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Bart Frijns

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Personal Details

First Name: Bart
Middle Name:
Last Name: Frijns
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RePEc Short-ID: pfr176

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Homepage: http://www.aut.ac.nz/study-at-aut/study-areas/business/research/research-areas/listings/finance/dr-b
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Affiliation

Works


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Working papers

  1. Thorsten Lehnert & Bart Frijn & Aaron Gilbert & Alireza Tourani-Rad, 2011. "Cultural Values, CEO Risk Aversion and Corporate Takeovers," LSF Research Working Paper Series 11-01, Luxembourg School of Finance, University of Luxembourg.
  2. Thorsten Lehnert & Bart Frijns & Remco C.J. Zwinkels, 2010. "Modelling structural changes in the volatility process," LSF Research Working Paper Series 10-05, Luxembourg School of Finance, University of Luxembourg.
  3. Thorsten Lehnert & Bart Frijns & Remco Zwinkels, 2009. "Behavioral Heterogeneity in the Option Market," LSF Research Working Paper Series 09-07, Luxembourg School of Finance, University of Luxembourg.
  4. Thorsten Lehnert & Bart Frijns & Remco Zwinkels, 2009. "A Volatility Targeting GARCH model with Time-Varying Coefficients," LSF Research Working Paper Series 09-08, Luxembourg School of Finance, University of Luxembourg.
  5. Bauer, Rob & Frijns, Bart & Otten, Róger & Tourani-Rad, Alireza, 2008. "The impact of corporate governance on corporate performance: evidence from Japan," Open Access publications from Maastricht University urn:nbn:nl:ui:27-19318, Maastricht University.
  6. Frijns, Bart & Schotman, Peter C, 2004. "Price Discovery in Tick Time," CEPR Discussion Papers 4456, C.E.P.R. Discussion Papers.
  7. B. Frijns & P. Schotman, 2002. "The Dynamics of Dealer Quoting Behavior," Computing in Economics and Finance 2002 235, Society for Computational Economics.

Articles

  1. Frijns, Bart & Lehnert, Thorsten & Zwinkels, Remco C.J., 2011. "Modeling structural changes in the volatility process," Journal of Empirical Finance, Elsevier, vol. 18(3), pages 522-532, June.
  2. Bart Frijns; Aaron Gilbert; Alireza Tourani-Rad, 2011. "Heterogeneity and sentiment in the stock market," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 140-151, January.
  3. Frijns, Bart & Gilbert, Aaron & Tourani-Rad, Alireza, 2010. "The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 498-508, March.
  4. Beugelsdijk, Sjoerd & Frijns, Bart, 2010. "A cultural explanation of the foreign bias in international asset allocation," Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2121-2131, September.
  5. Frijns, Bart & Lehnert, Thorsten & Zwinkels, Remco C.J., 2010. "Behavioral heterogeneity in the option market," Journal of Economic Dynamics and Control, Elsevier, vol. 34(11), pages 2273-2287, November.
  6. Frijns, Bart & Schotman, Peter, 2009. "Price discovery in tick time," Journal of Empirical Finance, Elsevier, vol. 16(5), pages 759-776, December.
  7. Bart Frijns & Alireza Tourani-Rad & Yajie Zhang, 2008. "The New Zealand implied volatility index," New Zealand Economic Papers, Taylor and Francis Journals, vol. 42(1), pages 103-125.
  8. Bart Frijns & Aaron Gilbert & Alireza Tourani-Rad, 2008. "Insider Trading, Regulation, And The Components Of The Bid-Ask Spread," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 31(3), pages 225-246.
  9. Bart Frijns & Dimitris Margaritis, 2008. "Forecasting daily volatility with intraday data," European Journal of Finance, Taylor and Francis Journals, vol. 14(6), pages 523-540.
  10. Bauer, Rob & Frijns, Bart & Otten, Rogér & Tourani-Rad, Alireza, 2008. "The impact of corporate governance on corporate performance: Evidence from Japan," Pacific-Basin Finance Journal, Elsevier, vol. 16(3), pages 236-251, June.
  11. Frijns, Bart & Koellen, Esther & Lehnert, Thorsten, 2008. "On the determinants of portfolio choice," Journal of Economic Behavior & Organization, Elsevier, vol. 66(2), pages 373-386, May.
  12. Bart Frijns, 2006. "Inferring Public and Private Information from Trades and Quotes," The Financial Review, Eastern Finance Association, vol. 41(1), pages 95-117, 02.
  13. Frijns, Bart & Schotman, Peter C., 2006. "Nonlinear dynamics in Nasdaq dealer quotes," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2246-2266, December.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2011-05-30 Author is listed
  2. NEP-ECM: Econometrics (1) 2010-01-10 Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2010-01-10 Author is listed
  4. NEP-FMK: Financial Markets (1) 2010-01-10 Author is listed
  5. NEP-UPT: Utility Models & Prospect Theory (1) 2011-05-30 Author is listed

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