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2009
Document de travail (Working Paper)
Germain, Marc
Petitjean, Mikael
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Giot, Pierre
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D'Hondt, Catherine
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Beaupain, Renaud
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El Hichou El Maya, Younes
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Mazza, Paolo
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Boudt, Kris
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Caliman, Thibaut
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D'hondt, Catherine
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Desagre, Christophe
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Duvinage, Matthieu
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Ghys, Hendrik
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Laurent, Sébastien
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Lespingart, Clothilde
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Majois, Christophe
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Taleb, Saïd
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WorkingPaper
La faillite du hedge fund Amaranth Advisors LLC
Petitjean, Mikael
[FUCAM]
(2008)
WorkingPaper
The information content of the Bond-Equity Yield Ratio: better than a random walk?
Giot, Pierre
Petitjean, Mikael
(2006)
WorkingPaper
De la performance du MACD en intra‐journalier
Petitjean, Mikael
[FUCAM]
(2008)
WorkingPaper
Liquidity and CDS Premiums on European Companies around the Subprime Crisis
Petitjean, Mikael
[FUCAM]
Majois, Christophe
[FUCAM]
Lespingart, Clothilde
[FUCAM]
(2010)
WorkingPaper
Short-term market timing strategies using the Bond Equity Yield Ratio
Giot, Pierre
Petitjean, Mikael
[FUCAM]
(2006)
WorkingPaper
Dynamic Asset Allocation between Stocks and Bonds Using the Bond-Equity Yield Ratio
Giot, Pierre
Petitjean, Mikael
[FUCAM]
(2005)
WorkingPaper
Market-wide liquidity co-movements, volatility regimes and market cap sizes
Beaupain, Renaud
Giot, Pierre
Petitjean, Mikael
(2006)
WorkingPaper
The information content of the Bond-Equity Yield Ratio: Better than a random walk?
Giot, Pierre
Petitjean, Mikael
[FUCAM]
(2006)
WorkingPaper
Determining an optimal multiplier in dynamic core-satellite strategies
D'hondt, Catherine
[UCL]
Petitjean, Mikael
[UCL]
Caliman, Thibaut
(2012)
WorkingPaper
Déduction pour intérêts notionnels et diminution du coût des fonds propres : Une application empirique du MEDAF
Petitjean, Mikael
[FUCAM]
Taleb, Saïd
(2008)
WorkingPaper
Intraday liquidity dynamics of the DJIA stocks around price jumps
Petitjean, Mikael
[FUCaM]
Boudt, Kris
Ghys, Hendrik
(2010)
WorkingPaper
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio
Giot, Pierre
Petitjean, Mikael
(2005)
WorkingPaper
Biais comportementaux, aléa moral et juste régulation
Petitjean, Mikael
[FUCAM]
(2008)
WorkingPaper
Market-wide liquidity co-movements, volatility regimes, and market cap sizes
Beaupain, Renaud
Petitjean, Mikael
[FUCAM]
Giot, Pierre
(2006)
WorkingPaper
Trading activity, realized volatility and jumps
Giot, Pierre
[FUNDP]
Petitjean, Mikael
[FUCAM]
Laurent, Sébastien
[FUNDP]
(2007)
WorkingPaper
International stock return predictability: Statistical evidence and economic significance
Giot, Pierre
Petitjean, Mikael
[FUCAM]
(2006)
WorkingPaper
The Information Content of Price Movements for Intraday Liquidity Estimation
Mazza, Paolo
[UCL]
Petitjean, Mikael
[UCL]
(2012)
WorkingPaper
Short-term market timing using the Bond-Equity Yield Ratio
Giot, Pierre
Petitjean, Mikael
(2006)
WorkingPaper
International stock return predictability: statistical evidence and economic significance
Giot, Pierre
Petitjean, Mikael
(2006)
WorkingPaper
Testing the profitability of contrarian trading strategies based on the overreaction hypothesis
Duvinage, Matthieu
Mazza, Paolo
[UCL]
Petitjean, Mikael
[UCL]
(2013)
WorkingPaper
How integrated is the European carbon derivatives market?
Petitjean, Mikael
[UCL]
VILLARD, Geoffroy
(2014)
WorkingPaper
Political idealism and economic realism: A forced marriage to preserve the Eurozone
Petitjean, Mikael
[FUCAM]
(2012)
WorkingPaper
Measuring the profitability of market timing strategies and trading systems based on Japanese Candlesticks
Petitjean, Mikael
[FUCAM]
(2012)
WorkingPaper
Win or Lose for Life ? Regards croisés sur les jeux de hasard et les produits structurés
Petitjean, Mikael
[UCL]
Vrins, Frédéric
[UCL]
(2016)
WorkingPaper
The rise of fast trading: Curse or blessing for liquidity?
Desagre, Christophe
[UCL]
D'Hondt, Catherine
[UCL]
Petitjean, Mikael
[UCL]
(2020)
Pages
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