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Mikael PETITJEAN

Personal Details

First Name:Mikael
Middle Name:
Last Name:Petitjean
Suffix:
RePEc Short-ID:ppe804
[This author has chosen not to make the email address public]
http://www.mpetitjean.com/
Terminal Degree: Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM); Université Catholique de Louvain (from RePEc Genealogy)

Affiliation

(34%) Louvain Finance
Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM)
Université Catholique de Louvain

Louvain-la-Neuve, Belgium
https://uclouvain.be/en/research-institutes/lidam/lfin
RePEc:edi:lfuclbe (more details at EDIRC)

(66%) Lille Économie et Management (LEM)

Lille, France
http://lem.univ-lille.fr/
RePEc:edi:laborfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Desagre, Christophe & Mazza, Paolo & Petitjean, Mikael, 2023. "Crypto market dynamics in stressful conditions," LIDAM Reprints LFIN 2023001, Université catholique de Louvain, Louvain Finance (LFIN).
  2. D’Hondt, Catherine & Elhichou Elmaya, Younes & Petitjean, Mikael, 2021. "Blaming or praising passive ETFs?," LIDAM Discussion Papers LFIN 2021008, Université catholique de Louvain, Louvain Finance (LFIN).
  3. Petitjean, Mikael, 2021. "Judging the functioning of equity markets in 2020: A bird's-eye (re)view," LIDAM Reprints LFIN 2021019, Université catholique de Louvain, Louvain Finance (LFIN).
  4. Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021. "Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks," LIDAM Reprints LFIN 2021016, Université catholique de Louvain, Louvain Finance (LFIN).
  5. Laly, Floris & Petitjean, Mikael, 2021. "Mini flash crashes: Review, taxonomy and policy responses," LIDAM Reprints LFIN 2021017, Université catholique de Louvain, Louvain Finance (LFIN).
  6. Desagre, Christophe & D’Hondt, Catherine & Petitjean, Mikael, 2021. "The rise of fast trading: Curse or blessing for liquidity?," LIDAM Reprints LFIN 2021018, Université catholique de Louvain, Louvain Finance (LFIN).
  7. 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).
  8. Petitjean, Mikael, 2019. "Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies?," LIDAM Reprints LFIN 2019002, Université catholique de Louvain, Louvain Finance (LFIN).
  9. Mazza, Paolo & Petitjean, Mikael, 2019. "Testing the effect of technical analysis on market quality and order book dynamics," LIDAM Reprints LFIN 2019006, Université catholique de Louvain, Louvain Finance (LFIN).
  10. Petitjean, Mikael, 2018. "Le sauvetage des institutions financières a épargné plusieurs milliards d’euros aux pouvoirs publics," LIDAM Reprints LFIN 2018006, Université catholique de Louvain, Louvain Finance (LFIN).
  11. Petitjean, Mikael, 2018. "La Belgique est-elle inégalitaire ?," LIDAM Reprints LFIN 2018007, Université catholique de Louvain, Louvain Finance (LFIN).
  12. Vrins, Frédéric & Petitjean, Mikael, 2018. "Extreme events and the cumulative distribution of net gains in gambling and structured products," LIDAM Reprints LFIN 2018010, Université catholique de Louvain, Louvain Finance (LFIN).
  13. Mazza, Paolo & Petitjean, Mikael, 2018. "Implicit transaction cost management using intraday price dynamics," LIDAM Reprints LFIN 2018008, Université catholique de Louvain, Louvain Finance (LFIN).
  14. Petitjean, Mikael, 2018. "What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank," LIDAM Reprints LFIN 2018002, Université catholique de Louvain, Louvain Finance (LFIN).
  15. Boullenger, Victor & Petitjean, Mikael & Daguet, Patrick, 2017. "Capital-risque et performance à court terme de l’entreprise après introduction en bourse," LIDAM Reprints LFIN 2017004, Université catholique de Louvain, Louvain Finance (LFIN).
  16. Petitjean, Mikael, 2016. "On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios," LIDAM Reprints LFIN 2016002, Université catholique de Louvain, Louvain Finance (LFIN).
  17. Petitjean, Mikael, 2016. "La vitesse sur les marchés financiers : stop ou encore ?," LIDAM Reprints LFIN 2016004, Université catholique de Louvain, Louvain Finance (LFIN).
  18. Petitjean, Mikael, 2015. "D'une démocratie des opinions à une aristocratie des connaissances," LIDAM Reprints LFIN 2015005, Université catholique de Louvain, Louvain Finance (LFIN).
  19. Petitjean, Mikael, 2015. "Chapeau bas et respect pour Albert FRERE ?," LIDAM Reprints LFIN 2015007, Université catholique de Louvain, Louvain Finance (LFIN).
  20. Petitjean, Mikael, 2015. "Les sept familles de l'ISR," LIDAM Reprints LFIN 2015002, Université catholique de Louvain, Louvain Finance (LFIN).
  21. Petitjean, Mikael, 2015. "How integrated is the European carbon derivatives market?," LIDAM Reprints LFIN 2015004, Université catholique de Louvain, Louvain Finance (LFIN).
  22. Petitjean, Mikael, 2015. "La taxe sur la "bourse casino"," LIDAM Reprints LFIN 2015003, Université catholique de Louvain, Louvain Finance (LFIN).
  23. Petitjean, Mikael, 2014. "La Bourse, truquée?," LIDAM Reprints LFIN 2014004, Université catholique de Louvain, Louvain Finance (LFIN).
  24. Petitjean, Mikael, 2014. "Quel secteur financier voulons-nous pour nos enfants?," LIDAM Reprints LFIN 2014002, Université catholique de Louvain, Louvain Finance (LFIN).
  25. Petitjean, Mikael, 2014. "Inégalités patrimoniales, moralisme et passeport," LIDAM Reprints LFIN 2014005, Université catholique de Louvain, Louvain Finance (LFIN).
  26. Godart, Camille & Petitjean, Mikael, 2014. "De la médiocrité des conseils d’investissement de Test-Achats invest sur actions individuelles," LIDAM Reprints LFIN 2014008, Université catholique de Louvain, Louvain Finance (LFIN).
  27. Petitjean, Mikael, 2014. "Testing the profitability of contrarian trading strategies based on the overreaction hypothesis," LIDAM Reprints LFIN 2014001, Université catholique de Louvain, Louvain Finance (LFIN).
  28. Boudt, Kris & Petitjean, Mikael, 2014. "Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks," LIDAM Reprints LFIN 2014006, Université catholique de Louvain, Louvain Finance (LFIN).
  29. Duvinage, Matthieu & Mazza, Paolo & Petitjean, Mikael, 2013. "The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks," LIDAM Reprints LFIN 2013001, Université catholique de Louvain, Louvain Finance (LFIN).
  30. Caliman, Thibaut & D'Hondt, Catherine & Petitjean, Mikael, 2013. "Determining an optimal multiplier in dynamic core-satellite strategies," LIDAM Reprints LFIN 2013005, Université catholique de Louvain, Louvain Finance (LFIN).
  31. Petitjean, Mikael, 2013. "Il n’y aura pas de croissance solide sans confiance dans l’avenir," LIDAM Reprints LFIN 2013004, Université catholique de Louvain, Louvain Finance (LFIN).
  32. Petitjean, Mikael, 2013. "Bank failures and regulation: a critical review," LIDAM Reprints LFIN 2013006, Université catholique de Louvain, Louvain Finance (LFIN).
  33. LESPLINGART, Clothilde & MAJOIS, Christophe & PETITJEAN, Mikael, 2012. "Liquidity and CDS premiums on European companies around the Subprime crisis," LIDAM Reprints CORE 2440, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  34. GIOT, Pierre & PETITJEAN, Mikael, 2011. "On the statistical and economic performance of stock return predictive regression models: an international perspective," LIDAM Reprints CORE 2327, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  35. BEAUPAIN, Renoud & GIOT, Pierre & PETITJEAN, Mikael, 2010. "Volatility regimes and liquidity co-movements in cap-based portfolios," LIDAM Reprints CORE 2328, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  36. GIOT, Pierre & LAURENT, Sébastien & PETITJEAN, Mikael, 2010. "Trading activity, realized volatility and jumps," LIDAM Reprints CORE 2223, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  37. R. Beaupain & S. Dauginet & M. Petitjean, 2010. "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-00675992, HAL.
  38. GIOT, Pierre & PETITJEAN, Mikael, 2006. "The information content of the Bond-Equity Yield Ratio: better than a random walk?," LIDAM Discussion Papers CORE 2006089, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  39. BEAUPAIN, Renaud & GIOT, Pierre & PETITJEAN, Mikael, 2006. "Market-wide liquidity co-movements, volatility regimes and market cap sizes," LIDAM Discussion Papers CORE 2006102, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  40. GIOT, Pierre & PETITJEAN, Mikael, 2006. "Short-term market timing using the Bond-Equity Yield Ratio," LIDAM Discussion Papers CORE 2006090, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  41. GIOT, Pierre & PETITJEAN, Mikael, 2006. "International stock return predictability: statistical evidence and economic significance," LIDAM Discussion Papers CORE 2006088, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  42. GIOT, Pierre & PETITJEAN, Mikael, 2005. "Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio," LIDAM Discussion Papers CORE 2005010, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  43. Mikael Petitjean & Pierre Giot, 2004. "Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison," Computing in Economics and Finance 2004 6, Society for Computational Economics.
  44. Mikael Petitjean, 1999. "Une introduction aux modèles de croissance : de l'exogénéité à l'endogénisation," SEII Working Papers 990901, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics.
  45. Mikael Petitjean, 1999. "Des effets de la globalisation sur les inégalités régionales : quelques apports fondamentaux de l'économie géographique," SEII Working Papers 990401, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics.
  46. Mikael Petitjean, 1998. "Spécialisation industrielle et consommation apparente : le cas de la Province de Liège en Belgique," SEII Working Papers 981102, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics.
  47. Mikael Petitjean, 1998. "Exogeneous Technical Progress and International Trade : Is It Outdated?," SEII Working Papers 980401, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics.
  48. Mikael Petitjean, 1998. "La Politique Agricole Commune et l'Agenda 2000," SEII Working Papers 981201, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics.
  49. Mikael Petitjean, 1997. "The Balance of Payments in Belgium and the IMF Approach," SEII Working Papers 970301, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics.
  50. Mikael Petitjean, 1997. "Echanges internationaux et économie mondiale," SEII Working Papers 970201, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics.

Articles

  1. Ansaram, Karishma & Petitjean, Mikael, 2024. "A global perspective on the nexus between energy and stock markets in light of the rise of renewable energy," Energy Economics, Elsevier, vol. 131(C).
  2. Christophe Desagre & Paolo Mazza & Mikael Petitjean, 2023. "Crypto market dynamics in stressful conditions," Applied Economics, Taylor & Francis Journals, vol. 55(27), pages 3121-3153, June.
  3. Christophe Desagre & Catherine D’Hondt & Mikael Petitjean, 2022. "The rise of fast trading: Curse or blessing for liquidity?," Finance, Presses universitaires de Grenoble, vol. 43(3), pages 119-158.
  4. Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021. "Market instability and technical trading at high frequency: Evidence from NASDAQ stocks," Economic Modelling, Elsevier, vol. 102(C).
  5. Floris Laly & Mikael Petitjean, 2020. "Mini flash crashes: Review, taxonomy and policy responses," Bulletin of Economic Research, Wiley Blackwell, vol. 72(3), pages 251-271, July.
  6. Petitjean, Mikael, 2019. "Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies?," Energy Economics, Elsevier, vol. 80(C), pages 502-511.
  7. Paolo Mazza & Mikael Petitjean, 2019. "Testing the effect of technical analysis on market quality and order book dynamics," Applied Economics, Taylor & Francis Journals, vol. 51(18), pages 1947-1976, April.
  8. Paolo Mazza & Mikael Petitjean, 2018. "Implicit transaction cost management using intraday price dynamics," Applied Economics, Taylor & Francis Journals, vol. 50(39), pages 4264-4274, August.
  9. Frédéric Vrins & Mikael Petitjean, 2018. "Extreme events and the cumulative distribution of net gains in gambling and structured products," Applied Economics, Taylor & Francis Journals, vol. 50(58), pages 6285-6300, December.
  10. Petitjean, Mikael, 2018. "What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank," Finance Research Letters, Elsevier, vol. 26(C), pages 9-14.
  11. Mazza, Paolo & Petitjean, Mikael, 2016. "On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios," Economic Modelling, Elsevier, vol. 54(C), pages 67-81.
  12. Mazza, Paolo & Petitjean, Mikael, 2015. "How integrated is the European carbon derivatives market?," Finance Research Letters, Elsevier, vol. 15(C), pages 18-30.
  13. Boudt, Kris & Petitjean, Mikael, 2014. "Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks," Journal of Financial Markets, Elsevier, vol. 17(C), pages 121-149.
  14. Camille Godart & Mikael Petitjean, 2014. "De La Mediocrite Des Conseils D’Investissement De Test-Achats Invest Sur Actions Individuelles," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 57(3), pages 399-421.
  15. Matthieu Duvinage & Paolo Mazza & Mikael Petitjean, 2013. "The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks," Quantitative Finance, Taylor & Francis Journals, vol. 13(7), pages 1059-1070, January.
  16. Mikael Petitjean, 2013. "Bank failures and regulation: a critical review," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 21(1), pages 16-38, February.
  17. Thibaut Caliman & Catherine D'Hondt & Mikael Petitjean, 2013. "Determining an optimal multiplier in dynamic core-satellite strategies," Journal of Asset Management, Palgrave Macmillan, vol. 14(4), pages 210-227, August.
  18. Clothilde Lesplingart & Christophe Majois & Mikael Petitjean, 2012. "Liquidity and CDS premiums on European companies around the Subprime crisis," Review of Derivatives Research, Springer, vol. 15(3), pages 257-281, October.
  19. Pierre Giot & Mikael Petitjean, 2011. "On the statistical and economic performance of stock return predictive regression models: an international perspective," Quantitative Finance, Taylor & Francis Journals, vol. 11(2), pages 175-193.
  20. Francois Delcourt & Mikael Petitjean, 2011. "To what extent is resampling useful in portfolio management?," Applied Economics Letters, Taylor & Francis Journals, vol. 18(3), pages 239-244.
  21. Thibaut Moyaert & Mikael Petitjean, 2011. "The performance of popular stochastic volatility option pricing models during the subprime crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 21(14), pages 1059-1068.
  22. Renaud Beaupain & Pierre Giot & Mikael Petitjean, 2010. "Volatility regimes and liquidity co-movements in cap-based portfolios," Finance, Presses universitaires de Grenoble, vol. 31(1), pages 55-79.
  23. Giot, Pierre & Laurent, Sébastien & Petitjean, Mikael, 2010. "Trading activity, realized volatility and jumps," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 168-175, January.
  24. Pierre Giot & Mikael Petitjean, 2009. "Short-term market timing using the bond-equity yield ratio," The European Journal of Finance, Taylor & Francis Journals, vol. 15(4), pages 365-384.
  25. Giot, Pierre & Petitjean, Mikael, 2007. "The information content of the Bond-Equity Yield Ratio: Better than a random walk?," International Journal of Forecasting, Elsevier, vol. 23(2), pages 289-305.
  26. Mikael Petitjean, 2000. "Les effets de la globalisation sur les inégalités régionales : quelques apports fondamentaux de l'économie géographique," Revue Tiers Monde, Programme National Persée, vol. 41(164), pages 775-790.

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Statistics

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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 3 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.
  1. NEP-AGR: Agricultural Economics (1) 1999-04-27
  2. NEP-CWA: Central and Western Asia (1) 2022-02-28
  3. NEP-EEC: European Economics (1) 1999-04-27
  4. NEP-FLE: Financial Literacy and Education (1) 2021-01-04
  5. NEP-IND: Industrial Organization (1) 1999-04-27

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