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Publications

by alumni of

Université Catholique de Louvain → Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM)

Catholic University of Louvain-la-Neuve

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2026

  1. Arnoud Stevens & Pavel Tretiakov, 2026, "Public beliefs and monetary policy," Working Paper Research, National Bank of Belgium, number 494, Aug.

2025

  1. Mugrabi, Farah & Rünstler, Gerhard, 2025, "Housing and Credit Cycles in Ireland," Research Technical Papers, Central Bank of Ireland, number 16/RT/25, Oct.
  2. Bro de Comères, Quentin & Mugrabi, Farah & Lyons, Paul, 2025, "A Quick Stress Testing Methodology for Irish Banks," Research Technical Papers, Central Bank of Ireland, number 17/RT/25, Oct.
  3. Mazza, Paolo & Petitjean, Mikael & Tohlukov, Ariana, 2025, "Financial Performance and The Legal Landscape: An International Study of Controversial Business Activities," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2025004, Jan, DOI: https://doi.org/10.22381/emfm192202.
  4. Ansaram, Karishma & Petitjean, Mikael, 2025, "A Global Perspective on the Nexus Between Energy and Stock Markets in Light of the Rise of Renewable Energy," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2025005, Jan, DOI: https://doi.org/10.1016/j.eneco.202.
  5. Desagre, Christophe & Laly, Floris & Petitjean, Mikael, 2025, "Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2025006, Jan, DOI: https://doi.org/10.1186/s40854-024-.
  6. D’Hondt, Catherine & Petitjean, Mikael & Elhichou Elmaya, Younes, 2025, "Uncovering the profile of passive exchange-traded fund retail investors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2025007, Jan, DOI: https://doi.org/10.3917/fina.pr.040.

2024

  1. Sami Ben Naceur & Bertrand Candelon & Farah Mugrabi, 2024, "Systemic Implications of Financial Inclusion," IMF Working Papers, International Monetary Fund, number 2024/203, Sep.

2023

  1. Sami Kallal & Imène Guetat, 2023, "Fiscal Cyclicality Asymmetries and Public Debt: New Evidence from Panel Endogenous Threshold Model," Working Papers, HAL, number hal-04098704, May, DOI: 10.2139/ssrn.4063548.
  2. Mugrabi, Farah Daniela, 2023, "Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023001, Mar.
  3. Mohamed Belkhir & Sami Ben Naceur & Bertrand Candelon & Woon Gyu Choi & Farah Mugrabi, 2023, "Macroprudential Policy and Bank Systemic Risk: Does Inflation Targeting Matter?," IMF Working Papers, International Monetary Fund, number 2023/119, Jun.
  4. Desagre, Christophe & Mazza, Paolo & Petitjean, Mikael, 2023, "Crypto market dynamics in stressful conditions," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023001, Jan, DOI: https://doi.org/10.1080/00036846.20.

2022

  1. Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2022, "The risk premium in New Keynesian DSGE models: the cost of inflation channel," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022008, Aug.

2021

  1. Bertrand Candelon & Angelo Luisi & Francesco Roccazzella, 2021, "Fragmentation in the European Monetary Union: Is it really over?," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_016, May.
  2. D’Hondt, Catherine & Elhichou Elmaya, Younes & Petitjean, Mikael, 2021, "Blaming or praising passive ETFs?," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021008, Aug.
  3. Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021, "Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021016, Sep, DOI: https://doi.org/10.1016/j.econmod.2.
  4. Laly, Floris & Petitjean, Mikael, 2021, "Mini flash crashes: Review, taxonomy and policy responses," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021017, Jul, DOI: https://doi.org/10.1111/boer.12221.
  5. Desagre, Christophe & D’Hondt, Catherine & Petitjean, Mikael, 2021, "The rise of fast trading: Curse or blessing for liquidity?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021018, Jan, DOI: https://doi.org/10.3917/fina.pr.i.
  6. Petitjean, Mikael, 2021, "Judging the functioning of equity markets in 2020: A bird's-eye (re)view," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021019, Jan.

2020

  1. Sami Kallal & Imène Guetat, 2020, "Fiscal stance, election year and 2007 crisis, evidence from OECD countries (1980–2017)," Post-Print, HAL, number hal-04097392, Jun, DOI: 10.1016/j.jeca.2020.e00163.
  2. Candelon, Bertrand & Luisi, Angelo, 2020, "Testing for the Validity of W in GVAR models," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020009, Jan.
  3. D'Hondt, Catherine & Elhichou Elmaya, Younes & Petitjean, Mikael, 2020, "Retail Investing in Passive Exchange Traded Funds," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020013, Jan.

2019

  1. Petitjean, Mikael, 2019, "Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2019002, Jan.
  2. Mazza, Paolo & Petitjean, Mikael, 2019, "Testing the effect of technical analysis on market quality and order book dynamics," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2019006, Jan.

2018

  1. Petitjean, Mikael, 2018, "What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018002, Jan.
  2. Petitjean, Mikael, 2018, "Le sauvetage des institutions financières a épargné plusieurs milliards d’euros aux pouvoirs publics," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018006, Jan.
  3. Petitjean, Mikael, 2018, "La Belgique est-elle inégalitaire ?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018007, Jan.
  4. Mazza, Paolo & Petitjean, Mikael, 2018, "Implicit transaction cost management using intraday price dynamics," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018008, Jan.
  5. Vrins, Frédéric & Petitjean, Mikael, 2018, "Extreme events and the cumulative distribution of net gains in gambling and structured products," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018010, Jan.

2017

  1. Boullenger, Victor & Petitjean, Mikael & Daguet, Patrick, 2017, "Capital-risque et performance à court terme de l’entreprise après introduction en bourse," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2017004, Oct.

2016

  1. Petitjean, Mikael, 2016, "On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2016002, Jan.
  2. Petitjean, Mikael, 2016, "La vitesse sur les marchés financiers : stop ou encore ?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2016004, Jan.

2015

  1. Petitjean, Mikael, 2015, "Les sept familles de l'ISR," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2015002, Jan.
  2. Petitjean, Mikael, 2015, "La taxe sur la "bourse casino"," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2015003, Jan.
  3. Petitjean, Mikael, 2015, "How integrated is the European carbon derivatives market?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2015004, Jan.
  4. Petitjean, Mikael, 2015, "D'une démocratie des opinions à une aristocratie des connaissances," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2015005, Jan.
  5. Petitjean, Mikael, 2015, "Chapeau bas et respect pour Albert FRERE ?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2015007, Jan.

2014

  1. Petitjean, Mikael, 2014, "Testing the profitability of contrarian trading strategies based on the overreaction hypothesis," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014001, Jan.
  2. Petitjean, Mikael, 2014, "Quel secteur financier voulons-nous pour nos enfants?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014002, Jan.
  3. Petitjean, Mikael, 2014, "La Bourse, truquée?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014004, Jan.
  4. Petitjean, Mikael, 2014, "Inégalités patrimoniales, moralisme et passeport," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014005, Jan.
  5. Boudt, Kris & Petitjean, Mikael, 2014, "Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014006, Jan.
  6. Godart, Camille & Petitjean, Mikael, 2014, "De la médiocrité des conseils d’investissement de Test-Achats invest sur actions individuelles," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014008, Jan.

2013

  1. Duvinage, Matthieu & Mazza, Paolo & Petitjean, Mikael, 2013, "The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2013001, Jan.
  2. Petitjean, Mikael, 2013, "Il n’y aura pas de croissance solide sans confiance dans l’avenir," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2013004, Jan.
  3. Caliman, Thibaut & D'Hondt, Catherine & Petitjean, Mikael, 2013, "Determining an optimal multiplier in dynamic core-satellite strategies," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2013005, Jan.
  4. Petitjean, Mikael, 2013, "Bank failures and regulation: a critical review," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2013006, Jan.

2012

  1. LESPLINGART, Clothilde & MAJOIS, Christophe & PETITJEAN, Mikael, 2012, "Liquidity and CDS premiums on European companies around the Subprime crisis," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2440, Jan, DOI: 10.1007/s11147-012-9076-y.

2011

  1. GIOT, Pierre & PETITJEAN, Mikael, 2011, "On the statistical and economic performance of stock return predictive regression models: an international perspective," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2327, Jan, DOI: 10.1080/14697680903468971.

2010

  1. GIOT, Pierre & LAURENT, Sébastien & PETITJEAN, Mikael, 2010, "Trading activity, realized volatility and jumps," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2223, Jan, DOI: 10.1016/j.jempfin.2009.07.001.
  2. BEAUPAIN, Renoud & GIOT, Pierre & PETITJEAN, Mikael, 2010, "Volatility regimes and liquidity co-movements in cap-based portfolios," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2328, Jan.
  3. R. Beaupain & S. Dauginet & M. Petitjean, 2010, "Variations communes de liquidité au sein de portefeuilles de faible, moyenne et forte capitalisation: Les enseignements des crises financières asiatique et russe," Post-Print, HAL, number hal-00675992.

2006

  1. GIOT, Pierre & PETITJEAN, Mikael, 2006, "International stock return predictability: statistical evidence and economic significance," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006088, Oct.
  2. GIOT, Pierre & PETITJEAN, Mikael, 2006, "The information content of the Bond-Equity Yield Ratio: better than a random walk?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006089, Oct.
  3. GIOT, Pierre & PETITJEAN, Mikael, 2006, "Short-term market timing using the Bond-Equity Yield Ratio," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006090, Oct.
  4. BEAUPAIN, Renaud & GIOT, Pierre & PETITJEAN, Mikael, 2006, "Market-wide liquidity co-movements, volatility regimes and market cap sizes," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006102, Oct.

2005

  1. GIOT, Pierre & PETITJEAN, Mikael, 2005, "Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005010, Feb.

2004

  1. Mikael Petitjean & Pierre Giot, 2004, "Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison," Computing in Economics and Finance 2004, Society for Computational Economics, number 6, Aug.

1999

  1. Mikael Petitjean, 1999, "Des effets de la globalisation sur les inégalités régionales : quelques apports fondamentaux de l'économie géographique," SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics, number 990401, Apr.
  2. Mikael Petitjean, 1999, "Une introduction aux modèles de croissance : de l'exogénéité à l'endogénisation," SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics, number 990901, Aug.

1998

  1. Mikael Petitjean, 1998, "Exogeneous Technical Progress and International Trade : Is It Outdated?," SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics, number 980401, Apr.
  2. Mikael Petitjean, 1998, "Spécialisation industrielle et consommation apparente : le cas de la Province de Liège en Belgique," SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics, number 981102, Nov.
  3. Mikael Petitjean, 1998, "La Politique Agricole Commune et l'Agenda 2000," SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics, number 981201, Dec.

1997

  1. Mikael Petitjean, 1997, "Echanges internationaux et économie mondiale," SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics, number 970201, Feb.
  2. Mikael Petitjean, 1997, "The Balance of Payments in Belgium and the IMF Approach," SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics, number 970301, Mar.

Journal articles

2025

  1. Christophe Desagre & Floris Laly & Mikael Petitjean, 2025, "Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-37, December, DOI: 10.1186/s40854-024-00726-z.

2024

  1. Ansaram, Karishma & Petitjean, Mikael, 2024, "A global perspective on the nexus between energy and stock markets in light of the rise of renewable energy," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107406.

2023

  1. Christophe Desagre & Paolo Mazza & Mikael Petitjean, 2023, "Crypto market dynamics in stressful conditions," Applied Economics, Taylor & Francis Journals, volume 55, issue 27, pages 3121-3153, June, DOI: 10.1080/00036846.2022.2108754.
  2. Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2023, "The risk premium in New Keynesian DSGE models: The cost of inflation channel," Journal of Economic Dynamics and Control, Elsevier, volume 155, issue C, DOI: 10.1016/j.jedc.2023.104732.

2022

  1. Candelon, Bertrand & Luisi, Angelo & Roccazzella, Francesco, 2022, "Fragmentation in the European Monetary Union: Is it really over?," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102545.
  2. Christophe Desagre & Catherine D’Hondt & Mikael Petitjean, 2022, "The rise of fast trading: Curse or blessing for liquidity?," Finance, Presses universitaires de Grenoble, volume 43, issue 3, pages 119-158.

2021

  1. Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021, "Market instability and technical trading at high frequency: Evidence from NASDAQ stocks," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105592.

2020

  1. Kallal, Sami & Guetat, Imène, 2020, "Fiscal stance, election year and 2007 crisis, evidence from OECD countries (1980–2017)," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2020.e00163.
  2. Floris Laly & Mikael Petitjean, 2020, "Mini flash crashes: Review, taxonomy and policy responses," Bulletin of Economic Research, Wiley Blackwell, volume 72, issue 3, pages 251-271, July, DOI: 10.1111/boer.12221.

2019

  1. Petitjean, Mikael, 2019, "Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies?," Energy Economics, Elsevier, volume 80, issue C, pages 502-511, DOI: 10.1016/j.eneco.2019.01.028.
  2. Paolo Mazza & Mikael Petitjean, 2019, "Testing the effect of technical analysis on market quality and order book dynamics," Applied Economics, Taylor & Francis Journals, volume 51, issue 18, pages 1947-1976, April, DOI: 10.1080/00036846.2018.1529404.

2018

  1. Petitjean, Mikael, 2018, "What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank," Finance Research Letters, Elsevier, volume 26, issue C, pages 9-14, DOI: 10.1016/j.frl.2017.11.005.
  2. Paolo Mazza & Mikael Petitjean, 2018, "Implicit transaction cost management using intraday price dynamics," Applied Economics, Taylor & Francis Journals, volume 50, issue 39, pages 4264-4274, August, DOI: 10.1080/00036846.2018.1441523.
  3. Frédéric Vrins & Mikael Petitjean, 2018, "Extreme events and the cumulative distribution of net gains in gambling and structured products," Applied Economics, Taylor & Francis Journals, volume 50, issue 58, pages 6285-6300, December, DOI: 10.1080/00036846.2018.1489514.

2016

  1. Mazza, Paolo & Petitjean, Mikael, 2016, "On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios," Economic Modelling, Elsevier, volume 54, issue C, pages 67-81, DOI: 10.1016/j.econmod.2015.12.016.

2015

  1. Mazza, Paolo & Petitjean, Mikael, 2015, "How integrated is the European carbon derivatives market?," Finance Research Letters, Elsevier, volume 15, issue C, pages 18-30, DOI: 10.1016/j.frl.2015.07.005.

2014

  1. Camille Godart & Mikael Petitjean, 2014, "De La Mediocrite Des Conseils D’Investissement De Test-Achats Invest Sur Actions Individuelles," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 57, issue 3, pages 399-421.
  2. Boudt, Kris & Petitjean, Mikael, 2014, "Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 121-149, DOI: 10.1016/j.finmar.2013.05.004.

2013

  1. Mikael Petitjean, 2013, "Bank failures and regulation: a critical review," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 21, issue 1, pages 16-38, February, DOI: 10.1108/13581981311297803.
  2. Thibaut Caliman & Catherine D'Hondt & Mikael Petitjean, 2013, "Determining an optimal multiplier in dynamic core-satellite strategies," Journal of Asset Management, Palgrave Macmillan, volume 14, issue 4, pages 210-227, August, DOI: 10.1057/jam.2013.16.
  3. Matthieu Duvinage & Paolo Mazza & Mikael Petitjean, 2013, "The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 7, pages 1059-1070, January, DOI: 10.1080/14697688.2013.768774.

2012

  1. Clothilde Lesplingart & Christophe Majois & Mikael Petitjean, 2012, "Liquidity and CDS premiums on European companies around the Subprime crisis," Review of Derivatives Research, Springer, volume 15, issue 3, pages 257-281, October, DOI: 10.1007/s11147-012-9076-y.

2011

  1. Francois Delcourt & Mikael Petitjean, 2011, "To what extent is resampling useful in portfolio management?," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 3, pages 239-244, DOI: 10.1080/13504851003636123.
  2. Thibaut Moyaert & Mikael Petitjean, 2011, "The performance of popular stochastic volatility option pricing models during the subprime crisis," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 14, pages 1059-1068, DOI: 10.1080/09603107.2011.562161.
  3. Pierre Giot & Mikael Petitjean, 2011, "On the statistical and economic performance of stock return predictive regression models: an international perspective," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 2, pages 175-193, DOI: 10.1080/14697680903468971.

2010

  1. Renaud Beaupain & Pierre Giot & Mikael Petitjean, 2010, "Volatility regimes and liquidity co-movements in cap-based portfolios," Finance, Presses universitaires de Grenoble, volume 31, issue 1, pages 55-79.
  2. Giot, Pierre & Laurent, Sébastien & Petitjean, Mikael, 2010, "Trading activity, realized volatility and jumps," Journal of Empirical Finance, Elsevier, volume 17, issue 1, pages 168-175, January.

2009

  1. Pierre Giot & Mikael Petitjean, 2009, "Short-term market timing using the bond-equity yield ratio," The European Journal of Finance, Taylor & Francis Journals, volume 15, issue 4, pages 365-384, DOI: 10.1080/13518470802466097.

2007

  1. Giot, Pierre & Petitjean, Mikael, 2007, "The information content of the Bond-Equity Yield Ratio: Better than a random walk?," International Journal of Forecasting, Elsevier, volume 23, issue 2, pages 289-305.

2000

  1. Mikael Petitjean, 2000, "Les effets de la globalisation sur les inégalités régionales : quelques apports fondamentaux de l'économie géographique," Revue Tiers Monde, Programme National Persée, volume 41, issue 164, pages 775-790, DOI: 10.3406/tiers.2000.1437.

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