Rudy De Winne

UCLouvain - Louvain Finance

Professor

Belgium

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 49,642

SSRN RANKINGS

Top 49,642

in Total Papers Downloads

1,341

SSRN CITATIONS

4

CROSSREF CITATIONS

6

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 330 (131,174)
Citation 3

Abstract:

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

2.

Duplicated Orders, Swift Cancellations, and Fast Market Making in Fragmented Markets

Number of pages: 50 Posted: 10 Apr 2019 Last Revised: 22 Jan 2022
KU Leuven - Faculty of Business and Economics (FEB), UCLouvain - Louvain Finance, Université Paris Dauphine-PSL and City University London - The Business School
Downloads 252 (172,939)
Citation 1

Abstract:

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high frequency trading (HFT), algorithmic trading (AT), fragmentation, limit order duplication, order cancellation

3.

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 - Kenan-Flagler Business School
Downloads 182 (234,638)
Citation 6

Abstract:

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Machine Learning, Portfolio Allocation, FinTech

4.

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 125 (315,802)
Citation 2

Abstract:

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

5.

Measuring the Disposition Effect

Number of pages: 44 Posted: 08 Feb 2020 Last Revised: 05 Jan 2021
Rudy De Winne
UCLouvain - Louvain Finance
Downloads 123 (319,512)

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Disposition effect, Individual investors, Behavioral finance

6.

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 104 (359,086)
Citation 2

Abstract:

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Negative interest rates; savings account

7.

Do retail investors bite off more than they can chew? A close look at their return objectives

Number of pages: 52 Posted: 19 Jun 2020 Last Revised: 25 May 2021
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 83 (413,327)

Abstract:

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Return objectives, Risk tolerance, Financial literacy, Retail investors, MiFID

8.

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 - Faculty of Business and Economics (FEB), UCLouvain - Louvain Finance and KU Leuven - University of Leuven
Downloads 82 (416,273)

Abstract:

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Traders' Performance, Local Bias

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 60 (491,354)

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

Abstract:

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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: 365
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 365

Abstract:

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