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Mikaël Petitjean

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19982006
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Projects 2003 2006

Research Output 1998 2006

Activities 1998 2004

  • 7 Participation in conference
  • 6 Participation in workshop, seminar, course

Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An International Comparison

Mikaël Petitjean (Contributor)
8 Jul 200410 Jul 2004

Activity: Participating in or organising an event typesParticipation in conference

Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An International Comparison

Mikaël Petitjean (Contributor)
2 Jun 20044 Jun 2004

Activity: Participating in or organising an event typesParticipation in conference

Forecasting the Bond-Equity Yield Ratio Using Cointegration

Mikaël Petitjean (Contributor)
6 May 2004

Activity: Participating in or organising an event typesParticipation in conference

Forecasting the GEYR Using Markov-switching Regime and Cointegration Models: An International Comparison

Mikaël Petitjean (Contributor)
26 Sep 2003

Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

Short-Term Trading: The Bottom Line

Mikaël Petitjean (Contributor)
2 Sep 2003

Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

Thesis

Essays in Empirical Fiannce: Stock Return Predictability, Valuation Ratios, and Market-Wide Liquidity

Author: Petitjean, M., 29 Aug 2006

Supervisor: Giot, P. (Supervisor), Laurent, S. (Jury), Van Wymeersch, C. (Jury), Brooks, C. (External person) (Jury) & Hübner, G. (External person) (Jury)

Student thesis: Doc typesDoctor of Economics and Business Management

Risque de marché et contenu informationnel de la volatilité issue des contrats d'option

Author: Regniers, M., 2005

Supervisor: Petitjean, M. (Supervisor)

Student thesis: Master typesMaster in Management

The Impact of International Trade on the Economic Growth in South-East Asia

Author: Petitjean, M., 1995

Student thesis: Master typesMaster in Economics