Mikael Petitjean: search on Z-Library

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1

The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks

DUVINAGE, MATTHIEU, MAZZA, PAOLO, PETITJEAN, MIKAEL

Journal:

Quantitative Finance

Year:

2013

Language:

english

File:

PDF, 609 KB

english, 2013

2

Bank failures and regulation: a critical review

Petitjean, Mikael

Journal:

Journal of Financial Regulation and Compliance

Year:

2013

Language:

english

File:

PDF, 135 KB

english, 2013

3

Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks

Boudt, Kris, Petitjean, Mikael

Journal:

Journal of Financial Markets

Year:

2014

Language:

english

File:

PDF, 1.04 MB

english, 2014

4

The Intraday Performance of Market Timing Strategies and Trading Systems Based on Japanese Candlesticks

Duvinage, matthieu, Mazza, Paolo, Petitjean, Mikael

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 1.04 MB

english, 2012

5

Mini flash crashes: Review, taxonomy and policy responses

Laly, Floris, Petitjean, Mikael

Journal:

Bulletin of Economic Research

Year:

2019

File:

PDF, 622 KB

2019

6

Detection of respiratory syncytial virus, parainfluenzavirus 3, adenovirus and rhinovirus sequences in respiratory tract of infants by polymerase chain reaction and hybridization

Freymuth, FranÃ§ois, Vabret, Astrid, Galateau-Salle, FranÃ§oise, Ferey, Janine, Eugene, GeneviÃ¨ve, Petitjean, Joelle, Gennetay, Evelyne, Brouard, Jacques, Jokik, Mikael, Duhamel, Jean-FranÃ§ois, Guil

Journal:

Clinical and Diagnostic Virology

Year:

1997

Language:

english

File:

PDF, 824 KB

english, 1997

7

The performance of popular stochastic volatility option pricing models during the subprime crisis

Moyaert, Thibaut, Petitjean, Mikael

Journal:

Applied Financial Economics

Year:

2011

Language:

english

File:

PDF, 237 KB

english, 2011

8

On the statistical and economic performance of stock return predictive regression models: an international perspective

Giot, Pierre, Petitjean, Mikael

Journal:

Quantitative Finance

Year:

2011

Language:

english

File:

PDF, 218 KB

english, 2011

9

How integrated is the European carbon derivatives market?

Mazza, Paolo, Petitjean, Mikael

Journal:

Finance Research Letters

Year:

2015

Language:

english

File:

PDF, 307 KB

english, 2015

10

Testing the effect of technical analysis on market quality and order book dynamics

Mazza, Paolo, Petitjean, Mikael

Journal:

Applied Economics

Year:

2018

Language:

english

File:

PDF, 6.03 MB

english, 2018

11

The information content of the Bond–Equity Yield Ratio: Better than a random walk?

Pierre Giot, Mikael Petitjean

Journal:

International Journal of Forecasting

Year:

2007

Language:

english

File:

PDF, 365 KB

english, 2007

12

Trading activity, realized volatility and jumps

Pierre Giot, Sébastien Laurent, Mikael Petitjean

Journal:

Journal of Empirical Finance

Year:

2010

Language:

english

File:

PDF, 199 KB

english, 2010

13

Liquidity and CDS premiums on European companies around the Subprime crisis

Clothilde Lesplingart, Christophe Majois, Mikael Petitjean

Journal:

Review of Derivatives Research

Year:

2012

Language:

english

File:

PDF, 467 KB

english, 2012

14

Short-term market timing using the bond–equity yield ratio

Giot, Pierre, Petitjean, Mikael

Journal:

European Journal of Finance

Year:

2009

Language:

english

File:

PDF, 473 KB

english, 2009

15

To what extent is resampling useful in portfolio management?

Delcourt, François, Petitjean, Mikael

Journal:

Applied Economics Letters

Year:

2011

Language:

english

File:

PDF, 232 KB

english, 2011

16

On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios

Mazza, Paolo, Petitjean, Mikael

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 536 KB

english, 2016

17

Determining an optimal multiplier in dynamic core-satellite strategies

Caliman, Thibaut, D'Hondt, Catherine, Petitjean, Mikael

Journal:

Journal of Asset Management

Year:

2013

Language:

english

File:

PDF, 1.09 MB

english, 2013

18

Implicit transaction cost management using intraday price dynamics

Mazza, Paolo, Petitjean, Mikael

Journal:

Applied Economics

Year:

2018

Language:

english

File:

PDF, 1.38 MB

english, 2018

19

Dynamic Asset Allocation Between Stocks and Bonds Using the Bond-Equity Yield Ratio

Giot, Pierre, Petitjean, Mikael

Journal:

SSRN Electronic Journal

Year:

2004

Language:

english

File:

PDF, 216 KB

english, 2004

20

Short-Term Market Timing Using the Bond-Equity Yield Ratio

Giot, Pierre, Petitjean, Mikael

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 305 KB

english, 2006

21

Extreme events and the cumulative distribution of net gains in gambling and structured products

Vrins, Frédéric, Petitjean, Mikael

Journal:

Applied Economics

Year:

2018

Language:

english

File:

PDF, 1.40 MB

english, 2018

22

Intraday Liquidity Dynamics of the DJIA Stocks Around Price Jumps

Boudt, Kris, Ghys, Hendrik, Petitjean, Mikael

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 417 KB

english, 2010

23

The Information Content of the Bond-Equity Yield Ratio: Better than a Random Walk?

Giot, Pierre, Petitjean, Mikael

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 268 KB

english, 2006

24

Intraday Liquidity, Price Dynamics and Uncertainty in Cap-Based Portfolios

Mazza, Paolo, Petitjean, Mikael

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 450 KB

english, 2013

25

Eco-Friendly Policies and Financial Performance: Was the Financial Crisis a Game Changer for Large US Companies?

Petitjean, Mikael

Journal:

Energy Economics

Year:

2019

File:

PDF, 1.25 MB

2019

26

Eco-Friendly Policies and Financial Performance: Was the Financial Crisis a Game Changer for Large US Companies?

Petitjean, Mikael

Journal:

Energy Economics

Year:

2019

Language:

english

File:

PDF, 1.25 MB

english, 2019