Recent Publications

Journal Articles

1. Hafner, Christian; Wang, Linqi. Dynamic portfolio selection with sector-specific regularization. In: Econometrics and Statistics, (2024). doi:10.1016/j.ecosta.2022.01.001 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258976

2. D'Hondt, Catherine; De Winne, Rudy; Todorovic, Aleksandar. Target return as efficient driver of risk-taking. In: Review of Behavioral Finance, Vol. 16, no. 1, p. 130-166 (2024). doi:10.1108/RBF-09-2022-0216. http://hdl.handle.net/2078.1/277792

3. Kan, Raymond; Lassance, Nathan; Wang, Xiaolu. The distribution of sample mean-variance portfolio weights. In: Random Matrices: Theory and Applications, Vol. 13, no. 1, p. 2450002 (2024). doi:10.1142/S2010326324500023. http://hdl.handle.net/2078.1/281110

4. Lassance, Nathan; Vanderveken, Rodolphe; Vrins, Frédéric. On the Combination of Naive and Mean-Variance Portfolio Strategies. In: Journal of Business and Economic Statistics, Vol. 42, no. 3, p. 875-889 (2024). http://hdl.handle.net/2078.1/277691

5. Lassance, Nathan; Martín-Utrera, Alberto; Simaan, Majeed. The Risk of Expected Utility under Parameter Uncertainty. In: Management Science, Vol. 70, no. 11, p. 7644-7663 (2024). http://hdl.handle.net/2078.1/277406

6. Algieri, Bernardina; Iania, Leonardo; Leccadito, Arturo; Meloni, Giulia. Message in a bottle: Forecasting wine prices. In: Journal of Wine Economics, Vol. 19, p. 64-91 (2024). doi:10.1017/jwe.2024.3. http://hdl.handle.net/2078.1/291951

7. Candelon, Bertrand; Roccazzella, Francesco. Evaluating Inflation Forecasts in the Euro Area and the Role of the ECB. In: Journal of Forecasting, (2024). doi:10.1002/for.3235 (Accepté/Sous presse). http://hdl.handle.net/2078.1/293931

8. Plotkina, Daria; Hoffmann, Arvid O.I.; Roger, Patrick; D'Hondt, Catherine. Gender vs. personality: The role of masculinity in explaining cognitive style. In: Journal of Behavioral and Experimental Finance, Vol. 44 (2024). doi:10.1016/j.jbef.2024.100995 (Accepté/Sous presse). http://hdl.handle.net/2078.1/292581

9. De Bondt, Werner; De Winne, Rudy; D'Hondt, Catherine. Measuring speculation beyond day trading and bets on lottery-like stocks. In: International Review of Financial Analysis, Vol. 96, no.A, p. 103632 (2024). doi:10.1016/j.irfa.2024.103632. http://hdl.handle.net/2078.1/292475

10. Candelon, Bertrand; Joëts, Marc; Mignon, Valérie. What makes econometric ideas popular: The role of connectivity. In: Research Policy, Vol. 53, no.7, p. 105025 (2024). doi:10.1016/j.respol.2024.105025. http://hdl.handle.net/2078.1/287531

11. Candelon, Bertrand; Moura, Rubens. A Multicountry Model of the Term Structures of Interest Rates with a GVAR. In: Journal of Financial Econometrics, (2024). doi:10.1093/jjfinec/nbae008 (Accepté/Sous presse). http://hdl.handle.net/2078.1/287400

12. D'Hondt, Catherine; Roger, Patrick; Hoffmann, Arvid; Plotkina, Daria. 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). doi:10.1007/s10899-024-10288-5 (Accepté/Sous presse). http://hdl.handle.net/2078.1/286537

13. Petitjean, Mikael. It's the Economy Stupid (Titre original). In: La Libre, (2024). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294406

14. Petitjean, Mikael. L’impératif d’une dépolitisation et d’une évaluation systématique de la gouvernance publique. In: La Libre, (2024). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294405

15. Petitjean, Mikael. Notre mémoire collective est un rempart contre les minorités prosélytes. In: La Libre, (2024). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294410

16. Petitjean, Mikael. Capitalisme de connivence contre capitalisme de la libre entreprise. In: L'Écho : le quotidien de l'économie et de la finance, (2024). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294409

17. Petitjean, Mikael. La concentration du marché des actions doit-elle nous effrayer?. In: L'Écho : le quotidien de l'économie et de la finance, (2024). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294407

18. Kan, Raymond; Lassance, Nathan. Optimal Portfolio Choice with Fat Tails and Parameter Uncertainty. In: Journal of Financial and Quantitative Analysis, (2024). (Accepté/Sous presse). http://hdl.handle.net/2078.1/293928

19. D'Hondt, Catherine; Petitjean, Mikael; El Hichou, Younes. Uncovering the profile of passive exchange-traded fund retail investors. In: Finance : revue de l'Association française de finance, (2025). (Accepté/Sous presse). http://hdl.handle.net/2078/294397

20. Petitjean, Mikael; Desagre, Christophe; Laly, Floris. Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events. In: Financial Innovation, (2024). (Accepté/Sous presse). http://hdl.handle.net/2078/294398

21. Mazza, Paolo; Petitjean, Mikael; Tohlukov, Ariana. Financial Performance and The Legal Landscape: An International Study of Controversial Business Activities. In: Economics, Management, and Financial Markets, Vol. 19, no.2, p. 60-86 (2024). doi:10.22381/emfm19220244. http://hdl.handle.net/2078/294399

22. Bellofatto, Anthony; Broihanne, Marie‑Hélène; D'Hondt, Catherine. Financial knowledge acquisition and trading behavior: empirical evidence from an online information tool. In: Financial Markets and Portfolio Management, (2024). doi:10.1007/s11408-024-00459-0 (Accepté/Sous presse). http://hdl.handle.net/2078.1/294259

23. Ansaram, Karishma; Petitjean, Mikael. A Global Perspective on the Nexus Between Energy and Stock Markets in Light of the Rise of Renewable Energy. In: Energy Economics, Vol. 131, no.00, p. 107406 (2024). doi:10.1016/j.eneco.2024.107406 (Accepté/Sous presse). http://hdl.handle.net/2078.1/294400

24. Iania, Leonardo; Tretiakov, Pavel; Wouters, Rafael. The risk premium in New Keynesian DSGE models: The cost of inflation channel. In: Journal of Economic Dynamics and Control, Vol. 155, p. 104732 (2023). doi:10.1016/j.jedc.2023.104732. http://hdl.handle.net/2078.1/277693

25. Barbagli, Matteo; Vrins, Frédéric. Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework. In: Economic Modelling, Vol. 125, p. 106321 (2023). doi:10.1016/j.econmod.2023.106321. http://hdl.handle.net/2078.1/275625

26. Vrins, Frédéric. SVB, Crédit Suisse,. au suivant ?. In: Regards économiques, Vol. Focus, no. 30 (2023). doi:10.14428/regardseco2023.03.30.01. http://hdl.handle.net/2078.1/273898

27. Lassance, Nathan. An Analytical Shrinkage Estimator for Linear Regression. In: Statistics & Probability Letters, Vol. 194, p. 109760 (2023). doi:10.1016/j.spl.2022.109760. http://hdl.handle.net/2078.1/268417

28. Duterme, Tom. Les fonds d’investissement en Belgique. In: Courrier hebdomadaire / Centre de Recherche et d'Information Socio-Politiques, Vol. 8-9, no.2573-2574, p. 5-92 (2023). doi:10.3917/cris.2573.0005. http://hdl.handle.net/2078.1/281706

29. Candelon, Bertrand; Hasse, Jean-Baptiste. Testing for Causality between Climate Policies and Carbon Emissions Reduction. In: Finance Research Letters, (2023). (Accepté/Sous presse). http://hdl.handle.net/2078.1/274417

30. Duterme, Tom. Bloomberg and the GameStop saga: the fear of stock market democracy. In: Economy and Society, Vol. 52, no. 3, p. 373-398 (2023). Louvain Papers on Democracy & Society 80. doi:10.1080/03085147.2023.2189819. http://hdl.handle.net/2078.1/253145

31. Boulier, Jean-François; D'Hondt, Catherine; Jawadi, Fredj; Prat, Georges; Rozin, Philippe; Taffler, Richard. 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 & Investors, Vol. 2023/4, no.175, p. 3-12 (2023). http://hdl.handle.net/2078.1/285123

32. Hafner, Christian; Wang, Linqi. A dynamic conditional score model for the log correlation matrix. In: Journal of Econometrics, Vol. 237, no. 2, part B, p. 105176 (2023). doi:10.1016/j.jeconom.2021.09.004. http://hdl.handle.net/2078.1/258975

33. Lassance, Nathan; Vrins, Frédéric. Portfolio Selection: A Target-Distribution Approach. In: European Journal of Operational Research, Vol. 310, no. 1, p. 302-314 (2023). doi:10.1016/j.ejor.2023.02.014. http://hdl.handle.net/2078.1/272598

34. Albert J. Menkveld; Anna Dreber; Felix Holzmeister; Juergen Huber; Magnus Johannesson; Michael Kirchler; Sebastian Neusüss; Michael Razen; Utz Weitzel; Hasse, Jean-Baptiste. Non-Standard Errors. In: The Journal of Finance, (2023). (Accepté/Sous presse). http://hdl.handle.net/2078.1/273312

35. Desagre, Christophe; Paolo Mazza; Petitjean, Mikael. Crypto market dynamics in stressful conditions. In: Applied Economics, (2023). doi:10.1080/00036846.2022.2108754 (Accepté/Sous presse). http://hdl.handle.net/2078.1/272240

36. Duterme, Tom. Tous les traders voient-ils le même marché ? Le conflit d’expertise au cœur de la saga GameStop. In: FNRS.news, Vol. /, no.128, p. 7 (2023). http://hdl.handle.net/2078.1/276130

37. Candelon, Bertrand; Moura, Rubens. Sovereign yield curves and the COVID-19 in emerging markets. In: Economic Modelling, Vol. 127, p. 106453 (2023). doi:10.1016/j.econmod.2023.106453. http://hdl.handle.net/2078.1/277351

38. Iania, Leonardo; Collage, Robbe; Vereycken, Michiel. The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA. In: Journal of Risk and Financial Management, Vol. 16, no. 3, p. 189 (2023). doi:10.3390/jrfm16030189. http://hdl.handle.net/2078.1/291959

39. Algieri, Bernardina; Iania, Leonardo; Leccadito, Arturo. Looking ahead: Forecasting total energy carbon dioxide emissions. In: Cleaner Environmental Systems, Vol. 9, p. 100112 (2023). doi:10.1016/j.cesys.2023.100112. http://hdl.handle.net/2078.1/291956

40. Roger, Patrick; D'Hondt, Catherine; Plotkina, Daria; Hoffmann, Arvid. Number 19: Another Victim of the COVID‐19 Pandemic?. In: Journal of Gambling Studies (Online), Vol. 39, no. 3, p. 1417–1450 (2023). doi:10.1007/s10899-022-10145-3. http://hdl.handle.net/2078.1/264109

41. Weber, Matthias; Striaukas, Jonas; Schumacher, Martin; Binder, Harald. Regularized regression when covariates are linked on a network: the 3CoSE algorithm. In: Journal of Applied Statistics, Vol. 50, no. 3, p. 535-554 (2023). doi:10.1080/02664763.2021.1982878. http://hdl.handle.net/2078.1/251782

42. Vrins, Frédéric; Wang, Linqi. Asymmetric short-rate model without lower bound. In: Quantitative Finance, Vol. 23, no.2, p. 279-295 (2023). doi:10.1080/14697688.2022.2156384. http://hdl.handle.net/2078.1/291707

43. Argyropoulos, Christos; Candelon, Bertrand; Hasse, Jean-Baptiste; Panopoulou, Ekaterini. Toward a Macroprudential Regulatory Framework for Mutual Funds. In: International Journal of Finance and Economics, (2023). (Accepté/Sous presse). http://hdl.handle.net/2078.1/274416

44. Duterme, Tom. The Semiosis of Stock Market Indices: Taking Charles Sanders Peirce to a Trading Room. In: Valuation Studies, Vol. 10, no.1, p. 10-31 (2023). doi:10.3384/VS.2001-5992.2023.10.1.10-31. http://hdl.handle.net/2078.1/281708

45. Petitjean, Mikael. De la déconstruction de la parole d’autorité (titre original). In: La Libre, (2023). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294416

46. Petitjean, Mikael. Il n'y aura pas de décroissance à l'échelle de la planète. In: La Libre, (2023). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294419

47. Petitjean, Mikael. Les rachats d'actions relèvent du bon sens économique. In: L'Écho : le quotidien de l'économie et de la finance, (2023). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294422

48. Petitjean, Mikael. De la Chine à l’Inde, n’y a-t-il plus qu’un pas ?. In: L'Écho : le quotidien de l'économie et de la finance, (2023). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294420

49. Petitjean, Mikael. Ayons un regard critique sur la régulation bancaire. In: La Libre, (2023). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294421

50. Petitjean, Mikael. Faut-il investir dans ce bon d’État?. In: L'Écho : le quotidien de l'économie et de la finance, (2023). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294417

51. Petitjean, Mikael; Boudt, Kris; Demarcelle, Olivier. The Risk of Ignorance: How Financial Institutions Can Make a Difference in Large-Scale Media ESG News Monitoring. In: Revue bancaire et financière, Vol. 87, no.3, p. 176-181 (2023). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294404

52. Petitjean, Mikael. Investir en bourse en septembre? (Titre origina : Septembre en bourse : Mythe ou réalité statistique ?). In: L'Écho : le quotidien de l'économie et de la finance, (2023). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294415

53. Petitjean, Mikael. Une banque commerciale ne danse jamais la valse toute seule. In: L'Écho : le quotidien de l'économie et de la finance, (2023). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294413

54. Petitjean, Mikael. Au cœur des idées fausses sur les dépôts bancaires - court. In: L'Écho : le quotidien de l'économie et de la finance, (2023). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294412

55. Roccazzella, Francesco; Gambetti, Paolo; Vrins, Frédéric. Optimal and robust combination of forecasts via constrained optimization and shrinkage. In: International Journal of Forecasting, Vol. 38, no. 1, p. 97-116 (2022). doi:10.1016/j.ijforecast.2021.04.002. http://hdl.handle.net/2078.1/248305

56. Thewissen, James; Özgür Arslan-Ayaydin; Torsin, Wouter. Earnings Management Methods and CEO Political Affiliation. In: Accounting Auditing Control, Vol. 28, no. 2, p. 83-128 (2022). doi:10.3917/cca.282.0083. http://hdl.handle.net/2078.1/254690

57. Duterme, Tom. La fuite des capitaux : menace économique ou ressource rhétorique ?. In: FNRS.news, Vol. /, no.125, p. 4 (2022). http://hdl.handle.net/2078.1/262274

58. Lassance, Nathan. Reconciling mean-variance portfolio theory with non-Gaussian returns. In: European Journal of Operational Research, Vol. 297, no. 2, p. 729-740 (2022). doi:10.1016/j.ejor.2021.06.016. http://hdl.handle.net/2078.1/248132

59. Gambetti , Paolo; Roccazzella, Francesco; Vrins, Frédéric. Meta-Learning Approaches for Recovery Rate Prediction. In: Risks, Vol. 10, no.6, p. 124 (2022). doi:10.3390/risks10060124. http://hdl.handle.net/2078.1/261877

60. Mbaye, Cheikh; Vrins, Frédéric. Affine term structure models: a time-change approach with perfect fit to market curves. In: Mathematical Finance, Vol. 32, no. 2, p. 678-724 (2022). doi:10.1111/mafi.12342. http://hdl.handle.net/2078.1/254447

61. Arslan-Ayaydin, Özgür; Chen, Shimin; Ni, Serene Xu; Thewissen, James. Is cross-listing a panacea for improving earnings quality? The case of H- and B-share firms in China. In: International Review of Financial Analysis, Vol. 81, p. 102113 (2022). doi:10.1016/j.irfa.2022.102113 (Accepté/Sous presse). http://hdl.handle.net/2078.1/259858

62. Duterme, Tom. Ira Oscar Glick: At the crossroads of the sociologies of financial markets. In: Finance and Society, Vol. 8, no.1, p. 78-84 (2022). doi:10.2218/finsoc.7128. http://hdl.handle.net/2078.1/260424

63. Desagre, Christophe; D'Hondt, Catherine; Petitjean, Mikael. The rise of fast trading: Curse or blessing for liquidity?. In: Finance : revue de l'Association française de finance, Vol. 43, p. 119-158 (2022). doi:10.3917/fina.pr.i. http://hdl.handle.net/2078.1/250456

64. D'Hondt, Catherine; Merli, Maxime; Roger, Tristan. What drives retail portfolio exposure to ESG factors?. In: Finance Research Letters, Vol. 46, no. Part B, p. 102470 (2022). doi:10.1016/j.frl.2021.102470. http://hdl.handle.net/2078.1/251463

65. Lassance, Nathan; Vrins, Frédéric; DeMiguel, Victor. Optimal portfolio diversification via independent component analysis. In: Operations Research, Vol. 70, no. 1, p. 55-72 (2022). doi:10.1287/opre.2021.2140. http://hdl.handle.net/2078.1/248130

66. Duterme, Tom. Do modern stock exchanges emerge from competition? Evidence from the “Belgian Big Bang”. In: Review of Evolutionary Political Economy, Vol. 3, no. 2, p. 351–371 (2022). doi:10.1007/s43253-022-00069-4. http://hdl.handle.net/2078.1/257716

67. Mbaye, Cheikh; Sagna, Abass; Vrins, Frédéric. A general firm value model under partial information. In: The Journal of Computational Finance, Vol. 26, no. 1 (2022). doi:10.21314/JCF.2022.020. http://hdl.handle.net/2078.1/259523

68. Henry, Elaine; Thewissen, James; Torsin, Wouter. International Earnings Announcements: Tone, Forward-looking Statements, and Informativeness. In: The European Accounting Review, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/249436

69. Babii, Andrii; Ghysels, Eric; Striaukas, Jonas. Machine Learning Time Series Regressions With an Application to Nowcasting. In: Journal of Business and Economic Statistics, Vol. 40, no. 3, p. 1094-1106 (2022). doi:10.1080/07350015.2021.1899933. http://hdl.handle.net/2078.1/245979

70. Petitjean, Mikael. Judging the functioning of equity markets in 2020: A bird's-eye (re)view. In: Bankers, Markets, and Investors, Vol. 169, p. 1-11 (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/250457

71. Duterme, Tom. Dow Jones, CAC 40, BEL 20… D’où viennent les indices boursiers ?. In: FNRS.news, Vol. /, no.124, p. 5 (2022). http://hdl.handle.net/2078.1/260473

72. Hasse, Jean-Baptiste; Lajaunie, Quentin. Does the yield curve signal recessions? New evidence from an international panel data analysis. In: The Quarterly Review of Economics and Finance, Vol. 84, p. 9-22 (2022). doi:10.1016/j.qref.2022.01.001. http://hdl.handle.net/2078.1/258877

73. Duterme, Tom. Daniel Beunza, Taking the Floor. Models, Morals, and Management in a Wall Street Trading Room, Princeton, Princeton University Press, 2019, 344 p.. In: Revue Française de Socio-Économie, Vol. 2, no.29, p. 219-221 (2022). doi:10.3917/rfse.029.0201. http://hdl.handle.net/2078.1/267891

74. Belkhir, Mohamed; Ben Naceur, Sami; Candelon, Bertrand; Wijnandts, Jean-Charles. Macroprudential policies, economic growth and banking crises. In: Emerging Markets Review, Vol. 53, p. 100936 (2022). doi:10.1016/j.ememar.2022.100936. http://hdl.handle.net/2078.1/267635

75. Thewissen, James; Shrestha, Prabal. Unpacking the black box of ICO white papers: A topic modeling approach. In: Journal of Corporate Finance, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/255958

76. Hoffmann, Arvid; Plotkina, Daria; Roger, Patrick; D'Hondt, Catherine. Superstitious beliefs, locus of control, and feeling at risk in the face of Covid-19. In: Personality and Individual Differences, Vol. 196, p. 111718 (2022). doi:10.1016/j.paid.2022.111718 (Accepté/Sous presse). http://hdl.handle.net/2078.1/260956

77. Candelon, Bertrand; Luisi, Angelo; Roccazzella, Francesco. Fragmentation in the European Monetary Union: Is it really over?. In: Journal of International Money and Finance : theoretical and empirical research in international economics and finance, Vol. 122, p. 102545 (2022). doi:10.1016/j.jimonfin.2021.102545. http://hdl.handle.net/2078.1/257597

78. Petitjean, Mikael. Le Black Friday des cryptos?. In: L'Écho : le quotidien de l'économie et de la finance, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294423

79. Petitjean, Mikael. Vers une pandémie inflationniste ?. In: La Libre, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294433

80. Petitjean, Mikael. L’inflation ne doit pas nous faire paniquer. In: L'Écho : le quotidien de l'économie et de la finance, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294432

81. Petitjean, Mikael. Patience et longueur de temps font plus que force ni que rage (titre original). In: L'Écho : le quotidien de l'économie et de la finance, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294430

82. Petitjean, Mikael. Courage, fuyons ?. In: L'Écho : le quotidien de l'économie et de la finance, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294431

83. Petitjean, Mikael. Vers l’enterrement définitif des intérêts notionnels ?. In: L'Écho : le quotidien de l'économie et de la finance, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294424

84. Petitjean, Mikael. De la responsabilité du politique dans les crises financières. In: La Libre, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294426

85. Petitjean, Mikael. Le jour du dépassement capitaliste. In: L'Écho : le quotidien de l'économie et de la finance, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294427

86. Petitjean, Mikael. La Bourse est-elle le plus grand casino du monde ?. In: La Libre, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294425

87. Petitjean, Mikael. Pour plus d’Etat protecteur et stratège?. In: Le Soir, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294428

88. Petitjean, Mikael. La bourse est-elle déconnectée de l’économie réelle?. In: L'Écho : le quotidien de l'économie et de la finance, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294429

89. Candelon, Bertrand; Ferrara, Laurent; Joëts, Marc. Global financial interconnectedness: a non-linear assessment of the uncertainty channel. In: Applied Economics, (2021). doi:10.1080/00036846.2020.1870651. http://hdl.handle.net/2078.1/243973

90. Thewissen, James; Yan, Beibei; Arslan-Ayaydin, Özgür; Torsin, Wouter. Does managerial ability affect disclosure? Evidence from earnings press releases. In: Asian Review of Accounting, Vol. 29, no. 2, p. 192-226 (2021). http://hdl.handle.net/2078.1/241485

91. Lassance, Nathan; Vrins, Frédéric. Minimum Rényi entropy portfolios. In: Annals of Operations Research, Vol. 299, p. 23–46 (2021). doi:10.1007/s10479-019-03364-2. http://hdl.handle.net/2078.1/218951

92. De Winne, Rudy. Measuring the disposition effect. In: Journal of Behavioral and Experimental Finance, Vol. 29, no. 100468 (2021). doi:10.1016/j.jbef.2021.100468. http://hdl.handle.net/2078.1/243964

93. Erdemlioglu, Deniz; Petitjean, Mikael; Vargas, Nicolas. Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks. In: Economic Modelling, Vol. 102, p. 105592 (2021). doi:10.1016/j.econmod.2021.105592 (Accepté/Sous presse). http://hdl.handle.net/2078.1/250451

94. Desagre, Christophe; D'Hondt, Catherine. Googlization and retail trading activity. In: Journal of Behavioral and Experimental Finance, Vol. 29, p. 100453 (2021). doi:10.1016/j.jbef.2020.100453. http://hdl.handle.net/2078.1/241097

95. Corneille, Olivier; D'Hondt, Catherine; De Winne, Rudy; Efendic, Emir; Todorovic, Aleksandar. What leads people to tolerate negative interest rates on their savings. In: Journal of Behavioral and Experimental Economics, Vol. 93, p. 101714 (2021). doi:10.1016/j.socec.2021.101714. http://hdl.handle.net/2078.1/246607

96. Herr, Donovan; Clausse, Emilien; Vrins, Frédéric. Migration to the PRIIPs framework: what impact on the European risk indicator of UCITS funds ?. In: Revue Bancaire et Financière, Vol. 3, p. 138-148 (2021). http://hdl.handle.net/2078.1/254715

97. Thewissen, James. Disclosure tone management and labor unions. In: Journal of Business Finance & Accounting, Vol. 48, no. 1-2, p. 102-147 (2021). doi:10.1111/jbfa.12483. http://hdl.handle.net/2078.1/231843

98. Candelon, Bertrand; Hasse, Jean-Baptiste; Lajaunie, Quentin. ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation. In: Risks, Vol. 9, no.11, p. 199 (2021). doi:10.3390/risks9110199. http://hdl.handle.net/2078.1/253308

99. Duterme, Tom. Comment émerge un indice boursier ? Histoire du BEL 20. In: Revue Française de Socio-Économie, Vol. 2, no.27, p. 174 (2021). doi:10.3917/rfse.027.0157. http://hdl.handle.net/2078.1/254249

100. D'Hondt, Catherine; De Winne, Rudy; Merli, Maxime. Do retail investors bite off more than they can chew? A close look at their return objectives. In: Journal of Economic Behavior & Organization, Vol. 188, p. 879-902 (2021). doi:10.1016/j.jebo.2021.06.009. http://hdl.handle.net/2078.1/248798

101. Candelon, Bertrand; Fuerst, Franz; Hasse, Jean-Baptiste. Diversification potential in real estate portfolios. In: International Economics, Vol. 166, p. 126-139 (2021). doi:10.1016/j.inteco.2021.04.001. http://hdl.handle.net/2078.1/245986

102. Thewissen, James; Özgür Arslan-Ayaydin; Shrestha, Prabal; Wouter Torsin. Institutions, regulations and initial coin offerings: An international perspective. In: International Review of Economics & Finance, Vol. 72, p. 102-120 (2021). doi:10.1016/j.iref.2020.10.014. http://hdl.handle.net/2078.1/237226

103. Iania, Leonardo; De Backer, Bruno; Dewachter, Hans. Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?. In: Finance Research Letters, Vol. 43, p. 101978 (2021). doi:10.1016/j.frl.2021.101978. http://hdl.handle.net/2078.1/244149

104. Iania, Leonardo; Guimaraes Togeiro De Moura, Rubens; Marco Lyrio. Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia. In: Applied economics, Vol. 53, no. 58, p. 6721-6738 (2021). doi:10.1080/00036846.2021.1937505. http://hdl.handle.net/2078.1/255106

105. Lassance, Nathan; Vrins, Frédéric. Portfolio selection with parsimonious higher comoments estimation. In: Journal of Banking and Finance, Vol. 126, p. 106115 (2021). doi:10.1016/j.jbankfin.2021.106115. http://hdl.handle.net/2078.1/293652

106. D'Hondt, Catherine; McGowan, Richard; Roger, Patrick. Trading leveraged Exchange-Traded products is hazardous to your wealth. In: The Quarterly Review of Economics and Finance, Vol. 80, p. 287-302 (2021). doi:10.1016/j.qref.2021.02.012. http://hdl.handle.net/2078.1/245221

107. Efendic, Emir; Corneille, Olivier; D'Hondt, Catherine; De Winne, Rudy. How risk-prone are people when facing a sure loss? Negative interest rates as a convenient conceptual framework. In: Psychonomic Bulletin & Review, Vol. 28, p. 1715–1725 (2021). doi:10.3758/s13423-021-01921-0. http://hdl.handle.net/2078.1/245900

108. Petitjean, Mikael. L'irrésistible ascension des monnaies numériques de banque centrale. In: Trends - Tendances, (2021). (Accepté/Sous presse). http://hdl.handle.net/2078.1/294434

Book Chapters

1. Aloy, Marcel; Laly, Floris; Laurent, Sébastien; Lecourt, Christelle. Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs. In: Recent Econometric Techniques for Macroeconomic and Financial Data (Dynamic Modeling and Econometrics in Economics and Finance; xxx), Springer, 2021, p. 229-264. 978-3-030-54254-2. xxx xxx. http://hdl.handle.net/2078.1/251599

Books

1. Duterme, Tom. The Semiotic Infrastructure of Financial Markets. A Sociological Inquiry into Valuation Practices. Presses universitaires de Louvain: Louvain-la-Neuve, 2024. 9782390614982. 470 pages. http://hdl.handle.net/2078.1/291658