Rudy De Winne

UCLouvain - Louvain Finance

Professor

Belgium

SCHOLARLY PAPERS

12

DOWNLOADS

870

SSRN CITATIONS

2

CROSSREF CITATIONS

4

Scholarly Papers (12)

1.

An Analysis of Market Makers' Behavior on NASDAQ Europe

Number of pages: 25 Posted: 03 Feb 2003
Rudy De Winne and Isabelle Platten
UCLouvain - Louvain Finance and Facultes Un. Notre-Dame de la Paix Namur (FUNDP), CEREFIM
Downloads 319 (105,870)
Citation 3

Abstract:

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Market Microstructure, Spread Components, Stock Inventory Management, Nasdaq Europe

2.

Artificial Intelligence Alter Egos:Who benefits from Robo-investing?

Number of pages: 75 Posted: 06 Nov 2019
UCLouvain, Louvain School of Management - Louvain Finance, UCLouvain - Louvain Finance, University of North Carolina Kenan-Flagler Business School and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 139 (231,249)
Citation 5

Abstract:

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Machine Learning, Portfolio Allocation, FinTech

3.

Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity

Number of pages: 46 Posted: 10 Apr 2019 Last Revised: 14 Aug 2020
KU Leuven, Department Accounting, Finance and Insurance, UCLouvain - Louvain Finance, Université Paris-Dauphine, PSL and City University London - Sir John Cass Business School
Downloads 119 (260,621)

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high frequency trading (HFT), algorithmic trading (AT), fragmentation, ghost liquidity

4.

Trading Performance on Euronext: Does Location or Trading Venue Matter?

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 23 Posted: 08 May 2011 Last Revised: 12 May 2011
Hans Degryse, Rudy De Winne and Gunther Wuyts
KU Leuven, Department Accounting, Finance and Insurance, UCLouvain - Louvain Finance and KU Leuven - University of Leuven
Downloads 67 (373,394)

Abstract:

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Traders' Performance, Local Bias

5.

Measuring the Disposition Effect

Number of pages: 38 Posted: 08 Feb 2020 Last Revised: 02 Oct 2020
Rudy De Winne
UCLouvain - Louvain Finance
Downloads 60 (394,820)

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Disposition effect, Individual investors, Behavioral finance

6.

Negative Interest Rates May be More Psychologically Acceptable than Assumed: Implications for Savings

Number of pages: 27 Posted: 16 Dec 2019
Catholic University of Louvain (UCL), UCLouvain, Louvain School of Management - Louvain Finance, UCLouvain - Louvain Finance and Catholic University of Louvain (UCL)
Downloads 54 (415,153)

Abstract:

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saving, negative interest rates, financial decision making, loss-aversion

7.

What Leads People to Tolerate Negative Interest Rates on Their Savings?

Number of pages: 25 Posted: 14 Feb 2020
Catholic University of Louvain (UCL), UCLouvain, Louvain School of Management - Louvain Finance, UCLouvain - Louvain Finance, Catholic University of Louvain (UCL) and UCLouvain
Downloads 52 (422,196)
Citation 1

Abstract:

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Negative interest rates; savings account

8.

Do Individual Investors Bite Off More Than They Can Chew?

Number of pages: 32 Posted: 19 Jun 2020 Last Revised: 22 Jun 2020
Catherine D'Hondt, Rudy De Winne and Maxime Merli
UCLouvain, Louvain School of Management - Louvain Finance, UCLouvain - Louvain Finance and Strasbourg University, LaRGE Research Center, EM Strasbourg Business School
Downloads 43 (456,909)

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Target returns, Financial risk tolerance, Financial literacy, Individual investors

9.

Retail Investors’ Disposition Effect and Order Choices

Working Paper Series, School of Business, Economics and Social Sciences, University of Graz
Number of pages: 35 Posted: 27 Aug 2020
Rudy De Winne, Nhung Luong and Stefan Palan
UCLouvain - Louvain Finance, UCLouvain - Louvain Finance and University of Graz
Downloads 17 (603,433)

Abstract:

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retail investors, behavioral finance, disposition effect, order choices

10.

Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index

International Review of Financial Analysis, 34, 31-43.
Posted: 12 Sep 2008 Last Revised: 16 Dec 2014
Rudy De Winne, Carole Gresse and Isabelle Platten
UCLouvain - Louvain Finance, Université Paris-Dauphine, PSL and Facultes Un. Notre-Dame de la Paix Namur (FUNDP), CEREFIM

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Exchange-traded fund (ETF), index trading, transaction costs, liquidity, risk sharing

11.

A Comparison of Alternative Spread Decomposition Models on Euronext Brussels

Brussels Economic Review, Vol. 46, No. 4, pp. 91-135
Posted: 11 Feb 2005
Rudy De Winne and Christophe Majois
UCLouvain - Louvain Finance and Financial Services and Markets Authority (FSMA)

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Market Microstructure, Bid-Ask Spread Components, Order-Driven Markets, Information Asymmetry, Inventory Holding Costs

Hide-and-Seek in the Market: Placing and Detecting Hidden Orders

Review of Finance, Vol. 11, Issue 4, pp. 663-692, 2007
Posted: 14 Jul 2008
Rudy De Winne and Catherine D'Hondt
UCLouvain - Louvain Finance and UCLouvain, Louvain School of Management - Louvain Finance

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G14, G10

Hide-and-Seek in the Market: Placing and Detecting Hidden Orders

Review of Finance, 2007
Posted: 03 Jun 2003
Rudy De Winne and Catherine D'Hondt
UCLouvain - Louvain Finance and UCLouvain, Louvain School of Management - Louvain Finance

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Traders' behavior, Hidden Orders, Hidden Depth, Order Aggressiveness

Other Papers (1)

Total Downloads: 345
1.

A Comparison of Alternative Spread Decomposition Models on Euronext Brussels

Number of pages: 43 Posted: 01 Aug 2003
Rudy De Winne and Christophe Majois
UCLouvain - Louvain Finance and Financial Services and Markets Authority (FSMA)
Downloads 345

Abstract:

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Market Microstructure, Bid-Ask Spread Components, Order-Driven Markets, Information Asymmetry, Inventory Holding Costs