Publications in Finance


Journal Articles


1. 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). (Accepté/Sous presse). http://hdl.handle.net/2078.1/199634

2. 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. http://hdl.handle.net/2078.1/214094

3. 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). http://hdl.handle.net/2078.1/227457

4. 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. http://hdl.handle.net/2078.1/212373

5. 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. http://hdl.handle.net/2078.1/225229

6. Vrins, Frédéric. Advances in Credit Risk Modeling and Management. In: Risks, (2019). http://hdl.handle.net/2078.1/215467

7. Profeta, Christophe; Vrins, Frédéric. Piecewise constant martingales and lazy clocks. In: Probability, Uncertainty and Quantitative Risk, Vol. 4, no. 2 (2019) (2019). http://hdl.handle.net/2078.1/211213

8. 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. http://hdl.handle.net/2078.1/218203

9. Thewissen, James. Jockeying for position in CEO letters: Impression management and sentiment analytics. In: Financial Management, Vol. 48, no.1, p. 77-115 (2019). doi:10.1111/fima.12219. http://hdl.handle.net/2078.1/227157

10. Brigo, Damiano; Jeanblanc, Monique; Vrins, Frédéric. SDES with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions. In: Stochastic Processes and Their Applications,. doi:10.1016/j.spa.2019.11.003 (Accepté/Sous presse). http://hdl.handle.net/2078.1/223398

11. Lassance, Nathan; Vrins, Frédéric. Minimum Rényi entropy portfolios. In: Annals of Operations Research, (2019). doi:10.1007/s10479-019-03364-2 (Accepté/Sous presse). http://hdl.handle.net/2078.1/218951

12. Jeanblanc, Monique; Vrins, Frédéric. Conic martingales from Stochastic integrals. In: Mathematical Finance, Vol. 28, no. 2, p. 516-535. doi:10.1111/mafi.12147. http://hdl.handle.net/2078.1/176590

13. 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). http://hdl.handle.net/2078.1/196594

14. 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. http://hdl.handle.net/2078.1/203762

15. Petitjean, Mikael. Le sauvetage des institutions financières a épargné plusieurs milliards d’euros aux pouvoirs publics. In: L'Écho : le quotidien de l'économie et de la finance, Vol. 2018, no.03 mars, p. 18 (2018). http://hdl.handle.net/2078.1/203434

16. Campello, Murillo; Gao, Janet; Qiu, Jiaping; Zhang, Yue. Bankruptcy and the cost of organized labor: Evidence from union elections. In: The Review of Financial Studies, Vol. 31, no.3, p. 980-1013 (2018). doi:10.1093/rfs/hhx117. http://hdl.handle.net/2078.1/221037

17. Brogaard, Jonathan; Carrion, Allen; Moyaert, Thibaut; Riordan, Ryan; Shkilko, Andriy; Sokolov, Konstantin. High frequency trading and extreme price movements. In: Journal of Financial Economics, Vol. 128, no.2, p. 253-265 (2018). doi:10.1016/j.jfineco.2018.02.002 (Accepté/Sous presse). http://hdl.handle.net/2078.1/197005

18. Vrins, Frédéric. Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint. In: Risks, Vol. 6, no. 3, p. 64 (2018). doi:10.3390/risks6030064 (Accepté/Sous presse). http://hdl.handle.net/2078.1/200666

19. Vrins, Frédéric; Petitjean, Mikael. Extreme events and the cumulative distribution of net gains in gambling and structured products. In: Applied Economics, Vol. 50, no. 58, p. 6285-6300 (2018). doi:10.1080/00036846.2018.1489514. http://hdl.handle.net/2078.1/199211

20. Damiano Brigo; Vrins, Frédéric. Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures. In: European Journal of Operational Research, Vol. 269, p. 1154-1164 (2018). http://hdl.handle.net/2078.1/196286

21. Mazza, Paolo; Petitjean, Mikael. Implicit transaction cost management using intraday price dynamics. In: Applied Economics, Vol. 50, no. 39, p. 4264-4274 (2018). doi:10.1080/00036846.2018.1441523. http://hdl.handle.net/2078.1/203431

22. Petitjean, Mikael. What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank. In: Finance Research Letters, Vol. 26, p. 9-14 (2018). doi:10.1016/j.frl.2017.11.005. http://hdl.handle.net/2078.1/203432

23. Mbaye, Cheikh; Vrins, Frédéric. A subordinated CIR intensity model with application to wrong-way risk CVA. In: International Journal of Theoretical and Applied Finance, Vol. 21, no.7, p. 22 (2018). doi:10.1142/s0219024918500450. http://hdl.handle.net/2078.1/204500

24. Vrins, Frédéric. Bannissement des produits dérivés: la bonne affaire ?. In: Regards économiques, , no.142, p. 1-15 (2018). http://hdl.handle.net/2078.1/207660

25. James Thewissen; Wouter Torsin; Kris Boudt. When does the tone of earnings press releases matter?. In: International Review of Financial Analysis, Vol. 57, no.2, p. 231-245 (2018). doi:10.1016/j.irfa.2018.02.002. http://hdl.handle.net/2078.1/227456

26. Lassance, Nathan; Vrins, Frédéric. A Comparison of Pricing and Hedging Performances of Equity Derivatives Models. In: Applied Economics, Vol. 50, no. 10, p. 1122-1137 (2018). doi:10.1080/00036846.2017.1352080. http://hdl.handle.net/2078.1/186376

27. Dahlqvist, Carl-Henrik; Gnabo, Jean-Yves. Effective network inference through multivariate information transfer estimation. In: Physica A: Statistical Mechanics and its Applications, Vol. 499, no.1, p. 376-394 (2018). doi:10.1016/j.physa.2018.02.053. http://hdl.handle.net/2078.1/199478

28. Dahlqvist, Carl-Henrik. Cross-country information transmissions and the role of commodity markets: A multichannel Markov switching approach. In: Cross-country information transmissions and the role of commodity markets: A multichannel Markov switching approach, Vol. 13, no.8, p. 21 (2018). doi:10.1371/journal.pone.0202251. http://hdl.handle.net/2078.1/201963

29. Petitjean, Mikael. La Belgique est-elle inégalitaire ?. In: La Libre Belgique, Vol. 2018, no.Avril , p. 18. http://hdl.handle.net/2078.1/196948

30. De Winne, Rudy; D'Hondt, Catherine. La finance comportementale: enjeux et perspectives. In: Regards économiques, Vol. , no.131, p. 1-10 (mars ). http://hdl.handle.net/2078.1/186116

31. D'Hondt, Catherine; Roger, Patrick. Investor sentiment and stock return predictability: The power of ignorance. In: Finance, Vol. 38, no. 2, p. 7-37 (2017). (Accepté/Sous presse). http://hdl.handle.net/2078.1/196590

32. Boullenger, Victor; Petitjean, Mikael; Daguet, Patrick. Capital-risque et performance à court terme de l’entreprise après introduction en bourse. In: Forum financier : revue bancaire et financière, Vol. 6, no.5, p. 1-14. http://hdl.handle.net/2078.1/203433

33. Vrins, Frédéric. Wrong-Way Risk CVA Models with Analytical EPE Profiles under Gaussian Exposure Dynamics. In: International Journal of Theoretical and Applied Finance, Vol. 20, no. 7:1750045 (2017). http://hdl.handle.net/2078.1/187277

34. D'Hondt, Catherine; Detollenaere, Benoît. Identifying Expensive Trades by Monitoring the Limit Order Book. In: Journal of Forecasting, Vol. 36, p. 273-290 (2017). doi:10.1002/for.2422. http://hdl.handle.net/2078.1/143317

35. Petitjean, Mikael. On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios. In: Economic Modelling, Vol. 54, no.1, p. 67-81 (Avril 2016). doi:10.1016/j.econmod.2015.12.016. http://hdl.handle.net/2078.1/171607

36. Vrins, Frédéric. Characteristic Function of Time-Inhomogeneous Lévy-Driven Ornstein-Uhlenbeck Processes. In: Statistics & Probability Letters, Vol. 116, no.2016, p. 55-61 (14/5/2016). doi:10.1016/j.spl.2016.04.013. http://hdl.handle.net/2078.1/173975

37. Bodart, Vincent; Candelon, Bertrand; Carpantier, Jean-François. Real exchanges rates, commodity prices and structural factors in developing countries. In: Journal of International Money and Finance : theoretical and empirical research in international economics and finance, Vol. 51, p. 264-284 (March 2015). doi:10.1016/j.jimonfin.2014.11.021. http://hdl.handle.net/2078.1/159260

38. Petitjean, Mikael. Les sept familles de l'ISR. In: B NQ Quaterly, Vol. 2015, no.Octobre, p. 26 (15 octobre 2015). http://hdl.handle.net/2078.1/166382

39. Dewachter, Hans; Iania, Leonardo; Lyrio, Marco; Perea, Maite de Sola. A macro-financial analysis of the euro area sovereign bond market. In: Journal of Banking & Finance, Vol. 50, p. 308-325 (2015). doi:10.1016/j.jbankfin.2014.03.011. http://hdl.handle.net/2078/144133

40. Petitjean, Mikael. How integrated is the European carbon derivatives market?. In: Finance Research Letters, Vol. 15, no.1, p. 18-30 (Novembre 2015). doi:10.1016/j.frl.2015.07.005. http://hdl.handle.net/2078.1/171606

41. D'Hondt, Catherine; Majois, Christophe; Mazza, Paolo. Commonality on Euronext: Do Location and Account Type Matter?. In: International Review of Financial Analysis, Vol. 42, p. 183-198 (2015). http://hdl.handle.net/2078/165981

42. Boudt, Kris; Petitjean, Mikael. Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks. In: Journal of Financial Markets, Vol. 17, no.1, p. 121-149 (2014). doi:10.1016/j.finmar.2013.05.004. http://hdl.handle.net/2078.1/143093

43. De Winne, Rudy; Platten, Isabelle; Gresse, Carole. Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index. In: International Review of Financial Analysis, Vol. 34, p. 31-43 (2014). doi:10.1016/j.irfa.2014.04.003. http://hdl.handle.net/2078.1/159507

44. Godart, Camille; Petitjean, Mikael. De la médiocrité des conseils d’investissement de Test-Achats invest sur actions individuelles. In: Brussels Economic Review, Vol. 57, no.3, p. 1-28 (AUTUMN 2014). http://hdl.handle.net/2078.1/166322

45. Dewachter, Hans; Iania, Leonardo; Lyrio, Marco. Information in the yield curve: A macro-finance approach. In: Journal of Applied Econometrics, Vol. 29, no. 1, p. 42-64 (2014). doi:10.1002/jae.2305. http://hdl.handle.net/2078.1/159484

46. Petitjean, Mikael. Testing the profitability of contrarian trading strategies based on the overreaction hypothesis. In: Bankers, Markets & Investors, Vol. 2014, no.133, p. 4-10 (Nov-Dec 2014). http://hdl.handle.net/2078.1/152863

47. Vrins, Frédéric; Hofert, Marius. Sibuya copulas. In: Journal of Multivariate Analysis, Vol. 114, p. 318-337 (February 2013). doi:10.1016/j.jmva.2012.08.007. http://hdl.handle.net/2078.1/150979

48. Duvinage, Matthieu; Mazza, Paolo; Petitjean, Mikael. The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks. In: Quantitative Finance, Vol. 13, no.7, p. 1059-1070 (2013). doi:10.1080/14697688.2013.768774. http://hdl.handle.net/2078.1/136070

49. Petitjean, Mikael. Bank failures and regulation: a critical review. In: Journal of Financial Regulation and Compliance, Vol. 21, no.1, p. 16-38 (2013). doi:10.1108/13581981311297803. http://hdl.handle.net/2078.1/136068

50. Gilson, Nathalie; Labondance, Fabien. Synchronisation des chocs d'offre et de demande en Europe : un après euro ou une après crises des subprimes ?. In: L'actualité économique, Vol. 89, no. 3, p. 1-35 (septembre 2013). doi:10.7202/1025396ar. http://hdl.handle.net/2078.1/152572

51. Caliman, Thibaut; D'Hondt, Catherine; Petitjean, Mikael. Determining an optimal multiplier in dynamic core-satellite strategies. In: The Journal of Asset Management, Vol. 14, no.4, p. 210-227 (2013). doi:10.1057/jam.2013.16. http://hdl.handle.net/2078.1/141841

52. Dewachter, Hans; Iania, Leonardo. An Extended Macro-Finance Model with Financial Factors. In: Journal of Financial and Quantitative Analysis, Vol. 46, no. 6, p. 1893-1916. http://hdl.handle.net/2078/117795


Conference Papers


1. Nathan Lassance; Frédéric Vrins. Portfolio selection with higher-order moments: A target-distribution approach. http://hdl.handle.net/2078.1/216561

2. Bellotti, Anthony; Brigo, Damiano; Gambetti, Paolo; Vrins, Frédéric. Forecasting recovery rates on non-performing loans with machine learning. http://hdl.handle.net/2078.1/218695

3. Degryse, Hans; De Winne, Rudy; Gresse, Carole; Payne, Richard. Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity. http://hdl.handle.net/2078.1/218090

4. D'Hondt, Catherine. MiFID questionnaires, financial advice and investor behavior. http://hdl.handle.net/2078.1/214487

5. Mbaye, Cheikh; Vrins, Frédéric. Fitting default intensity models to market curves: a time change approach. http://hdl.handle.net/2078.1/217900

6. Lassance, Nathan; DeMiguel, Victor; Vrins, Frédéric. Optimal portfolio diversification via independent component analysis. http://hdl.handle.net/2078.1/213724

7. Desagre, Christophe; D'Hondt, Catherine; Petitjean, Mikael. Liquidity and the rise of fast trading on Euronext. http://hdl.handle.net/2078.1/203288

8. Degryse, Hans; De Winne, Rudy; Gresse, Carole; Payne, Richard. Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity. http://hdl.handle.net/2078.1/203764

9. Desagre, Christophe; D'Hondt, Catherine. Googlization and retail investment decisions. http://hdl.handle.net/2078.1/203291

10. Desagre, Christophe; D'Hondt, Catherine. Googlization and retail investment decisions. http://hdl.handle.net/2078.1/203287

11. D'Hondt, Catherine. L’impact de la psychologie sur les décisions des investisseurs. http://hdl.handle.net/2078.1/211351

12. Desagre, Christophe; D'Hondt, Catherine. Googlization and retail investment decisions. http://hdl.handle.net/2078.1/203276

13. Degryse, Hans; De Winne, Rudy; Gresse, Carole; Payne, Richard. Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity. http://hdl.handle.net/2078.1/203826

14. Desagre, Christophe; D'Hondt, Catherine; Petitjean, Mikael. Liquidity and the rise of fast trading on Euronext. http://hdl.handle.net/2078.1/203290

15. D'Hondt, Catherine. De l’homo economicus à l’homo sapiens : enjeux et perspectives pour la finance. http://hdl.handle.net/2078.1/211354

16. Lassance, Nathan; Vrins, Frédéric. Minimum Rényi Entropy Portfolios. http://hdl.handle.net/2078.1/198050

17. Vrins, Frédéric. A Dynamic Stochastic Recovery Rate Model With Applications to Credit Derivatives Pricing. http://hdl.handle.net/2078.1/196637

18. Lassance, Nathan; DeMiguel, Victor; Vrins, Frédéric. Optimal Portfolio Diversification via Independent Component Analysis. http://hdl.handle.net/2078.1/198049

19. Vrins, Frédéric. Wrong-way risk via change of measure : theory, implementation and performance analysis. http://hdl.handle.net/2078.1/196424

20. Lassance, Nathan; Vrins, Frédéric. Minimum Rényi Entropy Portfolios. http://hdl.handle.net/2078.1/196435

21. Lassance, Nathan; Vrins, Frédéric. Minimum Rényi Entropy Portfolios. http://hdl.handle.net/2078.1/196434


Book Chapters


1. Vrins, Frédéric; Chevalier, Philippe. Jeu de hasard en Belgique: la modélisation mathématique au service de la transparence. In: Droit des jeux de hasard , Larcier, 2018, 199-215. 9782807906006. http://hdl.handle.net/2078.1/196466

2. Gambetti, Paolo; Gauthier, Geneviève; Vrins, Frédéric. Stochastic recovery rate: Impact of pricing measure's choice and financial consequences on single-name products. In: New Methods in Fixed Income Modeling , Springer International: USA, 2018. http://hdl.handle.net/2078.1/196189

3. Mbaye, Cheikh; Pagès, Gilles; Vrins, Frédéric. An antithetic approach of multilevel Richardson-Romberg extrapolation estimator for multidimensional SDES. In: Numerical Analysis and its Applications (Lecture Notes in Computer Science; xxx), Springer: Cham, 2017, p. 482--491. 978-3-319-57099-0. doi:10.1007/978-3-319-57099-0_54. http://hdl.handle.net/2078.1/184499

4. Brigo, Damiano; Hvolby, Thomas; Vrins, Frédéric. Wrong-way risk adjusted exposure: Analytical approximations for options in default intensity models. In: Innovations in Insurance, Risk- and Asset Management , Springer: Berlin, 2017. http://hdl.handle.net/2078.1/190154


Working Papers


1. Desagre, Christophe; D'Hondt, Catherine; Petitjean, Mikael. The rise of fast trading: Curse or blessing for liquidity? (xxx), 2020. http://hdl.handle.net/2078.1/207321

2. Corneille, Olivier; D'Hondt, Catherine; De Winne, Rudy; Efendic, Emir; Todorovic, Aleksandar. What leads people to tolerate negative interest rates on their savings? (xxx), 2020. 25 p. http://hdl.handle.net/2078.1/228117

3. Bellotti, Anthony; Brigo, Damiano; Gambetti, Paolo; Vrins, Frédéric. Forecasting recovery rates on non-performing loans with machine learning (xxx), 2020. 36 p. http://hdl.handle.net/2078.1/228115

4. De Winne, Rudy. Measuring the disposition effect (xxx), 2020. 13 p. http://hdl.handle.net/2078.1/227132

5. Gambetti, Paolo; Roccazzella, Francesco; Vrins, Frédéric. Meta-learning approaches for recovery rate prediction (xxx), 2020. 30 p. http://hdl.handle.net/2078.1/229301

6. Christophe Desagre; Catherine D'Hondt. Googlization and retail investors' trading activity (xxx), 2019. 39 p. http://hdl.handle.net/2078.1/224597

7. Degryse, Hans; De Winne, Rudy; Gresse, Carole; Payne, Richard. Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity (xxx), 2019. http://hdl.handle.net/2078.1/214852

8. D'Hondt, Catherine; De Winne, Rudy; Ghysels, Eric; Raymond, Steve. Artificial Intelligence Alter Egos: Who benefits from Robo-investing? (xxx), 2019. 75 p. http://hdl.handle.net/2078.1/218092

9. Bellofatto, Anthony; Broihanne, Marie-Hélène; D'Hondt, Catherine. Appetite for information and trading behavior (xxx), 2019. 34 p. http://hdl.handle.net/2078.1/211506

10. Mbaye, Cheikh; Vrins, Frédéric. Affine term-structure models: A time-changed approach with perfect fit to market curves (xxx), 2019. 55 p. http://hdl.handle.net/2078.1/221793

11. Lassance, Nathan; Vrins, Frédéric. Robust portfolio selection using sparse estimation of comoment tensors (xxx), 2019. 25 p. http://hdl.handle.net/2078.1/223396

12. Roccazzella, Francesco. Credit market frictions and rational agents' myopia: Modeling financial frictions and shock to expectations in a DSGE setting estimated on Slovenian data (xxx), 2019. 41 p. http://hdl.handle.net/2078.1/221790

13. Efendic, Emir; D'Hondt, Catherine; De Winne, Rudy; Corneille, Olivier. Negative interest rates may be more psychologically acceptable than assumed: Implications for savings (xxx), 2019. 27 p. http://hdl.handle.net/2078.1/223229

14. Bereau, Sophie; Gnabo, Jean-Yves; VANHOMWEGEN, Henri. Making a difference: European mutual funds distinctiveness and peers' performance (xxx), 2019. 57 p. http://hdl.handle.net/2078/220658

15. Lassance, Nathan; Vrins, Frédéric. Minimum Rényi entropy portfolios (xxx), 2019. 33 p. http://hdl.handle.net/2078.1/211168

16. Candelon, Bertrand; Hasse, Jean-Baptiste; Lajaunie, Quentin. SRI: Truths and lies (xxx), 2018. 37 p. http://hdl.handle.net/2078.1/209797

17. Desagre, Christophe; D'Hondt, Catherine. Googlization and retail investment decisions (xxx), 2018. 23 p. http://hdl.handle.net/2078.1/196595

18. Bellofatto, Anthony; D'Hondt, Catherine; De Winne, Rudy. Subjective Financial Literacy and Retail Investors' Behavior (xxx), 2018. http://hdl.handle.net/2078.1/196459

19. Weber, Matthias; Striaukas, Jonas; Schumacher, Martin; Binder, Harald. Network constrained covariate coefficient and connection sign estimation (xxx), 2018. 20 p. http://hdl.handle.net/2078.1/200683

20. Petitjean, Mikael. What explains the success of reward-based crowdfunding campaigns as they unfold? (xxx), 2018. 8 p. http://hdl.handle.net/2078.1/196938

21. Petitjean, Mikael. Implicit transaction cost management using intraday price dynamics (xxx), 2018. 23 p. http://hdl.handle.net/2078.1/196937

22. Profeta, Christophe; Vrins, Frédéric. Piecewise constant martingales and lazy clocks (xxx), 2017. 18 p. http://hdl.handle.net/2078.1/190145

23. Iania, Leonardo; Hans Dewachter; Marco Lyrio. Information in the yield curve: A Macro-Finance approach (xxx), 2014. http://hdl.handle.net/2078/144134

24. D'Hondt, Catherine; Mazza, Paolo; Majois, Christophe. Commonality on Euronext: Do Location and Account Type Matter? (xxx), 2014. http://hdl.handle.net/2078.1/143315

25. De Winne, Rudy; Gresse, Carole; Platten, Isabelle. Liquidity and Risk Sharing Benefits from the Introduction of an ETF (xxx), 2012. 46 p. http://hdl.handle.net/2078/113736


Books


1. Thewissen, James; Özgür Arslan-Ayaydin; André Dorsman. Regulations in the energy industry : financial, economic and legal implications. 2020. 9783030322953.pages. http://hdl.handle.net/2078.1/227455