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Content
2024
- 2024010 Gender vs. personality: The role of masculinity in explaining cognitive style
by Plotkina, Daria & Hoffmann, Arvid O.I. & Roger, Patrick & D’Hondt, Catherine
- 2024009 Measuring speculation beyond day trading and bets on lottery-like stocks
by De Bondt, Werner & De Winne, Rudy & D’Hondt, Catherine
- 2024008 The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA
by Iania, Leonardo & Collage, Robbe & Vereycken, Michiel
- 2024007 Looking ahead: Forecasting total energy carbon dioxide emissions
by Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo
- 2024006 Message in a bottle: Forecasting wine prices
by Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia
- 2024005 Asymmetric short-rate model without lower bound
by Vrins, Frédéric & Wang, Linqi
- 2024004 What makes econometric ideas popular: The role of connectivity
by Candelon, Bertrand & Joëts, Marc & Mignon, Valérie
- 2024003 A Multicountry Model of the Term Structures of Interest Rates with a GVAR
by Candelon, Bertrand & Moura, Rubens
- 2024002 Is There a Gender Gap in the Birthday‐Number Effect? The Case of Lotto Players and the Role of Sequential Choice
by D’Hondt, Catherine & Roger, Patrick & Hoffmann, Arvid & Plotkina, Daria
- 2024001 How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times of Crises and Uncertainty: The Analysis of Experts’ Opinions
by Boulier, Jean-François & D’Hondt, Catherine & Jawadi, Fredj & Prat, Georges & Rozin, Philippe & Taffler, Richard
2023
- 2023015 The distribution of sample mean-variance portfolio weights
by Kan, Raymond & Lassance, Nathan & Wang, Xiaolu
- 2023014 Target return as efficient driver of risk-taking
by D’Hondt, Catherine & De Winne, Rudy & Todorovic, Aleksandar
- 2023013 The risk premium in New Keynesian DSGE models: The cost of inflation channel
by Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael
- 2023012 On the Combination of Naive and Mean-Variance Portfolio Strategies
by Lassance, Nathan & Vanderveken, Rodolphe & Vrins, Frédéric
- 2023011 The Risk of Expected Utility under Parameter Uncertainty
by Lassance, Nathan & Martín-Utrera, Alberto & Simaan, Majeed
- 2023010 Sovereign yield curves and the COVID-19 in emerging markets
by Candelon, Bertrand & Moura, Rubens
- 2023009 Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework
by Barbagli, Matteo & Vrins, Frédéric
- 2023008 Bloomberg and the GameStop saga: the fear of stock market democracy
by Duterme, Tom
- 2023007 Testing for Causality between Climate Policies and Carbon Emissions Reduction
by Candelon, Bertrand & Hasse, Jean-Baptiste
- 2023006 Toward a Macroprudential Regulatory Framework for Mutual Funds
by Argyropoulos, Christos & Candelon, Bertrand & Hasse, Jean-Baptiste & Panopoulou, Ekaterini
- 2023005 SVB, Crédit Suisse, ... au suivant ?
by Vrins, Frédéric
- 2023004 Portfolio selection: A target-distribution approach
by Lassance, Nathan & Vrins, Frédéric
- 2023003 An Analytical Shrinkage Estimator for Linear Regression
by Lassance, Nathan
- 2023002 Non-Standard Errors
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,
- 2023001 Crypto market dynamics in stressful conditions
by Desagre, Christophe & Mazza, Paolo & Petitjean, Mikael
2022
- 2022014 Do modern stock exchanges emerge from competition? Evidence from the “Belgian Big Bang”
by Duterme, Tom
- 2022013 Macroprudential policies, economic growth and banking crises
by Belkhir, Mohamed & Ben Naceur, Sami & Candelon, Bertrand & Wijnandts, Jean-Charles
- 2022012 Number 19: Another Victim of the COVID‐19 Pandemic?
by Roger, Patrick & D’Hondt, Catherine & Plotkina, Daria & Hoffmann, Arvid
- 2022011 Meta-Learning Approaches for Recovery Rate Prediction
by Gambetti, Paolo & Roccazzella, Francesco & Vrins, Frédéric
- 2022010 Superstitious beliefs, locus of control, and feeling at risk in the face of Covid-19
by Hoffmann, Arvid & Plotkina, Daria & Roger, Patrick & D’Hondt, Catherine
- 2022009 Is cross-listing a panacea for improving earnings quality? The case of H- and B-share firms in China
by Arslan-Ayaydin, Özgür & Chen, Shimin & Ni, Serene Xu & Thewissen, James
- 2022008 A general firm-value model under partial information
by Mbaye, Cheikh & Sagna, Abass & Vrins, Frédéric
- 2022007 Dynamic portfolio selection with sector-specific regularization
by Hafner, Christian M. & Wang, Linqi
- 2022006 A dynamic conditional score model for the log correlation matrix
by Hafner, Christian M. & Wang, Linqi
- 2022005 Unpacking the black box of ICO white papers: a topic modeling approach
by Pastwa, Anna M. & Shrestha, Prabal & Thewissen, James & Torsin, Wouter
- 2022004 Does the yield curve signal recessions? New evidence from an international panel data analysis
by Hasse, Jean-Baptiste & Lajaunie, Quentin
- 2022003 Earnings Management Methods and CEO Political Affiliation
by Özgür, Arslan-Ayaydin & Thewissen, James & Torsin, Wouter
- 2022002 International Earnings Announcements: Tone, Forward-looking Statements, and Informativeness
by Henry, Elaine & Thewissen, James & Torsin, Wouter
- 2022001 Fragmentation in the European Monetary Union: Is it really over?
by Candelon, Bertrand & Luisi , Angelo & Roccazzella, Francesco
2021
- 2021025 Migration to the PRIIPs framework: what impact on the European risk indicator of UCITS funds ?
by Herr, Donovan & Clausse, Emilien & Vrins, Frédéric
- 2021024 Affine term structure models: a time-change approach with perfect fit to market curves
by Mbaye, Cheikh & Vrins, Frédéric
- 2021023 ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation
by Candelon, Bertrand & Hasse, Jean-Baptiste & Lajaunie, Quentin
- 2021022 Regularized regression when covariates are linked on a network: the 3CoSE algorithm
by Weber, Matthias & Striaukas, Jonas & Schumacher, Martin & Binder, Harald
- 2021021 Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs
by Aloy, Marcel & Laly, Floris & Laurent, Sébastien & Lecourt, Christelle
- 2021020 What drives retail portfolio exposure to ESG factors?
by D’Hondt, Catherine & Merli, Maxime & Roger, Tristan
- 2021019 Judging the functioning of equity markets in 2020: A bird's-eye (re)view
by Petitjean, Mikael
- 2021018 The rise of fast trading: Curse or blessing for liquidity?
by Desagre, Christophe & D’Hondt, Catherine & Petitjean, Mikael
- 2021017 Mini flash crashes: Review, taxonomy and policy responses
by Laly, Floris & Petitjean, Mikael
- 2021016 Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks
by Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas
- 2021015 Do retail investors bite off more than they can chew? A close look at their return objectives
by D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime
- 2021014 Optimal and robust combination of forecasts via constrained optimization and shrinkage
by Roccazzella, Francesco & Gambetti, Paolo & Vrins, Frédéric
- 2021013 Reconciling mean-variance portfolio theory with non-Gaussian returns
by Lassance, Nathan
- 2021012 Optimal Portfolio Diversification via Independent Component Analysis
by DeMiguel, Victor & Lassance, Nathan & Vrins, Frédéric
- 2021011 What leads people to tolerate negative interest rates on their savings?
by Corneille, O. & D’Hondt, Catherine & De Winne, Rudy & Efendic, E. & Todorovic, Aleksandar
- 2021010 Machine Learning Time Series Regressions With an Application to Nowcasting
by Babii, Andrii & Ghysels, Eric & Striaukas, Jonas
- 2021009 Diversification potential in real estate portfolios
by Candelon, Bertrand & Fuerst, Franz & Hasse, Jean-Baptiste
- 2021008 How risk-prone are people when facing a sure loss? Negative interest rates as a convenient conceptual framework
by Efendić, Emir & Corneille, Olivier & D’Hondt, Catherine & De Winne, Rudy
- 2021007 Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?
by De Backer, Bruno & Dewachter, Hans & Iania, Leonardo
- 2021006 Does managerial ability affect disclosure? Evidence from earnings press releases
by Yan, Beibei & Arslan-Ayaydin, Özgür & Thewissen, James & Torsin, Wouter
- 2021005 Portfolio selection with parsimonious higher comoments estimation
by Lassance, Nathan & Vrins, Frédéric
- 2021004 Trading leveraged Exchange-Traded products is hazardous to your wealth
by D’Hondt, Catherine & McGowan, Richard & Roger, Patrick
- 2021003 Global financial interconnectedness: a non-linear assessment of the uncertainty channel
by Candelon, Bertrand & Ferrara, Laurent & Joëts, Marc
- 2021002 Measuring the disposition effect
by De Winne, Rudy
- 2021001 Googlization and retail trading activity
by Desagre, Christophe & D’Hondt, Catherine
2020
- 2020007 Artificial Intelligence Alter Egos: Who might benefit from robo-investing?
by D'Hondt, Catherine & De Winne, Rudy & Ghysels, Eric & Raymond, Steve
- 2020005 Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach
by Allard, Anne-Florence & Iania, Leonardo & Smedts, Kristien
- 2020004 Institutions, regulations and initial coin offerings: An international perspective
by Thewissen, James & Arslan-Ayaydin, Özgür & Shrestha, Prabal & Torsin, Wouter
- 2020003 Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases
by Arslan-Ayaydin, Özgür & Bishara, Norman & Thewissen, James & Torsin, Wouter
- 2020002 Forecasting recovery rates on non-performing loans with machine learning
by Bellotti, Anthony & Brigo, Damiano & Gambetti, Paolo & Vrins, Frédéric
- 2020001 Disclosure tone management and labor unions
by Arslan-Ayaydina, Özgür & Thewissen, James & Torsin, Wouter
2019
- 2020006 SDES with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions
by Brigo, Damiano & Jeanblanc, Monique & Vrins, Frédéric
- 2019009 Minimum Rényi entropy portfolios
by Lassance, Nathan & Vrins, Frédéric
- 2019008 A Macro-Financial Analysis of the Corporate Bond Market
by Dewacther, Hans & Iania, Leonardo & Lemke, Wolfgang & Lyrio, Marco
- 2019007 Recovery rates: Uncertainty certainly matters
by Gambetti, Paolo & Gauthier, Geneviève & Vrins, Frédéric
- 2019006 Testing the effect of technical analysis on market quality and order book dynamics
by Mazza, Paolo & Petitjean, Mikael
- 2019005 Taming financial development to reduce crises
by Naceur, Sami Ben & Candelon, Bertrand & Lajaunie, Quentin
- 2019004 Piecewise constant martingales and lazy clocks
by Profeta, Christophe & Vrins, Frédéric
- 2019003 The informativeness of impression management - financial analysts and rhetorical style of CEO letters
by Yan, Beibei & Aerts, Walter & Thewissen, James
- 2019002 Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies?
by Petitjean, Mikael
- 2019001 Advances in Credit Risk Modeling and Management
by Vrins, Frédéric
2018
- 2018017 A Comparison of Pricing and Hedging Performances of Equity Derivatives Models
by Lassance, Nathan & Vrins, Frédéric
- 2018016 A subordinated CIR intensity model with application to wrong-way risk CVA
by Mbaye, Cheikh & Vrins, Frédéric
- 2018015 Bankruptcy and the cost of organized labor: Evidence from union elections
by Campello, Murillo & Gao, Janet & Qiu, Jiaping & Zhang, Yue
- 2018014 Bannissement des produits dérivés: la bonne affaire ?
by Vrins, Frédéric
- 2018013 Cross-country information transmissions and the role of commodity markets: A multichannel Markov switching approach
by Dahlqvist, Carl-Henrik
- 2018012 Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures
by Brigo, Damiano & Vrins, Frédéric
- 2018011 Effective network inference through multivariate information transfer estimation
by Dahlqvist, Carl-Henrik & Gnabo, Jean-Yves
- 2018010 Extreme events and the cumulative distribution of net gains in gambling and structured products
by Vrins, Frédéric & Petitjean, Mikael
- 2018009 High frequency trading and extreme price movements
by Brogaard, Jonathan & Carrion, Allen & Moyaert, Thibaut & Riordan, Ryan & Shkilko, Andriy & Sokolov, Konstantin
- 2018008 Implicit transaction cost management using intraday price dynamics
by Mazza, Paolo & Petitjean, Mikael
- 2018007 La Belgique est-elle inégalitaire ?
by Petitjean, Mikael
- 2018006 Le sauvetage des institutions financières a épargné plusieurs milliards d’euros aux pouvoirs publics
by Petitjean, Mikael
- 2018005 Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint
by Vrins, Frédéric
- 2018004 Subjective Financial Literacy and Retail Investors’ Behavior
by Bellofatto, Anthony & D'Hondt, Catherine & De Winne, Rudy
- 2018003 The Disposition Effect does not survive disclosure of expected price trends
by Corneille, Olivier & De Winne, Rudy & D'Hondt, Catherine
- 2018002 What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank
by Petitjean, Mikael
- 2018001 When does the tone of earnings press releases matter?
by Thewissen, James & Torsin, Wouter & Boudt, Kris
2017
2016
2015
- 2015009 A macro-financial analysis of the euro area sovereign bond market
by Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & Perea, Maite de Sola
- 2015008 Analysts' forecast error: a robust prediction model and its short-term trading profitability
by Boudt, Kris & de Goeij, Peter & Thewissen, James & Van Campenhout, Geert
- 2015007 Chapeau bas et respect pour Albert FRERE ?
by Petitjean, Mikael
- 2015006 Commonality on Euronext: Do Location and Account Type Matter?
by D'Hondt, Catherine & Majois, Christophe & Mazza, Paolo
- 2015005 D'une démocratie des opinions à une aristocratie des connaissances
by Petitjean, Mikael
- 2015004 How integrated is the European carbon derivatives market?
by Petitjean, Mikael
- 2015003 La taxe sur la "bourse casino"
by Petitjean, Mikael
- 2015002 Les sept familles de l'ISR
by Petitjean, Mikael
- 2015001 The securitization of gold and its potential impact on gold stocks
by Zhang, Yue
2014
- 2014009 Assessing warm ischemic injury of pig livers at hypothermic machine perfusion
by Liu, Qiang & Vekemans, Katrien & Iania, Leonardo & Komuta, Mina & Parkkinen, Jaakko & Heedfeld, Veerle & Wylin, Tine
- 2014008 De la médiocrité des conseils d’investissement de Test-Achats invest sur actions individuelles
by Godart, Camille & Petitjean, Mikael
- 2014007 Information in the yield curve: A macro-finance approach
by Dewachter, Hans & Iania, Leonardo & Lyrio, Marco
- 2014006 Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks
by Boudt, Kris & Petitjean, Mikael
- 2014005 Inégalités patrimoniales, moralisme et passeport
by Petitjean, Mikael
- 2014004 La Bourse, truquée?
by Petitjean, Mikael
- 2014003 Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index
by De Winne, Rudy & Platten, Isabelle & Gresse, Carole
- 2014002 Quel secteur financier voulons-nous pour nos enfants?
by Petitjean, Mikael
- 2014001 Testing the profitability of contrarian trading strategies based on the overreaction hypothesis
by Petitjean, Mikael
2013
- 2013006 Bank failures and regulation: a critical review
by Petitjean, Mikael
- 2013005 Determining an optimal multiplier in dynamic core-satellite strategies
by Caliman, Thibaut & D'Hondt, Catherine & Petitjean, Mikael
- 2013004 Il n’y aura pas de croissance solide sans confiance dans l’avenir
by Petitjean, Mikael
- 2013003 Sibuya copulas
by Hofert, Marius & Vrins, Frédéric
- 2013002 Synchronisation des chocs d'offre et de demande en Europe : un après euro ou une après crises des subprimes ?
by Gilson, Nathalie & Labondance, Fabien
- 2013001 The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks
by Duvinage, Matthieu & Mazza, Paolo & Petitjean, Mikael
2012
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