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 4 2,101
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio 0 0 1 94 0 0 5 345
Echanges internationaux et économie mondiale 0 0 0 0 0 2 3 3,033
Exogeneous Technical Progress and International Trade: Is It Outdated? 0 0 0 0 0 1 1 945
Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison 0 0 0 0 1 1 6 1,350
How integrated is the European carbon derivatives market? 0 0 0 0 1 2 4 7
How integrated is the European carbon derivatives market? 0 0 0 0 2 2 5 5
International stock return predictability: statistical evidence and economic significance 0 0 1 81 0 0 5 259
La Politique Agricole Commune et l'Agenda 2000 0 0 0 3 0 0 5 1,809
La vitesse sur les marchés financiers: stop ou encore ? 0 0 0 0 0 0 6 15
Liquidity and CDS premiums on European companies around the Subprime crisis 0 0 0 0 0 1 2 10
Market-wide liquidity co-movements, volatility regimes and market cap sizes 1 1 2 87 2 3 7 335
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 2 2 0 0 3 8
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 5 0 3 5 17
On the usefuleness of intraday price ranges to Gauge liquidity in cap-based portfolios 0 0 0 0 0 0 6 6
On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios 0 0 0 0 1 2 3 6
Short-term market timing using the Bond-Equity Yield Ratio 0 0 0 56 1 2 5 309
Short-term market timing using the bond-equity yield ratio 0 0 1 8 0 1 3 13
Spécialisation industrielle et consommation apparente: le cas de la Province de Liège en Belgique 0 0 0 0 0 1 7 686
Testing the profitability of contrarian trading strategies based on the overreaction hypothesis 0 0 0 0 0 0 1 6
The Balance of Payments in Belgium and the IMF Approach 0 0 0 0 0 1 5 1,316
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 1 1 0 1 4 11
The information content of the Bond-Equity Yield Ratio: better than a random walk? 0 0 0 68 1 2 5 354
The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks 0 0 0 0 0 1 2 9
Trading activity, realized volatility and jumps 0 0 0 1 0 0 3 18
Une introduction aux modèles de croissance: de l'exogénéité à l'endogénisation 0 0 0 0 0 0 1 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 0 0 1 4
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 0 0 0 1 5
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 0 0 0 1 7
Total Working Papers 1 1 8 406 10 27 109 14,886


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 5 67 0 0 8 186
DE LA MEDIOCRITE DES CONSEILS D’INVESTISSEMENT DE TEST-ACHATS INVEST SUR ACTIONS INDIVIDUELLES 0 0 0 44 8 19 46 184
How integrated is the European carbon derivatives market? 0 0 0 2 2 3 5 33
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks 1 4 8 48 2 6 18 127
Les effets de la globalisation sur les inégalités régionales: quelques apports fondamentaux de l'économie géographique 0 0 1 5 0 0 3 29
Liquidity and CDS premiums on European companies around the Subprime crisis 0 0 1 29 0 0 3 130
On the statistical and economic performance of stock return predictive regression models: an international perspective 0 0 0 21 0 0 1 60
On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios 0 0 0 3 1 1 2 22
Short-term market timing using the bond-equity yield ratio 0 0 0 52 0 2 3 263
The information content of the Bond-Equity Yield Ratio: Better than a random walk? 0 0 0 35 0 0 2 155
The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks 0 0 0 15 0 0 2 41
The performance of popular stochastic volatility option pricing models during the subprime crisis 0 0 0 14 0 1 1 69
To what extent is resampling useful in portfolio management? 0 0 0 10 0 1 4 61
Trading activity, realized volatility and jumps 0 0 5 67 2 3 17 198
Volatility regimes and liquidity co-movements in cap-based portfolios 0 0 0 1 1 1 4 12
Total Journal Articles 1 4 20 413 16 37 119 1,570


Statistics updated 2019-10-05