LSM
Chaussée de Binche 151/M1.01.01
7000 Mons
Mikael Petitjean
Professeur extraordinaire
Please find my CV here .
I am Associate Professor ("Professeur") working part-time at the Louvain School of Management (UCLouvain) where I teach firm valuation and applied econometrics. I am currently Associate Fellow at Chaire Hoover and CORE, member of the editorial boards of Finance (AFFI Review) and Regards économiques, as well as Associate Editor of Journal of Banking and Finance.
I have published papers in ABS/CNRS-ranked journals, including Applied Economics, Applied Economics Letters, Applied Financial Economics, Bankers Markets & Investors, Brussels Economic Review, Economic Modelling, European Journal of Finance, Finance (AFFI Review), Finance Research Letters, International Journal of Forecasting, Journal of Asset Management, Journal of Empirical Finance, Journal of Financial Markets, Journal of Financial Regulation and Compliance, Mondes en développement , Quantitative Finance, Recherches en Sciences de Gestion, Review of Derivatives Research, etc.
I work on the issues of market efficiency, volatility, liquidity, ethics and financial regulation. I have published several columns and practitioner-oriented papers on these topics. I have also been awarded the 2014 Highly Commended Paper winner by the Journal of Financial Regulation and Compliance as well as the Prize for the best 2010 paper published in Finance, the official review of the French Finance Association. I am also a regular speaker at conferences and panel discussions. My current research agenda focuses on liquidity dynamics, fiscal reforms and ethical issues in finance.
In the past, I gained experience both at the university and in the banking sector. I held PhD-track positions in the department of Economics at the University of Liège and in the department of Management at the University of Namur (FUNDP) . I was research doctoral fellow at the Intercollegiate Center for Management Science (ICM) and at the Center of Research in Finance and Management (CeReFiM). In the private banking sector, I was research strategist covering the fixed income and forex markets and then in charge of the bank’s trading book in euro-denominated corporate bonds. I have also been granted two globally-recognized professional designations: the Financial Risk Manager (FRM) certification delivered by the Global Association of Risk Professionals and the Chartered Alternative Investment Analyst (CAIA) certification delivered by the CAIA Association.
I graduated with a 4-year bachelor’s degree (Licence ) in Economics from the University of Liège . Post-graduation, I was educated at the London School of Economics , both in Advanced Econometrics and Advanced Macroeconomics. I received a Master of Science degree in management from the University of Northampton as well as a Master of Science degree in finance from Reading University’s Henley Business School ( ICMA Centre ). I finally received a Doctorat en sciences de gestion (Ph.D. in management 'science') from the University of Namur (FUNDP) in 2006. I am also a big fan of Massive Open Online Courses (MOOCs) both as a teacher...and as a student :-).
I have a deep interest in the history of philosophy and economics. All the great economic thinkers were philosophers and knew enough about history to recognize the difficulty of producing sweeping scientific laws that accurately describe a complex social world. I hope I will live long enough to read the works of the next great philosopher, turned economist, who will be humble enough to be respected by the most skeptical historians. (S)he will probably reconcile historians and economists by showing that pesky models are still useful when they are used with sufficient skepticism and, above all, pass the test of time.
In the meantime, I am trying to alleviate some of the suffering in developing countries, not directly as a medical doctor but indirectly as an effective altruist. I give 10% of my salary to two NGOs ("Against Malaria Foundation" and "Schistosomiasis Control Initiative (SCI)"). They were ranked as top well-run NGOs bywww.givewell.org. Please read "Doing Good Better" by William MacAskill or "The Most Good you Can Do" by Peter Singer. And visit: www.effectivealtruism.com. There are philosophical cons against effective altruism, but as an economist and finance expert I find it extremely motivating and it is far better than endless discussion about what's right and wrong, and far better than throwing money out of the window by diregarding the way your donations are effectively used.
- Diploma
Year Label Educational Organization 1995 Licence en sciences économiques Université de Liège 1996 Master of Science in Management Studies Nene College Northampton (University of Leicester) 2005 Master of Science in lnternational Securities Investment and Banking University of Reading 2006 Docteur en sciences de gestion Facultés Universitaires Notre Dame de la Paix à Namur
RESEARCH INTERESTS
Asset and risk management, financial modeling and forecasting, financial market microstructure, ethics and theories of justice in finance, structured products, economic policies and financial regulation.
JOURNAL ARTICLES
• On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios, Economic Modelling, vol. 54, 67-81, 2016. (Co-author: Paolo Mazza).
• How integrated is the European carbon derivatives market?, Finance Research Letters, vol. 15, 18-30, 2015. (Co-author: Paolo Mazza).
• Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks, Journal of Financial Markets, vol. 17, 121–149, 2014. (Co-author: Kris Boudt). CORE Reprints n°2591.
• Testing the profitability of contrarian trading strategies based on the overreaction hypothesis, Bankers, Markets, and Investors, vol. 133, 4-10, 2014. (Co-authors: Matthieu Duvinage, Paolo Mazza). CORE Reprints n°2672.
• On the poor investment recommendations of Test-Achats Invest on individual stocks, Brussels Economic Review, vol. 57(3), 1-23, 2014. (Co-author: Camille Godart). [French]
• Determining an optimal multiplier in dynamic core-satellite strategies, Journal of Asset Management, vol. 14 (4), 210–227, 2013. (Co-authors: Thibaut Caliman, Catherine d’Hondt). CORE Reprints n°2568.
• Bank failures and regulation: A critical review, Journal of Financial Regulation and Compliance, vol. 21 (1), 16-38, 2013. CORE Reprints n°2538. Highly Commended Paper winner in 2014 by the Journal of Financial Regulation and Compliance.
• The intraday performance of market timing strategies and trading systems based on Japanese candlesticks, Quantitative Finance, vol. 13 (7), 1059-1070, 2013. (Co-authors: Matthieu Duvinage, Paolo Mazza).
• On the (dis)utility of credit rating agencies, Regards économiques, n°98, September 2012, 1-21. [French]
• Liquidity and CDS Premiums on European Companies around the Subprime Crisis, Review of Derivatives Research, vol. 15 (3), 257-281, 2012. (Co-authors: Clothilde Lesplingart, Christophe Majois). CORE Reprints n°2440.
• Political idealism and economic realism: A forced marriage to preserve the Eurozone, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 4, 215-223, 2012.
• The performance of popular stochastic volatility option pricing models during the Subprime crisis, Applied Financial Economics, vol. 21 (14), 1059-1068, 2011. (Co-author: Thibaut Moyaert).
• Risk management and hedge fund investing: The Amaranth case, Revue Sciences de Gestion, vol. 46, n°249-250, 27-32, 2011. (Co-author: Sébastien Lebrun). [French]
• How to think about high-frequency trading firms, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 1, 70-72, 2011. [French]
• To what extent is resampling useful in portfolio management? Applied Economics Letters, vol. 18 (1-3), 239–244, 2011. (Co-author: François Delcourt).
• On the statistical and economic performance of stock return predictive regression models: An international perspective, Quantitative Finance, vol. 11 (2), 175-193, 2011. (Co-author: Pierre Giot). CORE Reprints n°2432.
• Competitive conditions in the Belgian banking sector between 2002 and 2008, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 8, 499-505, 2010. (Co-author: Hervé Sauvage). [French]
• Trading activity, realized volatility and jumps, Journal of Empirical Finance, vol. 17, 168-175, 2010. (Co-authors: Pierre Giot and Sébastien Laurent). CORE Reprints n°2223.
• Commonalities in liquidity within size-based portfolios: What do we learn from the Asian and Russian financial crises? Revue Bancaire et Financière (Bank- en Financiewezen), vol. 1, 49-56, 2010. (Co-authors: Renaud Beaupain and Stéphanie Dauginet). [French]
• Volatility regimes and liquidity co-movements in cap-based portfolios, Finance, vol. 31(1), 55-79, 2010. (Co-authors: Renaud Beaupain and Pierre Giot). CORE Reprints n°2328. Prize for the best 2010 paper published in Finance (the Official Review of the French Finance Association – AFFI)
• An intra-day performance analysis of the MACD technical indicator, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 6, 445-450, 2009. (Co-author: Paolo Mazza). [French]
• Short-term market timing strategies using the Bond Equity Yield Ratio, European Journal of Finance, 15(4), 365-384, 2009. (Co-author: Pierre Giot). CORE Reprints n°224.
• Notional interest deduction and cost of equity reduction: An empirical application of the CAPM, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 2-3, 178-185, 2009. (Co-author: Saïd Taleb) [French]
• Behavioral biases, moral hazard, and fair regulation, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 1, 63-71, 2009. [French]
• Volume, listing changes and liquidity contract on Alternext, Revue Bancaire et Financière (Bank- en Financiewezen), vol. 8, 488-496, 2008. (Co-author: Jean Waelput). [French]
• The information content of the Bond-Equity Yield Ratio: Better than a random walk?, International Journal of Forecasting, 27 (2), 289-305, 2007. (Co-author: Pierre Giot). CORE Reprints n°1982.
• Globalisation and regional disparity: Some fundamental contributions of economic geography, Revue Tiers-Monde, XLI (164), 2000. [French]
• The impact of industrial and trade strategies on growth in South-East Asia, Mondes en Développement, 26(104), 1998. [French]
BOOK, PROCEEDINGS, AND CHAPTER BOOKS
• Introductory Econometrics by Jeffrey Wooldridge (5th edition), Chapters 2 and 12, Translation in French, June 2015.
• High-Frequency Trading, Second Intermediary Report on the follow-up to the financial crisis, DOC 53 2372/003, Chamber of Representatives (Belgium), October 4 2013.
• Bank failures: A critical review of preventive and remedial measures, Proceedings of the 19th Symposium of French-speaking Belgian Economists, CIFoP, November 2011.
• The Trader's guide: Technical analysis for risk taking and hedging, Dunod, Paris, April 2004, 237 p. [French and Spanish]
• Prospects of International Trade and Investment with China, Proceedings of the Symposium on the Econonomies of Japan and China, University of Liège, February 1999.
Ph.D. THESIS
• Essays in Empirical Finance: Stock Return Predictability, Valuation Ratios and Market-Wide Liquidity, Facultés Universitaires Notre Dame de la Paix (FUNDP), August 2006, 203 p.
Thesis Supervisor: Pierre Giot (FUNDP, LSM & CORE, Université Catholique de Louvain, BE); Examining Committee: Sébastien Laurent (Maastricht University, NL & CORE, Université Catholique de Louvain, BE), Charles Van Wymeersch (FUNDP & LSM, BE); External Examiners: Chris Brooks (ICMA Centre, University of Reading, UK), Georges Hübner (HEC - Université de Liège Management School, BE).REFEREEING
L’Actualité Economique; African Journal of Business Management; Annals of Public and Cooperative Economics; Applied Economics; Applied Financial Economics; Bankers, Markets & Investors; Brussels Economic Review; De Boeck Editions; Emerging Markets Finance and Trade; Empirical Economics; Energy Economics; Ethical Perspectives; European Journal of Finance; Finance India; Global Finance Journal; International Journal of Business and Economics; Journal of Business Ethics; International Journal of Forecasting; International Review of Economics and Finance; The Financial Review; Journal of Banking and Finance; Journal of Empirical Finance; Journal of International Financial Markets, Institutions & Money; Journal of International Money and Finance; Journal of Mathematical Finance; Louvain Economic Review; North American Journal of Economics and Finance; Quantitative Finance; Quarterly Review of Economics and Finance; Revue Bancaire et Financière.
2024
Ansaram, Karishma ; Petitjean, Mikael. A Global Perspective on the Nexus Between Energy and Stock Markets in Light of the Rise of Renewable Energy. In: Energy Economics, Vol. 131, no.00, p. 107406 (2024). doi:10.1016/j.eneco.2024.107406 (Accepté/Sous presse).
2024
Petitjean, Mikael. Capitalisme de connivence contre capitalisme de la libre entreprise. In: L'Écho : le quotidien de l'économie et de la finance, (2024) (Accepté/Sous presse).
2024
Mazza, Paolo ; Petitjean, Mikael ; Tohlukov, Ariana. Financial Performance and The Legal Landscape: An International Study of Controversial Business Activities. In: Economics, Management, and Financial Markets, Vol. 19, no.2, p. 60-86 (2024). doi:10.22381/emfm19220244.
2024
Petitjean, Mikael. It's the Economy Stupid (Titre original). In: La Libre, (2024) (Accepté/Sous presse).
2024
Petitjean, Mikael. La concentration du marché des actions doit-elle nous effrayer?. In: L'Écho : le quotidien de l'économie et de la finance, (2024) (Accepté/Sous presse).
2024
Petitjean, Mikael. L’impératif d’une dépolitisation et d’une évaluation systématique de la gouvernance publique. In: La Libre, (2024) (Accepté/Sous presse).
2024
Petitjean, Mikael. Notre mémoire collective est un rempart contre les minorités prosélytes. In: La Libre, (2024) (Accepté/Sous presse).
2024
Petitjean, Mikael ; Desagre, Christophe ; Laly, Floris. Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events. In: Financial Innovation, (2024) (Accepté/Sous presse).
2024
D'Hondt, Catherine ; Petitjean, Mikael ; El Hichou, Younes. Uncovering the profile of passive exchange-traded fund retail investors. In: Finance : revue de l'Association française de finance, (2025) (Accepté/Sous presse).
2023
Petitjean, Mikael. Au cœur des idées fausses sur les dépôts bancaires - court. In: L'Écho : le quotidien de l'économie et de la finance, (2023) (Accepté/Sous presse).
2023
Petitjean, Mikael. Ayons un regard critique sur la régulation bancaire. In: La Libre, (2023) (Accepté/Sous presse).
2023
Desagre, Christophe ; Paolo Mazza ; Petitjean, Mikael. Crypto market dynamics in stressful conditions. In: Applied Economics, (2023). doi:10.1080/00036846.2022.2108754 (Accepté/Sous presse).
2023
Petitjean, Mikael. De la Chine à l’Inde, n’y a-t-il plus qu’un pas ?. In: L'Écho : le quotidien de l'économie et de la finance, (2023) (Accepté/Sous presse).
2023
Petitjean, Mikael. De la déconstruction de la parole d’autorité (titre original). In: La Libre, (2023) (Accepté/Sous presse).
2023
Petitjean, Mikael. Faut-il investir dans ce bon d’État?. In: L'Écho : le quotidien de l'économie et de la finance, (2023) (Accepté/Sous presse).
2023
Petitjean, Mikael. Il n'y aura pas de décroissance à l'échelle de la planète. In: La Libre, (2023) (Accepté/Sous presse).
2023
Petitjean, Mikael. Investir en bourse en septembre? (Titre origina : Septembre en bourse : Mythe ou réalité statistique ?). In: L'Écho : le quotidien de l'économie et de la finance, (2023) (Accepté/Sous presse).
2023
Petitjean, Mikael. Les rachats d'actions relèvent du bon sens économique. In: L'Écho : le quotidien de l'économie et de la finance, (2023) (Accepté/Sous presse).
2023
Petitjean, Mikael ; Boudt, Kris ; Demarcelle, Olivier. The Risk of Ignorance: How Financial Institutions Can Make a Difference in Large-Scale Media ESG News Monitoring. In: Revue bancaire et financière, Vol. 87, no.3, p. 176-181 (2023) (Accepté/Sous presse).
2023
Petitjean, Mikael. Une banque commerciale ne danse jamais la valse toute seule. In: L'Écho : le quotidien de l'économie et de la finance, (2023) (Accepté/Sous presse).
2022
Petitjean, Mikael. Courage, fuyons ? . In: L'Écho : le quotidien de l'économie et de la finance, (2022) (Accepté/Sous presse).
2022
Petitjean, Mikael. De la responsabilité du politique dans les crises financières. In: La Libre, (2022) (Accepté/Sous presse).
2022
Petitjean, Mikael. Judging the functioning of equity markets in 2020: A bird's-eye (re)view. In: Bankers, Markets, and Investors, Vol. 169, p. 1-11 (2022) (Accepté/Sous presse).
2022
Petitjean, Mikael. La Bourse est-elle le plus grand casino du monde ?. In: La Libre, (2022) (Accepté/Sous presse).
2022
Petitjean, Mikael. La bourse est-elle déconnectée de l’économie réelle?. In: L'Écho : le quotidien de l'économie et de la finance, (2022) (Accepté/Sous presse).
2022
Petitjean, Mikael. Le Black Friday des cryptos?. In: L'Écho : le quotidien de l'économie et de la finance, (2022) (Accepté/Sous presse).
2022
Petitjean, Mikael. Le jour du dépassement capitaliste. In: L'Écho : le quotidien de l'économie et de la finance, (2022) (Accepté/Sous presse).
2022
Petitjean, Mikael. L’inflation ne doit pas nous faire paniquer. In: L'Écho : le quotidien de l'économie et de la finance, (2022) (Accepté/Sous presse).
2022
Petitjean, Mikael. Patience et longueur de temps font plus que force ni que rage (titre original). In: L'Écho : le quotidien de l'économie et de la finance, (2022) (Accepté/Sous presse).
2022
Petitjean, Mikael. Pour plus d’Etat protecteur et stratège?. In: Le Soir, (2022) (Accepté/Sous presse).
2022
Desagre, Christophe ; D'Hondt, Catherine ; Petitjean, Mikael. The rise of fast trading: Curse or blessing for liquidity?. In: Finance : revue de l'Association française de finance, Vol. 43, p. 119-158 (2022). doi:10.3917/fina.pr.i.
2022
Petitjean, Mikael. Vers l’enterrement définitif des intérêts notionnels ?. In: L'Écho : le quotidien de l'économie et de la finance, (2022) (Accepté/Sous presse).
2022
Petitjean, Mikael. Vers une pandémie inflationniste ?. In: La Libre, (2022) (Accepté/Sous presse).
2021
Petitjean, Mikael. L'irrésistible ascension des monnaies numériques de banque centrale. In: Trends - Tendances, (2021) (Accepté/Sous presse).
2021
Erdemlioglu, Deniz ; Petitjean, Mikael ; Vargas, Nicolas. Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks. In: Economic Modelling, Vol. 102, p. 105592 (2021). doi:10.1016/j.econmod.2021.105592 (Accepté/Sous presse).
2020
Laly, Floris ; Petitjean, Mikael. Mini flash crashes: Review, taxonomy and policy responses. In: Bulletin of Economic Research, Vol. 72, no.3, p. 251-271 (2020). doi:10.1111/boer.12221.
2019
Petitjean, Mikael. Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies?. In: Energy Economics, Vol. 80, no. Feb, p. 502-511 (2019). doi:10.1016/j.eneco.2019.01.028.
2019
Mazza, Paolo ; Petitjean, Mikael (co-first author). Testing the effect of technical analysis on market quality and order book dynamics. In: Applied Economics, Vol. 51, no.18, p. 1947-1976 (2019). doi:10.1080/00036846.2018.1529404.
2018
Vrins, Frédéric ; Petitjean, Mikael. Extreme events and the cumulative distribution of net gains in gambling and structured products. In: Applied Economics, Vol. 50, no. 58, p. 6285-6300 (2018). doi:10.1080/00036846.2018.1489514.
2018
Mazza, Paolo ; Petitjean, Mikael. Implicit transaction cost management using intraday price dynamics. In: Applied Economics, Vol. 50, no. 39, p. 4264-4274 (2018). doi:10.1080/00036846.2018.1441523.
2018
Petitjean, Mikael. La Belgique est-elle inégalitaire ?. In: La Libre Belgique, Vol. 2018, no.Avril , p. 18.
2018
Petitjean, Mikael. Le sauvetage des institutions financières a épargné plusieurs milliards d’euros aux pouvoirs publics. In: L'Écho : le quotidien de l'économie et de la finance, Vol. 2018, no.03 mars, p. 18 (2018).
2018
Petitjean, Mikael. What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank. In: Finance Research Letters, Vol. 26, p. 9-14 (2018). doi:10.1016/j.frl.2017.11.005.
2017
Boullenger, Victor ; Petitjean, Mikael ; Daguet, Patrick. Capital-risque et performance à court terme de l’entreprise après introduction en bourse. In: Forum financier : revue bancaire et financière, Vol. 6, no.5, p. 1-14.
2016
Petitjean, Mikael. La vitesse sur les marchés financiers : stop ou encore ?. In: Regards économiques, no. Focus 8 décembre, p. 1 (2016).
2016
Petitjean, Mikael. On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios. In: Economic Modelling, Vol. 54, no.1, p. 67-81 (Avril 2016). doi:10.1016/j.econmod.2015.12.016.
2015
Petitjean, Mikael. Chapeau bas et respect pour Albert FRERE ?. In: La Libre Belgique, Vol. 2015, no.avril, p. 52 (28 avril 2015 ).
2015
Petitjean, Mikael. D'une démocratie des opinions à une aristocratie des connaissances. In: L'Écho : le quotidien de l'économie et de la finance, Vol. 2015, no.May, p. 19 (29 avril 2015).
2015
Petitjean, Mikael. How integrated is the European carbon derivatives market?. In: Finance Research Letters, Vol. 15, no.1, p. 18-30 (Novembre 2015). doi:10.1016/j.frl.2015.07.005.
2015
Petitjean, Mikael. La taxe sur la "bourse casino". In: La Libre Belgique, p. 9 (31 octobre 2015).
2015
Petitjean, Mikael. Les sept familles de l'ISR. In: B NQ Quarterly, Vol. 2015, no. Octobre, p. 26 (2015).
2015
Petitjean, Mikael. Corrélation sérielle et hétéroscédasticité dans l’analyse des séries temporelles. In: Jeffery Wooldridge (ed.), Introduction à l'économétrie : une approche moderne (Ouvertures économiques), De Boeck, 2015, Chapitre 12. 9782804171315.
2015
Petitjean, Mikael. Le modèle de régression linéaire simple. In: Jeffery Wooldridge (ed.), Introduction à l'économétrie : une approche moderne (Ouvertures économiques), De Boeck, 2015, Chapitre 2. 9782804171315.
2022
El Hichou El Maya, Younes ; D'Hondt, Catherine ; Petitjean, Mikael. What drives retail investment in passive Exchange-Traded Funds ?. 38th International conference of the French Finance Association- AFFI (Saint Malo - France, du 23/05/2022 au 25/05/2022).
2021
El Hichou El Maya, Younes ; D'Hondt, Catherine ; Petitjean, Mikael. Does holding passive ETFs change retail investor's trading behavior for the better?. 37th International Conference of the French Finance Association (AFFI) (Online event , du 26/05/2021 au 28/05/2021).
http://hdl.handle.net/2078.1/249987http://hdl.handle.net/2078.1/254442
2021
El Hichou El Maya, Younes ; D'Hondt, Catherine ; Petitjean, Mikael. Retail Investing in Passive Exchange Traded Funds. European Financial Management Association 2021 Annual Meeting (Online event , du 30/06/2021 au 04/07/2021).
http://hdl.handle.net/2078.1/237026http://hdl.handle.net/2078.1/254441
2020
El Hichou El Maya, Younes ; D'Hondt, Catherine ; Petitjean, Mikael. Retail Investing in Passive Exchange Traded Funds. 6th International Symposium in Computational Economics and Finance ISCEF 2020 (Online (Paris), du 02/04/2020 au 04/04/2021).
http://hdl.handle.net/2078.1/237026http://hdl.handle.net/2078.1/254439
2020
El Hichou El Maya, Younes ; D'Hondt, Catherine ; Petitjean, Mikael. Retail Investing in Passive Exchange Traded Funds. 13th RGS Doctoral Conference in Economics 2020 (Dortmund - Germany , du 17/02/2020 au 19/02/2020).
http://hdl.handle.net/2078.1/237026http://hdl.handle.net/2078.1/254437
2019
Desagre, Christophe ; Mazza, Paolo ; Petitjean, Mikael. Intraday liquidity and trading dynamics around extreme price movements in cryptocurrencies. LFIN Internal seminar (Mons, Belgium, 04/06/2019).
2019
Desagre, Christophe ; Mazza, Paolo ; Petitjean, Mikael. Intraday liquidity and trading dynamics around extreme price movements in cryptocurrencies. New Zealand Finance Meeting (Auckland, New Zealand, du 18/12/2019 au 20/12/2019).
2019
Desagre, Christophe ; Mazza, Paolo ; Petitjean, Mikael. Intraday liquidity and trading dynamics around extreme price movements in cryptocurrencies. Australasian Finance and Banking Conference (Sydney, Australia , du 16/12/2019 au 18/12/2019).
2018
Desagre, Christophe ; D'Hondt, Catherine ; Petitjean, Mikael. Liquidity and the rise of fast trading on Euronext. Financial Econometrics Conference: Market Microstructure, Limit Order Books and Derivative Markets (Lancaster (UK), du 13/09/2018 au 14/09/2018).
2018
Desagre, Christophe ; D'Hondt, Catherine ; Petitjean, Mikael. Liquidity and the rise of fast trading on Euronext. 2nd European Capital Market Workshop (London (UK), 09/07/2018).
2016
Desagre, Christophe ; D'Hondt, Catherine ; Petitjean, Mikael. Liquidity and fast trading on Euronext: A historical perspective. UCL-UNamur PhD workshop in Finance (Namur (Belgium), 03/03/2016).
2016
Desagre, Christophe ; D'Hondt, Catherine ; Petitjean, Mikael. Liquidity and the rise of fast trading on Euronext. 33rd International AFFI Conference (Liège (Belgium), du 23/05/2016 au 25/05/2016).
2016
Desagre, Christophe ; D'Hondt, Catherine ; Petitjean, Mikael. Liquidity and the rise of fast trading on Euronext: A historical perspective. 3L Finance Research Workshop (Brussels (Belgium), 29/04/2016).
2021
D'Hondt, Catherine ; El Hichou El Maya, Younes ; Petitjean, Mikael. Blaming or praising passive ETFs? (LIDAM Discussion Paper LFIN; 2021/08), 2021. 31 p.
2020
D'Hondt, Catherine ; El Hichou El Maya, Younes ; Petitjean, Mikael. Retail Investing in Passive Exchange Traded Funds (LFIN Working Paper; 2020/13), 2020. 33 p.
2020
Desagre, Christophe ; D'Hondt, Catherine ; Petitjean, Mikael. The rise of fast trading: Curse or blessing for liquidity?, 2020.
2018
Petitjean, Mikael. Implicit transaction cost management using intraday price dynamics, 2018. 23 p.
2018
Petitjean, Mikael. What explains the success of reward-based crowdfunding campaigns as they unfold?, 2018. 8 p.
2016
Petitjean, Mikael ; Vrins, Frédéric. Win or Lose for Life ? Regards croisés sur les jeux de hasard et les produits structurés (ILSM; 2016/18), 2016. 34 p.