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 0 1 2,103
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio 0 0 2 96 0 1 10 357
Echanges internationaux et économie mondiale 0 0 0 0 0 0 3 3,037
Exogeneous Technical Progress and International Trade: Is It Outdated? 0 0 0 0 1 3 8 953
Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison 0 0 0 0 0 1 5 1,355
How integrated is the European carbon derivatives market? 0 0 0 0 0 3 16 21
How integrated is the European carbon derivatives market? 0 0 0 0 1 2 9 17
International stock return predictability: statistical evidence and economic significance 0 0 0 81 1 3 8 269
La Politique Agricole Commune et l'Agenda 2000 0 0 0 3 1 2 8 1,817
La vitesse sur les marchés financiers: stop ou encore ? 0 0 0 0 0 0 5 20
Liquidity and CDS premiums on European companies around the Subprime crisis 0 0 0 0 0 0 4 14
Market-wide liquidity co-movements, volatility regimes and market cap sizes 0 0 2 89 0 0 7 342
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 1 3 0 0 1 9
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 1 6 0 1 4 21
On the usefuleness of intraday price ranges to Gauge liquidity in cap-based portfolios 0 0 0 0 0 0 3 9
On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios 0 0 0 0 0 0 7 13
Short-term market timing using the Bond-Equity Yield Ratio 0 0 1 57 3 5 10 323
Short-term market timing using the bond-equity yield ratio 0 0 0 8 0 0 5 19
Spécialisation industrielle et consommation apparente: le cas de la Province de Liège en Belgique 0 0 0 0 0 0 1 688
Testing the profitability of contrarian trading strategies based on the overreaction hypothesis 0 0 0 0 0 1 4 10
The Balance of Payments in Belgium and the IMF Approach 0 0 0 0 1 2 7 1,323
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 1 1 2 7 19
The information content of the Bond-Equity Yield Ratio: better than a random walk? 0 0 0 68 2 2 7 366
The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks 0 0 0 0 0 0 3 12
Trading activity, realized volatility and jumps 0 0 0 1 1 2 5 28
Une introduction aux modèles de croissance: de l'exogénéité à l'endogénisation 0 0 0 0 0 4 17 1,911
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 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 0 3 7
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 0 0 0 4 11
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 0 0 2 3 8
Total Working Papers 0 0 7 413 12 36 178 15,090


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 0 3 70 0 0 11 200
DE LA MEDIOCRITE DES CONSEILS D’INVESTISSEMENT DE TEST-ACHATS INVEST SUR ACTIONS INDIVIDUELLES 0 0 0 44 1 8 48 239
How integrated is the European carbon derivatives market? 0 0 2 4 2 4 10 43
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 0 0 7 55 3 6 26 155
Les effets de la globalisation sur les inégalités régionales: quelques apports fondamentaux de l'économie géographique 0 0 0 5 0 0 3 33
Liquidity and CDS premiums on European companies around the Subprime crisis 0 0 0 29 0 0 5 135
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 21 0 1 6 66
On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios 0 0 0 3 0 0 4 26
Short-term market timing using the bond-equity yield ratio 0 0 1 53 0 0 4 268
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 35 1 2 3 159
The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks 0 0 2 17 0 0 5 46
The performance of popular stochastic volatility option pricing models during the subprime crisis 0 0 2 16 0 0 9 79
To what extent is resampling useful in portfolio management? 0 0 0 10 1 1 4 65
Trading activity, realized volatility and jumps 1 2 5 72 3 11 29 229
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 1 0 0 3 15
Total Journal Articles 1 2 22 435 11 33 170 1,758


Statistics updated 2020-11-03