Publications using DAILY data
Mutual Fund Proliferation and Entry Deterrence
- Sebastien Betermier, McGill University
- David Schumacher, McGill University
- Ali Shahrad, University of Saskatchewan
The Review of Asset Pricing Studies
2023
Disentangling domiciles and investor locations in European mutual fund data
- David Rakowski (The University of Texas at Arlington)
Finance Research Letters
2022
Analyst Incentives and Stock Return Synchronicity: Evidence from MiFID II
- Yihan Li (University of Bath)
- Xin Liu (Renmin University of China)
- Vesa Pursiainen (University of St. Gallen and Swiss Finance Institute)
Financial Analysts Journal
2022
What drives retail portfolio exposure to ESG factors?
- Catherine D’Hondt (UCLouvain, Louvain School of Management & Louvain Finance (LIDAM))
- Maxime Merli (EM Strasbourg Business School, University of Strasbourg, LaRGE Research Center)
- Tristan Roger (ICN Business School, CEREFIGE, Université de Lorraine)
Finance Research Letters
2022
Publications using HFT BEDOFIH DATA
Detecting the risk of cross-product manipulation in the EUREX fixed income futures market
- Alexis Stenfors (University of Portsmouth)
- Kaveesha Dilshani (University of Technology Sydney)
- Andy Guo (University of Technology Sydney)
- Peter Mere (Macquarie University)
Journal of Internationals FInancial Markets, Institutions and Money
2024
- Mohammed Salek, Université Paris-Saclay, CentraleSupélec
- Damien Challet, Université Paris-Saclay, CentraleSupélec
- Ioane Muni Toke, Université Paris-Saclay, CentraleSupélec
Quantitative Finance
2024
A Model to Quantify the Risk of CrossProduct Manipulation: Evidence from the European Government Bond Futures Market
- Alexis Stenfors, University of Portsmouth
- Kaveesha Dilshani, University of Technology Sydney
- Andy Guo, University of Technology Sydney
- Peter Mere, Macquarie University
Economics & Finance
2023
- Mario Bellia, European Commission, Joint Research Centre (JRC)
- Loriana Pelizzon, SAFE, Goethe University Frankfurt and Ca’Foscari University of Venice
- Marti G. Subrahmanyam, Leonard N. Stern School of Business, New York University and NYU Shanghai
- Darya Yuferova, Norwegian School of Economics (NHH)
Management Science
2024
Working papers using DAILY data
In search of positive skewness: the case of individual investors
- M.H. Broihanne (LaRGE Research Center, EM Strasbourg Business School)
- M. Merli (LaRGE Research Center, EM Strasbourg Business School)
- P. Roger (LaRGE Research Center, EM Strasbourg Business School)
June 2012
Measuring the Disposition Effect
Rudy De Winne (UCLouvain - Louvain Finance)
2021
CEO Compensation and Risk-Taking: Evidence from Listed European Hotel Firms
- Olga Fullana (Universitat de València)
- Alba María Priego de la Cruz (University of Castilla-La Mancha)
- David Toscano (University of Liverpool; University of Huelva)
2020
The Impact of UCITS IV Directive on European Mutual Funds Performance
- Khim Veasna (University of Lorraine - CEREFIGE Research Center)
- Hery Razafitombo (University of Lorraine - CEREFIGE Research Center)
2018
Working papers using HFT BEDOFIH DATA
Tackling the Problem of State Dependent Execution Probability: Empirical Evidence and Order Placement
- T. Fabre (CentraleSupélec, Université Paris-Saclay)
- V. Ragel (CentraleSupélec, Université Paris-Saclay)
2023
Price impact in equity auctions: zero, then linear
- Mohammed Salek (Université Paris-Saclay, CentraleSupélec)
- Damien Challet (Université Paris-Saclay, CentraleSupélec)
- Ioane Muni Toke (Université Paris-Saclay, CentraleSupélec)
Université Paris-Saclay
2023
Resiliency: Cross-Venue Dynamics with Hawkes Processes
- Loriana Pelizzon (Goethe University Frankfurt - Faculty of Economics and Business Administration; Leibniz Institute for Financial Research SAFE)
- Ca Foscari (University of Venice)
- Satchit Sagade (Goethe University Frankfurt - Department of Finance; Leibniz Institute for Financial Research SAFE)
- Katia Vozian (Hanken School of Economics
2020
Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk
- Alejandro Bernales (Universidad de Chile)
- Nicolás Garrido (University of Chile)
- Satchit Sagade (Goethe University Frankfurt - Department of Finance; Leibniz Institute for Financial Research SAFE)
- Marcela Valenzuela (Pontificia Universidad Católica de Chile)
- Christian Westheide (University of Vienna - Department of Finance;
2018