Christophe Majois

Financial Services and Markets Authority (FSMA)

Economist

Rue du Congrès/Congresstraat 12-14

Brussels, 1000

Belgium

SCHOLARLY PAPERS

4

DOWNLOADS

166

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

What Characterizes Commonality on European NYSE Euronext Markets?

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 34 Posted: 08 May 2011 Last Revised: 11 May 2011
Catherine D'Hondt and Christophe Majois
UCLouvain - Louvain School of Management and Financial Services and Markets Authority (FSMA)
Downloads 54 (383,846)

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Commonality, Proprietary Trading, Hidden Liquidity

What Characterizes Commonality on European NYSE Euronext Markets?

Number of pages: 34 Posted: 15 Mar 2011
Christophe Majois and Catherine D'Hondt
Financial Services and Markets Authority (FSMA) and UCLouvain - Louvain School of Management
Downloads 40 (436,359)

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Commonality, Proprietary Trading, Hidden Liquidity

2.

Natural Experiments Methodology and Global Liquidity in Financial Markets

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 31 Posted: 22 Aug 2007
Christophe Majois
Financial Services and Markets Authority (FSMA)
Downloads 72 (326,446)

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Market Microstructure, Anonymity, Natural Experiments, Liquidity

3.

Liquidity and CDS Premiums on European Companies Around the Subprime Crisis

Review of Derivatives Research, Vol. 15, No. 3, 2012
Posted: 23 Jan 2016
Clothilde Lesplingart, Christophe Majois and Mikael Petitjean
Independent, Financial Services and Markets Authority (FSMA) and Catholic University of Lille - IÉSEG School of Management, Lille Campus

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CDS, Liquidity, Subprime crisis

4.

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 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

Other Papers (1)

Total Downloads: 342
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 and Financial Services and Markets Authority (FSMA)
Downloads 342

Abstract:

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