LFIN Reprints - 2024
2024 / 04
Bertrand Candelon, Marc Joëts, Valérie Mignon
What makes econometric ideas popular: The role of connectivity
In: Research Policy, 2024, Vol. 53 (7), 105025
2024 / 03
Bertrand Candelon, Rubens Moura
A Multicountry Model of the Term Structures of Interest Rates with a GVAR
In: Journal of Financial Econometrics, 2024 - (in press)
2024 / 02
Catherine D’Hondt, Patrick Roger, Arvid Hoffmann, Daria Plotkina
Is There a Gender Gap in the Birthday‐Number Effect? The Case of Lotto Players and the Role of Sequential Choice
In: Journal of Gambling Studies, 2024 - (in press)
2024 / 01
Jean-François Boulier, Catherine D’Hondt, Fredj Jawadi, Georges Prat, Philippe Rozin, Richard Taffler
How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times of Crises and Uncertainty: The Analysis of Experts’ Opinions
In: Bankers, Markets and Investors, vol. 2023/4, nr. 175, p. 3-12
2023
LFIN Reprint Nr. 2023 / 15
The distribution of sample mean-variance portfolio weights
Kan, Raymond / Lassance, Nathan / Wang, Xiaolu
In: Random Matrices : Theory and Applications, 2024
http://hdl.handle.net/2078.1/281110
LFIN Reprint Nr. 2023 / 14
Target return as efficient driver of risk-taking
D’Hondt, Catherine / De Winne, Rudy / Todorovic, Aleksandar
In: Review of Behavioral Finance, 2024, vol. 16(1), p. 130-166
http://hdl.handle.net/2078.1/277792
LFIN Reprint Nr. 2023 / 13
The risk premium in New Keynesian DSGE models: The cost of inflation channel
Iania, Leonardo / Tretiakov, Pavel / Wouters, Rafael
In: Journal of Economic Dynamics and Control, 2023, vol. 155, 104732
http://hdl.handle.net/2078.1/277693
LFIN Reprint Nr. 2023 / 12
On the Combination of Naive and Mean-Variance Portfolio Strategies
Lassance, Nathan / Vanderveken, Rodolphe / Vrins, Frédéric
In: Journal of Business & Economic Statistics, 2023 - (in press)
http://hdl.handle.net/2078.1/277691
LFIN Reprint Nr. 2023 / 11
The Risk of Expected Utility under Parameter Uncertainty
Lassance, Nathan / Martín-Utrera, Alberto / Simaan, Majeed
In: Management Science, 2023 - (in press)
http://hdl.handle.net/2078.1/277406
LFIN Reprint Nr. 2023 / 10
Sovereign yield curves and the COVID-19 in emerging markets
Candelon, Bertrand / Moura, Rubens
In: Economic Modelling, 2023, vol. 127, 106453
http://hdl.handle.net/2078.1/277351
LFIN Reprint Nr. 2023 / 09
Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework
Barbagli, Matteo / Vrins, Frédéric
In: Economic Modelling, 2023, vol. 125, 106321
http://hdl.handle.net/2078.1/275625
LFIN Reprint Nr. 2023 / 08
Bloomberg and the GameStop saga: the fear of stock market democracy
Duterme, Tom
In: Economy and Society, 2023 - (in press)
http://hdl.handle.net/2078.1/253145
LFIN Reprint Nr. 2023 / 07
Testing for Causality between Climate Policies and Carbon Emissions Reduction
Candelon, Bertrand / Hasse, Jean-Baptiste
In: Finance Research Letters, 2023 - (in press)
http://hdl.handle.net/2078.1/274417
LFIN Reprint Nr. 2023 / 06
Toward a Macroprudential Regulatory Framework for Mutual Funds
Argyropoulos, Christos / Candelon, Bertrand / Hasse, Jean-Baptiste / Panopoulou, Ekaterini
In: International journal of Finance and Economics, 2023 - (in press)
http://hdl.handle.net/2078.1/274416
LFIN Reprint Nr. 2023 / 05
SVB, Crédit Suisse, ... au suivant ?
Vrins, Frédéric
In: Regards économiques, 2023, Focus 30
http://hdl.handle.net/2078.1/273898
LFIN Reprint Nr. 2023 / 04
Portfolio selection: A target-distribution approach
Lassance, Nathan / Vrins, Frédéric
In: European Journal of Operational Research, 2023, vol. 310(1), p. 302-314
http://hdl.handle.net/2078.1/272598
LFIN Reprint Nr. 2023 / 03
An Analytical Shrinkage Estimator for Linear Regression
Lassance, Nathan
In: Statistics & Probability Letters, 2023, vol. 194, 109760
http://hdl.handle.net/2078.1/268417
LFIN Reprint Nr. 2023 / 02
Non-Standard Errors
Menkveld, Albert J. / Dreber, Anna / Holzmeister, Felix / Huber, Juergen / Hasse, Jean-Baptiste / e.a.
In: Journal of Finance, 2023
http://hdl.handle.net/2078.1/273312
LFIN Reprint Nr. 2023 / 01
Crypto market dynamics in stressful conditions
Desagre, Christophe / Mazza, Paolo / Petitjean, Mikael
In: Applied Economics, 2023
http://hdl.handle.net/2078.1/272240
2022
LFIN Reprint Nr. 2022 / 14
Do modern stock exchanges emerge from competition? Evidence from the “Belgian Big Bang”
Duterme, Tom
In: Review of Evolutionary Political Economy, 2022, vol. 3, p. 351-371
http://hdl.handle.net/2078.1/257716
LFIN Reprint Nr. 2022 / 13
Macroprudential policies, economic growth and banking crises
Belkhir, Mohamed / Ben Naceur, Sami / Candelon, Bertrand / Wijnandts, Jean-Charles
In: Emerging Markets Review, 2022, vol. 53, 100936
http://hdl.handle.net/2078.1/267635
LFIN Reprint Nr. 2022 / 12
Number 19: Another Victim of the COVID‐19 Pandemic?
Roger, Patrick / D’Hondt, Catherine / Plotkina, Daria / Hoffmann, Arvid
In: Journal of Gambling Studies, 2023, vol. 39(3), p. 1417-1450
http://hdl.handle.net/2078.1/264109
LFIN Reprint Nr. 2022 / 11
Meta-Learning Approaches for Recovery Rate Prediction
Gambetti , Paolo / Roccazzella, Francesco / Vrins, Frédéric
In: Risks, 2022, 10(6), 124
http://hdl.handle.net/2078.1/261877
LFIN Reprint Nr. 2022 / 10
Superstitious beliefs, locus of control, and feeling at risk in the face of Covid-19
Hoffmann, Arvid / Plotkina, Daria / Roger, Patrick / D’Hondt, Catherine
In: Personality and Individual Differences, 2022, vol. 196, 111718
http://hdl.handle.net/2078.1/260956
LFIN Reprint Nr. 2022 / 09
Is cross-listing a panacea for improving earnings quality? The case of H- and B-share firms in China
Arslan-Ayaydin, Özgür / Chen, Shimin / Ni, Serene Xu / Thewissen, James
In: International Review of Financial Analysis, 2022, vol. 81, 102113
http://hdl.handle.net/2078.1/259858
LFIN Reprint Nr. 2022 / 08
A general firm value model under partial information
Mbaye, Cheikh / Sagna, Abass / Vrins, Frédéric
In: Journal of Computational Finance, 2022, vol. 26(1)
http://hdl.handle.net/2078.1/259523
LFIN Reprint Nr. 2022 / 07
Dynamic portfolio selection with sector-specific regularization
Hafner, Christian M. / Wang, Linqi
In: Econometrics and Statistics, 2022
http://hdl.handle.net/2078.1/258976
LFIN Reprint Nr. 2022 / 06
A dynamic conditional score model for the log correlation matrix
Hafner, Christian M. / Wang, Linqi
In: Journal of Econometrics, 2022
http://hdl.handle.net/2078.1/258975
LFIN Reprint Nr. 2022 / 05
Unpacking the black box of ICO white papers: a topic modeling approach
Pastwa, Anna M. / Shrestha, Prabal / Thewissen, James / Torsin, Wouter
In: Journal of Corporate Finance, 2022
http://hdl.handle.net/2078.1/255958
LFIN Reprint Nr. 2022 / 04
Does the yield curve signal recessions? New evidence from an international panel data analysis
Hasse, Jean-Baptiste / Lajaunie, Quentin
In: The Quarterly Review of Economics and Finance, 2022, vol. 84, p. 9-22
http://hdl.handle.net/2078.1/258877
LFIN Reprint Nr. 2022 / 03
Earnings Management Methods and CEO Political Affiliation
Özgür, Arslan-Ayaydin / Thewissen, James / Torsin, Wouter
In: Comptabilite Contrôle Audit = Accounting Auditing Control, 2022, vol. 28(2), p. 83-128
http://hdl.handle.net/2078.1/254690
LFIN Reprint Nr. 2022 / 02
International Earnings Announcements: Tone, Forward-looking Statements, and Informativeness
Henry, Elaine / Thewissen, James / Torsin, Wouter
In: The European Accounting Review, 2022
http://hdl.handle.net/2078.1/249436
LFIN Reprint Nr. 2022 / 01
Fragmentation in the European Monetary Union: Is it really over?
Candelon, Bertrand / Luisi , Angelo / Roccazzella, Francesco
In: Journal of International Money and Finance, 2022, vol. 122, 102545
http://hdl.handle.net/2078.1/257597
2021
LFIN Reprint Nr. 2021 / 25
Migration to the PRIIPs framework: what impact on the European risk indicator of UCITS funds ?
Herr, Donovan / Clausse, Emilien / Vrins, Frédéric
In : Revue Bancaire et Financière, 2022
http://hdl.handle.net/2078.1/254715
LFIN Reprint Nr. 2021 / 24
Affine term structure models: a time-change approach with perfect fit to market curves
Mbaye, Cheikh / Vrins, Frédéric
In: Mathematical Finance, 2022
http://hdl.handle.net/2078.1/254447
LFIN Reprint Nr. 2021 / 23
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation
Candelon, Bertrand / Hasse, Jean-Baptiste / Lajaunie, Quentin
In: Risks, 2021, 9(11), 199
http://hdl.handle.net/2078.1/253308
LFIN Reprint Nr. 2021 / 22
Regularized regression when covariates are linked on a network: the 3CoSE algorithm
Weber, Matthias / Striaukas, Jonas / Schumacher, Martin / Binder, Harald
In: Journal of Applied Statistics, 2023, vol. 50(3), p. 535-554
http://hdl.handle.net/2078.1/251782
LFIN Reprint Nr. 2021 / 21
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs
Aloy, Marcel / Laly, Floris / Laurent, Sébastien / Lecourt, Christelle
In: Recent Econometric Techniques for Macroeconomic and Financial Data / G. Dufrénot and T. Matsuki (eds.). Springer, 2021, p. 229-264
http://hdl.handle.net/2078.1/251599
LFIN Reprint Nr. 2021 / 20
What drives retail portfolio exposure to ESG factors?
D’Hondt, Catherine / Merli, Maxime / Roger, Tristan
In: Finance Research Letters, 2022, vol. 46, Part B, 102470
http://hdl.handle.net/2078.1/251463
LFIN Reprint Nr. 2021 / 19
Judging the functioning of equity markets in 2020: A bird's-eye (re)view
Petitjean, Mikael
In: Bankers, Markets, and Investors, 2021
http://hdl.handle.net/2078.1/250457
LFIN Reprint Nr. 2021 / 18
The rise of fast trading: Curse or blessing for liquidity?
Desagre, Christophe / D’Hondt, Catherine / Petitjean, Mikael
In: Finance : revue de l'Association française de finance, 2022, vol. 43, p. 119-158
http://hdl.handle.net/2078.1/250456
LFIN Reprint Nr. 2021 / 17
Mini flash crashes: Review, taxonomy and policy responses
Laly, Floris / Petitjean, Mikael
In: Bulletin of Economic Research, 2020, vol. 72(3), p. 251-271
http://hdl.handle.net/2078.1/250454
LFIN Reprint Nr. 2021 / 16
Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks
Erdemlioglu, Deniz / Petitjean, Mikael / Vargas, Nicolas
In: Economic Modelling, 2021, vol. 102, 105592
http://hdl.handle.net/2078.1/250451
LFIN Reprint Nr. 2021 / 15
Do retail investors bite off more than they can chew? A close look at their return objectives
D’Hondt, Catherine / De Winne, Rudy / Merli, Maxime
In: Journal of Economic Behavior & Organization, 2021, vol. 188, p. 879-902
http://hdl.handle.net/2078.1/248798
LFIN Reprint Nr. 2021 / 14
Optimal and robust combination of forecasts via constrained optimization and shrinkage
Roccazzella, Francesco / Gambetti, Paolo / Vrins, Frédéric
In: International Journal of Forecasting
http://hdl.handle.net/2078.1/248305
LFIN Reprint Nr. 2021 / 13
Reconciling mean-variance portfolio theory with non-Gaussian returns
Lassance, Nathan
In: European Journal of Operational Research
http://hdl.handle.net/2078.1/248132
LFIN Reprint Nr. 2021 / 12
Optimal Portfolio Diversification via Independent Component Analysis
DeMiguel, Victor / Lassance, Nathan / Vrins, Frédéric
In: Operations Research
http://hdl.handle.net/2078.1/248130
LFIN Reprint Nr. 2021 / 11
What leads people to tolerate negative interest rates on their savings?
Corneille, O. / D’Hondt, Catherine / De Winne, Rudy / Efendic, E. / Todorovic, Aleksandar
In: Journal of Behavioral and Experimental Economics, 2021, vol. 93, 101714
http://hdl.handle.net/2078.1/246607
LFIN Reprint Nr. 2021 / 10
Machine Learning Time Series Regressions With an Application to Nowcasting
Babii, Andrii / Ghysels, Eric / Striaukas, Jonas
In: Journal of Business and Economic Statistics, 2022, vol. 40(3), p. 1094-1106
http://hdl.handle.net/2078.1/245979
LFIN Reprint Nr. 2021 / 09
Diversification potential in real estate portfolios
Candelon, Bertrand / Fuerst, Franz / Hasse, Jean-Baptiste
In: International Economics, 2021, vol. 166, p. 126-139
http://hdl.handle.net/2078.1/245986
LFIN Reprint Nr. 2021 / 08
How risk-prone are people when facing a sure loss? Negative interest rates as a convenient conceptual framework
Efendić, Emir / Corneille, Olivier / D’Hondt, Catherine / De Winne, Rudy
In: Psychonomic Bulletin & Review, 2021
http://hdl.handle.net/2078.1/245900
LFIN Reprint Nr. 2021 / 07
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?
De Backer, Bruno / Dewachter, Hans / Iania, Leonardo
In: Finance Research Letters, 2021, 101978
http://hdl.handle.net/2078.1/244149
LFIN Reprint Nr. 2021 / 06
Does managerial ability affect disclosure? Evidence from earnings press releases
Yan, Beibei / Arslan-Ayaydin, Özgür / Thewissen, James / Torsin, Wouter
In: Asian Review of Accounting, 2021, vol. 29(2), p. 192-226
http://hdl.handle.net/2078.1/241485
LFIN Reprint Nr. 2021 / 05
Portfolio selection with parsimonious higher comoments estimation
Lassance, Nathan / Vrins, Frédéric
In: Journal of Banking & Finance, 2021, vol. 126(9), p. 106-115
http://hdl.handle.net/2078.1/245229
LFIN Reprint Nr. 2021 / 04
Trading leveraged Exchange-Traded products is hazardous to your wealth
D’Hondt, Catherine / McGowan, Richard / Roger, Patrick
In: The Quarterly Review of Economics and Finance, 2021, vol. 80, p. 287-302
http://hdl.handle.net/2078.1/245221
LFIN Reprint Nr. 2021 / 03
Global financial interconnectedness: a non-linear assessment of the uncertainty channel
Candelon, Bertrand / Ferrara, Laurent / Joëts, Marc
In: Applied Economics, 2021
http://hdl.handle.net/2078.1/243973
LFIN Reprint Nr. 2021 / 02
Measuring the disposition effect
De Winne, Rudy
In: Journal of Behavioral and Experimental Finance, 2021, vol. 29, 100468
http://hdl.handle.net/2078.1/243964
LFIN Reprint Nr. 2021 / 01
Googlization and retail trading activity
Desagre, Christophe / D’Hondt, Catherine
In: Journal of Behavioral and Experimental Finance, 2021, vol. 29, 100453
http://hdl.handle.net/2078.1/241097
2020
LFIN Reprint Nr. 2020/07
Artificial Intelligence Alter Egos: Who might benefit from robo-investing?
D'Hondt, Catherine / De Winne, Rudy / Ghysels, Eric / Raymond, Steve
In : Journal of Empirical Finance, Vol. 59, p. 278-299 (2020)
http://hdl.handle.net/2078.1/238318
LFIN Reprint Nr. 2020/06
SDES with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions
Brigo, Damiano / Jeanblanc, Monique / Vrins, Frédéric
In : Stochastic Processes and Their Applications, Vol. 130, no. 7, p. 3895-3919 (2020)
http://hdl.handle.net/2078.1/223398
LFIN Reprint Nr. 2020/05
Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach
Allard, Anne-Florence / Iania, Leonardo / Smedts, Kristien
In : International Review of Financial Analysis, Vol. 71 (2020)
http://hdl.handle.net/2078.1/231044
LFIN Reprint Nr. 2020/04
Institutions, regulations and initial coin offerings: An international perspective
Thewissen, James / Arslan-Ayaydin, Özgür / Shrestha, Prabal / Torsin, Wouter
In : International Review of Economics & Finance, Vol. 72, p. 102-120 (2020)
http://hdl.handle.net/2078.1/237226
LFIN Reprint Nr. 2020/03
Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases
Arslan-Ayaydin, Özgür / Bishara, Norman / Thewissen, James / Torsin, Wouter
In : International Review of Financial Analysis, Vol. 72, no. 101598 (2020)
http://hdl.handle.net/2078.1/236507
LFIN Reprint Nr. 2020/02
Forecasting recovery rates on non-performing loans with machine learning
Bellotti, Anthony / Brigo, Damiano / Gambetti, Paolo / Vrins, Frédéric
In : International Journal of Forecasting, Vol. 37, no. 1, p. 428-444
http://hdl.handle.net/2078.1/230633
LFIN Reprint Nr. 2020/01
Disclosure tone management and labor unions
Arslan-Ayaydina, Özgür / Thewissen, James / Torsin, Wouter
In : Journal of Business Finance & Accounting, 2020
http://hdl.handle.net/2078.1/231843
2019
LFIN Reprint Nr. 2019/09
Minimum Rényi entropy portfolios
Lassance, Nathan / Vrins, Frédéric
In : Annals of Operations Research, (2019)
http://hdl.handle.net/2078.1/218951
LFIN Reprint Nr. 2019/08
A Macro-Financial Analysis of the Corporate Bond Market
Dewacther, Hans / Iania, Leonardo / Lemke, Wolfgang / Lyrio, Marco
In : Empirical Economics, Vol. 57, p. 1911-1933 (2019)
http://hdl.handle.net/2078.1/199634
LFIN Reprint Nr. 2019/07
Recovery rates: Uncertainty certainly matters
Gambetti, Paolo / Gauthier, Geneviève / Vrins, Frédéric
In : Journal of Banking & Finance, Vol. 106, no. 9, p. 371-383 (2019)
http://hdl.handle.net/2078.1/218203
LFIN Reprint Nr. 2019/06
Testing the effect of technical analysis on market quality and order book dynamics
Mazza, Paolo / Petitjean, Mikael
In : Applied Economics, Vol. 51, no.18, p. 1947-1976 (2019)
http://hdl.handle.net/2078.1/212373
LFIN Reprint Nr. 2019/05
Taming financial development to reduce crises
Naceur, Sami Ben / Candelon, Bertrand / Lajaunie, Quentin
In : Emerging Markets Review, Vol. 40, no. 100618 (2019)
http://hdl.handle.net/2078.1/225229
LFIN Reprint Nr. 2019/04
Piecewise constant martingales and lazy clocks
Profeta, Christophe / Vrins, Frédéric
In : Probability, Uncertainty and Quantitative Risk, Vol. 4, no. 2 (2019)
http://hdl.handle.net/2078.1/211213
LFIN Reprint Nr. 2019/03
The informativeness of impression management - financial analysts and rhetorical style of CEO letters
Yan, Beibei / Aerts, Walter / Thewissen, James
In : Pacific Accounting Review, Vol. 31, no.3, p. 462-496 (2019)
http://hdl.handle.net/2078.1/227457
LFIN Reprint Nr. 2019/02
Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies?
Petitjean, Mikael
In : Energy Economics, Vol. 80, p. 502-511 (2019)
http://hdl.handle.net/2078.1/214094
LFIN Reprint Nr. 2019/01
Advances in Credit Risk Modeling and Management
Vrins, Frédéric
In : Risks, (2019)
http://hdl.handle.net/2078.1/215467
2018
LFIN Reprint Nr. 2018/17
A Comparison of Pricing and Hedging Performances of Equity Derivatives Models
Lassance, Nathan / Vrins, Frédéric
In : Applied Economics, Vol. 50, no. 10, p. 1122-1137 (2018)
http://hdl.handle.net/2078.1/186376
LFIN Reprint Nr. 2018/16
A subordinated CIR intensity model with application to wrong-way risk CVA
Mbaye, Cheikh / Vrins, Frédéric
In : International Journal of Theoretical and Applied Finance, Vol. 21, no.7, p. 22 (2018)
http://hdl.handle.net/2078.1/204500
LFIN Reprint Nr. 2018/15
Bankruptcy and the cost of organized labor: Evidence from union elections
Campello, Murillo / Gao, Janet / Qiu, Jiaping / Zhang, Yue
In : The Review of Financial Studies, Vol. 31, no.3, p. 980-1013 (2018)
http://hdl.handle.net/2078.1/221037
LFIN Reprint Nr. 2018/14
Bannissement des produits dérivés: la bonne affaire ?
Vrins, Frédéric
In : Regards économiques, , no.142, p. 1-15 (2018)
http://hdl.handle.net/2078.1/207660
LFIN Reprint Nr. 2018/13
Cross-country information transmissions and the role of commodity markets: A multichannel Markov switching approach
Dahlqvist, Carl-Henrik
In : Cross-country information transmissions and the role of commodity markets: A multichannel Markov switching approach, Vol. 13, no.8, p. 21 (2018)
http://hdl.handle.net/2078.1/201963
LFIN Reprint Nr. 2018/12
Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures
Brigo, Damiano / Vrins, Frédéric
In : European Journal of Operational Research, Vol. 269, p. 1154-1164 (2018)
http://hdl.handle.net/2078.1/196286
LFIN Reprint Nr. 2018/11
Effective network inference through multivariate information transfer estimation
Dahlqvist, Carl-Henrik / Gnabo, Jean-Yves
In : Physica A: Statistical Mechanics and its Applications, Vol. 499, no.1, p. 376-394 (2018)
http://hdl.handle.net/2078.1/199478
LFIN Reprint Nr. 2018/10
Extreme events and the cumulative distribution of net gains in gambling and structured products
Vrins, Frédéric / Petitjean, Mikael
In : Applied Economics, Vol. 50, no. 58, p. 6285-6300 (2018)
http://hdl.handle.net/2078.1/199211
LFIN Reprint Nr. 2018/09
High frequency trading and extreme price movements
Brogaard, Jonathan / Carrion, Allen / Moyaert, Thibaut / Riordan, Ryan / Shkilko, Andriy / Sokolov, Konstantin
In : Journal of Financial Economics, Vol. 128, no. 2, p. 253-265 (2018)
http://hdl.handle.net/2078.1/197005
LFIN Reprint Nr. 2018/08
Implicit transaction cost management using intraday price dynamics
Mazza, Paolo / Petitjean, Mikael
In : Applied Economics, Vol. 50, no. 39, p. 4264-4274 (2018)
http://hdl.handle.net/2078.1/203431
LFIN Reprint Nr. 2018/07
La Belgique est-elle inégalitaire ?
Petitjean, Mikael
In : La Libre Belgique, Vol. 2018, no. Avril, p. 18
http://hdl.handle.net/2078.1/196948
LFIN Reprint Nr. 2018/06
Le sauvetage des institutions financières a épargné plusieurs milliards d'euros aux pouvoirs publics
Petitjean, Mikael
In : L'Écho : le quotidien de l'économie et de la finance, Vol. 2018, no.3 mars, p. 18 (2018)
http://hdl.handle.net/2078.1/203434
LFIN Reprint Nr. 2018/05
Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint
Vrins, Frédéric
In : Risks, Vol. 6, no. 3, p. 64 (2018)
http://hdl.handle.net/2078.1/200666
LFIN Reprint Nr. 2018/04
Subjective Financial Literacy and Retail Investors' Behavior
Bellofatto, Anthony / D'Hondt, Catherine / De Winne, Rudy
In : Journal of Banking and Finance, Vol. 92, no.1, p. 168-181
http://hdl.handle.net/2078.1/203762
LFIN Reprint Nr. 2018/03
The Disposition Effect does not survive disclosure of expected price trends
Corneille, Olivier / De Winne, Rudy / D'Hondt, Catherine
In : Journal of behavioral and experimental finance, Vol. 20, p. 80-91 (2018)
http://hdl.handle.net/2078.1/196594
LFIN Reprint Nr. 2018/02
What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank
Petitjean, Mikael
In : Finance Research Letters, Vol. 26, p. 9-14 (2018)
http://hdl.handle.net/2078.1/203432
LFIN Reprint Nr. 2018/01
When does the tone of earnings press releases matter?
Thewissen, James / Torsin, Wouter / Boudt, Kris
In : International Review of Financial Analysis, Vol. 57, no. 2, p. 231-245 (2018)
http://hdl.handle.net/2078.1/227456
2017
LFIN Reprint Nr. 2017/04
Capital-risque et performance à court terme de l'entreprise après introduction en bourse
Boullenger, Victor / Petitjean, Mikael / Daguet, Patrick
In : Forum financier : revue bancaire et financière, Vol. 6, no. 5, p. 1-14
http://hdl.handle.net/2078.1/203433
LFIN Reprint Nr. 2017/03
Identifying Expensive Trades by Monitoring the Limit Order Book
D'Hondt, Catherine / Detollenaere, Benoît
In : Journal of Forecasting, Vol. 36, p. 273-290 (2017)
http://hdl.handle.net/2078.1/143317
LFIN Reprint Nr. 2017/02
La finance comportementale: enjeux et perspectives
De Winne, Rudy / D'Hondt, Catherine
In : Regards économiques, Vol. 30, no. 131, p. 1-10 (2017)
http://hdl.handle.net/2078.1/186116
LFIN Reprint Nr. 2017/01
Wrong-Way Risk CVA Models with Analytical EPE Profiles under Gaussian Exposure Dynamics
Vrins, Frédéric
In : International Journal of Theoretical and Applied Finance, Vol. 20, no. 7:1750045 (2017)
http://hdl.handle.net/2078.1/187277
2016
LFIN Reprint Nr. 2016/04
La vitesse sur les marchés financiers : stop ou encore ?
Petitjean, Mikael
In : Regards économiques, Focus, 8 décembre 2016
http://hdl.handle.net/2078.1/203435
LFIN Reprint Nr. 2016/03
Managers set the tone: Equity incentives and the tone of earnings press releases
Thewissen, James
In : Journal of banking and finance, Vol. 72, no. Supplement, p. S132-S147 (2016)
http://hdl.handle.net/2078.1/227454
LFIN Reprint Nr. 2016/02
On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios
Petitjean, Mikael
In : Economic Modelling, Vol. 54, no.1, p. 67-81 (2016)
http://hdl.handle.net/2078.1/171607
LFIN Reprint Nr. 2016/01
The financial reward for environmental performance in the energy sector
Arslan-Ayaydin, Özgür / Thewissen, James
In : Energy & Environment, Vol. 27, no. 3-4, p. 389-413 (2016)
http://hdl.handle.net/2078.1/227460
2015
LFIN Reprint Nr. 2015/09
A macro-financial analysis of the euro area sovereign bond market
Dewachter, Hans / Iania, Leonardo / Lyrio, Marco / Perea, Maite de Sola
In : Journal of Banking & Finance, Vol. 50, p. 308-325 (2015)
http://hdl.handle.net/2078/144133
LFIN Reprint Nr. 2015/08
Analysts' forecast error: a robust prediction model and its short-term trading profitability
Boudt, Kris / de Goeij, Peter / Thewissen, James / Van Campenhout, Geert
In : Accounting & Finance, Vol. 55, no. 3, p. 683-715 (2014)
http://hdl.handle.net/2078.1/227459
LFIN Reprint Nr. 2015/07
Chapeau bas et respect pour Albert FRERE ?
Petitjean, Mikael
In : La Libre Belgique, Vol. 2015, no. Avril, p. 52 (2015)
http://hdl.handle.net/2078.1/166348
LFIN Reprint Nr. 2015/06
Commonality on Euronext: Do Location and Account Type Matter?
D'Hondt, Catherine / Majois, Christophe / Mazza, Paolo
In : International Review of Financial Analysis, Vol. 42, p. 183-198 (2015)
http://hdl.handle.net/2078/165981
LFIN Reprint Nr. 2015/05
D'une démocratie des opinions à une aristocratie des connaissances
Petitjean, Mikael
In : L'Écho : le quotidien de l'économie et de la finance, 29 avril 2015
http://hdl.handle.net/2078.1/166381
LFIN Reprint Nr. 2015/04
How integrated is the European carbon derivatives market?
Petitjean, Mikael
In : Finance Research Letters, Vol. 15, no.1, p. 18-30 (2015)
http://hdl.handle.net/2078.1/171606
LFIN Reprint Nr. 2015/03
La taxe sur la "bourse casino"
Petitjean, Mikael
In : La Libre Belgique, 31 octobre 2015
http://hdl.handle.net/2078.1/166383
LFIN Reprint Nr. 2015/02
Les sept familles de l'ISR
Petitjean, Mikael
In : B NQ Quaterly, 15 octobre 2015
http://hdl.handle.net/2078.1/166382
LFIN Reprint Nr. 2015/01
The securitization of gold and its potential impact on gold stocks
Zhang, Yue
In : Journal of Banking and Finance, Vol. 58, p. 309-326 (2015)
http://hdl.handle.net/2078.1/222460
2014
LFIN Reprint Nr. 2014/09
Assessing warm ischemic injury of pig livers at hypothermic machine perfusion
Liu, Qiang / Vekemans, Katrien / Iania, Leonardo / Komuta, Mina / Parkkinen, Jaakko / Heedfeld, Veerle / Wylin, Tine
In : Journal of Surgical Research, Vol. 186, no. 1, p. 379-389 (2014)
http://hdl.handle.net/2078.1/152866
LFIN Reprint Nr. 2014/08
De la médiocrité des conseils d'investissement de Test-Achats invest sur actions individuelles
Godart, Camille / Petitjean, Mikael
In : Brussels Economic Review, Vol. 57, no. 3, p. 1-28 (2014)
http://hdl.handle.net/2078.1/166322
LFIN Reprint Nr. 2014/07
Information in the yield curve: A macro-finance approach
Dewachter, Hans / Iania, Leonardo / Lyrio, Marco
In : Journal of Applied Econometrics, Vol. 29, no. 1, p. 42-64 (2014)
http://hdl.handle.net/2078.1/159484
LFIN Reprint Nr. 2014/06
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks
Boudt, Kris / Petitjean, Mikael
In : Journal of Financial Markets, Vol. 17, no. 1, p. 121-149 (2014)
http://hdl.handle.net/2078.1/143093
LFIN Reprint Nr. 2014/05
Inégalités patrimoniales, moralisme et passeport
Petitjean, Mikael
In : La Libre Belgique, 29 novembre 2014
http://hdl.handle.net/2078.1/152865
LFIN Reprint Nr. 2014/04
La Bourse, truquée ?
Petitjean, Mikael
In : L'Écho : le quotidien de l'économie et de la finance, 10 mai 2014
http://hdl.handle.net/2078.1/152864
LFIN Reprint Nr. 2014/03
Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index
De Winne, Rudy / Platten, Isabelle / Gresse, Carole
In : International Review of Financial Analysis, Vol. 34, p. 31-43 (2014)
http://hdl.handle.net/2078.1/159507
LFIN Reprint Nr. 2014/02
Quel secteur financier voulons-nous pour nos enfants ?
Petitjean, Mikael
In : L'Écho : le quotidien de l'économie et de la finance, 2 janvier 2014
http://hdl.handle.net/2078.1/143096
LFIN Reprint Nr. 2014/01
Testing the profitability of contrarian trading strategies based on the overreaction hypothesis
Petitjean, Mikael
In : Bankers, Markets & Investors, Vol. 2014, no.133, p. 4-10 (2014)
http://hdl.handle.net/2078.1/152863
2013
LFIN Reprint Nr. 2013/06
Bank failures and regulation: a critical review
Petitjean, Mikael
In : Journal of Financial Regulation and Compliance, Vol. 21, no. 1, p. 16-38 (2013)
http://hdl.handle.net/2078.1/136068
LFIN Reprint Nr. 2013/05
Determining an optimal multiplier in dynamic core-satellite strategies
Caliman, Thibaut / D'Hondt, Catherine / Petitjean, Mikael
In : The Journal of Asset Management, Vol. 14, no.4, p. 210-227 (2013)
http://hdl.handle.net/2078.1/141841
LFIN Reprint Nr. 2013/04
Il n'y aura pas de croissance solide sans confiance dans l'avenir
Petitjean, Mikael
In : La Libre Belgique, 20 mars 2013
http://hdl.handle.net/2078.1/143095
LFIN Reprint Nr. 2013/03
Sibuya copulas
Hofert, Marius / Vrins, Frédéric
In : Journal of Multivariate Analysis, Vol. 114, p. 318-337 (2013)
http://hdl.handle.net/2078.1/150979
LFIN Reprint Nr. 2013/02
Synchronisation des chocs d'offre et de demande en Europe : un après euro ou une après crises des subprimes ?
Gilson, Nathalie / Labondance, Fabien
In : L'actualité économique, Vol. 89, no. 3, p. 1-35 (2013)
http://hdl.handle.net/2078.1/152572
LFIN Reprint Nr. 2013/01
The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks
Duvinage, Matthieu / Mazza, Paolo / Petitjean, Mikael
In : Quantitative Finance, Vol. 13, no. 7, p. 1059-1070 (2013)
http://hdl.handle.net/2078.1/136070
2012
LFIN Reprint Nr. 2012/01
An Extended Macro-Finance Model with Financial Factors
Dewachter, Hans / Iania, Leonardo
In : Journal of Financial and Quantitative Analysis, Vol. 46, no. 6, p. 1893-1916 (2011)
http://hdl.handle.net/2078/117795