Publications using DAILY data
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
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
Disentangling domiciles and investor locations in European mutual fund data
- David Rakowski (The University of Texas at Arlington)
Finance Research Letters
2022
Cultural Biases in Equity Analysis
- Vesa Pursiainen (University of St. Gallen)
Journal of Finance
2021
Publications using HFT BEDOFIH DATA
Are High-Frequency traders informed
- P. Anagnostidis (IEF EUROFIDAI)
- P. Fontaine (EUROFIDAI)
- C. Varsakelis (UC Louvain)
Economic Modelling
2020
Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency
- Stephanie Ligot (Sorbonne Management School (PRISM Sorbonne and Labex ReFi), University Paris 1 Panthéon Sorbonne)
- Roland Gillet (Sorbonne Management School (PRISM Sorbonne and Labex ReFi), University Paris 1 Panthéon Sorbonne and Solvay Brussels School of Economics and Management (CEBRIG), ULB)
- Iryna Veryzhenko (CNAM Paris)
Journal of International Financial Markets, Institutions & Money
2021
No country for old distributions? On the comparison of implied option parameters between the Brownian motion and variance gamma process
- Markus Ulze (Institute of Materials Resource Management, University of Augsburg)
- Johannes Stadler (Institute of Materials Resource Management, University of Augsburg)
- Andreas W.Rathgeber (Institute of Materials Resource Management, University of Augsburg)
The Quarterly Review of Economics and Finance
2021
Are retail investors less aggressive on small price stocks?
- C. Métais (Université de Strasbourg, LaRGE Research Center)
- T. Roger (ICN Business School, CEREFIGE, Université de Lorraine)
Journal of Financial Markets
2021
Working papers using DAILY data
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
Measuring the Disposition Effect
Rudy De Winne (UCLouvain - Louvain Finance)
2021
Diversification, gambling and market forces
- 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)
2013
Households Learning in the Dark: Evidence from Retail Traders
- J.N. Barrot (HEC Paris)
2015
Working papers using HFT BEDOFIH DATA
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)
2023
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
Market Liquidity and Competition among Designated Market Makers
- M. Bellia (European Union - JRC-Ispra, European Commision)
- L. Pelizzon (Goethe University Frankfurt - Faculty of Economics and Business Administration; Leibniz Institute for Financial Research SAFE; Ca Foscari University of Venice)
- M. G. Subrahmanyam (New York University (NYU) - Department of Finance)
- D. Yuferova (Norwegian Schoo
2019
High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame?
- M. Bellia (Goethe University Frankfurt - Research Center SAFE)
- K. Christensen(University of Aarhus - CREATES)
- A. Kolokolov (Goethe University Frankfurt - Research Center SAFE)
- L. Pelizzon (Goethe University Frankfurt - Faculty of Economics and Business Administration)
- R. Reno (Department of Economics, University of Verona)<
2018