Recent publications

Journal Articles

1. Thewissen, James; Yan, Beibei; Arslan-Ayaydin, Özgür; Torsin, Wouter. Does managerial ability affect disclosure? Evidence from earnings press releases. In: Asian Review of Accounting, (2021). (Accepté/Sous presse).

2. Desagre, Christophe; D'Hondt, Catherine. Googlization and retail trading activity. In: Journal of Behavioral and Experimental Finance, no. 29 (2021) 100453, p. 14 (2021). doi:10.1016/j.jbef.2020.100453 (Accepté/Sous presse).

3. Özgür Arslan-Ayaydin; Norman Bishara; Thewissen, James; Torsin, Wouter. Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases. In: International Review of Financial Analysis, Vol. 72, no.101598, p. 16 (2020). doi:10.1016/j.irfa.2020.101598 (Accepté/Sous presse).

4. Thewissen, James; Özgür Arslan-Ayaydin; Prabal Shrestha; Wouter Torsin. Institutions, regulations and initial coin offerings: An international perspective. In: International Review of Economics & Finance, (2020). (Accepté/Sous presse).

5. Thewissen, James. Disclosure tone management and labor unions. In: Journal of Business Finance & Accounting, (2020). doi:10.1111/jbfa.12483 (Accepté/Sous presse).

6. Bellotti, Anthony; Brigo, Damiano; Gambetti, Paolo; Vrins, Frédéric. Forecasting recovery rates on non-performing loans with machine learning. In: International Journal of Forecasting, Vol. 37, no. 1, p. 428-444.

7. 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).

8. Iania, Leonardo; Allard, Anne-Florence; Smedts, Kristien. Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach  . In: International Review of Financial Analysis,. (Accepté/Sous presse).

9. Brigo, Damiano; Jeanblanc, Monique; Vrins, Frédéric. SDES with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions. In: Stochastic Processes and Their Applications, Vol. 130, no. 7, p. 3895-3919 (2020). doi:10.1016/ (Accepté/Sous presse).

10. Petitjean, Mikael. Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies?. In: Energy Economics, Vol. 80, no. Feb, p. 502-511 (2019). doi:10.1016/j.eneco.2019.01.028.

11. Yan, Beibei; Aerts, Walter; Thewissen, James. The informativeness of impression management − financial analysts and rhetorical style of CEO letters. In: Pacific Accounting Review, Vol. 31, no.3, p. 462-496 (2019). doi:10.1108/par-09-2017-0063 (Soumis).

12. Naceur, Sami Ben; Candelon, Bertrand; Lajaunie, Quentin. Taming financial development to reduce crises. In: Emerging Markets Review, Vol. 40, p. 100618 (2019). doi:10.1016/j.ememar.2019.05.003.

13. Mazza, Paolo; Petitjean, Mikael. Testing the effect of technical analysis on market quality and order book dynamics. In: Applied Economics, Vol. 51, no.18, p. 1947-1976 (2019). doi:10.1080/00036846.2018.1529404.

14. Gambetti, Paolo; Gauthier, Geneviève; Vrins, Frédéric. Recovery rates: Uncertainty certainly matters. In: Journal of Banking & Finance, Vol. 106, no.9, p. 371-383 (2019). doi:10.1016/j.jbankfin.2019.07.010.

15. Hans Dewacther; Iania, Leonardo; Wolfgang Lemke; Marco Lyrio. A Macro-Financial Analysis of the Corporate Bond Market. In: Empirical Economics, Vol. 57, p. 1911–1933 (December 2019).

16. Lassance, Nathan; Vrins, Frédéric. Minimum Rényi entropy portfolios. In: Annals of Operations Research, (2019). doi:10.1007/s10479-019-03364-2 (Accepté/Sous presse).

17. Profeta, Christophe; Vrins, Frédéric. Piecewise constant martingales and lazy clocks. In: Probability, Uncertainty and Quantitative Risk, Vol. 4, no. 2 (2019). doi:10.1186/s41546-019-0036-4.

18. Vrins, Frédéric. Advances in Credit Risk Modeling and Management. In: Risks, (2019).


1. Thewissen, James; Özgür Arslan-Ayaydin; André Dorsman. Regulations in the energy industry : financial, economic and legal implications. 2020. 9783030322953.pages.

2. Vrins, Frédéric. Advances in Credit Risk Modeling and Management. MDPI: Basel, 2020. 978-3-03928-761-1. 177 pages.

3. Arslan-Ayaydin, Özgür; Shrestha, Prabal; Thewissen, James. Blockchain as a Technology Backbone for an Open Energy Market. 2020. 978-3-030-32296-0.pages.