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- Mikael Petitjean
Mikael Petitjean
Professeur extraordinaire
CURRICULUM VITAE
CV: here.
Professional phone number: 0032497301266.
PROFESSIONAL PROFILE
Financial economist. Permanent University Professor. Advisor.
1 MOTTO AND 5 CITATIONS TO UNDERSTAND ME BETTER
Motto: Solvitur in excelsis = The solution is the heights = The solution is the best of ourselves (in its desacralized meaning).
Citation 1: "Il y a une sorte de snobisme spirituel à croire que l'argent n'est pas nécessaire au bonheur." = "There is a kind of spiritual snobbery in believing that money is not necessary for happiness" (A. Camus, who did not write "sufficient").
Citation 2: "The ascent of money has been essential to the ascent of man" (N. Ferguson).
At the same time,
Citation 3: "Money is a machine for doing quickly and commodiously, what would be done, though less quickly and commodiously, without it: and like many other kinds of machinery, it only exerts a distinct and independent influence of its own when it gets out of order." (John Stuart Mill)
Citation 4: "From being a means to happiness, money has come to be itself a principal ingredient of the individual's conception of happiness.” (John Stuart Mill)
I am therefore convinced that money can't buy happiness (for a long time, at least).
Citation 5: "Those only are happy who have their minds fixed on some object other than their own happiness: on the happiness of others, on the improvement of mankind, even on some art or pursuit followed not as a means, but as itself an ideal end. Aiming at something else, they find happiness by the way." (John Stuart Mill)
Human flourishing requires more than money. I find my happiness in the beauty of nature and art. For more, go to: www.mpetitjean.com
- Diplômes
Année Label Institution 1995 Licence en sciences économiques Université de Liège 1996 Master of Science in Management Studies Nene College Northampton (University of Leicester) 2005 Master of Science in lnternational Securities Investment and Banking University of Reading 2006 Docteur en sciences de gestion Facultés Universitaires Notre Dame de la Paix à Namur
RESEARCH INTERESTS
Asset and risk management, with a particular focus on market efficiency, instability, fairness and regulation.
RESEARCH ARTICLES
• Revisiting the trading activity of high-frequency trading firms around flash events. Forthcoming in Financial Innovation (Co-authors: Christophe Desagre, Floris Laly). SJR Best Quartile (2022): Q1 / H Index (2022): 36 / SNIP (2022): 2.16
• Uncovering the profile of passive exchange-traded fund retail investors, Forthcoming in Finance (Official Review of the French Finance Association). Co-authors: Catherine D’Hondt, Younes El Hichou El Maya. CNRS (2020): 2 / SJR Best Quartile (2022): Q3 / H Index (2022): 2 / SNIP (2022): 0.1
• Financial Performance and The Legal Landscape: An International Study of Controversial Business Activities, Economics, Management, and Financial Markets 19(2), 2024, 60–86 (Co-authors: Paolo Mazza, Aiana Tohlukov). SNIP (2022): 3.50
• A Global Perspective on the Nexus Between Energy and Stock Markets in Light of the Rise of Renewable Energy, Energy Economics, vol. 131, 107406, 2024. (Co-author: Karishma Ansaram). CNRS (2020): 2 / AJG (2021): 3 / SJR Best Quartile (2022): Q1/ H Index (2022): 187 / SNIP (2022): 2.62
• The Risk of Ignorance: How Financial Institutions Can Make a Difference in Large-Scale Media ESG News Monitoring, Bank- en Financiewezen - Revue bancaire et financière, vol. 3, 176-181, 2023. (Co-author: Kris Boudt, Olivier Delmarcelle).
• Crypto market dynamics in stressful conditions. Applied Economics, vol. 55 (27), 3121-3153, 2023 (Co-authors: Christophe Desagre, Paolo Mazza). CNRS (2020): 2 / AJG (2021): 2 / SJR Best Quartile (2022): Q2 / H Index (2022): 98 / SNIP (2022): 1.09
• The rise of fast trading: Curse or blessing for liquidity? Finance (Official Review of the French Finance Association), 43, 119-158, 2022 (Co-authors: Christophe Desagre, Catherine D’Hondt). CNRS (2020): 2 / SJR Best Quartile (2022): Q3 / H Index (2022): 2 / SNIP (2022): 0.1
• Judging the functioning of equity markets in 2020: A bird's-eye (re)view, Bankers, Markets, and Investors, 169, 1-11, June 2022. CNRS (2020): 4.
• Market instability and technical trading at high frequency: Evidence from Nasdaq stocks, Economic Modelling, vol. 102, 105592, 1-14, 2021 (Co-authors: Deniz Erdemlioglu, Nicolas Vargas). CNRS (2020): 2 / AJG (2021): 2 / SJR Best Quartile (2022): Q1 / H Index (2022): 98 / SNIP (2022): 1.77
• Mini Flash Crashes: Review, Taxonomy and Policy Responses, Bulletin of Economic Research, vol. 72 (3), 251-271, 2020 (Co-author: Floris Laly). CNRS (2020): 3 / AJG (2021): 2 / SJR Best Quartile (2022): Q3/ H Index (2022): 33 / SNIP (2022): 0.59
• Eco-Friendly Policies and Financial Performance: Was the Financial Crisis a Game Changer for Large US Companies? Energy Economics, vol. 80, 502–511, 2019. CNRS (2020): 2 / AJG (2021): 3 / SJR Best Quartile (2022): Q1/ H Index (2022): 187 / SNIP (2022): 2.62
• Testing the effect of technical analysis on market quality and order book dynamics, Applied Economics, vol. 51 (18), 1947-1976, 2019. (Co-author: Paolo Mazza). CNRS (2020): 2 / AJG (2021): 2 / SJR Best Quartile (2022): Q2 / H Index (2022): 98 / SNIP (2022): 1.09 [free pdf]
• What explains the success of rewards-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform Kisskissbankbank, Finance Research Letters 26, 9-14, 2018. CNRS (2020): 3 / AJG (2021): 2 / SJR Best Quartile (2022): Q1 / H Index (2022): 81 / SNIP (2022): 2.67
• Extreme events and the cumulative distribution of net gains in gambling and structured products, Applied Economics, vol. 50 (58), 6285-6300, 2018. (Co-author: Frédéric Vrins). CNRS (2020): 2 / AJG (2021): 2 / SJR Best Quartile (2022): Q2 / H Index (2022): 98 / SNIP (2022): 1.09 [free pdf]
• Implicit transaction cost management using intraday price dynamics, Applied Economics, vol. 50 (39), 4264-4274, 2018. (Co-author: Paolo Mazza). CNRS (2020): 2 / AJG (2021): 2 / SJR Best Quartile (2022): Q2 / H Index (2022): 98 / SNIP (2022): 1.09 [free pdf]
• Venture capital and post-IPO short-term firm performance, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 6, 1-14, 2017. (Co-authors: Victor Boullenger, Patrick Daguet). [French] [free pdf]
• On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios, Economic Modelling, vol. 54, 67-81, 2016. (Co-author: Paolo Mazza). CNRS (2020): 2 / AJG (2021): 2 / SJR Best Quartile (2022): Q1 / H Index (2022): 98 / SNIP (2023): 1.77 [free pdf]
• How integrated is the European carbon derivatives market?, Finance Research Letters, vol. 15, 18-30, 2015. (Co-author: Paolo Mazza). CNRS (2020): 3 / AJG (2021): 2 / SJR Best Quartile (2022): Q1 / H Index (2022): 81 / SNIP (2022): 2.67 [free pdf]
• Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks, Journal of Financial Markets, vol. 17, 121–149, 2014. (Co-author: Kris Boudt). CNRS (2020): 2 / AJG (2021): 3 / SJR Best Quartile (2022): Q1 / H Index (2022): 67 / SNIP (2022): 1.56 [free pdf]
• Testing the profitability of contrarian trading strategies based on the overreaction hypothesis, Bankers, Markets, and Investors, vol. 133, 4-10, 2014. (Co-authors: Matthieu Duvinage, Paolo Mazza). CORE Reprints n°2672. CNRS (2020): 4 [free pdf]
• On the poor investment recommendations of Test-Achats Invest on individual stocks, Brussels Economic Review, vol. 57 (3), 399-421, 2014. (Co-author: Camille Godart). CNRS (2020): 4 [French] A shorter version of this paper has been published under the title: How valuable are investment letters? The Case of Test-Achats invest, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 6, 475-483, 2015. [free pdf / alternative pdf]
• Determining an optimal multiplier in dynamic core-satellite strategies, Journal of Asset Management, vol. 14 (4), 210–227, 2013. (Co-authors: Thibaut Caliman, Catherine d’Hondt). CORE Reprints n°2568. [free pdf]
• Bank failures and regulation: A critical review, Journal of Financial Regulation and Compliance, vol. 21 (1), 16-38, 2013. CORE Reprints n°2538. Highly Commended Paper winner in 2014 by the Journal of Financial Regulation and Compliance. [free pdf]
• The intraday performance of market timing strategies and trading systems based on Japanese candlesticks, Quantitative Finance, vol. 13 (7), 1059-1070, 2013. (Co-authors: Matthieu Duvinage, Paolo Mazza). CORE Reprints n°2671. [free pdf]
• On the (dis)utility of credit rating agencies, Regards économiques, n°98, September 2012, 1-21. [French] [free pdf]
• Liquidity and CDS Premiums on European Companies around the Subprime Crisis, Review of Derivatives Research, vol. 15 (3), 257-281, 2012. (Co-authors: Clothilde Lesplingart, Christophe Majois). CORE Reprints n°2440. [free pdf]
• Political idealism and economic realism: A forced marriage to preserve the Eurozone, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 4, 215-223, 2012. [free pdf]
• The performance of popular stochastic volatility option pricing models during the Subprime crisis, Applied Financial Economics, vol. 21 (14), 1059-1068, 2011. (Co-author: Thibaut Moyaert). [free pdf]
• Risk management and hedge fund investing: The Amaranth case, Revue Sciences de Gestion, vol. 46, n°249-250, 27-32, 2011. (Co-author: Sébastien Lebrun). [French] [free pdf]
• How to think about high-frequency trading firms, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 1, 70-72, 2011. [French] [free pdf]
• To what extent is resampling useful in portfolio management?, Applied Economics Letters, vol. 18 (1-3), 239–244, 2011. (Co-author: François Delcourt). [free pdf]
• On the statistical and economic performance of stock return predictive regression models: An international perspective, Quantitative Finance, vol. 11 (2), 175-193, 2011. (Co-author: Pierre Giot). CORE Reprints n°2432. [free pdf]
• Competitive conditions in the Belgian banking sector between 2002 and 2008, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 8, 499-505, 2010. (Co-author: Hervé Sauvage). [French] [free pdf]
• Trading activity, realized volatility and jumps, Journal of Empirical Finance, vol. 17, 168-175, 2010. (Co-authors: Pierre Giot and Sébastien Laurent). CORE Reprints n°2223. [free pdf]
• Commonalities in liquidity within size-based portfolios: What do we learn from the Asian and Russian financial crises? Revue Bancaire et Financière (Bank- en Financiewezen), vol. 1, 49-56, 2010. (Co-authors: Renaud Beaupain and Stéphanie Dauginet). [French] [free pdf]
• Volatility regimes and liquidity co-movements in cap-based portfolios, Finance, vol. 31(1), 55-79, 2010. (Co-authors: Renaud Beaupain and Pierre Giot). CORE Reprints n°2328. Prize for the best 2010 paper published in Finance (the Official Review of the French Finance Association – AFFI) [free pdf]
• An intra-day performance analysis of the MACD technical indicator, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 6, 445-450, 2009. (Co-author: Paolo Mazza). [French] [free pdf]
• Short-term market timing strategies using the Bond Equity Yield Ratio, European Journal of Finance, 15(4), 365-384, 2009. (Co-author: Pierre Giot). CORE Reprints n°224. [free pdf]
• Notional interest deduction and cost of equity reduction: An empirical application of the CAPM, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 2-3, 178-185, 2009. (Co-author: Saïd Taleb) [French] [free pdf]
• Behavioral biases, moral hazard, and fair regulation, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 1, 63-71, 2009. [French] [free pdf]
• Volume, listing changes and liquidity contract on Alternext, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 8, 488-496, 2008. (Co-author: Jean Waelput). [French] [free pdf]
• The information content of the Bond-Equity Yield Ratio: Better than a random walk?, International Journal of Forecasting, 27 (2), 289-305, 2007. (Co-author: Pierre Giot). CORE Reprints n°1982. [free pdf]
• Globalisation and regional disparity: Some fundamental contributions of economic geography, Revue Tiers-Monde, XLI (164), 2000. [French] [free pdf]
• The impact of industrial and trade strategies on growth in South-East Asia, Mondes en Développement, 26(104), 1998. [French]
BOOKS, CASE STUDIES, CHAPTER BOOKS, PROCEEDINGS, AND REPORTS
• Introduction à l’économétrie, Chapters 2, 11 and 12 (plus Appendices A, D, and F), Translation in French (May 2023), Updated to the 7th American edition by Jeffrey Wooldridge.
• Investing in real estate: With heart or head? Case 122-0098-1, Teaching Note 122-0098-8, and Instructor Spreadsheet 122-0098-8B. Sep 2 2022.
• Investment appraisal methods including the Modified Internal Rate of Return (MIRR): The case of a large US multinational company investing in Southeast China, Case 122-0013-1, Teaching Note 122-0013-8, and Instructor Spreadsheet 122-0013-8B. Jan 22 2022.
• Implementing Technical Trading Rules Using R, Case 121-0047-1. May 20 2021. (Co-author: Paolo Mazza).
• Towards plural prosperity and intergenerational equity, Report of the Get Up Wallonia Strategic Council, April 2021.
• Reduction in taxation on labor income and the financing alternative strategies, (Section on Taxation and Social Security), Federal Government of Belgium, 2020.
• Work Time Reduction, Invitation to testify, Report Chamber of Representatives, Chamber of Representatives (Brussels, Belgium), January 16 2019.
• Inquiry into the collapse of Optima Bank, Final report with recommendations, Chamber of Representatives (Belgium), June 28 2017.
• High-Frequency Trading, Invitation to testify, Second Intermediary Report on the follow-up to the financial crisis, DOC 53 2372/003, Chamber of Representatives (Belgium), October 4 2013.
• Bank failures: A critical review of preventive and remedial measures, Proceedings of the 19th Symposium of French-speaking Belgian Economists, CIFoP, November 2011.
• The Trader’s guide: Technical analysis for risk taking and hedging, Dunod, Paris, April 2004, 237 p. [French and Spanish]
• Prospects of International Trade and Investment with China, Proceedings of the Symposium on the Econonomies of Japan and China, University of Liège, February 1999.
HDR THESIS
• Unraveling the Threads of Financial Instability, Université Paris Dauphine-PSL, 2024, 98 p.
Coordinator: Carole GRESSE (Université Paris Dauphine-PSL, FR); Examining Committee: Fabrice RIVA (Université Paris Dauphine-PSL, FR). External Examiners: Kris BOUDT (Universiteit Gent and Vrije Universiteit Brussel, BE), Marie-Hélène BROIHANNE (Université de Strasbourg, FR), and Christelle LECOURT (Aix-Marseille Université, FR).
DOCTORAL THESIS
• Essays in Empirical Finance: Stock Return Predictability, Valuation Ratios and Market-Wide Liquidity, Facultés Universitaires Notre Dame de la Paix (FUNDP), August 2006, 203 p.
Thesis Supervisor: Pierre Giot (FUNDP, LSM & CORE, Université Catholique de Louvain, BE); Examining Committee: Sébastien Laurent (Maastricht University, NL & CORE, Université Catholique de Louvain, BE), Charles Van Wymeersch (FUNDP & LSM, BE); External Examiners: Chris Brooks (ICMA Centre, University of Reading, UK), Georges Hübner (HEC - Université de Liège Management School, BE).
REFEREEING, EDITORIAL AND OTHER REVIEW SERVICES
Revue Finance (Official Review of the French Finance Association), Editorial Board Member, since 2016.
Journal of Financial Regulation and Compliance, Advisory Editorial Board Member, since 2015.
Journal of Banking and Finance, Associate Editor, 2014-2019.
Regards économiques, Editorial Board Member, 2014-2018.
Annual AFFI conferences, Reviewer.
Ad hoc reviewer for L’Actualité Economique; African Journal of Business Management; Annals of Economics and Statistics, Annals of Public and Cooperative Economics; Applied Economics; Applied Financial Economics; Applied Soft Computing; Bankers, Markets & Investors; Brussels Economic Review; De Boeck Editions; Emerging Markets Finance and Trade; Empirical Economics; Energy Economics; Ethical Perspectives; European Journal of Finance; Finance India; Finance Research Letters, Financial Innovation, The Financial Review; Global Finance Journal; International Journal of Business and Economics; International Journal of Forecasting; International Review of Economics and Finance; Journal of Banking and Finance; Journal of Business Ethics; Journal of Empirical Finance; Journal of Financial Regulation and Compliance; Journal of International Financial Markets, Institutions & Money; Journal of International Money and Finance; Journal of Mathematical Finance; Journal of Multinational Financial Management; Louvain Economic Review; North American Journal of Economics and Finance; Quantitative Finance; Quarterly Review of Economics and Finance; Revue Bancaire et Financière.
2023
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).
2022
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).
2022
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.
2021
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).
2020
Laly, Floris ; Petitjean, Mikael. Mini flash crashes: Review, taxonomy and policy responses. In: Bulletin of Economic Research, Vol. 72, no.3, p. 251-271 (2020). doi:10.1111/boer.12221.
2019
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.
2019
Mazza, Paolo ; Petitjean, Mikael (co-first author). 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.
2018
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.
2018
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.
2018
Petitjean, Mikael. La Belgique est-elle inégalitaire ?. In: La Libre Belgique, Vol. 2018, no.Avril , p. 18.
2018
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).
2018
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.
2017
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.
2016
Petitjean, Mikael. La vitesse sur les marchés financiers : stop ou encore ?. In: Regards économiques, no. Focus 8 décembre, p. 1 (2016).
2016
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.
2015
Petitjean, Mikael. Chapeau bas et respect pour Albert FRERE ?. In: La Libre Belgique, Vol. 2015, no.avril, p. 52 (28 avril 2015 ).
2015
Petitjean, Mikael. D'une démocratie des opinions à une aristocratie des connaissances. In: L'Écho : le quotidien de l'économie et de la finance, Vol. 2015, no.May, p. 19 (29 avril 2015).
2015
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.
2015
Petitjean, Mikael. La taxe sur la "bourse casino". In: La Libre Belgique, p. 9 (31 octobre 2015).
2015
Petitjean, Mikael. Les sept familles de l'ISR. In: B NQ Quarterly, Vol. 2015, no. Octobre, p. 26 (2015).
2014
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 (2014).
2014
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.
2014
Petitjean, Mikael. Inégalités patrimoniales, moralisme et passeport. In: La Libre Belgique, (29 novembre 2014).
2014
Petitjean, Mikael. La Bourse, truquée?. In: L'Écho : le quotidien de l'économie et de la finance, p. 20 (10 mai 2014).
2014
Petitjean, Mikael. Quel secteur financier voulons-nous pour nos enfants?. In: L'Écho : le quotidien de l'économie et de la finance, (2 janvier 2014).
2014
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).
2015
Petitjean, Mikael. Corrélation sérielle et hétéroscédasticité dans l’analyse des séries temporelles. In: Jeffery Wooldridge (ed.), Introduction à l'économétrie : une approche moderne (Ouvertures économiques), De Boeck, 2015, Chapitre 12. 9782804171315.
2015
Petitjean, Mikael. Le modèle de régression linéaire simple. In: Jeffery Wooldridge (ed.), Introduction à l'économétrie : une approche moderne (Ouvertures économiques), De Boeck, 2015, Chapitre 2. 9782804171315.
2022
El Hichou El Maya, Younes ; D'Hondt, Catherine ; Petitjean, Mikael. What drives retail investment in passive Exchange-Traded Funds ?. 38th International conference of the French Finance Association- AFFI (Saint Malo - France, du 23/05/2022 au 25/05/2022).
2021
El Hichou El Maya, Younes ; D'Hondt, Catherine ; Petitjean, Mikael. Does holding passive ETFs change retail investor's trading behavior for the better?. 37th International Conference of the French Finance Association (AFFI) (Online event , du 26/05/2021 au 28/05/2021).
http://hdl.handle.net/2078.1/249987http://hdl.handle.net/2078.1/254442
2021
El Hichou El Maya, Younes ; D'Hondt, Catherine ; Petitjean, Mikael. Retail Investing in Passive Exchange Traded Funds. European Financial Management Association 2021 Annual Meeting (Online event , du 30/06/2021 au 04/07/2021).
http://hdl.handle.net/2078.1/237026http://hdl.handle.net/2078.1/254441
2020
El Hichou El Maya, Younes ; D'Hondt, Catherine ; Petitjean, Mikael. Retail Investing in Passive Exchange Traded Funds. 13th RGS Doctoral Conference in Economics 2020 (Dortmund - Germany , du 17/02/2020 au 19/02/2020).
http://hdl.handle.net/2078.1/237026http://hdl.handle.net/2078.1/254437
2020
El Hichou El Maya, Younes ; D'Hondt, Catherine ; Petitjean, Mikael. Retail Investing in Passive Exchange Traded Funds. 6th International Symposium in Computational Economics and Finance ISCEF 2020 (Online (Paris), du 02/04/2020 au 04/04/2021).
http://hdl.handle.net/2078.1/237026http://hdl.handle.net/2078.1/254439
2019
Desagre, Christophe ; Mazza, Paolo ; Petitjean, Mikael. Intraday liquidity and trading dynamics around extreme price movements in cryptocurrencies. LFIN Internal seminar (Mons, Belgium, 04/06/2019).
2019
Desagre, Christophe ; Mazza, Paolo ; Petitjean, Mikael. Intraday liquidity and trading dynamics around extreme price movements in cryptocurrencies. Australasian Finance and Banking Conference (Sydney, Australia , du 16/12/2019 au 18/12/2019).
2019
Desagre, Christophe ; Mazza, Paolo ; Petitjean, Mikael. Intraday liquidity and trading dynamics around extreme price movements in cryptocurrencies. New Zealand Finance Meeting (Auckland, New Zealand, du 18/12/2019 au 20/12/2019).
2018
Desagre, Christophe ; D'Hondt, Catherine ; Petitjean, Mikael. Liquidity and the rise of fast trading on Euronext. Financial Econometrics Conference: Market Microstructure, Limit Order Books and Derivative Markets (Lancaster (UK), du 13/09/2018 au 14/09/2018).
2018
Desagre, Christophe ; D'Hondt, Catherine ; Petitjean, Mikael. Liquidity and the rise of fast trading on Euronext. 2nd European Capital Market Workshop (London (UK), 09/07/2018).
2016
Desagre, Christophe ; D'Hondt, Catherine ; Petitjean, Mikael. Liquidity and fast trading on Euronext: A historical perspective. UCL-UNamur PhD workshop in Finance (Namur (Belgium), 03/03/2016).
2016
Desagre, Christophe ; D'Hondt, Catherine ; Petitjean, Mikael. Liquidity and the rise of fast trading on Euronext. 33rd International AFFI Conference (Liège (Belgium), du 23/05/2016 au 25/05/2016).
2016
Desagre, Christophe ; D'Hondt, Catherine ; Petitjean, Mikael. Liquidity and the rise of fast trading on Euronext: A historical perspective. 3L Finance Research Workshop (Brussels (Belgium), 29/04/2016).
2014
Petitjean, Mikael. Intraday liquidity dynamics and price ranges in cap-based portfolios. Financial Engineering and Banking Society (FEBS) Conference (University of Surrey, du 21/06/2014 au 23/06/2014).
2021
D'Hondt, Catherine ; El Hichou El Maya, Younes ; Petitjean, Mikael. Blaming or praising passive ETFs? (LIDAM Discussion Paper LFIN; 2021/08), 2021. 31 p.
2020
D'Hondt, Catherine ; El Hichou El Maya, Younes ; Petitjean, Mikael. Retail Investing in Passive Exchange Traded Funds (LFIN Working Paper; 2020/13), 2020. 33 p.
2020
Desagre, Christophe ; D'Hondt, Catherine ; Petitjean, Mikael. The rise of fast trading: Curse or blessing for liquidity?, 2020.
2018
Petitjean, Mikael. Implicit transaction cost management using intraday price dynamics, 2018. 23 p.
2018
Petitjean, Mikael. What explains the success of reward-based crowdfunding campaigns as they unfold?, 2018. 8 p.
2016
Petitjean, Mikael ; Vrins, Frédéric. Win or Lose for Life ? Regards croisés sur les jeux de hasard et les produits structurés (ILSM; 2016/18), 2016. 34 p.
2014
Petitjean, Mikael ; VILLARD, Geoffroy. How integrated is the European carbon derivatives market?, 2014. 13 p.