Bart Frijns

Open University of the Netherlands - School of Management

Valkenburgerweg 177

Heerlen, NL-6401DL

Netherlands

SCHOLARLY PAPERS

52

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Scholarly Papers (52)

1.
Downloads 16,834 ( 457)
Citation 20

Nonstandard Errors

Journal of Finance, Volume 79, Issue 3, June 2024, Pages 2339-2390.
Number of pages: 52 Posted: 23 Nov 2021 Last Revised: 29 Oct 2024
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel, David Abad, Menachem (Meni) Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James Angel, Amadeus Bach, Edwin Baidoo, Gaetan Bakalli, Andrea Barbon, Oksana Bashchenko, Parampreet Christopher Bindra, Geir Hoidal Bjonnes, Jeff Black, Bernard S. Black, Santiago Bohorquez, Oleg Bondarenko, Charles S. Bos, Ciril Bosch-Rosa, Elie Bouri, Christian T. Brownlees, Anna Calamia, Viet Nga Cao, Gunther Capelle-Blancard, Laura Capera Romero, Massimiliano Caporin, Allen Carrion, Tolga Caskurlu, Bidisha Chakrabarty, Mikhail Chernov, William M. Cheung, Ludwig B. Chincarini, Tarun Chordia, Sheung Chi Chow, Benjamin Clapham, Jean-Edouard Colliard, Carole Comerton-Forde, Edward Curran, Thong Dao, Wale Dare, Ryan J. Davies, Riccardo De Blasis, Gianluca De Nard, Fany Declerck, Oleg Deev, Hans Degryse, Solomon Deku, Christophe Desagre, Mathijs A. van Dijk, Chukwuma Dim, Thomas Dimpfl, Yunjiang Dong, Philip Drummond, Tom L. Dudda, Ariadna Dumitrescu, Teodor Dyakov, Anne Haubo Dyhrberg, Michał Dzieliński, Asli Eksi, Izidin El Kalak, Saskia ter Ellen, Nicolas Eugster, Martin D.D. Evans, Michael Farrell, Ester Félez-Viñas, Gerardo Ferrara, El Mehdi FERROUHI, Andrea Flori, Jonathan Fluharty-Jaidee, Sean Foley, Kingsley Fong, Thierry Foucault, Tatiana Franus, Francesco A. Franzoni, Bart Frijns, Michael Frömmel, Servanna Mianjun Fu, Sascha Füllbrunn, Baoqing Gan, Thomas Gehrig, Dirk Gerritsen, Javier Gil-Bazo, Lawrence R. Glosten, Thomas Gomez, Arseny Gorbenko, Ufuk Güçbilmez, Joachim Grammig, Vincent Gregoire, Björn Hagströmer, Julien Hambuckers, Erik Hapnes, Jeffrey H. Harris, Lawrence Harris, Simon Hartmann, Jean-Baptiste Hasse, Nikolaus Hautsch, Xuezhong He, Davidson Heath, Simon Hediger, Terrence Hendershott, Ann Marie Hibbert, Erik Hjalmarsson, Seth A. Hoelscher, Peter Hoffmann, Craig W. Holden, Alex R. Horenstein, Wenqian Huang, Da Huang, Christophe Hurlin, Alexey Ivashchenko, Subramanian R. Iyer, Hossein Jahanshahloo, Naji Jalkh, Charles M. Jones, Simon Jurkatis, Petri Jylha, Andreas Kaeck, Gabriel Kaiser, Arzé Karam, Egle Karmaziene, Bernhard Kassner, Markku Kaustia, Ekaterina Kazak, Fearghal Kearney, Vincent van Kervel, Saad Khan, Marta Khomyn, Tony Klein, Olga Klein, Alexander Klos, Michael Koetter, Jan Pieter Krahnen, Aleksey Kolokolov, Robert A. Korajczyk, Roman Kozhan, Amy Kwan, Quentin Lajaunie, FY Eric C Lam, Marie Lambert, Hugues Langlois, Jens Lausen, Tobias Lauter, Markus Leippold, Vladimir Levin, Yijie Li, (Michael) Hui Li, Chee Yoong Liew, Thomas Lindner, Oliver B. Linton, Jiacheng Liu, Anqi Liu, Guillermo Llorente, Matthijs Lof, Ariel Lohr, Francis A. Longstaff, Alejandro Lopez-Lira, Shawn Mankad, Nicola Mano, Alexis Marchal, Charles Martineau, Francesco Mazzola, Debrah Meloso, Roxana Mihet, Vijay Mohan, Sophie Moinas, David Moore, Liangyi Mu, Dmitriy Muravyev, Dermot Murphy, Gabor Neszveda, Christian Neumeier, Ulf Nielsson, Mahendrarajah Nimalendran, Sven Nolte, Lars L. Norden, Peter O'Neill, Khaled Obaid, Bernt Arne Ødegaard, Per Östberg, Marcus Painter, Stefan Palan, Imon Palit, Andreas Park, Roberto Pascual, Paolo Pasquariello, Lubos Pastor, Vinay Patel, Andrew J. Patton, Neil D. Pearson, Loriana Pelizzon, Matthias Pelster, Christophe Pérignon, Cameron Pfiffer, Richard Philip, Tomáš Plíhal, Puneet Prakash, Oliver-Alexander Press, Tina Prodromou, Tālis J. Putniņš, Gaurav Raizada, David A. Rakowski, Angelo Ranaldo, Luca Regis, Stefan Reitz, Thomas Renault, Rex Wang Renjie, Roberto Renò, Steven Riddiough, Kalle Rinne, Paul Rintamäki, Ryan Riordan, Thomas Rittmannsberger, Iñaki Rodríguez-Longarela, Dominik Rösch, Lavinia Rognone, Brian Roseman, Ioanid Rosu, Saurabh Roy, Nicolas Rudolf, Stephen Rush, Khaladdin Rzayev, Aleksandra Rzeźnik, Anthony Sanford, Harikumar Sankaran, Asani Sarkar, Lucio Sarno, O. Scaillet, Stefan Scharnowski, Klaus Reiner Schenk-Hoppé, Andrea Schertler, Michael Schneider, Florian Schroeder, Norman Schuerhoff, Philipp Schuster, Marco A. Schwarz, Mark S. Seasholes, Norman Seeger, Or Shachar, Andriy Shkilko, Jessica Shui, Mario Sikic, Giorgia Simion, Lee A. Smales, Paul Söderlind, Elvira Sojli, Konstantin Sokolov, Laima Spokeviciute, Denitsa Stefanova, Marti G. Subrahmanyam, Sebastian Neusüss, Barnabas Szaszi, Oleksandr Talavera, Yuehua Tang, Nicholas Taylor, Wing Wah Tham, Erik Theissen, Julian Thimme, Ian Tonks, Hai Tran, Luca Trapin, Anders B. Trolle, Giorgio Valente, Robert A. Van Ness, Aurelio Vasquez, Thanos Verousis, Patrick Verwijmeren, Anders Vilhelmsson, Grigory Vilkov, Vladimir Vladimirov, Sebastian Vogel, Stefan Voigt, Wolf Wagner, Thomas Walther, Patrick Weiss, Michel van der Wel, Ingrid M. Werner, P. Joakim Westerholm, Christian Westheide, Evert Wipplinger, Michael Wolf, Christian C. P. Wolff, Leonard Wolk, Wing-Keung Wong, Jan Wrampelmeyer, Shuo Xia, Dacheng Xiu, Ke Xu, Caihong Xu, Pradeep K. Yadav, José Yagüe, Cheng Yan, Antti Yang, Woongsun Yoo, Wenjia Yu, Shihao Yu, Bart Zhou Yueshen, Darya Yuferova, Marcin Zamojski, Abalfazl Zareei, Stefan Zeisberger, S. Sarah Zhang, Xiaoyu Zhang, Zhuo Zhong, Z. Ivy Zhou, Chen Zhou, Xingyu Sonya Zhu, Marius Zoican, Remco C. J. Zwinkels, Jian Chen, Teodor Duevski, Ge Gao, Roland Gemayel, Dudley Gilder, Paul Kuhle, Emiliano Pagnotta, Michele Pelli, Jantje Sönksen, Lu Zhang, Konrad Ilczuk, Dimitar Bogoev, Ya Qian, Hans C. Wika, Yihe Yu, Lu Zhao, Michael Mi, Li Bao, Andreea Vaduva, Marcel Prokopczuk, Alejandro Avetikian and Zhen-Xing Wu
Vrije Universiteit Amsterdam, Stockholm School of Economics - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck, Stockholm School of Economics - Department of Economics, University of Innsbruck, University of Innsbruck, VU University Amsterdam, Universidad de Alicante, Bar-Ilan University - Graduate School of Business Administration, International Monetary Fund, National Bureau of Economic Research (NBER), CNRS, University of Oxford, University of Technology Sydney, Dublin City University, University of Chicago - Booth School of Business, Wilfrid Laurier University, Georgetown University - McDonough School of Business, University of Mannheim, Tennessee Technological University, EM Lyon (Ecole de Management de Lyon) - Emlyon Business School, University of St. Gallen, Swiss Finance Institute - HEC Lausanne, University of Innsbruck, BI Norwegian Business School, University of Memphis, Northwestern University - Pritzker School of Law, Universidad EAFIT, University of Illinois at Chicago - Department of Finance, VU University Amsterdam, Technische Universität Berlin, Lebanese American University, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Toulouse Business School - TBS Education, Monash University, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), VU University Amsterdam - Department of Finance and Financial Sector Management, University of Padua - Department of Statistical Sciences, University of Memphis - Fogelman College of Business and Economics, University of Amsterdam Business School, Saint Louis University - Richard A. Chaifetz School of Business, UCLA Anderson, Waseda University, University of San Francisco, Emory University - Department of Finance, Australian National University (ANU), Goethe University Frankfurt Faculty of Economics and Business Administration, HEC Paris - Finance Department, University of Melbourne - Department of Finance, Macquarie University - Faculty of Business and Economics, Nottingham Trent University, University of Liège - HEC Liège, Babson College - Finance Division, Polytechnic University of Marche - Department of Management, University of Zurich - Department of Economics, Toulouse School of Economics, Masaryk University, KU Leuven - Faculty of Business and Economics (FEB), Nottingham Trent University - Nottingham Business School, Catholic University of Louvain (UCL) - Louvain Finance (LFIN), Erasmus University Rotterdam (EUR), George Washington University, University of Hohenheim, Queen's University (Canada), Queen's School of Business, The Brattle Group, Faculty of Business and Economics, Dresden University of Technology, ESADE Business School, EDHEC Business School, The University of Sydney - Discipline of Finance, Stockholm Business School, Stockholm University, Salisbury University - Perdue School of Business, Cardiff Business School, VU University Amsterdam, University of Queensland - Business School, Georgetown University - Department of Economics, University of Wisconsin - Milwaukee - Department of Finance, University of Technology Sydney, Bank of England, Ibn Tofail University, Politecnico di Milano, Public Company Accounting Oversight Board, Macquarie University, UNSW Business School, HEC Paris - Finance Department, City University London - Bayes Business School, Universita della Svizzera italiana (USI Lugano), Open University of the Netherlands - School of Management, Ghent University - Department of Financial Economics, University of Essex - Essex Business School, Radboud University Nijmegen - Institute for Management Research, Ardea Investment Management, University of Vienna, Utrecht University - School of Economics, Universitat Pompeu Fabra, Columbia University, Utrecht University, Monash University - Department of Banking and Finance, University of Glasgow - Adam Smith Business School, University of Tübingen, HEC Montreal - Department of Finance, Stockholm University - Stockholm Business School, University of Liège - HEC Liège, Aalto University, American University - Department of Finance and Real Estate, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Vienna University of Economics and Business, Aix-Marseille University - Aix-Marseille School of Economics, University of Vienna - Department of Statistics and Operations Research, Xi'an Jiaotong-Liverpool University (XJTLU), University of Utah - David Eccles School of Business, University of Zurich - Department of Economics, University of California, Berkeley - Haas School of Business, West Virginia University - John Chambers College of Business and Economics, Department of Finance, University of Gothenburg - Centre for Finance, Missouri State University - College of Business, European Central Bank (ECB), Indiana University - Kelley School of Business - Department of Finance, University of Miami - School of Business Administration - Department of Economics, Bank for International Settlements, Northeastern University - D'Amore-McKim School of Business, University of Orleans, VU University Amsterdam, University of New Mexico, Cardiff University, Saint Joseph University, Columbia University, Bank of England, Aalto University, University of Sussex, Universite du Luxembourg, Durham University, VU University Amsterdam, Ludwig Maximilian University of Munich (LMU), Aalto University, University of Birmingham - Department of Economics, Queen's University Belfast - Queen's Management School, Universidad de los Andes, HEC Montreal, University of Adelaide, Chemnitz University of Technology (CUT) - Department of Economics, University of Warwick - Warwick Business School, University of Kiel - Institute for Quantitative Business and Economics Research (QBER), Halle Institute for Economic Research, SAFE Leibniz Institute for Financial Research, University of Manchester - Manchester Business School, Northwestern University - Kellogg School of Management, University of Warwick - Warwick Business School, University of New South Wales (UNSW), Square Research Center, Independent Researcher, University of Liège - HEC Liège, HEC Paris - Finance Department, Goethe University Frankfurt - Faculty of Economics and Business Administration, Leibniz University Hannover, University of Zurich, Universite du Luxembourg, S&P Global Ratings, La Trobe University, UCSI University, Malaysia, Vienna University of Economics and Business, University of Cambridge, Purdue University, The University of Sydney, Universidad Autonoma de Madrid, Aalto University, Arizona State University (ASU) - Finance Department, University of California, Los Angeles (UCLA) - Finance Area, University of Florida - Department of Finance, Insurance and Real Estate, North Carolina State University - Department of Business Management, Swiss Finance Institute - USI Lugano, EPFL, University of Toronto - Rotman School of Management and UTSC Management, ESCP Europe - ESCP Europe - Turin Campus, Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, Independent, Universite de Toulouse 1 Capitole, Loyola Marymount University, Queen's University Belfast, University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Chicago, John von Neumann University - MNB Institute, Macquarie University, Copenhagen Business School, University of Florida - Department of Finance, Insurance and Real Estate, Radboud University, Stockholm University - Stockholm Business School, UNSW Australia Business School, School of Banking and Finance, Mississippi State University, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz - Institute of Banking and Finance, Royal Melbourne Institute of Technolog (RMIT University) - Blockchain Innovation Hub, University of Toronto, Universidad de las Islas Baleares, University of Michigan, Stephen M. Ross School of Business, University of Chicago - Booth School of Business, University of Technology Sydney (UTS), Duke University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Finance, Goethe University Frankfurt - Faculty of Economics and Business Administration, University of Duisburg-Essen - Mercator School of Management, HEC Paris - Finance Department, University of Oregon - Department of Finance, University of Sydney Business School, Masaryk University - Department of finance, Missouri State University, Copenhagen Business School, The University of Wollongong, University of Technology Sydney (UTS), Indian Institute of Management, Ahmedabad, University of Texas at Arlington - Department of Finance and Real Estate, University of Basel - Faculty of Business and Economics, University of Turin, University of Kiel, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), VU University Amsterdam, ESSEC Business School, University of Toronto, Universite du Luxembourg - Department of Finance, Aalto University, Queen's University - Smith School of Business, University of Innsbruck, Stockholm University - Stockholm Business School, State University of New York at Buffalo - School of Management, University of Edinburgh Business School, Oklahoma State University, HEC Paris - Finance Department, University of Quebec at Montreal (UQAM) - Faculty of Management (ESG), University of Lausanne, Bowling Green State University - Department of Finance, University of Edinburgh, York University - Schulich School of Business, HEC Montreal - Department of Finance, New Mexico State University, Federal Reserve Banks - Federal Reserve Bank of New York, University of Cambridge - Judge Business School, Swiss Finance Institute - University of Geneva, University of Mannheim, The University of Manchester - Department of Economics, University of Graz, Deutsche Bundesbank, Macquarie University, Swiss Finance Institute - HEC Lausanne, University of Stuttgart, Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE), Arizona State University (ASU), VU Amsterdam - School of Business and Economics, Federal Reserve Bank of New York, Wilfrid Laurier University - Finance, Federal Housing Finance Agency, University of Zurich, Vienna University of Economics and Business, University of Western Australia, University of St. Gallen, University of New South Wales (UNSW), University of Memphis - Fogelman College of Business and Economics, Cardiff University, Universite du Luxembourg, New York University (NYU) - Leonard N. Stern School of Business, Aalto University, Eötvös Loránd University, University of Birmingham, University of Florida - Department of Finance, University of Bristol Business School, University of New South Wales (UNSW), University of Mannheim - Finance Area, Karlsruhe Institute of Technology, University of Bristol - Department of Finance and Accounting, Loyola Marymount University - Department of Finance, University of Bologna, Copenhagen Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR), University of Mississippi - Department of Finance, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, Vlerick Business School, Erasmus University Rotterdam (EUR), Lund University - Department of Economics, Frankfurt School of Finance & Management, University of Amsterdam Business School, Erasmus University Rotterdam (EUR), University of Copenhagen, Erasmus University Rotterdam (EUR), Utrecht University - School of Economics, Reykjavik University, Erasmus University Rotterdam, The Ohio State University - Fisher College of Business, University of Sydney Business School, University of Vienna - Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, University of Zurich - Department of Economics, University of Luxembourg, VU University Amsterdam, Asia University, Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, Halle Institute for Economic Research, University of Chicago - Booth School of Business, University of Victoria, Stockholm University - Stockholm Business School, University of Oklahoma Price College of Business, University of Murcia, University of Essex, Erasmus University Rotterdam, Central Michigan University, Aalto University, Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - Lee Kong Chian School of Business, NHH Norwegian School of Economics - Department of Finance, University of Gothenburg, Centre for Finance, Stockholm University, Radboud University, Institute for Management Research, University of Manchester - Alliance Manchester Business School, Vrije Universiteit Amsterdam (VU Amsterdam), University of Melbourne - Department of Finance, University of Wollongong - School of Accounting, Economics & Finance, Erasmus University Rotterdam (EUR), Bank for International Settlements (BIS) - Monetary and Economic Department, University of Calgary - Haskayne School of Business, Vrije Universiteit Amsterdam, School of Business and Economics, Queen's University, HEC Paris, University of Birmingham, King’s College London, Cardiff Business School, Universidad Autonoma de Madrid, Singapore Management University, University of Zurich - Department of Finance, Gottfried Wilhelm Leibniz Universität Hannover, University of Luxembourg, affiliation not provided to SSRN, EDF Energy, United Kingdom, Aalto University, Norges Bank, State University of New York (SUNY) - University at Buffalo, Southwestern University of Finance and Economics (SWUFE), NGS Super, University of Toulouse Capitole, UC3M, University of Reading - ICMA Centre, Pontificia Universidad Católica de Chile and Zhongnan University of Economics and Law - School of Finance
Downloads 16,834 (487)
Citation 20

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nonstandard errors, multi-analyst study, liquidity

2.

The Skewness of Commodity Futures Returns

Journal of Banking and Finance, 2018, 86, 143-158
Number of pages: 43 Posted: 08 Oct 2015 Last Revised: 20 May 2019
University College Dublin (UCD) - Department of Banking & Finance, Open University of the Netherlands - School of Management, Bayes Business School, City, University of London and Audencia Business School
Downloads 3,867 (5,989)
Citation 32

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Skewness; Commodities; Futures pricing; Selective hedging

3.

The Impact of Cultural Diversity in Corporate Boards on Firm Performance

Number of pages: 64 Posted: 09 Aug 2016
Bart Frijns, Olga Dodd and Helena Cimerova
Open University of the Netherlands - School of Management, Auckland University of Technology and Auckland University of Technology - Department of Finance
Downloads 803 (65,407)
Citation 10

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Cultural Diversity, Cultural Distance, Board Diversity, Firm Performance

4.

The Intraday Properties of the VIX and the VXO

Number of pages: 31 Posted: 14 Dec 2016
University College Dublin (UCD) - Department of Banking & Finance, Open University of the Netherlands - School of Management, Auckland University of Technology - Faculty of Business & Law and University of Virginia - McIntire School of Commerce
Downloads 625 (90,259)
Citation 3

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VIX, Seasonality, Intraday data

5.

When No News is Good News – The Decrease in Investor Fear after the FOMC Announcement

Number of pages: 41 Posted: 17 Nov 2014 Last Revised: 18 Nov 2014
University College Dublin (UCD) - Department of Banking & Finance, Open University of the Netherlands - School of Management and Auckland University of Technology - Faculty of Business & Law
Downloads 613 (92,499)
Citation 12

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VIX, VIX Futures, FOMC Announcement, Intraday data

6.

Speed, Algorithmic Trading, and Market Quality Around Macroeconomic News Announcements

Tinbergen Institute Discussion Paper No. 12-121/III
Number of pages: 70 Posted: 14 Nov 2012
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute, Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Open University of the Netherlands - School of Management
Downloads 521 (113,481)
Citation 24

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macroeconomic news, high frequency trading, latency costs, market activity, event-based trading

7.

Who buys Bitcoin? The Cultural Determinants of Bitcoin Usage

Number of pages: 40 Posted: 02 Mar 2021
Macquarie University, Open University of the Netherlands - School of Management, Audencia Business School and Liaoning University
Downloads 496 (120,420)

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Bitcoin, Cryptocurrency, National Culture, Individualism

8.

The Information Content of Implied Volatility: Evidence from Australia

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 38 Posted: 27 Aug 2008
Open University of the Netherlands - School of Management, Münster University of Applied Sciences and Auckland University of Technology - Faculty of Business & Law
Downloads 476 (126,522)
Citation 15

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Implied Volatility, Volatility Forecasting, Options

A Volatility Targeting GARCH Model with Time-Varying Coefficients

Number of pages: 23 Posted: 17 Feb 2009
Open University of the Netherlands - School of Management, University of Luxembourg and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 274 (231,635)

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GARCH, time varying coefficients, multinomial logit

A Volatility Targeting GARCH Model with Time-Varying Coefficients

Journal of Empirical Finance, Vol. 18, 2011
Number of pages: 23 Posted: 24 Aug 2009 Last Revised: 06 May 2016
Open University of the Netherlands - School of Management, University of Luxembourg and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 182 (344,769)

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GARCH, time varying coefficients, multinomial logit

10.

A Cultural Explanation of the Foreign Bias in International Asset Allocation

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 31 Posted: 12 Aug 2008 Last Revised: 01 Apr 2009
Sjoerd Beugelsdijk and Bart Frijns
University of Groningen and Open University of the Netherlands - School of Management
Downloads 427 (144,336)
Citation 35

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Foreign Bias, Home Bias, Culture, Portfolio Theory

A Proclivity to Cheat: How Culture Influences Illegal Insider Trading

2012 Financial Markets & Corporate Governance Conference, 25th Australasian Finance and Banking Conference 2012
Number of pages: 27 Posted: 15 Dec 2011 Last Revised: 17 Aug 2012
Auckland University of Technology - Faculty of Business & Law, Open University of the Netherlands - School of Management and Auckland University of Technology - Faculty of Business & Law
Downloads 236 (269,228)
Citation 1

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Cultural Dimensions, Insider Dealing, Price Run-Ups

A Proclivity to Cheat: How Culture influences Illegal Insider Trading

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 33 Posted: 19 Sep 2011
Open University of the Netherlands - School of Management, Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology - Faculty of Business & Law
Downloads 189 (332,939)
Citation 1

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Cultural Dimensions, Insider Dealing, Price Run-Ups

12.

On the Intraday Relation between the VIX and Its Futures

Number of pages: 29 Posted: 31 Jan 2014
Open University of the Netherlands - School of Management, Auckland University of Technology - Faculty of Business & Law and University of Virginia - McIntire School of Commerce
Downloads 423 (145,495)
Citation 4

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VIX, Futures, Vector Autoregressions, Ultra-High Frequency Data

13.
Downloads 399 (155,585)
Citation 1

Employee Demographic Diversity and Firm Performance

Number of pages: 52 Posted: 07 May 2024
Bart Frijns, Alexandre Garel and Shushu Liao
Open University of the Netherlands - School of Management, Audencia Business School and Kühne Logistics University
Downloads 248 (256,416)

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Employee Diversity; Labor Diversity; Stock Returns; Firm Performance

Employee Demographic Diversity and Firm Performance

HKU Jockey Club Enterprise Sustainability Global Research Institute - Archive
Number of pages: 52 Posted: 08 Jun 2024 Last Revised: 13 Jan 2025
Alexandre Garel, Shushu Liao and Bart Frijns
Audencia Business School, affiliation not provided to SSRN and Open University of the Netherlands - School of Management
Downloads 151 (406,238)
Citation 1

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Employee Diversity, Labor Diversity, Stock returns, firm performance

14.

Cultural Diversity in the Boardroom and Corporate Social Performance

Number of pages: 44 Posted: 05 Jun 2019
Olga Dodd, Bart Frijns and Alexandre Garel
Auckland University of Technology, Open University of the Netherlands - School of Management and Audencia Business School
Downloads 356 (176,585)

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cultural diversity, corporate social responsibility, board of directors, board diversity, corporate social performance

15.

Herding in Analysts' Recommendations: The Role of Media

Journal of Banking and Finance, Forthcoming
Number of pages: 46 Posted: 15 Sep 2015 Last Revised: 24 Apr 2018
Bart Frijns and Thanh Huynh
Open University of the Netherlands - School of Management and Monash University - Department of Banking and Finance
Downloads 355 (177,209)
Citation 1

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analyst herding, news sentiment, media coverage, disagreement, news dispersion

Excess Stock Return Comovements and the Role of Investor Sentiment

Number of pages: 25 Posted: 08 Jul 2011 Last Revised: 19 Aug 2012
Open University of the Netherlands - School of Management, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 278 (228,246)

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Behavioral Finance, Excess Comovement; Investor Sentiment; International Equity Markets

Excess Stock Return Comovements and the Role of Investor Sentiment

25th Australasian Finance and Banking Conference 2012
Number of pages: 25 Posted: 19 Aug 2012
Open University of the Netherlands - School of Management, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 70 (697,951)
Citation 4

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Behavioral Finance, Excess Comovement, Investor Sentiment, International Equity Markets

17.
Downloads 345 (182,831)
Citation 7

Price Discovery in Tick Time

Number of pages: 35 Posted: 22 Jul 2004
Bart Frijns and Peter C. Schotman
Open University of the Netherlands - School of Management and Maastricht University - Department of Finance
Downloads 324 (193,895)
Citation 7

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Price Discovery, Tick Time models, Nasdaq, Ultra-high frequency data, Microstructure

Price Discovery in Tick Time

Number of pages: 36 Posted: 30 Jul 2004
Bart Frijns and Peter C. Schotman
Open University of the Netherlands - School of Management and Maastricht University - Department of Finance
Downloads 21 (1,122,536)
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Price discovery, tick time models, NASDAQ, ultra-high frequency data, microstructure

18.

On the Style-Based Feedback Trading of Mutual Fund Managers

Journal of Financial and Quantitative Analysis (JFQA), 02/2013
Number of pages: 49 Posted: 20 Jul 2012 Last Revised: 01 Feb 2016
Open University of the Netherlands - School of Management, Auckland University of Technology - Faculty of Business & Law and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 338 (186,933)
Citation 3

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Mutual Fund Managers, Style Switching, Feedback Trading

19.

Cultural Values, CEO Risk Aversion and Corporate Takeovers

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 37 Posted: 12 Oct 2011
University of Luxembourg, Open University of the Netherlands - School of Management, Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology - Faculty of Business & Law
Downloads 304 (209,446)
Citation 1

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Financial Decision Making, Risk Aversion, Synergies, Culture, Takeovers

20.

Feedback Trading: The Intra-Day Case of Retail Derivatives

Number of pages: 53 Posted: 27 Mar 2023
Rainer Baule, Bart Frijns and Sebastian Schlie
University of Hagen, Open University of the Netherlands - School of Management and University of Hagen
Downloads 285 (224,041)

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Feedback trading, retail investors, investor returns, retail derivatives, warrants, order flow, issuer pricing strategies, intra-day

21.

Do Criminal Sanctions Deter Insider Trading

2012 Financial Markets & Corporate Governance Conference
Number of pages: 34 Posted: 15 Dec 2011 Last Revised: 22 Dec 2011
Open University of the Netherlands - School of Management, Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology - Faculty of Business & Law
Downloads 241 (265,368)
Citation 1

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Market Microstructure, Bid-Ask Spreads, Information Asymmetry, Insider Trading, Criminal Sanctions

22.

Contemporaneous Spill-Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices

25th Australasian Finance and Banking Conference 2012
Number of pages: 33 Posted: 16 Aug 2012
Auckland University of Technology, Open University of the Netherlands - School of Management and Auckland University of Technology - Faculty of Business & Law
Downloads 238 (269,656)
Citation 4

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spill-over, implied volatility indices

23.

Do Criminal Sanctions Deter Insider Trading?

Number of pages: 37 Posted: 15 Mar 2011
Open University of the Netherlands - School of Management, Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology - Faculty of Business & Law
Downloads 235 (271,949)
Citation 1

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Insider Trading, Criminal Sanctions, Bid-Ask Spreads, Information Asymmetry Costs

24.

Information Shares in Stationary Time Series and Global Volatility Discovery

Number of pages: 58 Posted: 16 Feb 2016 Last Revised: 25 Jul 2017
Rainer Baule, Bart Frijns and Milena Tieves
University of Hagen, Open University of the Netherlands - School of Management and University of Hagen
Downloads 234 (273,067)
Citation 2

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information share, stationarity, co-integration, variance decomposition, volatility spillover

25.

Board Cultural Diversity and Firm Performance Under Competitive Pressures

Dodd, O., Frijns, B., Gong, R. K., & Liao, S. (2023). Board cultural diversity and firm performance under competitive pressures. Financial Review, 00, 1–23. https://doi.org/10.1111/fire.12365
Number of pages: 23 Posted: 20 Sep 2022 Last Revised: 29 Aug 2023
Auckland University of Technology, Open University of the Netherlands - School of Management, HKUST Business School and Kühne Logistics University
Downloads 233 (274,216)

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Board diversity, Competition, Firm performance, Product market, Cultural diversity, Board of directors

26.

Behavioral Heterogeneity in the Option Market

Journal of Economic Dynamics and Control, Vol. 34, No. 11, 2010
Number of pages: 28 Posted: 04 Mar 2007 Last Revised: 06 May 2016
Open University of the Netherlands - School of Management, University of Luxembourg and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 196 (322,836)
Citation 2

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Heterogeneous Agents, Option Markets, Fundamentalists, Chartists

27.

Political Crises and the Stock Market Integration of Emerging Markets

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 26 Posted: 04 Dec 2010
Auckland University of Technology - Faculty of Business & Law, Open University of the Netherlands - School of Management and University of Adelaide
Downloads 190 (332,246)
Citation 6

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Stock Market Integration, International Crises, Emerging Markets

28.

Volatility Discovery and Volatility Quoting on Markets for Options and Warrants

Journal of Futures Markets 38 (7/2018), 758–774
Number of pages: 43 Posted: 03 Oct 2017 Last Revised: 14 Jan 2020
Rainer Baule, Bart Frijns and Milena Tieves
University of Hagen, Open University of the Netherlands - School of Management and University of Hagen
Downloads 181 (347,324)
Citation 3

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Information Share, Volatility Discovery, VDAX-NEW, Bank-Issued Warrants, Options, Retail Investors

29.

Institutional Trading and Asset Pricing

Journal of Banking and Finance, forthcoming
Number of pages: 57 Posted: 29 Nov 2014 Last Revised: 24 Apr 2018
Open University of the Netherlands - School of Management, Monash University - Department of Banking and Finance, Auckland University of Technology - Faculty of Business & Law and University of Sydney Business School
Downloads 179 (350,744)

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intermediary asset pricing, institutional trading, investor preferences, CAPM

30.

US Cross-Listing and Domestic High-Frequency Trading: Evidence from Canadian Stocks

Journal of Empirical Finance, Forthcoming
Number of pages: 52 Posted: 17 Apr 2021 Last Revised: 22 Mar 2023
Auckland University of Technology, Open University of the Netherlands - School of Management, University of Adelaide and Universidad de las Islas Baleares
Downloads 176 (355,976)

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US cross-listing, high-frequency trading, cross-market arbitrage, US news announcements, liquidity, equity markets

31.

Realized Variance in the Presence of Non-Iid Microstructure Noise

LIFE Working Paper No. 04-008
Number of pages: 38 Posted: 30 Aug 2004
Bart Frijns and Thorsten Lehnert
Open University of the Netherlands - School of Management and University of Luxembourg
Downloads 168 (370,868)
Citation 2

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Realized variance, Ultra-High Frequency data, Tick Time models, Nasdaq, Microstructure noise

32.

Market Timing Ability and Mutual Funds: A Heterogeneous Agent Approach

Quantitative Finance, Forthcoming
Number of pages: 31 Posted: 08 Dec 2011 Last Revised: 13 Jun 2014
Open University of the Netherlands - School of Management, Auckland University of Technology - Faculty of Business & Law and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 147 (414,953)

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mutual funds, market timing, heterogeneous agents models

33.

National Culture and Corporate Risk-Taking around the World

Number of pages: 29 Posted: 22 Feb 2022
Open University of the Netherlands - School of Management, Open University of the Netherlands, College of Business, Korea Advanced Institute of Science and Technology (KAIST), Liaoning University and Central University of Finance and Economics (CUFE) - China Economics and Management Academy
Downloads 137 (438,795)
Citation 10

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National culture, corporate risk-taking, individualism

34.

The Interactions between Price Discovery, Liquidity and Algorithmic Trading for US-Canadian Cross-Listed Shares

Number of pages: 52 Posted: 03 Dec 2015 Last Revised: 15 Feb 2017
Open University of the Netherlands - School of Management, University of Adelaide and Auckland University of Technology - Faculty of Business & Law
Downloads 130 (457,564)
Citation 10

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Market Microstructure, Price Discovery, Cross-Listings

35.

Expectation Formation in Financial Markets: Heterogeneity and Sentiment

Number of pages: 30 Posted: 27 Nov 2019
Open University of the Netherlands - School of Management, Monash University - Department of Banking and Finance and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 119 (490,027)
Citation 1

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36.

Time-Varying Arbitrage and Dynamic Price Discovery

Number of pages: 43 Posted: 24 Jul 2016 Last Revised: 19 Dec 2016
Bart Frijns and Remco C. J. Zwinkels
Open University of the Netherlands - School of Management and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 116 (499,609)
Citation 1

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Time-Varying Arbitrage; Price discovery; Heterogeneous Agent Models

37.

Equity Market Uncertainty and Informational Efficiency

Number of pages: 35 Posted: 11 Dec 2022
Open University of the Netherlands - School of Management, University of Adelaide, Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology
Downloads 111 (516,246)

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Uncertainty, Informational efficiency, Market quality

38.

On the Role of Cultural Distance in the Decision to Cross-List

Number of pages: 48 Posted: 16 Oct 2012 Last Revised: 28 May 2013
Olga Dodd, Bart Frijns and Aaron B. Gilbert
Auckland University of Technology, Open University of the Netherlands - School of Management and Auckland University of Technology - Faculty of Business & Law
Downloads 103 (545,235)
Citation 3

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National culture, cultural distance, international cross-listing

39.

Quote Dynamics of Cross-Listed Stocks

Frijns, B., Indriawan, I., & Tourani‐Rad, A. (2019). Quote dynamics of cross‐listed stocks. International Review of Finance.
Number of pages: 35 Posted: 03 Dec 2015 Last Revised: 13 Apr 2020
Open University of the Netherlands - School of Management, University of Adelaide and Auckland University of Technology - Faculty of Business & Law
Downloads 94 (579,539)

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Market Microstructure, Error-correction, Quote Dynamics, Cross-listings

40.

Trading Cost Decomposition During Federal Funds Rate Announcements

Asian Finance Association (AsianFA) 2017 Conference
Number of pages: 40 Posted: 03 Dec 2015 Last Revised: 02 Dec 2016
Open University of the Netherlands - School of Management, University of Adelaide, Kobe University and Auckland University of Technology - Faculty of Business & Law
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Macroeconomic News Announcements, Bid-Ask Spreads, Spread Decomposition

41.

Speculation in European Sovereign Debt Markets

Number of pages: 41 Posted: 02 Feb 2016 Last Revised: 11 Mar 2016
Bart Frijns and Remco C. J. Zwinkels
Open University of the Netherlands - School of Management and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 92 (587,291)
Citation 5

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Credit risk, sovereign bonds, CDS, heterogeneous agent models

42.

NYSE Closure and Global Equity Trading: The Case of Cross-listed Stocks

Number of pages: 40 Posted: 23 Jan 2017 Last Revised: 20 May 2019
Olga Dodd and Bart Frijns
Auckland University of Technology and Open University of the Netherlands - School of Management
Downloads 88 (603,543)

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NYSE, cross-listing, market closure, stock liquidity, information efficiency of stock prices

43.

Macroeconomic News Announcements and Price Discovery: Evidence from Canadian-U.S. Cross-Listed Firms

Journal of Empirical Finance, Vol. 32, 2015
Number of pages: 37 Posted: 03 Dec 2015
Open University of the Netherlands - School of Management, University of Adelaide and Auckland University of Technology - Faculty of Business & Law
Downloads 87 (607,768)
Citation 7

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Market Microstructure, Price Discovery, Macroeconomic News Announcements, Cross-listed Stocks

44.

Window Dressing Among Responsible Investment Funds

Number of pages: 45 Posted: 30 May 2024
Auckland University of Technology, Open University of the Netherlands - School of Management, Auckland University of Technology and Griffith University
Downloads 85 (616,496)

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Responsible investment funds, window dressing, ESG performance

45.

Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets

Number of pages: 31 Posted: 10 Nov 2016
Open University of the Netherlands - School of Management, University of Adelaide, Auckland University of Technology - Faculty of Business & Law and University of Missouri at Saint Louis
Downloads 83 (625,048)

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Cross-Listings, Market Microstructure, Market Quality

46.

The Effects of Option Incentive Compensation on Corporate Innovation: The Case of China

Number of pages: 36 Posted: 28 Jun 2023
Rui Cheng, Bart Frijns, Hyeongjun Kim and Doojin Ryu
Taiyuan University of Technology, Open University of the Netherlands - School of Management, Yeungnam University - Department of Business Administration and Sungkyunkwan University
Downloads 72 (676,401)
Citation 1

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Compensation structure, Corporate innovation, Chinese market, Option incentives, R&D

47.

Paychecks with a Purpose: Evaluating the Effectiveness of CEO Equity and Cash Compensation for the Triple Bottom Line

Number of pages: 63 Posted: 02 Oct 2024
Dennis Bams, Frederique Bouwman and Bart Frijns
Maastricht University - Department of Finance, Maastricht University - School of Business and Economics and Open University of the Netherlands - School of Management
Downloads 58 (754,789)

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CEO compensation, Corporate Social Responsibility, Corporate Governance

48.

Foreign Ownership and Board Cultural Diversity

Number of pages: 60 Posted: 29 Apr 2024 Last Revised: 16 Feb 2025
Utrecht University, Open University of the Netherlands - School of Management, Yeshiva University - Syms School of Business and Lund University
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49.

Responsible Investment Funds and Their Management Companies’ Emphasis on ESG Performance: First Priority or Icing on the Cake?

Number of pages: 64 Posted: 28 Sep 2024
Auckland University of Technology, Open University of the Netherlands - School of Management, Auckland University of Technology and Auckland University of Technology
Downloads 41 (879,684)

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Responsible investment funds, Fund management company, ESG scores, fund flows

50.

Paychecks with a Purpose: Evaluating the Effectiveness of CEO Equity and Cash Compensation for the Triple Bottom Line

Number of pages: 64 Posted: 26 Oct 2024
Dennis Bams, Frederique Bouwman and Bart Frijns
Maastricht University - Department of Finance, Maastricht University - School of Business and Economics and Open University of the Netherlands - School of Management
Downloads 30 (985,023)

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corporate social responsibility, corporate governance, CEO compensation, Incentives, Behavioural Finance

51.

The Determinants of Price Discovery on Bitcoin Markets

Journal of Futures Markets, 2020, 40, 816-837
Posted: 02 Feb 2022
Oliver Entrop, Bart Frijns and Marco Seruset
University of Passau, Open University of the Netherlands - School of Management and University of Passau - Business Administration and Economics

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bitcoin, futures, price discovery

52.

Inferring Public and Private Information from Trades and Quotes

Financial Review, Vol. 41, No. 1, February 2006
Posted: 10 Nov 2005
Bart Frijns
Open University of the Netherlands - School of Management

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public versus private information, ultra-high frequency data, Nasdaq, market microstructure