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 0 1 4 2,103
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio 1 1 1 95 2 5 8 352
Echanges internationaux et économie mondiale 0 0 0 0 0 2 7 3,037
Exogeneous Technical Progress and International Trade: Is It Outdated? 0 0 0 0 0 3 4 948
Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison 0 0 0 0 0 2 6 1,352
How integrated is the European carbon derivatives market? 0 0 0 0 0 3 10 13
How integrated is the European carbon derivatives market? 0 0 0 0 0 8 12 13
International stock return predictability: statistical evidence and economic significance 0 0 0 81 0 3 6 264
La Politique Agricole Commune et l'Agenda 2000 0 0 0 3 0 1 5 1,812
La vitesse sur les marchés financiers: stop ou encore ? 0 0 0 0 1 4 6 19
Liquidity and CDS premiums on European companies around the Subprime crisis 0 0 0 0 1 2 5 13
Market-wide liquidity co-movements, volatility regimes and market cap sizes 1 1 2 88 2 5 9 340
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 1 3 0 0 2 9
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 1 6 0 1 7 20
On the usefuleness of intraday price ranges to Gauge liquidity in cap-based portfolios 0 0 0 0 0 2 5 8
On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios 0 0 0 0 1 5 9 12
Short-term market timing using the Bond-Equity Yield Ratio 0 0 0 56 0 2 10 316
Short-term market timing using the bond-equity yield ratio 0 0 0 8 0 3 7 18
Spécialisation industrielle et consommation apparente: le cas de la Province de Liège en Belgique 0 0 0 0 0 0 5 687
Testing the profitability of contrarian trading strategies based on the overreaction hypothesis 0 0 0 0 0 0 2 7
The Balance of Payments in Belgium and the IMF Approach 0 0 0 0 1 3 5 1,320
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 1 0 1 5 13
The information content of the Bond-Equity Yield Ratio: better than a random walk? 0 0 0 68 0 2 11 361
The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks 0 0 0 0 0 0 2 9
Trading activity, realized volatility and jumps 0 0 0 1 0 1 8 24
Une introduction aux modèles de croissance: de l'exogénéité à l'endogénisation 0 0 0 0 0 5 10 1,902
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 2 3 8
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 2 4 7
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 0 0 2 5 11
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 0 0 0 1 5
Total Working Papers 2 2 5 410 8 70 183 15,003


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 2 2 4 69 2 5 13 195
DE LA MEDIOCRITE DES CONSEILS D’INVESTISSEMENT DE TEST-ACHATS INVEST SUR ACTIONS INDIVIDUELLES 0 0 0 44 1 12 51 208
How integrated is the European carbon derivatives market? 0 1 1 3 0 3 7 36
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 1 6 49 0 3 15 132
Les effets de la globalisation sur les inégalités régionales: quelques apports fondamentaux de l'économie géographique 0 0 0 5 0 2 6 33
Liquidity and CDS premiums on European companies around the Subprime crisis 0 0 1 29 1 2 5 133
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 21 0 0 6 65
On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios 0 0 0 3 0 2 4 24
Short-term market timing using the bond-equity yield ratio 0 1 1 53 0 3 7 267
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 35 0 0 2 156
The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks 0 0 1 16 0 0 2 42
The performance of popular stochastic volatility option pricing models during the subprime crisis 1 1 1 15 1 3 5 73
To what extent is resampling useful in portfolio management? 0 0 0 10 0 1 3 62
Trading activity, realized volatility and jumps 0 2 5 69 1 6 21 206
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 1 0 0 4 13
Total Journal Articles 3 8 20 422 6 42 151 1,645


Statistics updated 2020-03-04