Rudy De Winne
Professeur ordinaire
Rudy De Winne is Professor of Finance at UCLouvain and is head of Louvain Finance, a research center gathering more than 30 researchers.
His main research interests are behavioral finance and market microstructure. Here are some ongoing research projects:Project on the gambling instinct of some retail investors – Started in September 2017, Joint work with W. De Bondt (DePaul University, Chicago) and C. D’Hondt (UCLouvain).
Project on investors’ behaviors and robo-advisors – Started in January 2017, Joint work with C. D’Hondt (UCLouvain) and E. Ghysels (University of North Carolina, Chapel Hill) and S. Raymond (University of North Carolina, Chapel Hill).
OEE project (European funding): MIFID Questionnaires, Investor Profiling and Trading Behavior - Started in 2017, Joint work with C. D’Hondt (UCLouvain), P. Roger (Strasbourg University) and others.
ARC project on negative interest rates – Started in October 2018, Joint work with faculty members of UCLouvain (O. Corneille, J. Davila, C. D’Hondt, C. Hafner, L. Iania & F. Vrins).
FSR project on “Retail Investors and Multi-Asset Portfolio Choices over Time”, will start soon.
ANR project (French funding): High-Frequency Trading and Ghost Liquidity - Started in January 2016, Joint work with H. Degryse (KULeuven), C. Gresse (Paris Dauphine) and R. Payne (Cass Business School)
2020
D'Hondt, Catherine ; De Winne, Rudy ; Ghysels, Eric ; Raymond, Steve. Artificial Intelligence Alter Egos: Who might benefit from robo-investing?. In: Journal of Empirical Finance, Vol. 59, p. 278-299 (2020). doi:10.1016/j.jempfin.2020.10.002 (Accepté/Sous presse).
2018
Bellofatto, Anthony ; D'Hondt, Catherine ; De Winne, Rudy. Subjective Financial Literacy and Retail Investors’ Behavior. In: Journal of Banking and Finance, Vol. 92, no.1, p. 168-181. doi:10.1016/j.jbankfin.2018.05.004.
2018
Corneille, Olivier ; De Winne, Rudy ; D'Hondt, Catherine. The Disposition Effect does not survive disclosure of expected price trends. In: Journal of behavioral and experimental finance, Vol. 20, p. 80-91 (2018). doi:10.1016/j.jbef.2018.08.003 (Accepté/Sous presse).
2017
De Winne, Rudy ; D'Hondt, Catherine. La finance comportementale: enjeux et perspectives. In: Regards économiques, Vol. 30, no. 131, p. 1-10 (2017).
2019
Degryse, Hans ; De Winne, Rudy ; Gresse, Carole ; Payne, Richard. Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity. European Finance Association Annual Meeting (Carcavelos, Portugal, du 22/08/2019 au 24/08/2019).
2018
Degryse, Hans ; De Winne, Rudy ; Gresse, Carole ; Payne, Richard. Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity. 2018 FMA Annual Meeting (San Diego, du 11/10/2018 au 13/10/2018).
2018
Degryse, Hans ; De Winne, Rudy ; Gresse, Carole ; Payne, Richard. Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity. 2nd SAFE Market Microstructure Conference (Frankfurt, du 20/08/2018 au 21/08/2018).
2018
Degryse, Hans ; De Winne, Rudy ; Gresse, Carole ; Payne, Richard. Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity. 35th Annual Conference of the French Finance Association (Paris, du 22/05/2018 au 24/05/2018).
2020
De Winne, Rudy. Measuring the disposition effect (LFIN Working Paper; 2020/01), 2020. 44 p.
2020
Corneille, Olivier ; D'Hondt, Catherine ; De Winne, Rudy ; Efendic, Emir ; Todorovic, Aleksandar. What leads people to tolerate negative interest rates on their savings? (LFIN Working Paper; 2020/05), 2020. 25 p.
2019
D'Hondt, Catherine ; De Winne, Rudy ; Ghysels, Eric ; Raymond, Steve. Artificial Intelligence Alter Egos: Who benefits from Robo-investing?, 2019. 75 p.
2019
Degryse, Hans ; De Winne, Rudy ; Gresse, Carole ; Payne, Richard. Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity, 2019.
2019
Efendic, Emir ; D'Hondt, Catherine ; De Winne, Rudy ; Corneille, Olivier. Negative interest rates may be more psychologically acceptable than assumed: Implications for savings, 2019. 27 p.
2018
Bellofatto, Anthony ; D'Hondt, Catherine ; De Winne, Rudy. Subjective Financial Literacy and Retail Investors' Behavior, 2018.
2017
Bellofatto, Anthony ; D'Hondt, Catherine ; De Winne, Rudy. Financial Literacy and Informativeness of the MiFID Tests, 2017.