Rudy De Winne
Personal Details
First Name: | Rudy |
Middle Name: | |
Last Name: | De Winne |
Suffix: | |
RePEc Short-ID: | pde1321 |
[This author has chosen not to make the email address public] | |
Affiliation
Louvain Finance
Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM)
Université Catholique de Louvain
Louvain-la-Neuve, Belgiumhttps://uclouvain.be/en/research-institutes/lidam/lfin
RePEc:edi:lfuclbe (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- De Bondt, Werner & De Winne, Rudy & D’Hondt, Catherine, 2024. "Measuring speculation beyond day trading and bets on lottery-like stocks," LIDAM Reprints LFIN 2024009, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Todorovic, Aleksandar, 2023.
"Target return as efficient driver of risk-taking,"
LIDAM Reprints LFIN
2023014, Université catholique de Louvain, Louvain Finance (LFIN).
- Catherine D'Hondt & Rudy De Winne & Aleksandar Todorovic, 2023. "Target return as efficient driver of risk-taking," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(1), pages 130-166, May.
- De Winne, Rudy & Luong, Nhung & Palan, Stefan, 2022. "Retail Investors’ Disposition Effect and Order Choices," LIDAM Discussion Papers LFIN 2022012, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021.
"Do retail investors bite off more than they can chew? A close look at their return objectives,"
LIDAM Discussion Papers LFIN
2021003, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021. "Do retail investors bite off more than they can chew? A close look at their return objectives," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 879-902.
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021. "Do retail investors bite off more than they can chew? A close look at their return objectives," LIDAM Reprints LFIN 2021015, Université catholique de Louvain, Louvain Finance (LFIN).
- Efendić, Emir & Corneille, Olivier & D’Hondt, Catherine & De Winne, Rudy, 2021. "How risk-prone are people when facing a sure loss? Negative interest rates as a convenient conceptual framework," LIDAM Reprints LFIN 2021008, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Todorovic, Aleksandar, 2021. "Target Returns and Negative Interest Rates," LIDAM Discussion Papers LFIN 2021011, Université catholique de Louvain, Louvain Finance (LFIN).
- De Winne, Rudy, 2020.
"Measuring the disposition effect,"
LIDAM Discussion Papers LFIN
2020001, Université catholique de Louvain, Louvain Finance (LFIN).
- De Winne, Rudy, 2021. "Measuring the disposition effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
- De Winne, Rudy, 2021. "Measuring the disposition effect," LIDAM Reprints LFIN 2021002, Université catholique de Louvain, Louvain Finance (LFIN).
- D'Hondt, Catherine & De Winne, Rudy & Ghysels, Eric & Raymond, Steve, 2020.
"Artificial Intelligence Alter Egos: Who might benefit from robo-investing?,"
LIDAM Reprints LFIN
2020007, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Ghysels, Eric & Raymond, Steve, 2020. "Artificial Intelligence Alter Egos: Who might benefit from robo-investing?," Journal of Empirical Finance, Elsevier, vol. 59(C), pages 278-299.
- Corneille, Olivier & D'Hondt, Catherine & De Winne, Rudy & Efendic, Emir & Todorovic, Aleksandar, 2020.
"What leads people to tolerate negative interest rates on their savings?,"
LIDAM Discussion Papers LFIN
2020005, Université catholique de Louvain, Louvain Finance (LFIN).
- Corneille, O. & D’Hondt, C. & De Winne, R. & Efendic, E. & Todorovic, A., 2021. "What leads people to tolerate negative interest rates on their savings?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 93(C).
- Corneille, O. & D’Hondt, Catherine & De Winne, Rudy & Efendic, E. & Todorovic, Aleksandar, 2021. "What leads people to tolerate negative interest rates on their savings?," LIDAM Reprints LFIN 2021011, Université catholique de Louvain, Louvain Finance (LFIN).
- Catherine D'Hondt & Rudy De Winne & Eric Ghysels & Steve Raymond, 2019. "Artificial Intelligence Alter Egos: Who benefits from Robo-investing?," Papers 1907.03370, arXiv.org.
- Hans Degryse & R. de Winne & Carole Gresse & Richard Payne, 2019. "Duplicated Orders, Swift Cancellations, and Fast Market Making in Fragmented Markets," Post-Print hal-04455567, HAL.
- Efendic, Emir & D'Hondt, Catherine & De Winne, Rudy & Corneille, Olivier, 2019. "Negative interest rates may be more psychologically acceptable than assumed: Implications for savings," LIDAM Discussion Papers LFIN 2019006, Université catholique de Louvain, Louvain Finance (LFIN).
- Degryse, Hans & De Winne, Rudy & Gresse, Carole & Payne, Richard, 2019.
"Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity,"
LIDAM Discussion Papers LFIN
2019001, Université catholique de Louvain, Louvain Finance (LFIN).
- Hans Degryse & Rudy de Winne & Carole Gresse & Richard Payne, 2021. "Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity," Working Papers hal-03338259, HAL.
- Hans Degryse & Rudy de Winne & Carole Gresse & Richard Payne, 2018. "Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity," Post-Print hal-01947824, HAL.
- Hans Degryse & Rudy de Winne & Carole Gresse & Richard Payne, 2018. "High frequency trading and ghost liquidity," Post-Print hal-01894838, HAL.
- Bellofatto, Anthony & D'Hondt, Catherine & De Winne, Rudy, 2018.
"Subjective Financial Literacy and Retail Investors’ Behavior,"
LIDAM Reprints LFIN
2018004, Université catholique de Louvain, Louvain Finance (LFIN).
- Bellofatto, Anthony & D’Hondt, Catherine & De Winne, Rudy, 2018. "Subjective financial literacy and retail investors’ behavior," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 168-181.
- Corneille, Olivier & De Winne, Rudy & D'Hondt, Catherine, 2018.
"The Disposition Effect does not survive disclosure of expected price trends,"
LIDAM Reprints LFIN
2018003, Université catholique de Louvain, Louvain Finance (LFIN).
- Corneille, Olivier & De Winne, Rudy & D’Hondt, Catherine, 2018. "The disposition effect does not survive disclosure of expected price trends," Journal of Behavioral and Experimental Finance, Elsevier, vol. 20(C), pages 80-91.
- De Winne, Rudy & D'Hondt, Catherine, 2017.
"La finance comportementale: enjeux et perspectives,"
LIDAM Reprints LFIN
2017002, Université catholique de Louvain, Louvain Finance (LFIN).
- Catherine D'Hondt & Rudy De Winne, 2017. "La finance comportementale : enjeux et perspectives," Regards économiques 131, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- De Winne, Rudy & Platten, Isabelle & Gresse, Carole, 2014.
"Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index,"
LIDAM Reprints LFIN
2014003, Université catholique de Louvain, Louvain Finance (LFIN).
- De Winne, Rudy & Gresse, Carole & Platten, Isabelle, 2014. "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 31-43.
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2014. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00997859, HAL.
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2009. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00674163, HAL.
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2008. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00673252, HAL.
- Rudy DE WINNE, 1998. "Linear bonds valuation with interest rate models : does it work?," Discussion Papers (REL - Recherches Economiques de Louvain) 1998024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- DE WINNE , Rudy, 1995.
"The Discretization Bias for Processes of the Short-Term Interest Rate : An Empirical Analysis,"
LIDAM Discussion Papers CORE
1995064, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
repec:grz:wpsses:2020-02 is not listed on IDEAS
Articles
- Catherine D'Hondt & Rudy De Winne & Aleksandar Todorovic, 2023.
"Target return as efficient driver of risk-taking,"
Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(1), pages 130-166, May.
- D’Hondt, Catherine & De Winne, Rudy & Todorovic, Aleksandar, 2023. "Target return as efficient driver of risk-taking," LIDAM Reprints LFIN 2023014, Université catholique de Louvain, Louvain Finance (LFIN).
- Corneille, O. & D’Hondt, C. & De Winne, R. & Efendic, E. & Todorovic, A., 2021.
"What leads people to tolerate negative interest rates on their savings?,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 93(C).
- Corneille, O. & D’Hondt, Catherine & De Winne, Rudy & Efendic, E. & Todorovic, Aleksandar, 2021. "What leads people to tolerate negative interest rates on their savings?," LIDAM Reprints LFIN 2021011, Université catholique de Louvain, Louvain Finance (LFIN).
- Corneille, Olivier & D'Hondt, Catherine & De Winne, Rudy & Efendic, Emir & Todorovic, Aleksandar, 2020. "What leads people to tolerate negative interest rates on their savings?," LIDAM Discussion Papers LFIN 2020005, Université catholique de Louvain, Louvain Finance (LFIN).
- De Winne, Rudy, 2021.
"Measuring the disposition effect,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
- De Winne, Rudy, 2020. "Measuring the disposition effect," LIDAM Discussion Papers LFIN 2020001, Université catholique de Louvain, Louvain Finance (LFIN).
- De Winne, Rudy, 2021. "Measuring the disposition effect," LIDAM Reprints LFIN 2021002, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021.
"Do retail investors bite off more than they can chew? A close look at their return objectives,"
Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 879-902.
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021. "Do retail investors bite off more than they can chew? A close look at their return objectives," LIDAM Discussion Papers LFIN 2021003, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021. "Do retail investors bite off more than they can chew? A close look at their return objectives," LIDAM Reprints LFIN 2021015, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Ghysels, Eric & Raymond, Steve, 2020.
"Artificial Intelligence Alter Egos: Who might benefit from robo-investing?,"
Journal of Empirical Finance, Elsevier, vol. 59(C), pages 278-299.
- D'Hondt, Catherine & De Winne, Rudy & Ghysels, Eric & Raymond, Steve, 2020. "Artificial Intelligence Alter Egos: Who might benefit from robo-investing?," LIDAM Reprints LFIN 2020007, Université catholique de Louvain, Louvain Finance (LFIN).
- Corneille, Olivier & De Winne, Rudy & D’Hondt, Catherine, 2018.
"The disposition effect does not survive disclosure of expected price trends,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 20(C), pages 80-91.
- Corneille, Olivier & De Winne, Rudy & D'Hondt, Catherine, 2018. "The Disposition Effect does not survive disclosure of expected price trends," LIDAM Reprints LFIN 2018003, Université catholique de Louvain, Louvain Finance (LFIN).
- Bellofatto, Anthony & D’Hondt, Catherine & De Winne, Rudy, 2018.
"Subjective financial literacy and retail investors’ behavior,"
Journal of Banking & Finance, Elsevier, vol. 92(C), pages 168-181.
- Bellofatto, Anthony & D'Hondt, Catherine & De Winne, Rudy, 2018. "Subjective Financial Literacy and Retail Investors’ Behavior," LIDAM Reprints LFIN 2018004, Université catholique de Louvain, Louvain Finance (LFIN).
- De Winne, Rudy & Gresse, Carole & Platten, Isabelle, 2014.
"Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index,"
International Review of Financial Analysis, Elsevier, vol. 34(C), pages 31-43.
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2014. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00997859, HAL.
- De Winne, Rudy & Platten, Isabelle & Gresse, Carole, 2014. "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," LIDAM Reprints LFIN 2014003, Université catholique de Louvain, Louvain Finance (LFIN).
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2009. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00674163, HAL.
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2008. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00673252, HAL.
- Rudy De Winne & Catherine D'hondt, 2007. "Hide-and-Seek in the Market: Placing and Detecting Hidden Orders," Review of Finance, European Finance Association, vol. 11(4), pages 663-692.
- Rudy De Winne & Christophe Majois, 2003. "A comparison of alternative spread décomposition models on Euronext Brussels," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 46(4), pages 91-136.
- Claude Broquet & M-C. Capiau-Huart & Rudy De Winne, 1992. "L'effet mardi à la Bourse de Bruxelles: un phénomène temporaire," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 134, pages 189-207.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- De Winne, Rudy & Luong, Nhung & Palan, Stefan, 2022.
"Retail Investors’ Disposition Effect and Order Choices,"
LIDAM Discussion Papers LFIN
2022012, Université catholique de Louvain, Louvain Finance (LFIN).
Cited by:
- Stephen L Cheung, 2024. "A meta-analysis of disposition effect experiments," Working Papers 2024-02, University of Sydney, School of Economics.
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021.
"Do retail investors bite off more than they can chew? A close look at their return objectives,"
LIDAM Discussion Papers LFIN
2021003, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021. "Do retail investors bite off more than they can chew? A close look at their return objectives," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 879-902.
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021. "Do retail investors bite off more than they can chew? A close look at their return objectives," LIDAM Reprints LFIN 2021015, Université catholique de Louvain, Louvain Finance (LFIN).
Cited by:
- Niculaescu, Corina E. & Sangiorgi, Ivan & Bell, Adrian R., 2023. "Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors," International Review of Financial Analysis, Elsevier, vol. 88(C).
- Maxime MERLI & Antoine PARENT, 2022. "Portfolio Diversification During the Belle Époque: When the Actual Portfolios of French Individual Investors Met Behavioral Finance," Working Papers of LaRGE Research Center 2022-01, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Marie-Hélène BROIHANNE, 2021. "Testing the gender gap in subjective financial literacy of spouses," Working Papers of LaRGE Research Center 2021-08, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Inghelbrecht, Koen & Tedde, Mariachiara, 2024. "Overconfidence, financial literacy and excessive trading," Journal of Economic Behavior & Organization, Elsevier, vol. 219(C), pages 152-195.
- De Winne, Rudy, 2020.
"Measuring the disposition effect,"
LIDAM Discussion Papers LFIN
2020001, Université catholique de Louvain, Louvain Finance (LFIN).
- De Winne, Rudy, 2021. "Measuring the disposition effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
- De Winne, Rudy, 2021. "Measuring the disposition effect," LIDAM Reprints LFIN 2021002, Université catholique de Louvain, Louvain Finance (LFIN).
Cited by:
- Chen, Chen & Lu, Xiaomeng & Zhang, Yixing, 2023. "Is attention-based stock buying profitable? Empirical evidence from Chinese individual investors," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
- Bachmann, Kremena, 2024. "Do you have a choice?: Implications for belief updating and the disposition effect," Journal of Economic Psychology, Elsevier, vol. 102(C).
- Basha, Shabeen Afsar & Bennasr, Hamdi & Goaied, Mohamed, 2023. "Financial literacy, financial development, and leverage of small firms," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Zhang, Xiaotao & Wang, Ziqiao & Hao, Jing & Liu, Jiubiao, 2022. "Stock market entry timing and retail investors' disposition effect," International Review of Financial Analysis, Elsevier, vol. 82(C).
- D'Hondt, Catherine & De Winne, Rudy & Ghysels, Eric & Raymond, Steve, 2020.
"Artificial Intelligence Alter Egos: Who might benefit from robo-investing?,"
LIDAM Reprints LFIN
2020007, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Ghysels, Eric & Raymond, Steve, 2020. "Artificial Intelligence Alter Egos: Who might benefit from robo-investing?," Journal of Empirical Finance, Elsevier, vol. 59(C), pages 278-299.
Cited by:
- Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas, 2023.
"Panel Data Nowcasting: The Case of Price-Earnings Ratios,"
Papers
2307.02673, arXiv.org.
- Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas, 2024. "Panel data nowcasting: The case of price–earnings ratios," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(2), pages 292-307, March.
- Iason Kynigakis & Ekaterini Panopoulou, 2022. "Does model complexity add value to asset allocation? Evidence from machine learning forecasting models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 603-639, April.
- Salman Bahoo & Marco Cucculelli & Xhoana Goga & Jasmine Mondolo, 2024. "Artificial intelligence in Finance: a comprehensive review through bibliometric and content analysis," SN Business & Economics, Springer, vol. 4(2), pages 1-46, February.
- Cardillo, Giovanni & Chiappini, Helen, 2024. "Robo-advisors: A systematic literature review," Finance Research Letters, Elsevier, vol. 62(PA).
- Vishaal Baulkaran & Pawan Jain, 2023. "Who uses robo‐advising and how?," The Financial Review, Eastern Finance Association, vol. 58(1), pages 65-89, February.
- Thomas Conlon & John Cotter & Iason Kynigakis, 2021.
"Machine Learning and Factor-Based Portfolio Optimization,"
Papers
2107.13866, arXiv.org.
- Thomas Conlon & John Cotter & Iason Kynigakis, 2021. "Machine Learning and Factor-Based Portfolio Optimization," Working Papers 202111, Geary Institute, University College Dublin.
- Bianchi, Milo & Brière, Marie, 2021. "Human-Robot Interactions in Investment Decisions," TSE Working Papers 21-1251, Toulouse School of Economics (TSE), revised Mar 2024.
- Zhu, Hui & Vigren, Olli & Söderberg, Inga-Lill, 2024. "Implementing artificial intelligence empowered financial advisory services: A literature review and critical research agenda," Journal of Business Research, Elsevier, vol. 174(C).
- Said Kaawach & Oskar Kowalewski & Oleksandr Talavera, 2023. "Automatic vs Manual Investing: Role of Past Performance," Discussion Papers 23-04, Department of Economics, University of Birmingham.
- Tiberius, Victor & Gojowy, Robin & Dabić, Marina, 2022. "Forecasting the future of robo advisory: A three-stage Delphi study on economic, technological, and societal implications," Technological Forecasting and Social Change, Elsevier, vol. 182(C).
- Ida Ayu Agung Faradynawati & Inga-Lill Söderberg, 2022. "Sustainable Investment Preferences among Robo-Advisor Clients," Sustainability, MDPI, vol. 14(19), pages 1-16, October.
- D’Hondt, Catherine & Merli, Maxime & Roger, Tristan, 2022. "What drives retail portfolio exposure to ESG factors?," Finance Research Letters, Elsevier, vol. 46(PB).
- Seiler, Volker & Fanenbruck, Katharina Maria, 2021. "Acceptance of digital investment solutions: The case of robo advisory in Germany," Research in International Business and Finance, Elsevier, vol. 58(C).
- Catherine D’hondt & Maxime Merli & Tristan Roger, 2021. "What drives retail portfolio exposure to ESG factors?," Post-Print hal-03373287, HAL.
- Reher, Michael & Sokolinski, Stanislav, 2024. "Robo advisors and access to wealth management," Journal of Financial Economics, Elsevier, vol. 155(C).
- Corneille, Olivier & D'Hondt, Catherine & De Winne, Rudy & Efendic, Emir & Todorovic, Aleksandar, 2020.
"What leads people to tolerate negative interest rates on their savings?,"
LIDAM Discussion Papers LFIN
2020005, Université catholique de Louvain, Louvain Finance (LFIN).
- Corneille, O. & D’Hondt, C. & De Winne, R. & Efendic, E. & Todorovic, A., 2021. "What leads people to tolerate negative interest rates on their savings?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 93(C).
- Corneille, O. & D’Hondt, Catherine & De Winne, Rudy & Efendic, E. & Todorovic, Aleksandar, 2021. "What leads people to tolerate negative interest rates on their savings?," LIDAM Reprints LFIN 2021011, Université catholique de Louvain, Louvain Finance (LFIN).
Cited by:
- policy, Work stream on macroprudential & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas, 2021. "The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area," Occasional Paper Series 272, European Central Bank.
- Luis Brandao-Marques & Marco Casiraghi & Gaston Gelos & Gunes Kamber & Roland Meeks, 2021. "Negative Interest Rate Policies: Taking Stock of the Experience So Far," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 22(06), pages 27-32, November.
- Boudt, Kris & Khokhar, Mulazim-Ali, 2021. "Performance-sharing optimization by risk-constrained equity investors," Finance Research Letters, Elsevier, vol. 38(C).
- Jos'e Pedro Gaiv~ao & Benito Pires, 2022. "Chaotic time series in financial processes consisting of savings with piecewise constant monthly contributions," Papers 2206.11933, arXiv.org, revised Feb 2023.
- Catherine D'Hondt & Rudy De Winne & Eric Ghysels & Steve Raymond, 2019.
"Artificial Intelligence Alter Egos: Who benefits from Robo-investing?,"
Papers
1907.03370, arXiv.org.
Cited by:
- Bhatia, Ankita & Chandani, Arti & Chhateja, Jagriti, 2020. "Robo advisory and its potential in addressing the behavioral biases of investors — A qualitative study in Indian context," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
- Francesco D'Acunto & Alberto G. Rossi, 2020. "Robo-Advising," CESifo Working Paper Series 8225, CESifo.
- Ruyi Ge & Zhiqiang (Eric) Zheng & Xuan Tian & Li Liao, 2021. "Human–Robot Interaction: When Investors Adjust the Usage of Robo-Advisors in Peer-to-Peer Lending," Information Systems Research, INFORMS, vol. 32(3), pages 774-785, September.
- Luca Barbaglia & Sebastiano Manzan & Elisa Tosetti, 2023. "Forecasting Loan Default in Europe with Machine Learning," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 569-596.
- Efendic, Emir & D'Hondt, Catherine & De Winne, Rudy & Corneille, Olivier, 2019.
"Negative interest rates may be more psychologically acceptable than assumed: Implications for savings,"
LIDAM Discussion Papers LFIN
2019006, Université catholique de Louvain, Louvain Finance (LFIN).
Cited by:
- Kabir, Anis & Abdul Rehman Shah, Syed Muhammad & Hassan, M. Kabir & Akmal, Muhammad, 2022. "The Transmission Mechanism of Monetary Policy via Bank’ Balance Sheet: An Empirical Study of Dual Banking System in Pakistan," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 56(2), pages 129-140.
- Luis Brandao-Marques & Marco Casiraghi & Gaston Gelos & Gunes Kamber & Roland Meeks, 2021. "Negative Interest Rate Policies: Taking Stock of the Experience So Far," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 22(06), pages 27-32, November.
- Corneille, O. & D’Hondt, Catherine & De Winne, Rudy & Efendic, E. & Todorovic, Aleksandar, 2021.
"What leads people to tolerate negative interest rates on their savings?,"
LIDAM Reprints LFIN
2021011, Université catholique de Louvain, Louvain Finance (LFIN).
- Corneille, O. & D’Hondt, C. & De Winne, R. & Efendic, E. & Todorovic, A., 2021. "What leads people to tolerate negative interest rates on their savings?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 93(C).
- Corneille, Olivier & D'Hondt, Catherine & De Winne, Rudy & Efendic, Emir & Todorovic, Aleksandar, 2020. "What leads people to tolerate negative interest rates on their savings?," LIDAM Discussion Papers LFIN 2020005, Université catholique de Louvain, Louvain Finance (LFIN).
- Degryse, Hans & De Winne, Rudy & Gresse, Carole & Payne, Richard, 2019.
"Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity,"
LIDAM Discussion Papers LFIN
2019001, Université catholique de Louvain, Louvain Finance (LFIN).
- Hans Degryse & Rudy de Winne & Carole Gresse & Richard Payne, 2021. "Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity," Working Papers hal-03338259, HAL.
- Hans Degryse & Rudy de Winne & Carole Gresse & Richard Payne, 2018. "Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity," Post-Print hal-01947824, HAL.
Cited by:
- Dodd, Olga & Frijns, Bart & Indriawan, Ivan & Pascual, Roberto, 2023. "US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 301-320.
- Griffith, Todd G. & Roseman, Brian S., 2019. "Making cents of tick sizes: The effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity," Journal of Banking & Finance, Elsevier, vol. 101(C), pages 104-121.
- Banerjee, Anirban & Nawn, Samarpan, 2024. "Proprietary algorithmic traders and liquidity supply during the pandemic," Finance Research Letters, Elsevier, vol. 61(C).
- Hans Degryse & Rudy de Winne & Carole Gresse & Richard Payne, 2018.
"High frequency trading and ghost liquidity,"
Post-Print
hal-01894838, HAL.
Cited by:
- Dodd, Olga & Frijns, Bart & Indriawan, Ivan & Pascual, Roberto, 2023. "US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 301-320.
- Griffith, Todd G. & Roseman, Brian S., 2019. "Making cents of tick sizes: The effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity," Journal of Banking & Finance, Elsevier, vol. 101(C), pages 104-121.
- Arthur Akhmetov & Anna Burova & Natalia Makhankova & Alexey Ponomarenko, 2021.
"Measuring Market Liquidity and Liquidity Mismatches across Sectors,"
Bank of Russia Working Paper Series
wps82, Bank of Russia.
- Artur Akhmetov & Anna Burova & Natalia Makhankova & Alexey Ponomarenko, 2024. "Measuring Market Liquidity and Liquidity Mismatches Across Sectors," Springer Books, in: Alexander Karminsky & Mikhail Stolbov (ed.), Systemic Financial Risk, chapter 0, pages 131-194, Springer.
- Bellofatto, Anthony & D'Hondt, Catherine & De Winne, Rudy, 2018.
"Subjective Financial Literacy and Retail Investors’ Behavior,"
LIDAM Reprints LFIN
2018004, Université catholique de Louvain, Louvain Finance (LFIN).
- Bellofatto, Anthony & D’Hondt, Catherine & De Winne, Rudy, 2018. "Subjective financial literacy and retail investors’ behavior," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 168-181.
Cited by:
- Bernd Hayo & Kentaro Iwatsubo, 2022.
"Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan,"
Sustainability, MDPI, vol. 14(18), pages 1-14, September.
- Bernd Hayo & Ken Iwatsubo, 2019. "Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan," GRU Working Paper Series GRU_2019_026, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Bernd Hayo & Kentaro Iwatsubo, 2019. "Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan," MAGKS Papers on Economics 201917, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- D’Hondt, Catherine & De Winne, Rudy & Ghysels, Eric & Raymond, Steve, 2020.
"Artificial Intelligence Alter Egos: Who might benefit from robo-investing?,"
Journal of Empirical Finance, Elsevier, vol. 59(C), pages 278-299.
- D'Hondt, Catherine & De Winne, Rudy & Ghysels, Eric & Raymond, Steve, 2020. "Artificial Intelligence Alter Egos: Who might benefit from robo-investing?," LIDAM Reprints LFIN 2020007, Université catholique de Louvain, Louvain Finance (LFIN).
- Gerrans, Paul, 2021. "Undergraduate student financial education interventions: Medium term evidence of retention, decay, and confidence in financial literacy," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
- Stephen L Cheung & Nathan Rogut, 2024. "Portfolio framing and diversification in a disposition effect experiment," Working Papers 2024-17, University of Sydney, School of Economics.
- Pendleton, Andrew & Robinson, Andrew, 2021. "Why walk away from an easy gain in wealth? Evidence from a UK stock option plan," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
- Tsung-ming Yeh & Yue Ling, 2022. "Confidence in Financial Literacy, Stock Market Participation, and Retirement Planning," Journal of Family and Economic Issues, Springer, vol. 43(1), pages 169-186, March.
- Christophe Desagre & Catherine D'Hondt, 2020. "Googlization and retail investors' trading activity," LIDAM Discussion Papers LFIN 2020004, Université catholique de Louvain, Louvain Finance (LFIN).
- Hennig, Jan Christoph & Hullmann, Rieke & Rau, Holger A. & Wolff, Michael, 2021. "The hidden cost of profit sharing on participation in employee stock purchase plans," University of Göttingen Working Papers in Economics 414, University of Goettingen, Department of Economics.
- Sonali Bhattacharya & Aradhana Gandhi, 2021. "Does India Want to Invest in Its Daughters: A Critical Analysis of Sukanya Samriddhi Yojana," Business Perspectives and Research, , vol. 9(3), pages 399-414, September.
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021.
"Do retail investors bite off more than they can chew? A close look at their return objectives,"
LIDAM Reprints LFIN
2021015, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021. "Do retail investors bite off more than they can chew? A close look at their return objectives," LIDAM Discussion Papers LFIN 2021003, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021. "Do retail investors bite off more than they can chew? A close look at their return objectives," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 879-902.
- D’Hondt, Catherine & McGowan, Richard & Roger, Patrick, 2021.
"Trading leveraged Exchange-Traded products is hazardous to your wealth,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 287-302.
- D’Hondt, Catherine & McGowan, Richard & Roger, Patrick, 2021. "Trading leveraged Exchange-Traded products is hazardous to your wealth," LIDAM Reprints LFIN 2021004, Université catholique de Louvain, Louvain Finance (LFIN).
- Sun, Hongyan & Yuen, Desmond C.Y. & Zhang, Jiahang & Zhang, Xu, 2020. "Is knowledge powerful? Evidence from financial education and earnings quality," Research in International Business and Finance, Elsevier, vol. 52(C).
- Baeckström, Ylva & Tosun, Onur Kemal & Riefler, Raul, 2024. "Wealth as a moderating effect on gender differences in portfolio holdings," Global Finance Journal, Elsevier, vol. 60(C).
- Brunen, Ann-Christine & Laubach, Oliver, 2022. "Do sustainable consumers prefer socially responsible investments? A study among the users of robo advisors," Journal of Banking & Finance, Elsevier, vol. 136(C).
- Ullah, Rafid & Ismail, Hishamuddin Bin & Islam Khan, Mohammad Tariqul & Zeb, Ali, 2024. "Nexus between Chat GPT usage dimensions and investment decisions making in Pakistan: Moderating role of financial literacy," Technology in Society, Elsevier, vol. 76(C).
- Desagre, Christophe & D’Hondt, Catherine, 2021. "Googlization and retail trading activity," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
- Balasubramnian, Bhanu & Sargent, Carol Springer, 2020. "Impact of inflated perceptions of financial literacy on financial decision making," Journal of Economic Psychology, Elsevier, vol. 80(C).
- Basha, Shabeen Afsar & Bennasr, Hamdi & Goaied, Mohamed, 2023. "Financial literacy, financial development, and leverage of small firms," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Bellofatto, Anthony & Broihanne, Marie-Hélène & D'Hondt, Catherine, 2019. "Appetite for information and trading behavior," LIDAM Discussion Papers LFIN 2019002, Université catholique de Louvain, Louvain Finance (LFIN).
- Marie-Hélène BROIHANNE, 2021. "Testing the gender gap in subjective financial literacy of spouses," Working Papers of LaRGE Research Center 2021-08, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Baeckström, Ylva & Marsh, Ian W. & Silvester, Joanne, 2021. "Variations in investment advice provision: A study of financial advisors of millionaire investors," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 716-735.
- Inghelbrecht, Koen & Tedde, Mariachiara, 2024. "Overconfidence, financial literacy and excessive trading," Journal of Economic Behavior & Organization, Elsevier, vol. 219(C), pages 152-195.
- D’Hondt, Catherine & Merli, Maxime & Roger, Tristan, 2022. "What drives retail portfolio exposure to ESG factors?," Finance Research Letters, Elsevier, vol. 46(PB).
- Baeckström, Ylva & Marsh, Ian W. & Silvester, Joanne, 2021. "Financial advice and gender: Wealthy individual investors in the UK," Journal of Corporate Finance, Elsevier, vol. 71(C).
- Catherine D’hondt & Maxime Merli & Tristan Roger, 2021. "What drives retail portfolio exposure to ESG factors?," Post-Print hal-03373287, HAL.
- D'Hondt, Catherine & Elhichou Elmaya, Younes & Petitjean, Mikael, 2020. "Retail Investing in Passive Exchange Traded Funds," LIDAM Discussion Papers LFIN 2020013, Université catholique de Louvain, Louvain Finance (LFIN).
- Corneille, Olivier & De Winne, Rudy & D'Hondt, Catherine, 2018.
"The Disposition Effect does not survive disclosure of expected price trends,"
LIDAM Reprints LFIN
2018003, Université catholique de Louvain, Louvain Finance (LFIN).
- Corneille, Olivier & De Winne, Rudy & D’Hondt, Catherine, 2018. "The disposition effect does not survive disclosure of expected price trends," Journal of Behavioral and Experimental Finance, Elsevier, vol. 20(C), pages 80-91.
Cited by:
- Stephen L Cheung & Nathan Rogut, 2024. "Portfolio framing and diversification in a disposition effect experiment," Working Papers 2024-17, University of Sydney, School of Economics.
- Bachmann, Kremena, 2024. "Do you have a choice?: Implications for belief updating and the disposition effect," Journal of Economic Psychology, Elsevier, vol. 102(C).
- Stephen L Cheung, 2024. "A meta-analysis of disposition effect experiments," Working Papers 2024-02, University of Sydney, School of Economics.
- Guenther, Benno & Lordan, Grace, 2023. "When the disposition effect proves to be rational: experimental evidence from professional traders," LSE Research Online Documents on Economics 118353, London School of Economics and Political Science, LSE Library.
- De Winne, Rudy & Platten, Isabelle & Gresse, Carole, 2014.
"Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index,"
LIDAM Reprints LFIN
2014003, Université catholique de Louvain, Louvain Finance (LFIN).
- De Winne, Rudy & Gresse, Carole & Platten, Isabelle, 2014. "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 31-43.
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2014. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00997859, HAL.
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2009. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00674163, HAL.
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2008. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00673252, HAL.
Cited by:
- Luqi Yuan & Shihong Zeng, 2023. "The Comparison and Analysis of Exchange Traded Funds (ETFs) Return Rates," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(2), pages 1-4.
- Huyen Phuong Do & Bich Ngoc Do & Tra My Nguyen & Thinh Vu Duy, 2021. "Arbitrage with Exchange-traded Funds: A Case of E1VFVN30 Based on Intraday Data," Economic Research Guardian, Weissberg Publishing, vol. 11(1), pages 130-143, June.
Articles
- Corneille, O. & D’Hondt, C. & De Winne, R. & Efendic, E. & Todorovic, A., 2021.
"What leads people to tolerate negative interest rates on their savings?,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 93(C).
See citations under working paper version above.
- Corneille, O. & D’Hondt, Catherine & De Winne, Rudy & Efendic, E. & Todorovic, Aleksandar, 2021. "What leads people to tolerate negative interest rates on their savings?," LIDAM Reprints LFIN 2021011, Université catholique de Louvain, Louvain Finance (LFIN).
- Corneille, Olivier & D'Hondt, Catherine & De Winne, Rudy & Efendic, Emir & Todorovic, Aleksandar, 2020. "What leads people to tolerate negative interest rates on their savings?," LIDAM Discussion Papers LFIN 2020005, Université catholique de Louvain, Louvain Finance (LFIN).
- De Winne, Rudy, 2021.
"Measuring the disposition effect,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
See citations under working paper version above.
- De Winne, Rudy, 2020. "Measuring the disposition effect," LIDAM Discussion Papers LFIN 2020001, Université catholique de Louvain, Louvain Finance (LFIN).
- De Winne, Rudy, 2021. "Measuring the disposition effect," LIDAM Reprints LFIN 2021002, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021.
"Do retail investors bite off more than they can chew? A close look at their return objectives,"
Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 879-902.
See citations under working paper version above.
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021. "Do retail investors bite off more than they can chew? A close look at their return objectives," LIDAM Discussion Papers LFIN 2021003, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021. "Do retail investors bite off more than they can chew? A close look at their return objectives," LIDAM Reprints LFIN 2021015, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Ghysels, Eric & Raymond, Steve, 2020.
"Artificial Intelligence Alter Egos: Who might benefit from robo-investing?,"
Journal of Empirical Finance, Elsevier, vol. 59(C), pages 278-299.
See citations under working paper version above.
- D'Hondt, Catherine & De Winne, Rudy & Ghysels, Eric & Raymond, Steve, 2020. "Artificial Intelligence Alter Egos: Who might benefit from robo-investing?," LIDAM Reprints LFIN 2020007, Université catholique de Louvain, Louvain Finance (LFIN).
- Corneille, Olivier & De Winne, Rudy & D’Hondt, Catherine, 2018.
"The disposition effect does not survive disclosure of expected price trends,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 20(C), pages 80-91.
See citations under working paper version above.
- Corneille, Olivier & De Winne, Rudy & D'Hondt, Catherine, 2018. "The Disposition Effect does not survive disclosure of expected price trends," LIDAM Reprints LFIN 2018003, Université catholique de Louvain, Louvain Finance (LFIN).
- Bellofatto, Anthony & D’Hondt, Catherine & De Winne, Rudy, 2018.
"Subjective financial literacy and retail investors’ behavior,"
Journal of Banking & Finance, Elsevier, vol. 92(C), pages 168-181.
See citations under working paper version above.
- Bellofatto, Anthony & D'Hondt, Catherine & De Winne, Rudy, 2018. "Subjective Financial Literacy and Retail Investors’ Behavior," LIDAM Reprints LFIN 2018004, Université catholique de Louvain, Louvain Finance (LFIN).
- De Winne, Rudy & Gresse, Carole & Platten, Isabelle, 2014.
"Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index,"
International Review of Financial Analysis, Elsevier, vol. 34(C), pages 31-43.
See citations under working paper version above.
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2014. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00997859, HAL.
- De Winne, Rudy & Platten, Isabelle & Gresse, Carole, 2014. "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," LIDAM Reprints LFIN 2014003, Université catholique de Louvain, Louvain Finance (LFIN).
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2009. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00674163, HAL.
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2008. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00673252, HAL.
- Rudy De Winne & Catherine D'hondt, 2007.
"Hide-and-Seek in the Market: Placing and Detecting Hidden Orders,"
Review of Finance, European Finance Association, vol. 11(4), pages 663-692.
Cited by:
- Moinas, Sophie, 2010.
"Hidden Limit Orders and Liquidity in Order Driven Markets,"
TSE Working Papers
10-147, Toulouse School of Economics (TSE).
- Moinas, Sophie, 2010. "Hidden Limit Orders and Liquidity in Order Driven Markets," IDEI Working Papers 600, Institut d'Économie Industrielle (IDEI), Toulouse.
- Hautsch, Nikolaus & Huang, Ruihong, 2012.
"On the dark side of the market: Identifying and analyzing hidden order placements,"
SFB 649 Discussion Papers
2012-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hautsch, Nikolaus & Huang, Ruihong, 2012. "On the dark side of the market: Identifying and analyzing hidden order placements," CFS Working Paper Series 2012/04, Center for Financial Studies (CFS).
- Sim, Min Kyu & Deng, Shijie, 2020. "Estimation of level-I hidden liquidity using the dynamics of limit order-book," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
- Sabrina Buti & Barbara Rindi & Ingrid M. Werner, 2011. "Dark Pool Trading Strategies," Working Papers 421, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Cox, Justin S., 2022. "The impact of reporting changes on hidden liquidity: Evidence from the Chicago stock exchange," Global Finance Journal, Elsevier, vol. 53(C).
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2014.
"Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index,"
Post-Print
halshs-00997859, HAL.
- De Winne, Rudy & Platten, Isabelle & Gresse, Carole, 2014. "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," LIDAM Reprints LFIN 2014003, Université catholique de Louvain, Louvain Finance (LFIN).
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2009. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00674163, HAL.
- De Winne, Rudy & Gresse, Carole & Platten, Isabelle, 2014. "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 31-43.
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2008. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00673252, HAL.
- Cebiroğlu, Gökhan & Horst, Ulrich, 2012. "Hidden liquidity: Determinants and impact," SFB 649 Discussion Papers 2012-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Egginton, Jared F. & McBrayer, Garrett A. & Watson, Ethan D., 2023. "Shades of trade: Dark trading and price efficiency," Journal of Banking & Finance, Elsevier, vol. 155(C).
- Gozluklu, Arie E., 2016. "Pre-trade transparency and informed trading: Experimental evidence on undisclosed orders," Journal of Financial Markets, Elsevier, vol. 28(C), pages 91-115.
- Attig, Najah & El Ghoul, Sadok, 2021. "Flying under the radar: The real effects of anonymous trading," Journal of Corporate Finance, Elsevier, vol. 71(C).
- BELTRAN-LOPEZ, Héléna & GIOT, Pierre & GRAMMIG, Joachim, 2009.
"Commonalities in the order book,"
LIDAM Reprints CORE
2195, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Helena, BELTRAN & Pierre, GIOT & Joachim, GRAMMIG, 2005. "Commonalities in the order book," Discussion Papers (ECON - Département des Sciences Economiques) 2005014, Université catholique de Louvain, Département des Sciences Economiques.
- BELTRAN, Helena & GIOT, Pierre & GRAMMIG, Joachim, 2005. "Commonalities in the order book," LIDAM Discussion Papers CORE 2005011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Héléna Beltran-Lopez & Pierre Giot & Joachim Grammig, 2009. "Commonalities in the order book," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(3), pages 209-242, September.
- Beltran-Lopez, Héléna & Giot, Pierre & Grammig, Joachim G., 2009. "Commonalities in the order book," CFR Working Papers 09-05, University of Cologne, Centre for Financial Research (CFR).
- Buti, Sabrina & Rindi, Barbara & Werner, Ingrid M., 2010.
"Dynamic Dark Pool Trading Strategies in Limit Order Markets,"
Working Paper Series
2010-6, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Sabrina Buti & Barbara Rindi & Ingrid M. Werner, 2010. "Dynamic Dark Pool Trading Strategies in Limit Order Markets," Working Papers 371, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Degryse, Hans & Karagiannis, Nikolaos, 2019. "Priority Rules," CEPR Discussion Papers 14127, C.E.P.R. Discussion Papers.
- Quanbiao Shang & Teresa Serra & Philip Garcia & Mindy Mallory, 2021. "Looking under the surface: An analysis of iceberg orders in the U.S. agricultural futures markets," Agricultural Economics, International Association of Agricultural Economists, vol. 52(4), pages 679-699, July.
- Lo, Danny K. & Hall, Anthony D., 2015. "Resiliency of the limit order book," Journal of Economic Dynamics and Control, Elsevier, vol. 61(C), pages 222-244.
- Degryse, Hans & Karagiannis, Nikolaos & Tombeur, Geoffrey & Wuyts, Gunther, 2021. "Two shades of opacity: Hidden orders and dark trading," Journal of Financial Intermediation, Elsevier, vol. 47(C).
- Borisova, Ginka & Yadav, Pradeep K., 2015. "Government ownership, informed trading, and private information," CFR Working Papers 15-13, University of Cologne, Centre for Financial Research (CFR).
- Sabrina Buti & Barbara Rindi, 2011. "Undisclosed Orders and Optimal Submission Strategies in a Dynamic Limit Order Market," Working Papers 389, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Borisova, Ginka & Yadav, Pradeep K., 2015. "Government ownership, informed trading, and private information," Journal of Corporate Finance, Elsevier, vol. 33(C), pages 196-211.
- Bessembinder, Hendrik & Panayides, Marios & Venkataraman, Kumar, 2009. "Hidden liquidity: An analysis of order exposure strategies in electronic stock markets," Journal of Financial Economics, Elsevier, vol. 94(3), pages 361-383, December.
- Guo, Jiaqi & Holmes, Phil & Altanlar, Ali, 2020. "Is herding spurious or intentional? Evidence from analyst recommendation revisions and sentiment," International Review of Financial Analysis, Elsevier, vol. 71(C).
- Yamamoto, Ryuichi, 2014. "An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 369-383.
- Laura Delaney & Polina Kovaleva, 2017. "The dampening effect of iceberg orders on small traders’ welfare," Annals of Finance, Springer, vol. 13(4), pages 453-484, November.
- Chakrabarty, Bidisha & Corwin, Shane A. & Panayides, Marios A., 2011. "When a halt is not a halt: An analysis of off-NYSE trading during NYSE market closures," Journal of Financial Intermediation, Elsevier, vol. 20(3), pages 361-386, July.
- Katarzyna Bień-Barkowska, 2014. "Capturing Order Book Dynamics in the Interbank EUR/PLN Spot Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(1), pages 93-117, January.
- Stefan Frey & Patrik Sandås, 2017. "The Impact of Iceberg Orders in Limit Order Books," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 7(03), pages 1-43, September.
- Danny Lo, 2015. "Essays in Market Microstructure and Investor Trading," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 4-2015, January-A.
- Frey, Stefan & Sandås, Patrik, 2008. "The impact of hidden liquidity in limit order books," CFS Working Paper Series 2008/48, Center for Financial Studies (CFS).
- Frey, Stefan & Sandås, Patrik, 2009. "The impact of iceberg orders in limit order books," CFR Working Papers 09-06, University of Cologne, Centre for Financial Research (CFR).
- Kovaleva, Polina & Iori, Giulia, 2015. "The impact of reduced pre-trade transparency regimes on market quality," Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 145-162.
- Moinas, Sophie, 2010.
"Hidden Limit Orders and Liquidity in Order Driven Markets,"
TSE Working Papers
10-147, Toulouse School of Economics (TSE).
- Rudy De Winne & Christophe Majois, 2003.
"A comparison of alternative spread décomposition models on Euronext Brussels,"
Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 46(4), pages 91-136.
Cited by:
- Zreik, Ousayna & Louhichi, Waël, 2017. "Risk sentiment and firms’ liquidity in the French market," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 809-823.
- Araújo, Gustavo Silva & Barbedo, Claudio Henrique da S. & Vicente, José Valentim M., 2014.
"The adverse selection cost component of the spread of Brazilian stocks,"
Emerging Markets Review, Elsevier, vol. 21(C), pages 21-41.
- Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo & José Valentim Machado Vicente, 2011. "The Adverse Selection Cost Component of the Spread of Brazilian Stocks," Working Papers Series 263, Central Bank of Brazil, Research Department.
- Timotheos Angelidis & Alexandros Benos, 2009.
"The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange,"
European Financial Management, European Financial Management Association, vol. 15(1), pages 112-144, January.
- Timotheos Angelidis & Alexandros Benos, "undated". "The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange," Working Papers 0615, University of Crete, Department of Economics.
- José Yagüe & J. Gómez-Sala, 2005. "Price and tick size preferences in trading activity changes around stock split executions," Spanish Economic Review, Springer;Spanish Economic Association, vol. 7(2), pages 111-138, June.
- Louis R. Mercorelli & David Michayluk & Anthony D. Hall, 2008. "Modelling Adverse Selection on Electronic Order-Driven Markets," Research Paper Series 220, Quantitative Finance Research Centre, University of Technology, Sydney.
More information
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This author is among the top 5% authors according to these criteria:Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MST: Market Microstructure (4) 2018-11-19 2020-10-12 2021-09-27 2023-06-19
- NEP-CBA: Central Banking (2) 2020-10-12 2022-02-28
- NEP-FDG: Financial Development and Growth (2) 2020-10-12 2020-10-12
- NEP-BIG: Big Data (1) 2019-07-22
- NEP-CMP: Computational Economics (1) 2019-07-22
- NEP-CWA: Central and Western Asia (1) 2021-05-03
- NEP-DCM: Discrete Choice Models (1) 2023-06-19
- NEP-FLE: Financial Literacy and Education (1) 2021-05-03
- NEP-FMK: Financial Markets (1) 2021-05-03
- NEP-ISF: Islamic Finance (1) 2021-09-27
- NEP-PAY: Payment Systems and Financial Technology (1) 2019-07-22
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