Bart Frijns
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Open Universiteit
/ Faculteit Managementwetenschapen
Research profile
author of:
- Surprise and Dispersion: Informational Impact of USDA Announcements (RePEc:ags:aaea17:259208)
by Fernandez-Perez, Adrian & Frijns, Bart & Indriawan, Ivan & Tourani-Rad, Alireza - Surprise and dispersion: informational impact of USDA announcements (RePEc:bla:agecon:v:50:y:2019:i:1:p:113-126)
by Adrian Fernandez‐Perez & Bart Frijns & Ivan Indriawan & Alireza Tourani‐Rad - On the Role of Cultural Distance in the Decision to Cross†List (RePEc:bla:eufman:v:21:y:2015:i:4:p:706-741)
by Olga Dodd & Bart Frijns & Aaron Gilbert - Inferring Public and Private Information from Trades and Quotes (RePEc:bla:finrev:v:41:y:2006:i:1:p:95-117)
by Bart Frijns - Do Criminal Sanctions Deter Insider Trading? (RePEc:bla:finrev:v:48:y:2013:i:2:p:205-232)
by Bart Frijns & Aaron Gilbert & Alireza Tourani-Rad - Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets (RePEc:bla:finrev:v:52:y:2017:i:1:p:145-166)
by Marinela Adriana Finta & Bart Frijns & Alireza Tourani-Rad - Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures (RePEc:bla:finrev:v:54:y:2019:i:3:p:477-500)
by Adrian Fernandez‐Perez & Bart Frijns & Alireza Tourani‐Rad & Robert I. Webb - Board cultural diversity and firm performance under competitive pressures (RePEc:bla:finrev:v:59:y:2024:i:1:p:89-111)
by Olga Dodd & Bart Frijns & Robin Kaiji Gong & Shushu Liao - Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets (RePEc:bla:irvfin:v:19:y:2019:i:3:p:575-612)
by Bart Frijns & Ivan Indriawan & Alireza Tourani‐Rad & Yiuman Tse - Quote dynamics of cross‐listed stocks (RePEc:bla:irvfin:v:21:y:2021:i:2:p:497-522)
by Bart Frijns & Ivan Indriawan & Alireza Tourani‐Rad - Insider Trading, Regulation, And The Components Of The Bid–Ask Spread (RePEc:bla:jfnres:v:31:y:2008:i:3:p:225-246)
by Bart Frijns & Aaron Gilbert & Alireza Tourani‐Rad - Price Discovery in Tick Time (RePEc:cpr:ceprdp:4456)
by Schotman, Peter C & Frijns, Bart - Behavioral Heterogeneity in the Option Market (RePEc:crf:wpaper:09-07)
by Thorsten Lehnert & Bart Frijns & Remco Zwinkels - A Volatility Targeting GARCH model with Time-Varying Coefficients (RePEc:crf:wpaper:09-08)
by Thorsten Lehnert & Bart Frijns & Remco Zwinkels - Modelling structural changes in the volatility process (RePEc:crf:wpaper:10-05)
by Thorsten Lehnert & Bart Frijns & Remco C.J. Zwinkels - Cultural Values, CEO Risk Aversion and Corporate Takeovers (RePEc:crf:wpaper:11-01)
by Thorsten Lehnert & Bart Frijn & Aaron Gilbert & Alireza Tourani-Rad - Sentiment Trades and Option Prices (RePEc:crf:wpaper:12-9)
by Thorsten Lehnert & Bart Frijns & Remco Zwinkels - On the Style-Based Feedback Trading of Mutual Fund Managers (RePEc:cup:jfinqa:v:51:y:2016:i:03:p:771-800_00)
by Frijns, Bart & Gilbert, Aaron & Zwinkels, Remco C. J. - Learning by doing: the role of financial experience in financial literacy (RePEc:cup:jnlpup:v:34:y:2014:i:01:p:123-154_00)
by Frijns, Bart & Gilbert, Aaron & Tourani-Rad, Alireza - The impact of cultural diversity in corporate boards on firm performance (RePEc:eee:corfin:v:41:y:2016:i:c:p:521-541)
by Frijns, Bart & Dodd, Olga & Cimerova, Helena - Nonlinear dynamics in Nasdaq dealer quotes (RePEc:eee:csdana:v:51:y:2006:i:4:p:2246-2266)
by Frijns, Bart & Schotman, Peter C. - Behavioral heterogeneity in the option market (RePEc:eee:dyncon:v:34:y:2010:i:11:p:2273-2287)
by Frijns, Bart & Lehnert, Thorsten & Zwinkels, Remco C.J. - Time-varying arbitrage and dynamic price discovery (RePEc:eee:dyncon:v:91:y:2018:i:c:p:485-502)
by Frijns, Bart & Zwinkels, Remco C.J. - The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance (RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002342)
by Frijns, Bart & Garel, Alexandre - Effects of option incentive compensation on corporate innovation: The case of China (RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523001103)
by Cheng, Rui & Frijns, Bart & Kim, Hyeongjun & Ryu, Doojin - Price discovery in tick time (RePEc:eee:empfin:v:16:y:2009:i:5:p:759-776)
by Frijns, Bart & Schotman, Peter - Modeling structural changes in the volatility process (RePEc:eee:empfin:v:18:y:2011:i:3:p:522-532)
by Frijns, Bart & Lehnert, Thorsten & Zwinkels, Remco C.J. - Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms (RePEc:eee:empfin:v:32:y:2015:i:c:p:35-48)
by Frijns, Bart & Indriawan, Ivan & Tourani-Rad, Alireza - When no news is good news – The decrease in investor fear after the FOMC announcement (RePEc:eee:empfin:v:41:y:2017:i:c:p:187-199)
by Fernandez-Perez, Adrian & Frijns, Bart & Tourani-Rad, Alireza - US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks (RePEc:eee:empfin:v:72:y:2023:i:c:p:301-320)
by Dodd, Olga & Frijns, Bart & Indriawan, Ivan & Pascual, Roberto - Contemporaneous interactions among fuel, biofuel and agricultural commodities (RePEc:eee:eneeco:v:58:y:2016:i:c:p:1-10)
by Fernandez-Perez, Adrian & Frijns, Bart & Tourani-Rad, Alireza - Asymmetries of the intraday return-volatility relation (RePEc:eee:finana:v:48:y:2016:i:c:p:182-192)
by Badshah, Ihsan & Frijns, Bart & Knif, Johan & Tourani-Rad, Alireza - The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares (RePEc:eee:finana:v:56:y:2018:i:c:p:136-152)
by Frijns, Bart & Indriawan, Ivan & Tourani-Rad, Alireza - NYSE closure and global equity trading: The case of cross-listed stocks (RePEc:eee:finana:v:60:y:2018:i:c:p:138-150)
by Dodd, Olga & Frijns, Bart - Cultural diversity among directors and corporate social responsibility (RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002873)
by Dodd, Olga & Frijns, Bart & Garel, Alexandre - Who buys Bitcoin? The cultural determinants of Bitcoin activity (RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003350)
by Foley, Sean & Frijns, Bart & Garel, Alexandre & Roh, Tai-Yong - Cross-listing decisions and the foreign bias of investors (RePEc:eee:finlet:v:15:y:2015:i:c:p:160-166)
by Dodd, Olga & Frijns, Bart - National culture and corporate risk-taking around the world (RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000126)
by Frijns, Bart & Hubers, Frank & Kim, Donghoon & Roh, Tai-Yong & Xu, Yahua - Excess stock return comovements and the role of investor sentiment (RePEc:eee:intfin:v:49:y:2017:i:c:p:74-87)
by Frijns, Bart & Verschoor, Willem F.C. & Zwinkels, Remco C.J. - The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand (RePEc:eee:jbfina:v:34:y:2010:i:3:p:498-508)
by Frijns, Bart & Gilbert, Aaron & Tourani-Rad, Alireza - A cultural explanation of the foreign bias in international asset allocation (RePEc:eee:jbfina:v:34:y:2010:i:9:p:2121-2131)
by Beugelsdijk, Sjoerd & Frijns, Bart - Political crises and the stock market integration of emerging markets (RePEc:eee:jbfina:v:36:y:2012:i:3:p:644-653)
by Frijns, Bart & Tourani-Rad, Alireza & Indriawan, Ivan - Uncertainty avoidance, risk tolerance and corporate takeover decisions (RePEc:eee:jbfina:v:37:y:2013:i:7:p:2457-2471)
by Frijns, Bart & Gilbert, Aaron & Lehnert, Thorsten & Tourani-Rad, Alireza - Speed, algorithmic trading, and market quality around macroeconomic news announcements (RePEc:eee:jbfina:v:38:y:2014:i:c:p:89-105)
by Scholtus, Martin & van Dijk, Dick & Frijns, Bart - The determinants of price discovery: Evidence from US-Canadian cross-listed shares (RePEc:eee:jbfina:v:59:y:2015:i:c:p:457-468)
by Frijns, Bart & Gilbert, Aaron & Tourani-Rad, Alireza - The skewness of commodity futures returns (RePEc:eee:jbfina:v:86:y:2018:i:c:p:143-158)
by Fernandez-Perez, Adrian & Frijns, Bart & Fuertes, Ana-Maria & Miffre, Joelle - Institutional trading and asset pricing (RePEc:eee:jbfina:v:89:y:2018:i:c:p:59-77)
by Frijns, Bart & Huynh, Thanh D. & Tourani-Rad, Alireza & Westerholm, P. Joakim - Herding in analysts’ recommendations: The role of media (RePEc:eee:jbfina:v:91:y:2018:i:c:p:1-18)
by Frijns, Bart & Huynh, Thanh D. - Absence of speculation in the European sovereign debt markets (RePEc:eee:jeborg:v:169:y:2020:i:c:p:245-265)
by Frijns, Bart & Zwinkels, Remco C.J. - On the determinants of portfolio choice (RePEc:eee:jeborg:v:66:y:2008:i:2:p:373-386)
by Frijns, Bart & Koellen, Esther & Lehnert, Thorsten - Profit margin hedging in the New Zealand dairy farming industry (RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000301)
by Fernandez-Perez, Adrian & Frijns, Bart & Gafiatullina, Ilnara & Tourani-Rad, Alireza - The impact of corporate governance on corporate performance: Evidence from Japan (RePEc:eee:pacfin:v:16:y:2008:i:3:p:236-251)
by Bauer, Rob & Frijns, Bart & Otten, Rogér & Tourani-Rad, Alireza - The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks (RePEc:eee:reveco:v:60:y:2019:i:c:p:176-187)
by Frijns, Bart & Indriawan, Ivan & Otsubo, Yoichi & Tourani-Rad, Alireza - Unknown item RePEc:eme:mfipps:v:34:y:2008:i:11:p:772-785 (article)
- Crossing the Tasman (RePEc:eme:parpps:par-06-2013-0053)
by Bart Frijns & Aaron Gilbert & Alireza Tourani-Rad - On the performance of KiwiSaver funds (RePEc:eme:parpps:par-09-2013-0089)
by Bart Frijns & Alireza Tourani-Rad - Evaluating the tracking performance and tracking error of New Zealand exchange traded funds (RePEc:eme:parpps:par-10-2016-0089)
by Jun Chen & Yi Chen & Bart Frijns - On the ability of New Zealand actively managed funds to generate outperformance in their domestic equity allocations (RePEc:eme:parpps:par-10-2017-0079)
by Bart Frijns & Ivan Indriawan - The long-run performance of the New Zealand stock markets: 1899-2013 (RePEc:eme:parpps:par-11-2014-0039)
by Bart Frijns & Alireza Tourani-Rad - Non-Standard Errors (RePEc:grz:wpsses:2021-08)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-DÃaz & Menachem Abudy & To - Non-Standard Errors (RePEc:hal:cesptp:halshs-03500882)
by Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí - Behavioral heterogeneity in the option market (RePEc:hal:journl:hal-00736742)
by Bart Frijns & Thorsten Lehnert & Remco C.J. Zwinkels - The skewness of commodity futures returns (RePEc:hal:journl:hal-01678744)
by Adrian Fernandez-Perez & Bart Frijns & Ana-Maria Fuertes & Joelle Miffre - The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance (RePEc:hal:journl:hal-03276517)
by Bart Frijns & Alexandre Garel - Cultural diversity among directors and corporate social responsibility (RePEc:hal:journl:hal-03765674)
by Olga Dodd & Bart Frijns & Alexandre Garel - Who buys Bitcoin? The cultural determinants of Bitcoin activity (RePEc:hal:journl:hal-03844008)
by Sean Foley & Bart Frijns & Alexandre Garel & Tai-Yong Roh - Non-Standard Errors (RePEc:hal:journl:halshs-03500882)
by Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí - Non-Standard Errors (RePEc:hhs:lunewp:2021_017)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena - Heterogeneity and sentiment in the stock market (RePEc:ids:ijbeaf:v:2:y:2011:i:2:p:140-151)
by Bart Frijns & Aaron Gilbert & Alireza Tourani-Rad - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - Firm efficiency and stock returns (RePEc:kap:jproda:v:37:y:2012:i:3:p:295-306)
by Bart Frijns & Dimitris Margaritis & Maria Psillaki - Sentiment Trades and Option Prices (RePEc:luc:wpaper:12-9)
by Thorsten Lehnert & Bart Frijns & Remco Zwinkels - The Dynamics of Dealer Quoting Behavior (RePEc:sce:scecf2:235)
by B. Frijns & P. Schotman - Time-varying contemporaneous spillovers during the European Debt Crisis (RePEc:spr:empeco:v:57:y:2019:i:2:d:10.1007_s00181-018-1480-1)
by Marinela Adriana Finta & Bart Frijns & Alireza Tourani-Rad - Precious metals, oil and the exchange rate: contemporaneous spillovers (RePEc:taf:applec:v:49:y:2017:i:38:p:3863-3879)
by Adrian Fernandez-Perez & Bart Frijns & Alireza Tourani-Rad - Behavioural heterogeneity in wine investments (RePEc:taf:applec:v:51:y:2019:i:30:p:3236-3255)
by Adrian Fernandez-Perez & Bart Frijns & Alireza Tourani-Rad & Jean-Philippe Weisskopf - Volatility spillovers among oil and stock markets in the US and Saudi Arabia (RePEc:taf:applec:v:51:y:2019:i:4:p:329-345)
by Marinela Adriana Finta & Bart Frijns & Alireza Tourani-Rad - Pairs trading of Chinese and international commodities (RePEc:taf:applec:v:52:y:2020:i:48:p:5203-5217)
by Adrian Fernandez-Perez & Bart Frijns & Ivan Indriawan & Yiuman Tse - Forecasting daily volatility with intraday data (RePEc:taf:eurjfi:v:14:y:2008:i:6:p:523-540)
by Bart Frijns & Dimitris Margaritis - The New Zealand implied volatility index (RePEc:taf:nzecpp:v:42:y:2008:i:1:p:103-125)
by Bart Frijns & Alireza Tourani-Rad & Yajie Zhang - Behavioural heterogeneity in the New Zealand stock market (RePEc:taf:nzecpp:v:52:y:2018:i:1:p:53-71)
by Bart Frijns & Ivan Indriawan - Turn of the Month effect in the New Zealand stock market (RePEc:taf:nzecpp:v:53:y:2019:i:3:p:288-306)
by Jun Chen & Bart Frijns & Ivan Indriawan & Haodong Ren - Market timing ability and mutual funds: a heterogeneous agent approach (RePEc:taf:quantf:v:13:y:2013:i:10:p:1613-1620)
by Bart Frijns & Aaron Gilbert & Remco C.J. Zwinkels - Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements (RePEc:tin:wpaper:20120121)
by Martin L. Scholtus & Dick van Dijk & Bart Frijns - Nonlinear dynamics in Nasdaq dealer quotes (RePEc:unm:umamet:2005059)
by Frijns, B.P.M. & Schotman, P.C. - Insider trading laws what works and what doesn't (RePEc:vuw:vuwcrt:371306)
by Aaron Gilbert & Bart Frijns & Alireza Tourani-Rad - Elements of Effective Insider Trading Laws (RePEc:vuw:vuwcsr:19073)
by Gilbert, Aaron & Frijns, Bart & Tourani, Alireza-Rad - Unknown item RePEc:vuw:vuwcsr:3973 (paper)
- The information content of implied volatility: Evidence from Australia (RePEc:wly:jfutmk:v:30:y:2010:i:2:p:134-155)
by Bart Frijns & Christian Tallau & Alireza Tourani‐Rad - Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices (RePEc:wly:jfutmk:v:33:y:2013:i:6:p:555-572)
by Ihsan Ullah Badshah & Bart Frijns & Alireza Tourani‐Rad - The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market (RePEc:wly:jfutmk:v:35:y:2015:i:2:p:105-126)
by Bart Frijns & Yiuman Tse - On the Intraday Relation Between the VIX and its Futures (RePEc:wly:jfutmk:v:36:y:2016:i:9:p:870-886)
by Bart Frijns & Alireza Tourani‐Rad & Robert I. Webb - A comprehensive look at the return predictability of variance risk premia (RePEc:wly:jfutmk:v:38:y:2018:i:4:p:425-445)
by Suk Joon Byun & Bart Frijns & Tai‐Yong Roh - Determinants of intraday price discovery in VIX exchange traded notes (RePEc:wly:jfutmk:v:38:y:2018:i:5:p:535-548)
by Adrian Fernandez‐Perez & Bart Frijns & Ilnara Gafiatullina & Alireza Tourani‐Rad - Volatility discovery and volatility quoting on markets for options and warrants (RePEc:wly:jfutmk:v:38:y:2018:i:7:p:758-774)
by Rainer Baule & Bart Frijns & Milena E. Tieves - Properties and the predictive power of implied volatility in the New Zealand dairy market (RePEc:wly:jfutmk:v:39:y:2019:i:5:p:612-631)
by Adrian Fernandez‐Perez & Bart Frijns & Ilnara Gafiatullina & Alireza Tourani‐Rad - The determinants of price discovery on bitcoin markets (RePEc:wly:jfutmk:v:40:y:2020:i:5:p:816-837)
by Oliver Entrop & Bart Frijns & Marco Seruset - Editor's Note (RePEc:wly:jfutmk:v:42:y:2022:i:1:p:3-3)
by Bart Frijns - Institutional Trading and Stock Returns: Evidence from China (RePEc:wsi:rpbfmp:v:17:y:2014:i:01:n:s0219091514500039)
by Bart Frijns & Qiang Lai & Alireza Tourani-Rad - Insider Trading Regulations: A Theoretical And Empirical Review (RePEc:wsi:wschap:9789814289351_0005)
by Bart Frijns & Aaron Gilbert & Alireza Tourani-Rad - Noise trading and informational efficiency (RePEc:zbw:esprep:198037)
by Zhang, Chris H. & Frijns, Bart