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Trading activity, realized vol...
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83
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61
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ECONIS (ZBW)
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1
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
Saved in:
2
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/10009918930
Saved in:
3
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
Saved in:
4
The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre
;
Petitjean, Mikael
- In:
International journal of forecasting
23
(
2007
)
2
,
pp. 289-305
Persistent link: https://www.econbiz.de/10003483819
Saved in:
5
International stock return predictability : statistical evidence and economic significance
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003386818
Saved in:
6
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
Saved in:
7
Short-term market timing using the Bond-Equity Yield Ratio
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003386845
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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