| Trading activity, realized volatility and jumps P Giot, S Laurent, M Petitjean Journal of Empirical Finance 17 (1), 168-175, 2010 | 230 | 2010 |
| Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks K Boudt, M Petitjean Journal of Financial Markets 17, 121-149, 2014 | 120 | 2014 |
| Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies? M Petitjean Energy Economics 80, 502-511, 2019 | 89 | 2019 |
| What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank M Petitjean Finance Research Letters 26, 9-14, 2018 | 78 | 2018 |
| Bank failures and regulation: a critical review M Petitjean Journal of Financial Regulation and Compliance 21 (1), 16-38, 2013 | 61 | 2013 |
| The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks M Duvinage, P Mazza, M Petitjean Quantitative Finance 13 (7), 1059-1070, 2013 | 38 | 2013 |
| Liquidity and CDS premiums on European companies around the Subprime crisis C Lesplingart, C Majois, M Petitjean Review of Derivatives Research 15, 257-281, 2012 | 29 | 2012 |
| On the statistical and economic performance of stock return predictive regression models: an international perspective P Giot, M Petitjean Quantitative Finance 11 (2), 175-193, 2011 | 28* | 2011 |
| Short-term market timing using the bond–equity yield ratio P Giot, M Petitjean The European Journal of Finance 15 (4), 365-384, 2009 | 27* | 2009 |
| The performance of popular stochastic volatility option pricing models during the subprime crisis T Moyaert, M Petitjean Applied Financial Economics 21 (14), 1059-1068, 2011 | 21 | 2011 |
| Volatility regimes and liquidity co-movements in cap-based portfolios R Beaupain, P Giot, M Petitjean Finance 31 (1), 55-79, 2010 | 18* | 2010 |
| The information content of the Bond–Equity Yield Ratio: Better than a random walk? P Giot, M Petitjean International Journal of Forecasting 23 (2), 289-305, 2007 | 14* | 2007 |
| To what extent is resampling useful in portfolio management? F Delcourt, M Petitjean Applied Economics Letters 18 (3), 239-244, 2011 | 12 | 2011 |
| Mini flash crashes: Review, taxonomy and policy responses F Laly, M Petitjean Bulletin of Economic Research 72 (3), 251-271, 2020 | 11* | 2020 |
| How integrated is the European carbon derivatives market? P Mazza, M Petitjean Finance Research Letters 15, 18-30, 2015 | 11 | 2015 |
| Factor structure in cryptocurrency returns and volatility J Liu, IW Marsh, P Mazza, M Petitjean Available at SSRN 3389152, 2019 | 10 | 2019 |
| Les effets de la globalisation sur les inégalités régionales: quelques apports fondamentaux de l'économie géographique M Petitjean Revue Tiers Monde, 775-790, 2000 | 10 | 2000 |
| What drives retail investment in passive exchange-traded funds C D’Hondt, YE Elmaya, M Petitjean What drives retail investment in passive exchange-traded funds?: D'Hondt …, 2022 | 9* | 2022 |
| Liquidity co-movements and volatility regimes in cryptocurrencies H Anciaux, C Desagre, N Nicaise, M Petitjean Available at SSRN 3769309, 2021 | 5* | 2021 |
| De l’(in) utilité des agences de notation (On the (Dis) utility of Credit Rating Agencies) M Petitjean Regards économiques, 2012 | 5 | 2012 |
Paolo MazzaAssociate Professor of Finance, IESEG School of ManagementVerified email at ieseg.fr
