Mikael PETITJEAN
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Mikael |
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PETITJEAN |
Identifer
Contact
Affiliations
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Université Catholique de Louvain
/ Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM)
/ Louvain Finance (weight: 34%)
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Lille Économie et Management (LEM) (weight: 66%)
Research profile
author of:
- Retail Investing in Passive Exchange Traded Funds (RePEc:ajf:louvlf:2020013)
by D'Hondt, Catherine & Elhichou Elmaya, Younes & Petitjean, Mikael - Blaming or praising passive ETFs? (RePEc:ajf:louvlf:2021008)
by D’Hondt, Catherine & Elhichou Elmaya, Younes & Petitjean, Mikael - The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks (RePEc:ajf:louvlr:2013001)
by Duvinage, Matthieu & Mazza, Paolo & Petitjean, Mikael - Il n’y aura pas de croissance solide sans confiance dans l’avenir (RePEc:ajf:louvlr:2013004)
by Petitjean, Mikael - Determining an optimal multiplier in dynamic core-satellite strategies (RePEc:ajf:louvlr:2013005)
by Caliman, Thibaut & D'Hondt, Catherine & Petitjean, Mikael - Bank failures and regulation: a critical review (RePEc:ajf:louvlr:2013006)
by Petitjean, Mikael - Testing the profitability of contrarian trading strategies based on the overreaction hypothesis (RePEc:ajf:louvlr:2014001)
by Petitjean, Mikael - Quel secteur financier voulons-nous pour nos enfants? (RePEc:ajf:louvlr:2014002)
by Petitjean, Mikael - La Bourse, truquée? (RePEc:ajf:louvlr:2014004)
by Petitjean, Mikael - Inégalités patrimoniales, moralisme et passeport (RePEc:ajf:louvlr:2014005)
by Petitjean, Mikael - Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks (RePEc:ajf:louvlr:2014006)
by Boudt, Kris & Petitjean, Mikael - De la médiocrité des conseils d’investissement de Test-Achats invest sur actions individuelles (RePEc:ajf:louvlr:2014008)
by Godart, Camille & Petitjean, Mikael - Les sept familles de l'ISR (RePEc:ajf:louvlr:2015002)
by Petitjean, Mikael - La taxe sur la "bourse casino" (RePEc:ajf:louvlr:2015003)
by Petitjean, Mikael - How integrated is the European carbon derivatives market? (RePEc:ajf:louvlr:2015004)
by Petitjean, Mikael - D'une démocratie des opinions à une aristocratie des connaissances (RePEc:ajf:louvlr:2015005)
by Petitjean, Mikael - Chapeau bas et respect pour Albert FRERE ? (RePEc:ajf:louvlr:2015007)
by Petitjean, Mikael - On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios (RePEc:ajf:louvlr:2016002)
by Petitjean, Mikael - La vitesse sur les marchés financiers : stop ou encore ? (RePEc:ajf:louvlr:2016004)
by Petitjean, Mikael - Capital-risque et performance à court terme de l’entreprise après introduction en bourse (RePEc:ajf:louvlr:2017004)
by Boullenger, Victor & Petitjean, Mikael & Daguet, Patrick - What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank (RePEc:ajf:louvlr:2018002)
by Petitjean, Mikael - Le sauvetage des institutions financières a épargné plusieurs milliards d’euros aux pouvoirs publics (RePEc:ajf:louvlr:2018006)
by Petitjean, Mikael - La Belgique est-elle inégalitaire ? (RePEc:ajf:louvlr:2018007)
by Petitjean, Mikael - Implicit transaction cost management using intraday price dynamics (RePEc:ajf:louvlr:2018008)
by Mazza, Paolo & Petitjean, Mikael - Extreme events and the cumulative distribution of net gains in gambling and structured products (RePEc:ajf:louvlr:2018010)
by Vrins, Frédéric & Petitjean, Mikael - Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies? (RePEc:ajf:louvlr:2019002)
by Petitjean, Mikael - Testing the effect of technical analysis on market quality and order book dynamics (RePEc:ajf:louvlr:2019006)
by Mazza, Paolo & Petitjean, Mikael - Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks (RePEc:ajf:louvlr:2021016)
by Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas - Mini flash crashes: Review, taxonomy and policy responses (RePEc:ajf:louvlr:2021017)
by Laly, Floris & Petitjean, Mikael - The rise of fast trading: Curse or blessing for liquidity? (RePEc:ajf:louvlr:2021018)
by Desagre, Christophe & D’Hondt, Catherine & Petitjean, Mikael - Judging the functioning of equity markets in 2020: A bird's-eye (re)view (RePEc:ajf:louvlr:2021019)
by Petitjean, Mikael - Crypto market dynamics in stressful conditions (RePEc:ajf:louvlr:2023001)
by Desagre, Christophe & Mazza, Paolo & Petitjean, Mikael - Mini flash crashes: Review, taxonomy and policy responses (RePEc:bla:buecrs:v:72:y:2020:i:3:p:251-271)
by Floris Laly & Mikael Petitjean - De La Mediocrite Des Conseils D’Investissement De Test-Achats Invest Sur Actions Individuelles (RePEc:bxr:bxrceb:2013/226455)
by Camille Godart & Mikael Petitjean - Volatility regimes and liquidity co-movements in cap-based portfolios (RePEc:cai:finpug:fina_311_0055)
by Renaud Beaupain & Pierre Giot & Mikael Petitjean - The rise of fast trading: Curse or blessing for liquidity? (RePEc:cai:finpug:fina_pr_i)
by Christophe Desagre & Catherine D’Hondt & Mikael Petitjean - Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio (RePEc:cor:louvco:2005010)
by GIOT, Pierre & PETITJEAN, Mikael - International stock return predictability: statistical evidence and economic significance (RePEc:cor:louvco:2006088)
by GIOT, Pierre & PETITJEAN, Mikael - The information content of the Bond-Equity Yield Ratio: better than a random walk? (RePEc:cor:louvco:2006089)
by GIOT, Pierre & PETITJEAN, Mikael - Short-term market timing using the Bond-Equity Yield Ratio (RePEc:cor:louvco:2006090)
by GIOT, Pierre & PETITJEAN, Mikael - Market-wide liquidity co-movements, volatility regimes and market cap sizes (RePEc:cor:louvco:2006102)
by BEAUPAIN, Renaud & GIOT, Pierre & PETITJEAN, Mikael - The information content of the Bond-Equity Yield Ratio: Better than a random walk? (RePEc:cor:louvrp:1982)
by GIOT, Pierre & PETITJEAN, Mikael - Trading activity, realized volatility and jumps (RePEc:cor:louvrp:2223)
by GIOT, Pierre & LAURENT, Sébastien & PETITJEAN, Mikael - Short-term market timing using the bond-equity yield ratio (RePEc:cor:louvrp:2224)
by GIOT, Pierre & PETITJEAN, Mikael - On the statistical and economic performance of stock return predictive regression models: an international perspective (RePEc:cor:louvrp:2327)
by GIOT, Pierre & PETITJEAN, Mikael - Volatility regimes and liquidity co-movements in cap-based portfolios (RePEc:cor:louvrp:2328)
by BEAUPAIN, Renoud & GIOT, Pierre & PETITJEAN, Mikael - On the statistical and economic performance of stock return predictive regression models: an international perspective (RePEc:cor:louvrp:2432)
by GIOT, Pierre & PETITJEAN, Mikael - Liquidity and CDS premiums on European companies around the Subprime crisis (RePEc:cor:louvrp:2440)
by LESPLINGART, Clothilde & MAJOIS, Christophe & PETITJEAN, Mikael - Bank failures and regulation: a critical review (RePEc:cor:louvrp:2538)
by PETITJEAN, Mikael - Determining an optimal multiplier in dynamic core-satellite strategies (RePEc:cor:louvrp:2568)
by CALIMAN, Thibaut & D’HONDT, Catherine & PETITJEAN, Mikael - Intraday liquidity dynamics and news releases around price jumps: evidence from the DJIA stocks (RePEc:cor:louvrp:2591)
by BOUDT, Kris & PETITJEAN, Mikael - The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks (RePEc:cor:louvrp:2671)
by DUVINAGE, Matthieu & MAZZA, Paolo & PETITJEAN, Mikael - Testing the profitability of contrarian trading strategies based on the overreaction hypothesis (RePEc:cor:louvrp:2672)
by DUVINAGE, Matthieu & MAZZA, Paolo & PETITJEAN, Mikael - How integrated is the European carbon derivatives market? (RePEc:cor:louvrp:2777)
by Paolo MAZZA & Mikael PETITJEAN - On the usefuleness of intraday price ranges to Gauge liquidity in cap-based portfolios (RePEc:cor:louvrp:2780)
by Paolo MAZZA & Mikael PETITJEAN - Market instability and technical trading at high frequency: Evidence from NASDAQ stocks (RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001814)
by Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas - On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios (RePEc:eee:ecmode:v:54:y:2016:i:c:p:67-81)
by Mazza, Paolo & Petitjean, Mikael - Trading activity, realized volatility and jumps (RePEc:eee:empfin:v:17:y:2010:i:1:p:168-175)
by Giot, Pierre & Laurent, Sébastien & Petitjean, Mikael - Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies? (RePEc:eee:eneeco:v:80:y:2019:i:c:p:502-511)
by Petitjean, Mikael - How integrated is the European carbon derivatives market? (RePEc:eee:finlet:v:15:y:2015:i:c:p:18-30)
by Mazza, Paolo & Petitjean, Mikael - What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank (RePEc:eee:finlet:v:26:y:2018:i:c:p:9-14)
by Petitjean, Mikael - Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks (RePEc:eee:finmar:v:17:y:2014:i:c:p:121-149)
by Boudt, Kris & Petitjean, Mikael - The information content of the Bond-Equity Yield Ratio: Better than a random walk? (RePEc:eee:intfor:v:23:y:2007:i:2:p:289-305)
by Giot, Pierre & Petitjean, Mikael - Bank failures and regulation: a critical review (RePEc:eme:jfrcpp:v:21:y:2013:i:1:p:16-38)
by Mikael Petitjean - Volatility regimes and liquidity co-movements in cap-based portfolios (RePEc:hal:journl:hal-00675977)
by R. Beaupain & P. Giot & M. Petitjean - Variations communes de liquidité au sein de portefeuilles de faible, moyenne et forte capitalisation: Les enseignements des crises financières asiatique et russe (RePEc:hal:journl:hal-00675992)
by R. Beaupain & S. Dauginet & M. Petitjean - How integrated is the European carbon derivatives market? (RePEc:hal:journl:hal-01526028)
by Paolo Mazza & Mikael Petitjean - On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios (RePEc:hal:journl:hal-01562991)
by Paolo Mazza & Mikael Petitjean - La vitesse sur les marchés financiers : stop ou encore ? (RePEc:hal:journl:hal-01610133)
by Christophe Desagre & Floris Laly & Mikael Petitjean - Testing the effect of technical analysis on market quality and order book dynamics (RePEc:hal:journl:hal-01914631)
by Paolo Mazza & Mikael Petitjean - What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank (RePEc:hal:journl:hal-01916371)
by Mikael Petitjean - Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies? (RePEc:hal:journl:hal-02117540)
by Mikael Petitjean - Implicit transaction cost management using intraday price dynamics (RePEc:hal:journl:hal-02572193)
by Paolo Mazza & Mikael Petitjean - Extreme events and the cumulative distribution of net gains in gambling and structured products (RePEc:hal:journl:hal-02572325)
by Frédéric Vrins & Mikael Petitjean - Capital-risque et performance à court terme de l’entreprise après introduction en bourse (RePEc:hal:journl:hal-02613712)
by Mikael Petitjean & Victor Boullenger & Patrick Daguet - Mini flash crashes: Review, taxonomy and policy responses (RePEc:hal:journl:hal-02998436)
by Floris Laly & Mikael Petitjean - Crypto market dynamics in stressful conditions (RePEc:hal:journl:hal-04285180)
by Christophe Desagre & Paolo Mazza & Mikael Petitjean - Variations communes de liquidité au sein de portefeuilles de faible, moyenne et forte capitalisation : les enseignements des crises financières asiatique et russe (RePEc:hal:journl:halshs-00558215)
by R. Beaupain & S. Dauginet & M. Petitjean - Liquidity and CDS premiums on European companies around the Subprime crisis (RePEc:kap:revdev:v:15:y:2012:i:3:p:257-281)
by Clothilde Lesplingart & Christophe Majois & Mikael Petitjean - Determining an optimal multiplier in dynamic core-satellite strategies (RePEc:pal:assmgt:v:14:y:2013:i:4:d:10.1057_jam.2013.16)
by Thibaut Caliman & Catherine D'Hondt & Mikael Petitjean - Les effets de la globalisation sur les inégalités régionales : quelques apports fondamentaux de l'économie géographique (RePEc:prs:rtiers:tiers_1293-8882_2000_num_41_164_1437)
by Mikael Petitjean - Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison (RePEc:sce:scecf4:6)
by Mikael Petitjean & Pierre Giot - Echanges internationaux et économie mondiale (RePEc:sei:seiiwp:970201)
by Mikael Petitjean - The Balance of Payments in Belgium and the IMF Approach (RePEc:sei:seiiwp:970301)
by Mikael Petitjean - Exogeneous Technical Progress and International Trade : Is It Outdated? (RePEc:sei:seiiwp:980401)
by Mikael Petitjean - Spécialisation industrielle et consommation apparente : le cas de la Province de Liège en Belgique (RePEc:sei:seiiwp:981102)
by Mikael Petitjean - La Politique Agricole Commune et l'Agenda 2000 (RePEc:sei:seiiwp:981201)
by Mikael Petitjean - Des effets de la globalisation sur les inégalités régionales : quelques apports fondamentaux de l'économie géographique (RePEc:sei:seiiwp:990401)
by Mikael Petitjean - Une introduction aux modèles de croissance : de l'exogénéité à l'endogénisation (RePEc:sei:seiiwp:990901)
by Mikael Petitjean - To what extent is resampling useful in portfolio management? (RePEc:taf:apeclt:v:18:y:2011:i:3:p:239-244)
by Francois Delcourt & Mikael Petitjean - Unknown item RePEc:taf:apfiec:v:21:y:2011:i:14:p:1059-1068 (article)
- Implicit transaction cost management using intraday price dynamics (RePEc:taf:applec:v:50:y:2018:i:39:p:4264-4274)
by Paolo Mazza & Mikael Petitjean - Extreme events and the cumulative distribution of net gains in gambling and structured products (RePEc:taf:applec:v:50:y:2018:i:58:p:6285-6300)
by Frédéric Vrins & Mikael Petitjean - Testing the effect of technical analysis on market quality and order book dynamics (RePEc:taf:applec:v:51:y:2019:i:18:p:1947-1976)
by Paolo Mazza & Mikael Petitjean - Crypto market dynamics in stressful conditions (RePEc:taf:applec:v:55:y:2023:i:27:p:3121-3153)
by Christophe Desagre & Paolo Mazza & Mikael Petitjean - Short-term market timing using the bond-equity yield ratio (RePEc:taf:eurjfi:v:15:y:2009:i:4:p:365-384)
by Pierre Giot & Mikael Petitjean - On the statistical and economic performance of stock return predictive regression models: an international perspective (RePEc:taf:quantf:v:11:y:2011:i:2:p:175-193)
by Pierre Giot & Mikael Petitjean - The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks (RePEc:taf:quantf:v:13:y:2013:i:7:p:1059-1070)
by Matthieu Duvinage & Paolo Mazza & Mikael Petitjean