Publications

Dependence structure among carbon markets around the world: New evidence from GARCH-copula analysis, The Energy Journal, forthcoming, 2024 (co-author: Karishma Ansaram)

Industry-relatedness, geographic proximity and strategic decisions of corporate and independent venture capital-backed companies, Journal of Small Business Management, forthcoming, 2023 (co-author: Fatima Shuwaikh)

Advance Disclosure of Insider Transactions: Empirical Evidence from the Vietnamese Stock Market, International Review of Law and Economics, 74, pp. 106137, 2023 (co-author: Jérémie Lefebvre)

Crypto market dynamics in stressful conditions, Applied Economics , 55(27), 3121-3153, 2023 (co-authors: Christophe Desagre, Mikael Petitjean)

Borrowers’ Discouragement and Creditor Information, International Review of Law Economics, 72(2022), 10609, 2022 (co-author: Jérémie Bertrand)

Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy, Omega, 113, 102718, 2022 (co-authors: Kris Kerstens, Tiantian Ren, Ignace Van de Woestyne). Paper

The performance of corporate legal insider trading in the Korean market, International Review of Law and Economics, 71, 106076, 2022 (co-author: Benjamin Ruh). Paper

Corporate legal insider trading in China: Performance and determinants, International Review of Law and Economics, 68, 106024, 2021 (co-author: Shiyu Wang). Paper

The performance of corporate legal insiders on the French stock market, International Review of Law and Economics, 61, 105880, 2020 (co-authors: Stanislas Nivelleau De La Brunière, Jean-Come Haye). Paper

Testing the effect of technical analysis on market quality and order book dynamics, Applied Economics, 51 (18), 1947-1976, 2019 (co-author: Mikael Petitjean). Paper

Implicit transaction cost management using intraday price dynamics, Applied Economics, 50 (39), 4264-4274, 2018 (co-author: Mikael Petitjean). Paper

On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios, Economic Modelling, 54, 67-81, 2016 (co-author: Mikael Petitjean). Paper

How integrated is the European carbon derivatives market?, Finance Research Letters, 15, 18-30, 2015, (co-author: Mikael Petitjean). Paper

Commonality on Euronext: Do Location and Account Type Matter?, International Review of Financial Analysis, 42, 183-198, 2015 (co-authors: Catherine D’Hondt, Christophe Majois). Paper

Rethinking Zero returns in the Liquidity Puzzle of a Limit Order Market, Finance, 36(2), 7-36, 2015. Paper

Price Dynamics and Market Liquidity: An Intraday Event study on Euronext, The Quarterly Review of Economics and Finance, 2015, 56, 139-153. Paper

Do Japanese Candlesticks Help Solve the Trader’s Dilemma?, 2014, Journal of Banking and Finance, 48, 386-395 (co-author: Benoit Detollenaere). Paper

Testing the profitability of contrarian trading strategies based on the overreaction hypothesis, 2014, Bankers, Markets and Investors, 133, November-December, 4-10 (co-authors: Matthieu Duvinage, Mikael Petitjean). Paper

The intraday performance of market timing strategies and trading systems based on Japanese Candlesticks, 2013, Quantitative Finance, vol. 13 (7), 1059-1070, (co-authors: Matthieu Duvinage, Mikael Petitjean). Paper

Que vaut l'analyse technique en intrajournalier - L'exemple du MACD, Revue Bancaire et Financière - 2009/6-7, Editions Larcier, pp. 445-450 (co-author : Mikael Petitjean) [French].

Trading Boursier : quelques postulats remis en cause, Finance Management (CFO Magazine), Number 28 – June 2009, Section Regards Académiques, pp. 34-36 [French].