 68 1 12 16 208
Noise trading and informational efficiency 0 0 0 14 2 7 13 147
Non-Standard Errors 0 0 0 8 1 8 13 46
Non-Standard Errors 0 0 0 19 4 25 30 54
Non-Standard Errors 0 0 0 27 3 5 21 166
Non-Standard Errors 0 0 2 44 1 13 38 471
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 0 0 3 3 12
Nonstandard Errors 0 0 0 0 5 6 28 28
Nonstandard Errors 0 0 0 0 0 2 16 16
Nonstandard Errors 0 0 2 4 2 8 27 41
Nonstandard errors 0 0 1 12 5 13 32 76
Price Discovery in Tick Time 0 0 0 103 1 5 8 370
Sentiment Trades and Option Prices 0 0 0 24 0 3 10 89
Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements 0 0 0 71 4 7 17 213
Surprise and Dispersion: Informational Impact of USDA Announcements 0 0 0 10 2 6 13 50
The Dynamics of Dealer Quoting Behavior 0 0 0 0 1 4 5 123
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 1 6 77
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 0 0 4 7 10 15
Total Working Papers 0 1 8 761 41 164 373 3,222
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 1 20
A cultural explanation of the foreign bias in international asset allocation 0 1 4 141 3 9 21 487
Absence of speculation in the European sovereign debt markets 0 0 0 3 1 3 6 23
Asymmetries of the intraday return-volatility relation 0 0 0 25 1 6 12 93
Behavioral heterogeneity in the option market 0 0 1 44 1 8 15 154
Behavioural heterogeneity in the New Zealand stock market 0 1 1 6 1 6 7 27
Behavioural heterogeneity in wine investments 0 0 1 5 0 1 3 35
Board cultural diversity and firm performance under competitive pressures 2 2 4 4 3 4 20 23
Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets 0 0 0 4 0 4 9 49
Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices 0 0 0 0 0 1 3 101
Contemporaneous interactions among fuel, biofuel and agricultural commodities 0 0 1 23 0 4 9 130
Cross-listing decisions and the foreign bias of investors 0 0 1 14 1 4 10 73
Crossing the Tasman 0 0 0 0 0 1 3 4
Cultural diversity among directors and corporate social responsibility 0 0 5 22 0 4 20 77
Determinants of intraday price discovery in VIX exchange traded notes 0 0 0 4 2 7 9 34
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 1 4 14 41
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 1 5 15 25
Evaluating the tracking performance and tracking error of New Zealand exchange traded funds 0 0 2 3 0 3 7 14
Excess stock return comovements and the role of investor sentiment 0 0 0 21 0 4 8 108
Feedback Trading: The Intraday Case of Retail Derivatives 0 0 0 0 1 9 14 17
Firm efficiency and stock returns 0 0 1 74 0 5 8 186
Forecasting daily volatility with intraday data 0 0 0 110 0 5 12 362
Foreign ownership and board cultural diversity 0 0 1 1 3 9 20 20
Herding in analysts’ recommendations: The role of media 0 0 1 20 1 3 13 114
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 0 6 7 156
Inferring Public and Private Information from Trades and Quotes 0 0 0 35 1 9 10 132
Institutional Trading and Stock Returns: Evidence from China 0 0 0 9 0 3 5 45
Institutional trading and asset pricing 0 0 0 12 0 4 9 62
Learning by doing: the role of financial experience in financial literacy 1 6 17 80 3 22 45 186
Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms 0 1 2 19 2 6 9 98
Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets 0 0 0 0 1 3 4 12
Market timing ability and mutual funds: a heterogeneous agent approach 0 0 0 3 1 3 6 27
Modeling structural changes in the volatility process 0 0 0 26 0 1 4 130
NYSE closure and global equity trading: The case of cross-listed stocks 0 0 0 5 1 6 8 97
National culture and corporate risk-taking around the world 0 0 2 4 1 7 22 45
Nonlinear dynamics in Nasdaq dealer quotes 0 0 0 12 0 13 15 61
Nonstandard Errors 2 2 13 44 5 16 62 172
On practitioners closed-form GARCH option pricing 0 0 2 3 3 7 16 22
On the Intraday Relation Between the VIX and its Futures 0 0 0 6 0 1 10 50
On the Role of Cultural Distance in the Decision to Cross†List 0 0 0 3 1 4 7 75
On the Style-Based Feedback Trading of Mutual Fund Managers 0 0 0 8 1 3 7 55
On the ability of New Zealand actively managed funds to generate outperformance in their domestic equity allocations 0 0 0 0 0 3 4 10
On the determinants of portfolio choice 0 0 0 146 0 2 8 538
On the performance of KiwiSaver funds 0 0 0 0 1 3 4 4
Pairs trading of Chinese and international commodities 0 0 3 16 2 7 16 46
Political crises and the stock market integration of emerging markets 1 1 3 46 1 3 11 204
Precious metals, oil and the exchange rate: contemporaneous spillovers 0 0 0 1 0 3 7 23
Price discovery in tick time 0 1 1 43 0 7 18 161
Profit margin hedging in the New Zealand dairy farming industry 0 0 0 2 0 2 12 21
Properties and the predictive power of implied volatility in the New Zealand dairy market 1 1 1 1 2 8 10 25
Quote dynamics of cross‐listed stocks 0 0 0 1 0 0 2 5
Speed, algorithmic trading, and market quality around macroeconomic news announcements 0 0 1 84 0 7 29 339
Surprise and dispersion: informational impact of USDA announcements 0 0 0 1 1 9 12 45
The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market 0 0 0 9 1 4 8 54
The New Zealand implied volatility index 0 0 0 37 0 2 5 160
The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks 0 0 0 3 3 7 14 44
The determinants of price discovery on bitcoin markets 0 3 8 51 4 9 21 143
The determinants of price discovery: Evidence from US-Canadian cross-listed shares 0 0 4 36 2 6 21 202
The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand 0 0 0 72 2 10 13 277
The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance 0 0 1 3 0 3 10 25
The effect of equity market uncertainty on informational efficiency: Cross-sectional evidence 0 0 1 1 1 5 8 10
The impact of corporate governance on corporate performance: Evidence from Japan 0 0 2 240 1 6 17 882
The impact of cultural diversity in corporate boards on firm performance 1 1 13 187 8 10 49 833
The information content of implied volatility: Evidence from Australia 0 0 0 16 0 4 8 72
The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares 0 0 1 7 2 7 18 81
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 2 5 50 6 20 42 229
Time-varying arbitrage and dynamic price discovery 0 0 0 13 0 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 24 41 8 21 81 121
Turn of the Month effect in the New Zealand stock market 0 0 0 2 0 2 7 21
US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks 0 0 0 0 1 5 15 31
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 1 2 132 0 10 27 687
Volatility discovery and volatility quoting on markets for options and warrants 0 0 1 5 1 6 11 25
Volatility spillovers among oil and stock markets in the US and Saudi Arabia 0 1 1 17 0 2 4 60
When no news is good news – The decrease in investor fear after the FOMC announcement 0 0 2 51 0 4 24 173
Who buys Bitcoin? The cultural determinants of Bitcoin activity 0 0 0 7 4 11 18 48
Total Journal Articles 10 29 137 2,200 91 443 1,078 9,488
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 2 3 36
Total Chapters 0 0 0 8 1 2 3 36


Statistics updated 2026-04-09