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The performance of popular stochastic volatility option pricing models during the subprime crisis
Moyaert, Thibaut; Petitjean, Mikael - In: Applied financial economics 21 (2011) 14, pp. 1059-1069
Persistent link: https://www.econbiz.de/10009178759
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The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks
DUVINAGE, MATTHIEU; MAZZA, PAOLO; PETITJEAN, MIKAEL - In: Quantitative finance 13 (2013) 7, pp. 1059-1070
Persistent link: https://www.econbiz.de/10010141822
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Predicting issuer credit ratings using a semiparametric method
Giot, Pierre; Laurent, Sébastien; Petitjean, Mikael - In: Journal of empirical finance 17 (2010) 1, pp. 120-138
Persistent link: https://www.econbiz.de/10008349675
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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/10009918930
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De l'(in)utilité des agences de notation - Regards économiques
Petitjean, Mikael - In: Problèmes économiques : le meilleur de la presse et … (2012) 3057, pp. 56-55
Persistent link: https://www.econbiz.de/10010062717
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Liquidity and CDS premiums on European companies around the Subprime crisis
Lesplingart, Clothilde; Majois, Christophe; Petitjean, … - In: Review of derivatives research 15 (2012) 3, pp. 257-282
Persistent link: https://www.econbiz.de/10010020821
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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/10008275566