• 1111 Citations
  • 13 h-Index
19982017

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Article
2017

Private equity fundraising and firm specialization

Gejadze, M., Giot, P. & Schwienbacher, A., 1 May 2017, In : Quarterly Review of Economics and Finance. 64, p. 259-274 16 p.

Research output: Contribution to journalArticle

2014

Are novice private equity funds risk-takers? Evidence from a comparison with established funds

Giot, P., Hege, U. & Schwienbacher, A., 2014, In : Journal of Corporate Finance. 27, p. 55-71

Research output: Contribution to journalArticle

2011

On the statistical and economic performance of stock return predictive regression models: an international perspective

Giot, P. & PETITJEAN, M., 2011, In : Quantitative Finance. 11, p. 175-193 19 p.

Research output: Contribution to journalArticle

Style investing and momentum investing: a case study

DE MOERLOOSE, S. & Giot, P., 2011, In : Journal of Asset Management. 12, p. 407-417 11 p.

Research output: Contribution to journalArticle

2010

Market-wide liquidity co-movements, volatility regimes and market cap sizes

BEAUPAIN, R., Giot, P. & PETITJEAN, M., 2010, In : Revue Finance. 31, p. 55-78 24 p.

Research output: Contribution to journalArticle

Trading activity, realized volatility and jumps

Giot, P., LAURENT, S. & PETITJEAN, M., 2010, In : Journal of Empirical Finance. 17, p. 168-175 8 p.

Research output: Contribution to journalArticle

2009

Commonalities in the order book

BELTRAN, H., Giot, P. & GRAMMIG, J., 2009, In : Financial Markets and Portfolio Management. 23, p. 209-242 34 p.

Research output: Contribution to journalArticle

How does liquidity react to stress periods in a limit order market?

BELTRAN, H., DURRE, A. & Giot, P., 2009, In : Global Finance Journal. 20, p. 80-97 18 p.

Research output: Contribution to journalArticle

L'irrésistible ascension de la finance comportementale

Giot, P., 2009, In : Revue bancaire et financière. 2009/2-3, p. 156-158 3 p.

Research output: Contribution to journalArticle

Prévision et détection des opérations de LBO

Giot, P. & Noël, L., 2009, In : Revue bancaire et financière. 2009/6-7, p. 451-460 10 p.

Research output: Contribution to journalArticle

Short term market timing using the Bond-Equity Yield ratio

Giot, P. & PETITJEAN, M., 2009, In : European Journal of Finance. 15, p. 365-384 20 p.

Research output: Contribution to journalArticle

2008

Moments of the Log-ACD model

Bauwens, L., Galli, F. & Giot, P., 2008, In : Quantitative and Qualitative Analysis in Social Sciences. 2, p. 1-28 28 p.

Research output: Contribution to journalArticle

2007

An international analysis of earnings, stock prices and bond yields

Durré, A. & Giot, P., 2007, In : Journal of Business Finance and Accounting. 34, p. 613-641 29 p.

Research output: Contribution to journalArticle

An international test of the Fed model

AUBERT, S. & Giot, P., 2007, In : Journal of Asset Management. 8, p. 86-100 15 p.

Research output: Contribution to journalArticle

IPOs, trade sales, liquidations: modeling venture capital exits using survival analysis

Giot, P. & Schwienbacher, A., 2007, In : Journal of Banking and Finance. 31, p. 679-702 24 p.

Research output: Contribution to journalArticle

The information content of the Bond-Equity Yield Ratio: better than a random walk?

Giot, P. & PETITJEAN, M., 2007, In : International Journal of Forecasting. 23, p. 289-305 17 p.

Research output: Contribution to journalArticle

Unexpected capital gains and the stock market performance at the turn of the century

Giot, P., 2007, In : Journal of Investing. 16, p. 60-69 10 p.

Research output: Contribution to journalArticle

2006

How large is liquidity risk in an automated auction market?

Giot, P. & Grammig, J., 2006, In : Empirical Economics. 30, p. 867-887 21 p.

Research output: Contribution to journalArticle

Les oeuvres d'art comme placements financiers: le cas de l'art moderne classique et de ses différents courants

FRAIPONT, S. & Giot, P., 2006, In : Revue bancaire et financière. 2006/8, p. 494-503 10 p.

Research output: Contribution to journalArticle

2005

Implied volatility indexes and daily Value-at-Risk models

Giot, P., 2005, In : Journal of Derivatives. 12, p. 54-64 11 p.

Research output: Contribution to journalArticle

Implied volatility indices as leading indicators of stock index returns?

Giot, P., 2005, In : Journal of Portfolio Management. 31, p. 92-100 9 p.

Research output: Contribution to journalArticle

Market risk models for intraday data

Giot, P., 2005, In : European Journal of Finance. 11, p. 309-324 16 p.

Research output: Contribution to journalArticle

News announcements, market activity and volatility in the Euro-Dollar foreign exchange market

Bauwens, L., Ben Omrane, W. & Giot, P., 2005, In : Journal of International Money and Finance. 24, p. 1108-1125 18 p.

Research output: Contribution to journalArticle

Stocks, bonds and the equity risk premium: some recent academic perspectives

Giot, P., 2005, In : Revue bancaire et financière. 2005/03, p. 184-190 7 p.

Research output: Contribution to journalArticle

2004

A comparison of financial duration models via density forecasts

Bauwens, L., Giot, P., Grammig, J. & Veredas, D., 2004, In : International Journal of Forecasting. 20, p. 589-609 21 p.

Research output: Contribution to journalArticle

Modelling daily Value-at-Risk using realized volatility and ARCH type models

Giot, P. & Laurent, S., 2004, In : Journal of Empirical Finance. 11, p. 379-398 20 p.

Research output: Contribution to journalArticle

2003

Asymmetric ACD models: introducing price information in ACD models

Bauwens, L. & Giot, P., 2003, In : Empirical Economics. 28, p. 709-731 23 p.

Research output: Contribution to journalArticle

Market risk in commodity markets: a VaR approach

Giot, P. & Laurent, S., 2003, In : Energy Economics. 25, p. 435-457 23 p.

Research output: Contribution to journalArticle

The information content of implied volatility in agricultural commodity markets

Giot, P., 2003, In : Journal of Futures Markets. 23, 5, p. 441-454 14 p.

Research output: Contribution to journalArticle

Value-at-Risk for long and short trading positions

Giot, P. & Laurent, S., 2003, In : Journal of Applied Econometrics. 18, p. 641-663 23 p.

Research output: Contribution to journalArticle

2002

Quantifying market risk for long and short traders

Giot, P. & Laurent, S., 2002, In : European Investment Review. 1, p. 31-39 9 p.

Research output: Contribution to journalArticle

2001

Time transformations, intraday data, and volatility models

Giot, P., 2001, In : Journal of Computational Finance. 4, 2, p. 31-62 32 p.

Research output: Contribution to journalArticle

2000

The logarithmic ACD model : an application to the bid-ask quote process of three NYSE stocks

Giot, P. & BAUWENS, L., 2000, In : Annales d'Economie et Statistique. 60, Oct/Déc 2000, p. 117-149 33 p.

Research output: Contribution to journalArticle

1998

A Gibbs sampling approach to cointegration

Giot, P. & BAUWENS, L., 1998, In : Computational Statistics. 13, 3, p. 339-368 30 p.

Research output: Contribution to journalArticle