AUT - Bart Frijns

Associate professor Bart Frijns

Associate Professor in Finance

Phone: +64 9 921 9999 - ext: 5706

Email: bfrijns@aut.ac.nz

Qualifications:

    Doctoral degree in Finance (PhD)
    Master Degree in Business (Finance)
    Financial Risk Manager (GARP)

Teaching Areas:

Forecasting Techniques in Financial Markets

Research areas:

    Market Microstructure
    Volatility dynamics
    Market Sentiment/heterogeneity
    Financial Integration
    Culture and Finance

Research Summary:

Dr. Bart Frijns obtained his PhD in December 2004 from Maastricht University, the Netherlands. The scope of Dr Frijns’ research is broad ranging from corporate governance and the impact of regulations on financial markets, to volatility dynamics and price setting behaviour. However, his research is always empirical and of applied nature. Dr Frijns’ research has been published in various leading international refereed journals and has been presented at important conferences around the globe. His research has further attracted several awards and grants. Besides his academic publications, Dr Frijns has been involved in a research project for the Dutch ministry of Finance, investigating the financial literacy of Dutch consumers. Dr Frijns has extensive teaching experience and has received several teaching awards at different institutions. Dr Frijns is a Financial Risk Manager certified by the Global Association of Risk Professionals.

Publications:

• Frijns, B., D. Margaritis and M. Psilaki (2012). Firm efficiency and stock returns. Journal of Productivity Analysis, forthcoming.

• Frijns, B., A. Tourani-Rad and I. Indriawan (2012). Political crises and the stock market integration of emerging markets. Journal of banking and Finance 36, 644-653.

• Frijns, B., A. Gilbert and A. Tourani-Rad (2011). Heterogeneity and sentiment in the stock market. International Journal of Behavioural Accounting and Finance 2, 140-151.
  

• Frijns, B., T. Lehnert and R. Zwinkels (2011). A volatility targeting GARCH model with time-varying coefficients. Journal of Empirical Finance 18, 522-532.

• Frijns, B., T. Lehnert and R. Zwinkels (2010). Behavioral heterogeneity in the option market. Journal of Economic Dynamics and Control 34, 2273-2287.

• Beugelsdijk, S. and B. Frijns (2010). A cultural explanation of the foreign bias in international asset allocation. Journal of Banking and Finance 34, 2121-2131.

• Frijns, B., C. Tallau and A. Tourani-Rad (2010). Australian implied volatility index. JASSA: The Finsia Journal of Applied Finance 1, 31-35.

• Baule, R., Frijns, B., C. Tallau and A. Tourani-Rad (2010). Krisen am deutschen Aktienmarkt. Die Bank 3, 8-12.

• Frijns, B., A. Gilbert and A. Tourani-Rad (2010). Price discovery, cross-listings and exchange rates: Evidence from Australia and New Zealand. Journal of Banking and Finance 34, 498-508.

• Frijns, B., C. Tallau and A. Tourani-Rad (2010). The information content of implied volatility: Evidence from Australia. Journal of Futures Markets 30, 134-155.

• Frijns, B. and P. Schotman (2009). Price discovery in tick time. Journal of Empirical Finance 16, 759-776.

• Frijns, B. and A. Tourani-Rad (2009). A historical perspective on the current crisis. JASSA: The Finsia Journal of Applied Finance 2, 7-10.

• Frijns, B., W. Verschoor and R. Zwinkels (2009). De crisis in historisch perspectief. Economische Statistische Berichten 94 (4560), 298-300.

• Frijns, B., A. Gilbert and A. Tourani-Rad (2008). Insider trading, regulation and the components of the bid-ask spread. Journal of Financial Research 31, 225-246.

• Beaumont, R., B. Frijns, T. Lehnert and A. Müller (2008). Investor sentiment, mutual fund flows and its impact on returns and volatility. Managerial Finance 34, 772-785.

• Frijns, B., E. Koellen and T. Lehnert (2008). The determinants of portfolio choice: An experimental study. Journal of Economic Behavior & Organization 66, 373-386.

• Frijns, B., A. Gilbert and P. Reumers (2008). Corporate ownership and firm performance: Evidence from the Netherlands. Journal of Corporate Ownership and Control 6, 382-392.

• Frijns, B. and D. Margaritis (2008). Forecasting daily volatility using intra-day data. European Journal of Finance 14, 523-540.

• Frijns, B., A. Tourani-Rad and Y. Zhang (2008). The New Zealand implied volatility index. New Zealand Economic Paper 42, 103-126.

• Bauer, R., B. Frijns, R. Otten and A. Tourani-Rad (2008). The impact of corporate governance on corporate performance: Evidence from Japan. Pacific Basin Finance Journal 16, 236-251.

• Frijns, B. (2006). Inferring public and private information from trades and quotes. Financial Review 41, 95-117.

• Frijns, B. and P. Schotman (2006). Nonlinear dynamics in Nasdaq dealer quotes. Computational Statistics and Data Analysis 51, 2246-2266.

• Frijns, B., F. Navissi, A. Tourani-Rad and L. Tsai (2006). Stock price performance of seasoned equity offerings: Completed versus withdrawn. Managerial Finance 32, 234-246.

Awards:

Awards - Research

• 2012, Best Paper Award in Financial Literacy, Financial Planning and the Financial Behavior of Consumers at the New Zealand Finance Colloquium, Auckland, New Zealand.

• 2011, Runner-up Award in Economics/Corporate Finance at the 2nd Finance and Corporate Governance Conference, Melbourne, Australia.

• 2011, Best Paper Award in Investments at the New Zealand Finance Colloquium, Christchurch, New Zealand.

• 2010, JASSA Merit Award for the paper “Australian Implied Volatility Index”, published in JASSA: The Finsia Journal of Applied Finance 1, 31-35.

• 2008, Faculty Nomination for the Vice Chancellor’s Emerging Researcher Award, Auckland University of Technology, New Zealand.

• 2008, SIRCA Best Paper Award at the New Zealand Finance Colloquium, Palmerston North, New Zealand.

• 2007, Best Paper Award at the New Zealand Finance Colloquium, Auckland, New Zealand.

• 2005, Best Paper Award at the New Zealand Econometric Study Group Meeting, Auckland, New Zealand.
  

Awards - Teaching

• 2008, Dean’s Excellence in Teaching Award at the Faculty of Business and Law, Auckland University of Technology, New Zealand. 
  

• 2008, Best Lecturer of the Year Award of the Faculty of Business and Law, elected by the student association AuSM of the Auckland University of Technology, Auckland, New Zealand.

• 2007, Teacher of the Year at the Faculty of Management Science, Radboud University, the Netherlands.