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Frijns, Bart's
Scholarly Papers
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2,300 |
Total
Citations
34 |
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1.
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Price Discovery in Tick Time
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Schotman, Peter C.
Maastricht University
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Posted:
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22 Jul 04
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Last Revised:
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27 Dec 04
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262
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9
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Schotman, Peter C.
Maastricht University
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18
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9
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Price discovery, tick time models, NASDAQ, ultra-high frequency data, microstructure
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Schotman, Peter C.
Maastricht University
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244
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9
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Price Discovery, Tick Time models, Nasdaq, Ultra-high frequency data, Microstructure
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2.
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Beugelsdijk, Sjoerd
Frijns, Bart
Auckland University of Technology - Faculty of Business & Law
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12 Aug 08
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01 Apr 09
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247
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10
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Foreign Bias, Home Bias, Culture, Portfolio Theory
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3.
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A Volatility Targeting GARCH Model with Time-Varying Coefficients
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Lehnert, Thorsten
Maastricht University - Limburg Institute of Financial Economics (LIFE) Zwinkels, Remco C. J.
Maastricht University - Limburg Institute of Financial Economics (LIFE)
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Posted:
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17 Feb 09
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Last Revised:
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15 Jan 10
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232
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Lehnert, Thorsten
Maastricht University - Limburg Institute of Financial Economics (LIFE) Zwinkels, Remco C. J.
Maastricht University - Limburg Institute of Financial Economics (LIFE)
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24 Aug 09
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Last Revised:
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15 Jan 10
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74
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GARCH, time varying coefficients, multinomial logit
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Lehnert, Thorsten
Maastricht University - Limburg Institute of Financial Economics (LIFE) Zwinkels, Remco C. J.
Maastricht University - Limburg Institute of Financial Economics (LIFE)
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158
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GARCH, time varying coefficients, multinomial logit
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4.
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Tallau, Christian
University of Goettingen (Gottingen) Tourani Rad, Alireza
Auckland University of Technology - Faculty of Business & Law
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220
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1
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Implied Volatility, Volatility Forecasting, Options
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5.
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Scholtus, Martin L.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute Frijns, Bart
Auckland University of Technology - Faculty of Business & Law
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193
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macroeconomic news, high frequency trading, latency costs, market activity, event-based trading
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6.
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A Proclivity to Cheat: How Culture Influences Illegal Insider Trading
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Tourani Rad, Alireza
Auckland University of Technology - Faculty of Business & Law Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Gilbert, Aaron B.
Auckland University of Technology - Faculty of Business & Law
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Posted:
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19 Sep 11
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Last Revised:
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17 Aug 12
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137
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1
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Tourani Rad, Alireza
Auckland University of Technology - Faculty of Business & Law Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Gilbert, Aaron B.
Auckland University of Technology - Faculty of Business & Law
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15 Dec 11
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Last Revised:
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17 Aug 12
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77
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1
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Cultural Dimensions, Insider Dealing, Price Run-Ups
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Gilbert, Aaron B.
Auckland University of Technology - Faculty of Business & Law Tourani Rad, Alireza
Auckland University of Technology - Faculty of Business & Law
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60
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Cultural Dimensions, Insider Dealing, Price Run-Ups
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7.
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Verschoor, Willem F. C.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Zwinkels, Remco C. J.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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08 Jul 11
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Last Revised:
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19 Aug 12
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128
(112,137)
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Behavioral Finance, Excess Comovement; Investor Sentiment; International Equity Markets
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8.
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Lehnert, Thorsten
Maastricht University - Limburg Institute of Financial Economics (LIFE) Zwinkels, Remco C. J.
Maastricht University - Limburg Institute of Financial Economics (LIFE)
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127
(112,878)
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6
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Heterogeneous Agents, Option Markets, Fundamentalists, Chartists
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9.
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Gilbert, Aaron B.
Auckland University of Technology - Faculty of Business & Law Tourani Rad, Alireza
Auckland University of Technology - Faculty of Business & Law
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15 Dec 11
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Last Revised:
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22 Dec 11
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107
(129,023)
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Market Microstructure, Bid-Ask Spreads, Information Asymmetry, Insider Trading, Criminal Sanctions
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10.
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Lehnert, Thorsten
Maastricht University - Limburg Institute of Financial Economics (LIFE)
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107
(129,023)
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3
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Realized variance, Ultra-High Frequency data, Tick Time models, Nasdaq, Microstructure noise
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11.
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Gilbert, Aaron B.
Auckland University of Technology - Faculty of Business & Law Zwinkels, Remco C. J.
Auckland University of Technology - Faculty of Business & Law
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20 Jul 12
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Last Revised:
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18 Feb 13
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99
(136,314)
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Mutual Fund Managers, Style Switching, Feedback Trading
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12.
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Tourani Rad, Alireza
Auckland University of Technology - Faculty of Business & Law Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Indriawan, Ivan
Auckland University of Technology - Department of Finance
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92
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1
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Stock Market Integration, International Crises, Emerging Markets
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13.
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Do Criminal Sanctions Deter Insider Trading?
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Show Abstracts |
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Versions (2)
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Gilbert, Aaron B.
Auckland University of Technology - Faculty of Business & Law Tourani Rad, Alireza
Auckland University of Technology - Faculty of Business & Law
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Posted:
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15 Mar 11
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Last Revised:
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05 Apr 13
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86
(149,630)
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Gilbert, Aaron B.
Auckland University of Technology - Faculty of Business & Law Tourani Rad, Alireza
Auckland University of Technology - Faculty of Business & Law
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0
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market microstructure, bid‐ask spreads, information asymmetry, insider trading, criminal sanctions
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Gilbert, Aaron B.
Auckland University of Technology - Faculty of Business & Law Tourani Rad, Alireza
Auckland University of Technology - Faculty of Business & Law
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86
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Insider Trading, Criminal Sanctions, Bid-Ask Spreads, Information Asymmetry Costs
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14.
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Badshah, Ihsan
Auckland University of Technology Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Tourani Rad, Alireza
Auckland University of Technology - Faculty of Business & Law
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80
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spill-over, implied volatility indices
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15.
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Lehnert, Thorsten
Universite du Luxembourg - Luxembourg School of Finance Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Gilbert, Aaron B.
Auckland University of Technology - Faculty of Business & Law Tourani Rad, Alireza
Auckland University of Technology - Faculty of Business & Law
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78
(158,955)
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1
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Financial Decision Making, Risk Aversion, Synergies, Culture, Takeovers
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16.
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Gilbert, Aaron B.
Auckland University of Technology - Faculty of Business & Law Zwinkels, Remco C. J.
Auckland University of Technology - Faculty of Business & Law
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63
(179,478)
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mutual funds, market timing, heterogeneous agents models
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17.
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Dodd, Olga
Auckland University of Technology Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Gilbert, Aaron B.
Auckland University of Technology - Faculty of Business & Law
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22
(272,010)
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National culture, cultural distance, international cross-listing
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18.
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Inferring Public and Private Information from Trades and Quotes
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Show Abstracts |
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law
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Posted:
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10 Nov 05
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Last Revised:
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23 Nov 06
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20
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1
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law
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20
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Frijns, Bart
Auckland University of Technology - Faculty of Business & Law
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0
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public versus private information, ultra-high frequency data, Nasdaq, market microstructure
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