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Mikael J. K. Petitjean

Trading activity, realized volatility and jumps
2009 · Pierre Giot, Sébastien Laurent, et al. · Journal of Empirical Finance · 155
Eco-Friendly Policies and Financial Performance: Was the Financial Crisis a Game Changer for Large US Companies?
2019 · Mikael Petitjean · Energy Economics · 130
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Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks
2013 · Kris Boudt, Mikael Petitjean · Journal of Financial Markets · 83
Trading Activity, Realized Volatility and Jumps
2008 · Pierre Giot, Sébastien Laurent, et al. · SSRN Electronic Journal · 75
What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank
2017 · Mikael Petitjean · Finance research letters · 67
Bank failures and regulation: a critical review
2013 · Mikael Petitjean · Journal of Financial Regulation and Compliance · 44
A global perspective on the nexus between energy and stock markets in light of the rise of renewable energy
2024 · Karishma Ansaram, Mikael Petitjean · Energy Economics · 32
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On the statistical and economic performance of stock return predictive regression models: an international perspective
2010 · Pierre Giot, Mikael Petitjean · Quantitative Finance · 32
The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks
2013 · MATTHIEU DUVINAGE, PAOLO MAZZA, et al. · Quantitative Finance · 26
Trading Activity, Realized Volatility and Jumps
2009 · Pierre Giot, Sébastien Laurent, et al. · SSRN Electronic Journal · 19
The performance of popular stochastic volatility option pricing models during the subprime crisis
2011 · Thibaut Moyaert, Mikael Petitjean · Applied Financial Economics · 15
Short-term market timing using the bond–equity yield ratio
2008 · Pierre Giot, Mikael Petitjean · European Journal of Finance · 15
Liquidity and CDS premiums on European companies around the Subprime crisis
2012 · Clothilde Lesplingart, Christophe Majois, et al. · Review of Derivatives Research · 13
Mini flash crashes: Review, taxonomy and policy responses
2019 · Floris Laly, Mikael Petitjean · Bulletin of Economic Research · 11
How integrated is the European carbon derivatives market?
2015 · Paolo Mazza, Mikael Petitjean · Finance research letters · 11
To what extent is resampling useful in portfolio management?
2010 · François Delcourt, Mikael Petitjean · Applied Economics Letters · 11
Liquidity Co-Movements and Volatility Regimes in Cryptocurrencies
2021 · Hubert Anciaux, Christophe Desagre, et al. · SSRN Electronic Journal · 6
The information content of the Bond–Equity Yield Ratio: Better than a random walk?
2007 · Pierre Giot, Mikael Petitjean · International Journal of Forecasting · 6
Market instability and technical trading at high frequency: Evidence from NASDAQ stocks
2021 · Deniz Erdemlioglu, Mikael Petitjean, et al. · Economic Modelling · 5
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Factor Structure in Cryptocurrency Returns and Volatility
2019 · Jiatao Liu, Ian William Marsh, et al. · SSRN Electronic Journal · 5
On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios
2016 · Paolo Mazza, Mikael Petitjean · Economic Modelling · 5
Volatility regimes and liquidity co-movements in cap-based portfolios
2010 · Renaud Beaupain, Pierre Giot, et al. · Finance · 5
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Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events
2025 · Christophe Desagre, Floris Laly, et al. · Financial Innovation · 4
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Retail Investing in Passive Exchange Traded Funds
2020 · Catherine D'Hondt, Younes Elhichou, et al. · SSRN Electronic Journal · 3
The Rise of Fast Trading: Curse or Blessing for Liquidity?
2019 · Christophe Desagre, Catherine D'Hondt, et al. · Finance · 3
Works count: 213
Citation count: 816
H-index: 13
I10-index: 16
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