Rudy De Winne

UCLouvain - Louvain Finance

Professor

Belgium

SCHOLARLY PAPERS

10

DOWNLOADS

721

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (10)

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 (99,481)
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 (218,780)
Citation 4

Abstract:

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Machine Learning, Portfolio Allocation, FinTech

3.

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

Number of pages: 40 Posted: 10 Apr 2019 Last Revised: 14 Aug 2019
KU Leuven, Department Accounting, Finance and Insurance, UCLouvain - Louvain Finance, Université Paris-Dauphine, PSL and City University London - Sir John Cass Business School
Downloads 77 (327,673)

Abstract:

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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 (354,073)

Abstract:

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Traders' Performance, Local Bias

5.

Measuring the Disposition Effect

Number of pages: 13 Posted: 08 Feb 2020
Rudy De Winne
UCLouvain - Louvain Finance
Downloads 54 (393,858)

Abstract:

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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 36 (462,397)

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 29 (495,566)

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Negative interest rates; savings account

8.

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

9.

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