Access Statistics for Mikael PETITJEAN

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
Des effets de la globalisation sur les inégalités régionales: quelques apports fondamentaux de l'économie géographique 0 0 0 0 1 1 3 2,100
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio 0 0 1 94 1 1 6 345
Echanges internationaux et économie mondiale 0 0 0 0 1 1 1 3,031
Exogeneous Technical Progress and International Trade: Is It Outdated? 0 0 0 0 0 0 0 944
Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison 0 0 0 0 0 1 5 1,349
How integrated is the European carbon derivatives market? 0 0 0 0 1 2 3 5
How integrated is the European carbon derivatives market? 0 0 0 0 1 2 3 3
International stock return predictability: statistical evidence and economic significance 0 0 2 81 0 0 7 259
La Politique Agricole Commune et l'Agenda 2000 0 0 0 3 0 1 6 1,809
La vitesse sur les marchés financiers: stop ou encore ? 0 0 0 0 1 1 7 15
Liquidity and CDS premiums on European companies around the Subprime crisis 0 0 0 0 1 1 2 9
Market-wide liquidity co-movements, volatility regimes and market cap sizes 0 0 1 86 0 0 4 332
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 2 2 1 1 3 8
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 5 1 1 2 14
On the usefuleness of intraday price ranges to Gauge liquidity in cap-based portfolios 0 0 0 0 1 2 6 6
On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios 0 0 0 0 1 1 2 4
Short-term market timing using the Bond-Equity Yield Ratio 0 0 0 56 1 1 9 307
Short-term market timing using the bond-equity yield ratio 0 0 2 8 1 1 3 12
Spécialisation industrielle et consommation apparente: le cas de la Province de Liège en Belgique 0 0 0 0 0 1 6 685
Testing the profitability of contrarian trading strategies based on the overreaction hypothesis 0 0 0 0 0 1 1 6
The Balance of Payments in Belgium and the IMF Approach 0 0 0 0 0 0 4 1,315
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 1 1 1 1 3 10
The information content of the Bond-Equity Yield Ratio: better than a random walk? 0 0 1 68 1 2 5 352
The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks 0 0 0 0 1 1 1 8
Trading activity, realized volatility and jumps 0 0 0 1 1 2 4 18
Une introduction aux modèles de croissance: de l'exogénéité à l'endogénisation 0 0 0 0 0 0 2 1,892
Variations communes de liquidité au sein de portefeuilles de faible, moyenne et forte capitalisation: Les enseignements des crises financières asiatique et russe 0 0 0 0 0 0 0 5
Variations communes de liquidité au sein de portefeuilles de faible, moyenne et forte capitalisation: les enseignements des crises financières asiatique et russe 0 0 0 0 1 1 1 4
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 0 1 1 1 7
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 0 1 1 1 5
Total Working Papers 0 0 10 405 20 29 101 14,859


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bank failures and regulation: a critical review 0 2 5 67 0 3 8 186
DE LA MEDIOCRITE DES CONSEILS D’INVESTISSEMENT DE TEST-ACHATS INVEST SUR ACTIONS INDIVIDUELLES 0 0 0 44 3 7 33 165
How integrated is the European carbon derivatives market? 0 0 0 2 0 1 3 30
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 0 5 44 0 3 18 121
Les effets de la globalisation sur les inégalités régionales: quelques apports fondamentaux de l'économie géographique 0 0 1 5 2 2 3 29
Liquidity and CDS premiums on European companies around the Subprime crisis 0 1 1 29 1 2 5 130
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 21 1 1 2 60
On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios 0 0 0 3 1 1 1 21
Short-term market timing using the bond-equity yield ratio 0 0 0 52 1 1 2 261
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 35 1 1 2 155
The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks 0 0 0 15 1 1 2 41
The performance of popular stochastic volatility option pricing models during the subprime crisis 0 0 0 14 0 0 0 68
To what extent is resampling useful in portfolio management? 0 0 0 10 1 1 4 60
Trading activity, realized volatility and jumps 2 2 7 67 4 6 17 195
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 1 1 2 5 11
Total Journal Articles 2 5 19 409 17 32 105 1,533


Statistics updated 2019-07-03