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Volatility regimes and liquidity co-movements in cap-based portfolios
Beaupain, Renaud; Giot, Pierre; Petitjean, Mikael - In: Finance : revue de l'Association Française de Finance 31 (2010) 1, pp. 55-79
Persistent link: https://www.econbiz.de/10008660584
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International stock return predictability : statistical evidence and economic significance
Giot, Pierre (contributor); Petitjean, Mikael (contributor) - 2006
Persistent link: https://www.econbiz.de/10003386818
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The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre (contributor); Petitjean, Mikael (contributor) - 2006
Persistent link: https://www.econbiz.de/10003386833
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Short-term market timing using the Bond-Equity Yield Ratio
Giot, Pierre (contributor); Petitjean, Mikael (contributor) - 2006
Persistent link: https://www.econbiz.de/10003386845
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Market-wide liquidity co-movements, volatility regimes and market cap sizes
Beaupain, Renaud (contributor); Giot, Pierre (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003386948
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Short-term market timing using the bond-equity yield ratio
Giot, Pierre; Petitjean, Mikael - In: The European journal of finance 15 (2009) 3/4, pp. 365-384
Persistent link: https://www.econbiz.de/10003875468
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Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio
Giot, Pierre (contributor); Petitjean, Mikael (contributor) - 2004
Persistent link: https://www.econbiz.de/10003278446
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Trading activity, realized volatility and jumps
Giot, Pierre; Laurent, Sébastien; Petitjean, Mikael - In: Journal of empirical finance 17 (2010) 1, pp. 168-175
Persistent link: https://www.econbiz.de/10003943976
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Market risk models for intraday data
Giot, Pierre - 2002
Persistent link: https://www.econbiz.de/10001687727
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Intraday value-at-risk
Giot, Pierre - 2000
Persistent link: https://www.econbiz.de/10001529425