Details about Mikael PETITJEAN

Access statistics for papers by Mikael PETITJEAN.

Last updated 2024-11-11. Update your information in the RePEc Author Service.

Short-id: ppe804

Working Papers

2023

1. Crypto market dynamics in stressful conditions
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
   Also in Post-Print, HAL (2023)
   See also Journal Article Crypto market dynamics in stressful conditions, Applied Economics, Taylor & Francis Journals (2023) (2023)

2021

2. Blaming or praising passive ETFs?
   LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
3. Judging the functioning of equity markets in 2020: A bird's-eye (re)view
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
4. Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (1)
   See also Journal Article Market instability and technical trading at high frequency: Evidence from NASDAQ stocks, Economic Modelling, Elsevier (2021) View citations (1) (2021)
5. Mini flash crashes: Review, taxonomy and policy responses
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
   Also in Post-Print, HAL (2020)
   See also Journal Article Mini flash crashes: Review, taxonomy and policy responses, Bulletin of Economic Research, Wiley Blackwell (2020) (2020)
6. The rise of fast trading: Curse or blessing for liquidity?
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
   See also Journal Article The rise of fast trading: Curse or blessing for liquidity?, Finance, Presses universitaires de Grenoble (2022) View citations (1) (2022)

2020

7. Retail Investing in Passive Exchange Traded Funds
   LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (1)

2019

8. Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies?
   Post-Print, HAL View citations (24)
   Also in LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2019) View citations (23)
   See also Journal Article Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies?, Energy Economics, Elsevier (2019) View citations (25) (2019)
9. Testing the effect of technical analysis on market quality and order book dynamics
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
   Also in Post-Print, HAL (2018)
   See also Journal Article Testing the effect of technical analysis on market quality and order book dynamics, Applied Economics, Taylor & Francis Journals (2019) (2019)

2018

10. Extreme events and the cumulative distribution of net gains in gambling and structured products
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
    Also in Post-Print, HAL (2018)
    See also Journal Article Extreme events and the cumulative distribution of net gains in gambling and structured products, Applied Economics, Taylor & Francis Journals (2018) (2018)
11. Implicit transaction cost management using intraday price dynamics
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (1)
    Also in Post-Print, HAL (2018) View citations (1)
    See also Journal Article Implicit transaction cost management using intraday price dynamics, Applied Economics, Taylor & Francis Journals (2018) View citations (1) (2018)
12. La Belgique est-elle inégalitaire ?
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
13. Le sauvetage des institutions financières a épargné plusieurs milliards d’euros aux pouvoirs publics
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
14. What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (12)
    Also in Post-Print, HAL (2018) View citations (11)
    See also Journal Article What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank, Finance Research Letters, Elsevier (2018) View citations (11) (2018)

2017

15. Capital-risque et performance à court terme de l’entreprise après introduction en bourse
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
    Also in Post-Print, HAL (2017)

2016

16. La vitesse sur les marchés financiers: stop ou encore ?
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
    Also in Post-Print, HAL (2016)
17. On the usefuleness of intraday price ranges to Gauge liquidity in cap-based portfolios
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (2)
    Also in LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2016) View citations (2)
    Post-Print, HAL (2016) View citations (2)
    See also Journal Article On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios, Economic Modelling, Elsevier (2016) View citations (2) (2016)

2015

18. Chapeau bas et respect pour Albert FRERE ?
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
19. D'une démocratie des opinions à une aristocratie des connaissances
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
20. How integrated is the European carbon derivatives market?
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (6)
    Also in Post-Print, HAL (2015) View citations (5)
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2015) View citations (6)
    See also Journal Article How integrated is the European carbon derivatives market?, Finance Research Letters, Elsevier (2015) View citations (5) (2015)
21. La taxe sur la "bourse casino"
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
22. Les sept familles de l'ISR
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)

2014

23. De la médiocrité des conseils d’investissement de Test-Achats invest sur actions individuelles
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
    See also Journal Article DE LA MEDIOCRITE DES CONSEILS D’INVESTISSEMENT DE TEST-ACHATS INVEST SUR ACTIONS INDIVIDUELLES, Brussels Economic Review, ULB -- Universite Libre de Bruxelles (2014) (2014)
24. Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (48)
    Also in LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2014) View citations (45)
    See also Journal Article Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks, Journal of Financial Markets, Elsevier (2014) View citations (49) (2014)
25. Inégalités patrimoniales, moralisme et passeport
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
26. La Bourse, truquée?
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
27. Quel secteur financier voulons-nous pour nos enfants?
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
28. Testing the profitability of contrarian trading strategies based on the overreaction hypothesis
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    Also in LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2014)

2013

29. Bank failures and regulation: a critical review
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (3)
    Also in LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2013) View citations (4)
    See also Journal Article Bank failures and regulation: a critical review, Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited (2013) View citations (4) (2013)
30. Determining an optimal multiplier in dynamic core-satellite strategies
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    Also in LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2013)
    See also Journal Article Determining an optimal multiplier in dynamic core-satellite strategies, Journal of Asset Management, Palgrave Macmillan (2013) (2013)
31. Il n’y aura pas de croissance solide sans confiance dans l’avenir
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
32. The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (6)
    Also in LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2013) View citations (4)
    See also Journal Article The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks, Quantitative Finance, Taylor & Francis Journals (2013) View citations (7) (2013)

2012

33. Liquidity and CDS premiums on European companies around the Subprime crisis
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (6)
    See also Journal Article Liquidity and CDS premiums on European companies around the Subprime crisis, Review of Derivatives Research, Springer (2012) View citations (7) (2012)

2011

34. On the statistical and economic performance of stock return predictive regression models: an international perspective
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (9)
    Also in LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2011) View citations (9)
    See also Journal Article On the statistical and economic performance of stock return predictive regression models: an international perspective, Quantitative Finance, Taylor & Francis Journals (2011) View citations (9) (2011)

2010

35. Trading activity, realized volatility and jumps
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (89)
    See also Journal Article Trading activity, realized volatility and jumps, Journal of Empirical Finance, Elsevier (2010) View citations (97) (2010)
36. Variations communes de liquidité au sein de portefeuilles de faible, moyenne et forte capitalisation: Les enseignements des crises financières asiatique et russe
    Post-Print, HAL
    Also in Post-Print, HAL (2010)
37. Volatility regimes and liquidity co-movements in cap-based portfolios
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    Also in Post-Print, HAL (2010) View citations (1)
    See also Journal Article Volatility regimes and liquidity co-movements in cap-based portfolios, Finance, Presses universitaires de Grenoble (2010) View citations (1) (2010)

2009

38. Short-term market timing using the bond-equity yield ratio
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (6)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2006) View citations (2)
    See also Journal Article Short-term market timing using the bond-equity yield ratio, The European Journal of Finance, Taylor & Francis Journals (2009) View citations (3) (2009)

2007

39. The information content of the Bond-Equity Yield Ratio: Better than a random walk?
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (2)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2006)
    See also Journal Article The information content of the Bond-Equity Yield Ratio: Better than a random walk?, International Journal of Forecasting, Elsevier (2007) View citations (2) (2007)

2006

40. International stock return predictability: statistical evidence and economic significance
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (5)
41. Market-wide liquidity co-movements, volatility regimes and market cap sizes
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

2005

42. Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)

2004

43. Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison
    Computing in Economics and Finance 2004, Society for Computational Economics

1999

44. Des effets de la globalisation sur les inégalités régionales: quelques apports fondamentaux de l'économie géographique
    SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics View citations (1)
    See also Journal Article Les effets de la globalisation sur les inégalités régionales: quelques apports fondamentaux de l'économie géographique, Revue Tiers Monde, Programme National Persée (2000) (2000)
45. Une introduction aux modèles de croissance: de l'exogénéité à l'endogénisation
    SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics

1998

46. Exogeneous Technical Progress and International Trade: Is It Outdated?
    SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics
47. La Politique Agricole Commune et l'Agenda 2000
    SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics
48. Spécialisation industrielle et consommation apparente: le cas de la Province de Liège en Belgique
    SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics

1997

49. Echanges internationaux et économie mondiale
    SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics
50. The Balance of Payments in Belgium and the IMF Approach
    SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics

Journal Articles

2024

1. A global perspective on the nexus between energy and stock markets in light of the rise of renewable energy
   Energy Economics, 2024, 131, (C)

2023

2. Crypto market dynamics in stressful conditions
   Applied Economics, 2023, 55, (27), 3121-3153
   See also Working Paper Crypto market dynamics in stressful conditions, LIDAM Reprints LFIN (2023) (2023)

2022

3. The rise of fast trading: Curse or blessing for liquidity?
   Finance, 2022, 43, (3), 119-158 View citations (1)
   See also Working Paper The rise of fast trading: Curse or blessing for liquidity?, LIDAM Reprints LFIN (2021) (2021)

2021

4. Market instability and technical trading at high frequency: Evidence from NASDAQ stocks
   Economic Modelling, 2021, 102, (C) View citations (1)
   See also Working Paper Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks, LIDAM Reprints LFIN (2021) View citations (1) (2021)

2020

5. Mini flash crashes: Review, taxonomy and policy responses
   Bulletin of Economic Research, 2020, 72, (3), 251-271
   See also Working Paper Mini flash crashes: Review, taxonomy and policy responses, LIDAM Reprints LFIN (2021) (2021)

2019

6. Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies?
   Energy Economics, 2019, 80, (C), 502-511 View citations (25)
   See also Working Paper Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies?, Post-Print (2019) View citations (24) (2019)
7. Testing the effect of technical analysis on market quality and order book dynamics
   Applied Economics, 2019, 51, (18), 1947-1976
   See also Working Paper Testing the effect of technical analysis on market quality and order book dynamics, LIDAM Reprints LFIN (2019) (2019)

2018

8. Extreme events and the cumulative distribution of net gains in gambling and structured products
   Applied Economics, 2018, 50, (58), 6285-6300
   See also Working Paper Extreme events and the cumulative distribution of net gains in gambling and structured products, LIDAM Reprints LFIN (2018) (2018)
9. Implicit transaction cost management using intraday price dynamics
   Applied Economics, 2018, 50, (39), 4264-4274 View citations (1)
   See also Working Paper Implicit transaction cost management using intraday price dynamics, LIDAM Reprints LFIN (2018) View citations (1) (2018)
10. What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank
    Finance Research Letters, 2018, 26, (C), 9-14 View citations (11)
    See also Working Paper What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank, LIDAM Reprints LFIN (2018) View citations (12) (2018)

2016

11. On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios
    Economic Modelling, 2016, 54, (C), 67-81 View citations (2)
    See also Working Paper On the usefuleness of intraday price ranges to Gauge liquidity in cap-based portfolios, LIDAM Reprints CORE (2016) View citations (2) (2016)

2015

12. How integrated is the European carbon derivatives market?
    Finance Research Letters, 2015, 15, (C), 18-30 View citations (5)
    See also Working Paper How integrated is the European carbon derivatives market?, LIDAM Reprints LFIN (2015) View citations (6) (2015)

2014

13. DE LA MEDIOCRITE DES CONSEILS D’INVESTISSEMENT DE TEST-ACHATS INVEST SUR ACTIONS INDIVIDUELLES
    Brussels Economic Review, 2014, 57, (3), 399-421
    See also Working Paper De la médiocrité des conseils d’investissement de Test-Achats invest sur actions individuelles, LIDAM Reprints LFIN (2014) (2014)
14. Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks
    Journal of Financial Markets, 2014, 17, (C), 121-149 View citations (49)
    See also Working Paper Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks, LIDAM Reprints LFIN (2014) View citations (48) (2014)

2013

15. Bank failures and regulation: a critical review
    Journal of Financial Regulation and Compliance, 2013, 21, (1), 16-38 View citations (4)
    See also Working Paper Bank failures and regulation: a critical review, LIDAM Reprints CORE (2013) View citations (3) (2013)
16. Determining an optimal multiplier in dynamic core-satellite strategies
    Journal of Asset Management, 2013, 14, (4), 210-227
    See also Working Paper Determining an optimal multiplier in dynamic core-satellite strategies, LIDAM Reprints CORE (2013) (2013)
17. The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks
    Quantitative Finance, 2013, 13, (7), 1059-1070 View citations (7)
    See also Working Paper The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks, LIDAM Reprints CORE (2013) View citations (6) (2013)

2012

18. Liquidity and CDS premiums on European companies around the Subprime crisis
    Review of Derivatives Research, 2012, 15, (3), 257-281 View citations (7)
    See also Working Paper Liquidity and CDS premiums on European companies around the Subprime crisis, LIDAM Reprints CORE (2012) View citations (6) (2012)

2011

19. On the statistical and economic performance of stock return predictive regression models: an international perspective
    Quantitative Finance, 2011, 11, (2), 175-193 View citations (9)
    See also Working Paper On the statistical and economic performance of stock return predictive regression models: an international perspective, LIDAM Reprints CORE (2011) View citations (9) (2011)
20. The performance of popular stochastic volatility option pricing models during the subprime crisis
    Applied Financial Economics, 2011, 21, (14), 1059-1068 View citations (4)
21. To what extent is resampling useful in portfolio management?
    Applied Economics Letters, 2011, 18, (3), 239-244 View citations (3)

2010

22. Trading activity, realized volatility and jumps
    Journal of Empirical Finance, 2010, 17, (1), 168-175 View citations (97)
    See also Working Paper Trading activity, realized volatility and jumps, LIDAM Reprints CORE (2010) View citations (89) (2010)
23. Volatility regimes and liquidity co-movements in cap-based portfolios
    Finance, 2010, 31, (1), 55-79 View citations (1)
    See also Working Paper Volatility regimes and liquidity co-movements in cap-based portfolios, LIDAM Reprints CORE (2010) (2010)

2009

24. Short-term market timing using the bond-equity yield ratio
    The European Journal of Finance, 2009, 15, (4), 365-384 View citations (3)
    See also Working Paper Short-term market timing using the bond-equity yield ratio, LIDAM Reprints CORE (2009) View citations (6) (2009)

2007

25. The information content of the Bond-Equity Yield Ratio: Better than a random walk?
    International Journal of Forecasting, 2007, 23, (2), 289-305 View citations (2)
    See also Working Paper The information content of the Bond-Equity Yield Ratio: Better than a random walk?, LIDAM Reprints CORE (2007) View citations (2) (2007)

2000

26. Les effets de la globalisation sur les inégalités régionales: quelques apports fondamentaux de l'économie géographique
    Revue Tiers Monde, 2000, 41, (164), 775-790
    See also Working Paper Des effets de la globalisation sur les inégalités régionales: quelques apports fondamentaux de l'économie géographique, SEII Working Papers (1999) View citations (1) (1999)