Professor Bart Frijns

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Director, Centre for Financial Research

Email: bart.frijns@aut.ac.nz

ORCID: ORCID logo https://orcid.org/0000-0002-6586-1042

Qualifications:

  • PhD, Maastricht University
  • Financial Risk Manager, Global Association of Risk Professionals

Overview:

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 and a Fellow of FINSIA.

Dr Frijns is the Director of the Auckland Centre for Financial Research, co-editor of Applied Finance Letters, sits on the editorial board of the Journal of Futures Markets and the Global Finance Journal.

Research interests:

Market Microstructure
Volatility dynamics
Behavioral heterogeneity
Culture and Finance

Teaching summary:

Financial Risk Management
Quantitative Methods

Fields of research:

  • Banking, Finance and Investment

Research outputs:

Journal articles

  • Fernandez-Perez, A., Frijns, B., Tourani-Rad, A., & Webb, R. I. (2019). Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures. Financial Review, 54(3), 477-500. doi:10.1111/fire.12195

  • Fernandez Perez, A., Frijns, B., Tourani Rad, A., & Weisskopf, J. P. (2019). Behavioural heterogeneity in wine investments. Applied Economics, 51(30), 3236-3255. doi:10.1080/00036846.2019.1566686

  • Fernandez Perez, A., Frijns, B., Gallatullina, I., & Tourani Rad, A. (2019). Properties and predictive power of implied volatility in the New Zealand dairy market. Journal of Futures Markets, 39(5), 612-631. doi:10.1002/fut.21994

  • Fernandez Perez, A., Frijns, B., Indriawan, I., & Tourani Rad, A. (2019). Surprise and dispersion: informational impact of USDA announcements. Agricultural Economics, 50(1), 113-126. doi:10.1111/agec.12470

  • Frijns, B., & Indriawan, I. (2018). On the ability of New Zealand actively managed funds to generate outperformance in their domestic equity allocations. Pacific Accounting Review, 30(4), 463-481. doi:10.1108/PAR-10-2017-0079

  • Dodd, O., & Frijns, B. (2018). NYSE closure and global equity trading: The case of cross-listed stocks. International Review of Financial Analysis, 60. doi:10.1016/j.irfa.2018.09.011

  • Finta, M., Frijns, B., & Tourani Rad, A. (2018). Time-varying contemporaneous spillovers during the European Debt Crisis. Empirical Economics. doi:10.1007/s00181-018-1480-1

  • Frijns, B., & Zwinkels, R. C. J. (2018). Time-varying arbitrage and dynamic price discovery. Journal of Economic Dynamics and Control, 91, 485-502. doi:10.1016/j.jedc.2018.03.014

  • Fernandez Perez, A., Frijns, B., Gafiatullina, I., & Tourani-Rad, A. (2018). Determinants of intraday price discovery in VIX exchange traded notes. The Journal of Futures Markets, 38(5). doi:10.1002/fut.21907

  • Frijns, B., Huynh, T. D., Tourani Rad, A., & Westerholm, J. P. (2018). Institutional trading and asset pricing. Journal of Banking and Finance, 89, 59-77. doi:10.1016/j.jbankfin.2018.01.018

  • Frijns, B., Indriawan, I., & Tourani Rad, A. (2018). The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares. International Review of Financial Analysis, 56. doi:10.1016/j.irfa.2018.01.005

  • Frijns, B., Indriawan, I., Otsubo, Y., & Tourani Rad, A. (2018). The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks. International Review of Economics and Finance, 12 pages. doi:10.1016/j.iref.2018.11.004

  • Chen, J., Frijns, B., Indriawan, I., & Ren, H. (2018). Turn of the month effect in the New Zealand stock market. New Zealand Economic Papers. doi:10.1080/00779954.2018.1513058

  • Finta, M. A., Frijns, B., & Tourani-Rad, A. (2018). Volatility spillovers among oil and stock markets in the US and Saudi Arabia. Applied Economics. doi:10.1080/00036846.2018.1494811

  • Frijns, B., Indriawan, I., Tourani Rad, A., & Tse, Y. (2018). Market quality around macroeconomic news announcements: Evidence from the US and Canadian Markets. International Review of Finance. doi:10.1111/irfi.12190

  • Baule, R., Frijns, B., & Tieves, M. E. (2018). Volatility discovery and volatility quoting on markets for options and warrants. Journal of Futures Markets, 38(7), 758-774. doi:10.1002/fut.21900

  • Fernandez Perez, A., Frijns, B., Fuertes, A. M., & Miffre, J. (2018). The skewness of commodity futures returns. Journal of Banking and Finance, 86. doi:10.1016/j.jbankfin.2017.06.015

  • Frijns, B., & Indriawan, I. (2018). Behavioural heterogeneity in the New Zealand stock market. New Zealand Economic Papers, 52(1). doi:10.1080/00779954.2016.1217915

  • Badshah, I., Frijns, B., Knif, J., & Tourani Rad, A. (2016). Asymmetries of the intraday return-volatility relation. International Review of Financial Analysis. doi:10.1016/j.irfa.2016.09.016

  • Frijns, B., & Tourani Rad, A. (2016). The long-run performance of the New Zealand stock markets: 1899-2013. Pacific Accounting Review, 28(1).

  • Badshah, I., Frijns, B., Knif, J., & Tourani Rad, A. (2016). Asymmetries of the intraday return-volatility relation. International Review of Financial Analysis, 48. doi:10.1016/j.irfa.2016.09.016

  • Frijns, B., Dodd, O., & Cimerova, H. (2016). The impact of cultural diversity in corporate boards on firm performance. Journal of Corporate Finance, 41. doi:10.1016/j.jcorpfin.2016.07.014

  • Fernandez Perez, A., Frijns, B., & Tourani Rad, A. (2016). Contemporaneous interactions among fuel, biofuel and agricultural commodities. Energy Economics, 58. doi:10.1016/j.eneco.2016.05.014

  • Frijns, B., Gilbert, A., & Zwinkels, R. C. J. (2016). On the style-based feedback trading of mutual fund managers. Journal of Financial and Quantitative Analysis, 51(3). doi:10.1017/S0022109016000454

  • Frijns, B., Tourani Rad, A., & Webb, R. I. (2016). On the intraday relation between the VIX and its futures. The Journal of Futures Markets, 36(9). doi:10.1002/fut.21762

  • Frijns, B. (2015). Mutual funds and outperformance: The difficulty of generating alpha. JASSA: The Finsia Journal of Applied Finance, 2015(3).

  • Frijns, B., & Tourani-Rad, A. (2015). KiwiSaver funds: Can they be replicated cheaper?. JASSA: The Finsia Journal of Applied Finance, 2015(1).

  • Frijns, B. (2015). Financial markets and uncertainty. Journal of Empirical Finance, 32, 1-2. doi:10.1016/j.jempfin.2015.02.003

  • Dodd, O., & Frijns, B. (2015). Cross-listing decisions and the foreign bias of investors. Finance Research Letters, 15. doi:10.1016/j.frl.2015.09.006

  • Fernandez Perez, A., Frijns, B., & Tourani Rad, A. (2015). Understanding causality: What came first - the chicken or the egg?. Applied Finance Letters, 4(1&2).

  • Frijns, B., Gilbert, A., & Tourani-Rad, A. (2015). The determinants of price discovery: Evidence from US-Canadian cross-listed shares. Journal of Banking and Finance, 59. doi:10.1016/j.jbankfin.2015.07.011

  • Frijns, B., & Tse, Y. (2015). The informativeness of trades and quotes in the FTSE 100 index futures market. The Journal of Futures Markets, 35(2). doi:10.1002/fut.21652

  • Frijns, B., Indriawan, I., & Tourani-Rad, A. (2015). Macroeconomic news announcements and price discovery: Evidence from Canadian-U.S. cross-listed firms. Journal of Empirical Finance, 32. doi:10.1016/j.jempfin.2014.05.001

  • Dodd, O., Frijns, B., & Gilbert, A. (2015). On the role of cultural distance in the decision to cross-list. European Financial Management, 21(4). doi:10.1111/j.1468-036X.2013.12038.x

  • Frijns, B. P. M., Gilbert, A., & Tourani-Rad, A. (2014). Crossing the Tasman: Determinants of price discovery for Australia-New Zealand cross-listed shares. Pacific Accounting Review, 26(3).

  • Frijns, B. P. M., Gilbert, A., & Tourani-Rad, A. (2014). On the Performance of KiwiSaver Funds. Pacific Accounting Review, 26(3).

  • Frijns, B., & Tse, Y. (2014). The informativeness of trades and quotes in the FTSE 100 index futures market. Journal of Futures Markets. doi:10.1002/fut.21652

  • Frijns, B., Lai, Q., & Tourani-Rad, A. (2014). Institutional trading and stock returns: Evidence from China. Review of Pacific Basin Financial Markets and Policies, 17(1). doi:10.1142/S0219091514500039

  • Frijns, B., Lai, Q., & Tourani-Rad, A. (2014). Institutional Trading and Stock Returns: Evidence from China. Review of Pacific Basin Financial Markets and Policies, 17(01), 1-26.

  • Frijns, B., Gilbert, A., & Tourani-Rad, A. (2014). New Zealand capital markets. Pacific Accounting Review, 26(3). doi:10.1108/PAR-02-2014-0012

  • Frijns, B., Gilbert, A., & Tourani-Rad, A. (2014). Crossing the Tasman: Determinants of price discovery for Australia-New Zealand crosslisted shares. Pacific Accounting Review, 26(3). doi:10.1108/PAR-06-2013-0053

  • Frijns, B. P. M., Lai, Q., & Tourani-Rad, A. (2014). Institutional Trading and Stock Returns: Evidence from China. Review of Pacific Basin Financial Markets and Policies, 17(1). doi:10.1142/S0219091514500039

  • Scholtus, M., van Dijk, D., & Frijns, B. (2014). Speed, algorithmic trading, and market quality around macroeconomic news announcements. Journal of Banking and Finance, 38(Jan). doi:10.1016/j.jbankfin.2013.09.016

  • Frijns, B., Gilbert, A., & Tourani-Rad, A. (2014). Learning by doing: The role of financial experience in financial literacy. Journal of Public Policy, 34(1). doi:10.1017/S0143814X13000275

  • Frijns, B., Gilbert, A., Lehnert, T., & Tourani-Rad, A. (2013). Uncertainty avoidance, risk tolerance and corporate takeover decisions. Journal of Banking and Finance, 37(7). doi:10.1016/j.jbankfin.2013.02.010

  • Frijns, B., Gilbert, A., & Zwinkels, R. C. J. (2013). Market timing ability and mutual funds: a heterogeneous agent approach. Quantitative Finance, 13(10).

  • Frijns, B., Gilbert, A., & Zwinkels, R. C. J. (2013). Market timing ability and mutual funds: A heterogeneous agent approach. Quantitative Finance, 13(10). doi:10.1080/14697688.2013.791749

  • Frijns, B. P. M., Gilbert, A., & Tourani-Rad, A. (2013). Why do financial literacy programmes fail?. Applied Finance Letters, 2(1).

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2013). Do criminal sanctions deter insider trading?. The Financial Review, 48(2). doi:10.1111/fire.12001

  • Frijns, B. P. M., Gilbert, A., Lehnert, T., & Tourani-Rad, A. (2013). Uncertainty avoidance, risk tolerance and corporate takeover decisions. Journal of Banking and Finance, 37(7). doi:10.1016/j.jbankfin.2013.02.010

  • Badshah, I. U., Frijns, B., & Tourani-Rad, A. (2013). Contemporaneous spill-over among equity, gold, and exchange rate implied volatility indices. The Journal of Futures Markets, 33(6). doi:10.1002/fut.21600

  • Frijns, B., Tourani-Rad, A., & Indriawan, I. (2012). Political crises and the stock market integration of emerging markets. Journal of Banking & Finance, 36(3). Retrieved from http://www.sciencedirect.com/science/article/pii/S0378426611001683

  • Frijns, B., Gilbert, A., & Tourani-Rad, A. (2012). New Zealand insider trading regulation: A market assessment. JASSA: The Finsia Journal of Applied Finance, 4. Retrieved from https://www.finsia.com/

  • Frijns, B., Tourani-Rad, A., & Indriawan, I. (2012). Political crises and the stock market integration of emerging markets. Journal of Banking and Finance, 36(3).

  • Frijns, B., Lehnert, T., & Zwinkels, R. C. J. (2011). Modeling structural changes in the volatility process. JOURNAL OF EMPIRICAL FINANCE, 18(3), 522-532. doi:10.1016/j.jempfin.2011.01.005

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2011). Regulation and Market Efficiency: The impact of Criminal Sanctions for Insider Trading on Transaction Costs. INFINZ Journal.

  • Frijns, B., Margaritis, D., & Psillaki, M. (2011). Firm efficiency and stock returns. Journal of Productivity Analysis, 1-12.

  • Frijns, B., Lehnert, T., & Zwinkels, R. C. J. (2011). Modeling structural changes in the volatility process. Journal of Empirical Finance.

  • Frijns, B. P. M., Gilbert, A., & Tourani-Rad, A. (2011). Heterogeneity and Sentiment in the Stock Market. International Journal of Behavioural Accounting and Finance, 2(2). Retrieved from http://www.inderscience.com/search/index.php?action=record&rec_id=42568

  • Frijns, B. P. M., Margaritis, D., & Psillaki, M. (2011). Firm Efficiency and Stock Returns (formally published in 2012, first available 2011). Journal of Productivity Analysis. doi:10.1007/s11123-011-0246-y

  • Frijns, B., Lehnert, T., & Zwinkels, R. C. J. (2011). Modeling structural changes in the volatility process. Journal of Empirical Finance, 18(3).

  • Frijns, B., Lehnert, T., & Zwinkels, R. C. J. (2010). Behavioral heterogeneity in the option market. Unknown Journal, 34(11), 2273-2287.

  • Beugelsdijk, S., & Frijns, B. (2010). A cultural explanation of the foreign bias in international asset allocation. Unknown Journal, 34(9), 2121-2131.

  • Frijns, B., Gilbert, A., & Tourani-Rad, A. (2010). The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand. Unknown Journal, 34(3), 498-508.

  • Frijns, B., Tallau, C., & Tourani Rad, A. (2010). Australian Implied Volatility Index. JASSA: The Finsia Journal of Applied Finance, (1).

  • Frijns, B., Tallau, C., & Tourani Rad, A. (2010). The Information Content of Implied Volatility: Evidence from Australia. The Journal of Futures Markets, 30(2).

  • Frijns, B., Lehnert, T., & Zwinkels, R. (2010). Behavioral Heterogeneity in the Option Market. Journal of Economic Dynamics and Control, 34(11).

  • Beugelsdijk, S., & Frijns, B. (2010). A Cultural Explanation of the Foreign Bias in International Asset Allocation. Journal of Banking and Finance, 34.

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

  • Frijns, B., Verschoor, W., & Zwinkels, R. (2009). De Crisis in Historisch Perspectief. Economische Statistische Berichten, 94(4560).

  • Frijns, B., & Tourani Rad, A. (2009). An Historical Perspective on the Current Crisis. JASSA: The Finsia Journal of Applied Finance, (2).

  • Frijns, B., & Schotman, P. (2009). Price Discovery in Tick Time. Journal of Empirical Finance, 16(5).

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2009). The dynamics of price discovery for cross-listed chares: Evidence from Australia and New Zealand. Journal of Banking and Finance, 34.

  • Bauer, R., Frijns, B., Otten, R., & Tourani-Rad, A. (2008). The impact of corporate governance on corporate performance: Evidence from Japan. Unknown Journal, 16(3), 236-251.

  • Frijns, B., Gilbert, A., & Reumers, P. (2008). Corporate Ownership and Firm Performance: Evidence from the Netherlands. Corporate Ownership and Control, 5.

  • Frijns, B., Tourani Rad, A., & Zhang, Y. (2008). The New Zealand Implied Volatility Index. New Zealand Economic Papers, 42.

  • Frijns, B., & Margaritis, D. (2008). Forecasting Daily Volatility using Intra-day Data. The European Journal of Finance, 14(6).

  • Frijns, B., Koellen, E., & Lehnert, T. (2008). On the Determinants of Portfolio Choice. Journal of Economic Behavior and Organization, 66.

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2008). Insider Trading, Regulation and the Components of the Bid-Ask Spread. Journal of Financial Research, 31(3).

  • Frijns, B., Gilbert, A., & Reumers, P. (2008). Corporate Ownership and Firm Performance: Evidence from the Netherlands. Journal of Corporate Ownership and Control 5.

  • Beaumont, R., van Daele, M., Frijns, B., Lehnert, T., & Müller, A. (2008). Investor Sentiment, Mutual Fund Flows and its Impact on Returns and Volatility. Managerial Finance, 34(11).

  • Bauer, R., Frijns, B., Otten, R., & Tourani Rad, A. (2008). The Impact of Corporate Governance on Corporate Performance: Evidence from Japan. Pacific-Basin Finance Journal, 16.

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2007). Insider Trading Laws: What Works and What Doesn't. Competition and Regulation Times, (24).

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2007). Insider Trading Laws What Works and What Doesn't. Competition and Regulation Times, 24.

  • Frijns, B., & Schotman, P. (2006). Nonlinear Dynamics in Nasdaq Dealer Quotes. Computational Statistics & Data Analysis, 51.

  • Frijns, B., Navissi, F., Tourani Rad, A., & Tsai, L. (2006). Stock Price Performance of Seasoned Equity Offerings: Completed versus Withdrawn. Managerial Finance, 32.

  • Frijns, B. (2006). Inferring Public and Private Information from Trades and Quotes. The Financial Review, 41.

Book chapters

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2010). Insider Trading Regulation around the world. In C. Ingley, & A. Tourani Rad (Eds.), The Handbook on Emerging Issues in Corporate Governance. United Kingdom: World Scientific.

  • Frijns, A. G., & Tourani Rad, A. (2009). Insider Trading Regulations: A Theoretical and Empirical Review. In A. Tourani Rad, & C. Ingley (Eds.), Emerging Issues in Corporate Governance.

Conference contributions

  • Dodd, O., Frijns, B., Indriawan, I., & Pascual, R. (2019). The impact of cross-listing on high-frequency trading. In 2019 FMA European Conference. Glasgow. Retrieved from http://www.fmaconferences.org/Glasgow/GlasgowProgram.htm

  • Indriawan, I., Fernandez Perez, A., Frijns, B., & Tse, Y. (2019). Pairs trading of Chinese and International Commodities. In 23rd New Zealand Finance Colloquium. Lincoln University: Lincoln University. Retrieved from https://www.nzfc.ac.nz/index.html

  • Dodd, O., Frijns, B., Indriawan, I., & Rascual, R. (2018). The impact of cross-listing on high-frequency trading. In New Zealand Finance Meeting 2018. Queenstown: Auckland Centre For Financial Research. Retrieved from https://acfr.aut.ac.nz/conferences-and-events/2018-nz-finance-meeting

  • Zhang, F. J., Frijns, B., & Tourani Rad, A. (2018). The effect of cultural diversity on stock liquidity of multinational companies. In The 26th Conference on the Theories and Practices of Securities and Financial Markets. Kaohsiung. Retrieved from http://sfm.finance.nsysu.edu.tw/php/Papers/CompletePaper/052-746949178.pdf

  • Fernandez Perez, A., Frijns, B., Indriawan, I., & Tourani Rad, A. (2018). Surprise and dispersion: Informational impact of USDA announcements. In Financial Management Association Annual Meeting 2018. San Diego, California. Retrieved from http://www.fmaconferences.org/SanDiego/SanDiegoProgram.htm

  • Dodd, O., Frijns, B., Indriawan, I., & Pascual, R. (2018). The impact of cross-listing on high-frequency trading. In Prometeo Workshop on Microstructure and Asset Pricing. Palma de Mallorca: Universidad CEU Cardenal-Herrera / Universidad de las Islas Baleares.

  • Tourani Rad, A., Frijns, B., & Zhang, F. J. (2018). Cultural diversity and the value of multinational firms. In 25th Annual Global Finance Conference. Paris. Retrieved from https://www.glofin.org/

  • Frijns, B., & Indriawan, I. (2018). A new perspective on the performance of New Zealand actively managed funds. In 2018 New Zealand Finance Colloquium. Palmerston North. Retrieved from https://www.nzfc.ac.nz/archives/2018/programme/

  • Fernandez Perez, A., Frijns, B., Indriawan, I., & Tourani Rad, A. (2018). Surprise and dispersion: Informational impact of USDA announcements. In Australasian Agricultural and Resource Economics Society (AARES) 2018 Conference. Adelaide. Retrieved from http://203.166.19.141/iMIS_Prod/AARES2016/Event/2018AC/2018AC_Home_Page.aspx

  • Fernandez Perez, A., Frijns, B., Indriawan, I., & Tourani Rad, A. (2017). The informational impact of USDA reports on the trading costs of agricultural commodities futures. In 2017 Agricultural & Applied Economics Association (AAEA) Annual Meeting. Chicago. Retrieved from https://www.aaea.org/UserFiles/file/am17-final-v7.pdf

  • Fernandez Perez, A., Frijns,, B., Tourani-Rad,, A., & Weisskopf,, J. P. (2017). Are there bubbles in wine?. In 11th Annual AAWE Conference 2017. Padua. Retrieved from http://www.wine-economics.org/2017-padua/2017-padua-scientific-program/

  • Dodd, O., & Frijns, B. (2017). NYSE closure and global equity trading: The case of cross-listed stocks. In European Financial Management Association 2017 Annual Meeting. Athens. Retrieved from http://www.efmaefm.org/

  • Indriawan, I., Frijns, B., & Tourani-Rad, A. (2017). The interactions between price discovery, liquidity and algorithmic trading for US-Canadian cross-listed shares. In 21st Annual (2017) New Zealand Finance Colloquium. Auckland. Retrieved from https://www.nzfc.ac.nz/archives/2017/programme/

  • Chen, J., Chen, Y., & Frijns, B. (2017). Evaluating the tracking performance and tracking error of New Zealand exchange traded funds. In 21st Annual (2017) New Zealand Finance Colloquium. Auckland. Retrieved from https://www.nzfc.ac.nz/archives/2017/index.html

  • Frijns, B., Huynh, T., Tourani Rad, A., & Westerholm, P. (2016). Heterogeneous beliefs among retail and institutional investors. In Auckland Finance Meeting. Auckland: AUT. Retrieved from https://acfr.aut.ac.nz/

  • Finta, M., Frijns, B., & Tourani Rad, A. (2016). Time-varying Contemporaneous Spillovers during the European
    Debt Crisis. In Auckland Finance Meeting. Auckland: AUT. Retrieved from https://acfr.aut.ac.nz/

  • Frijns, B., Tourani Rad, A., & Ho, T. (2016). When do banks mitigate investment ineffiency?. Aucklan. Retrieved from https://acfr.aut.ac.nz/__data/assets/pdf_file/0003/61716/TC-Ho.pdf

  • Ho, T., Tourani Rad, A., & Frijns, B. (2016). When do banks mitigate investment inefficiency?. In Auckland Finance Meeting. Auckland: AUT. Retrieved from https://acfr.aut.ac.nz/

  • Baule, R., Frijns, B., & Tieves, M. (2016). Information Shares in Stationary Time Series and Global Volatility Discovery. In Auckland Finance Meeting. : AUT. Retrieved from https://acfr.aut.ac.nz/conferences-And-events/auckland-finance-meeting

  • Fernandez Perez, A., Frijns, B., Gafiatullina, I., & Tourani Rad, A. (2016). Time Varying Price Discovery in VIX Exchange Traded Notes: A Tale of Retail vs. Institutional Trades.. In Auckland Finance Meeting. Auckland: AUT. Retrieved from https://acfr.aut.ac.nz/

  • Ho, T., Frijns, B., & Tourani Rad, A. (2016). When do banks mitigate investment ineffiency?*. . Retrieved from https://acfr.aut.ac.nz/__data/assets/pdf_file/0003/61716/TC-Ho.pdf

  • Indriawan, I., Frijns, B., & Tourani Rad, A. (2016). Quote dynamics of cross-listed stocks. In Southern Finance Association 2016 Annual Meeting. Destin. Retrieved from https://www.etnpconferences.net/sfa/sfa2016/PDF/2016_SFA_Program.pdf

  • Fernandez Perez, A., Frijns, B., Fuertes, A. M., & Miffre, J. (2016). The pricing of skewness in commodity futures markets: Risk or lottery?. In 2016 FMA. Las Vegas. Retrieved from http://fmaconferences.org/Vegas/VegasProgram.htm

  • Fernandez Perez, A., Frijns, B., Tourani Rad, A., & Webb, R. (2016). Did the introduction of ETPs change the intraday price dynamics of VIX futures. In Derivative Markets Conference. Auckland: AUT. Retrieved from https://acfr.aut.ac.nz/conferences-And-events/derivative-markets-conference

  • Fernandez Perez, A., Frijns, B., Gafiatulina, I., & Tourani Rad, A. (2016). Time varying price discovery in VIX exchange traded notes: A tale of retail versus institutional trades. In AUT seminar. AUT.

  • Frijns, B., Dodd, O., & Cimerova, H. (2016). The impact of cultural diversity in corporate boards on firm performance. In Asian Finance Association (AsianFA) 2016 Conference. Bangkok. Retrieved from http://www.set.or.th/asianfa2016/files/Conference_Program_2016_final_v4.pdf

  • Tourani Rad, A., Frijns, B., & Fernandez-Perez, A. (2016). When No News is Good News –
    The decrease in Investor Fear after the FOMC announcement. . Retrieved from http://www.fma.org/Helsinki/Papers/WhenNoNewsGoogNews.pdf

  • Fernandez Perez, A., Frijns, B., & Tourani Rad, A. (2016). When no news is good news – The decrease in investor fear after the FOMC announcement. In FMA-Europe. Helsinki. Retrieved from http://www.fma.org/Helsinki/Papers/WhenNoNewsGoogNews.pdf

  • Frijns, B., Huynh, T., Tourani Rad, A., & Westerholm, P. (2016). Institutional trading and asset pricing. In 2016 Society for Financial Studies SFS Finance Cavalcade. . Retrieved from http://sfs.org/wp-content/uploads/2016/05/SFS-Program-FINAL-May10-BOOK.pdf

  • Frijns, B., Huynh, T., Tourani Rad, A., & Westerholm, P. J. (2016). The informativeness of retail and institutional trades: Evidence from the Finnish stock market. In New Zealand Finance Colloquium. Queenstown. Retrieved from http://www.nzfc.ac.nz/archives/2016/schedule/

  • Frijns, B., & Huynh, T. D. (2016). Herding in analysts’ recommendations: The role of media. In New Zealand Finance Colloquium. Queenstown. Retrieved from http://www.nzfc.ac.nz/archives/2016/schedule/

  • Frijns, B., Fernandez Perez., Fuertes, A., & Miffre, J. (2016). The skewness of commodity futures. In New Zealand Finance Colloquium. Queenstown. Retrieved from http://www.nzfc.ac.nz/archives/2016/schedule/

  • Indriawan, I. (2016). Trading cost decomposition during FOMC announcements. In 20th Annual New Zealand Finance Colloquium 2016. Queenstown. Retrieved from https://www.nzfc.ac.nz/archives/2016/schedule/

  • Fernandez Perez, A., Frijns, B., Indriawan, I., & Tourani Rad, A. (2016). The informational impact of USDA reports on the trading costs of agricultural commodities futures. In Auckland Finance Meeting. Auckland: AUT. Retrieved from https://acfr.aut.ac.nz/

  • Fernandez Perez, A., Frijns, B.., Tourani-Rad, A.., & Webb, R.. (2015). Did the introduction of ETPs change the intraday price dynamics of VIX futures?. In 2015 Auckland Finance Meeting. Auckland (New Zealand). Retrieved from http://www.aut.ac.nz/

  • Frijns, B., Indriawan, I., Otsubo, Y., & Tourani-Rad, A. (2015). Trading cost decomposition during FOMC announcements. In Auckland Finance Meeting. Auckland. Retrieved from https://acfr.aut.ac.nz/

  • Dodd, O., Frijns, B., & Cimerova, H. (2015). The impact of cultural diversity in corporate boards on firm performance. In 2015 Annual Meetings Southern Finance Association. Captiva Island, Florida. Retrieved from https://www.etnpconferences.net/sfa/sfa2015/User/Program.php

  • Frijns, B., Indriawan, I., & Tourani-Rad, A. (2015). Quote dynamics of cross-listed stocks. In SIRCA Young Researcher Workshop. Sydney.

  • Frijns, B., Indriawan, I., & Tourani-Rad, A. (2015). Quote dynamics of dually-listed stocks. In 2015 Financial Management Association (FMA) Annual Meeting. Orlando. Retrieved from http://www.globaleventslist.elsevier.com/

  • Cimerova, H., Dodd, O., & Frijns, B. (2015). The impact of cultural diversity in corporate boards on firm performance. In Financial Management Association. . Retrieved from http://www.fma.org/Orlando/2015FMAAnnualMeetingProgram.pdf

  • Frijns, B., Huynh, T., Tourani-Rad, A., & Westerholm, P. J. (2015). Institutional trading and asset pricing. In Financial Management Association Vol. 2015. Orlando. Retrieved from http://www.fma.org/Orlando/OrlandoProgram.htm

  • Fernandez Perez, A., Frijns, B.., Miffre, J.., & Fuertes, A-M. (2015). The skewness of commodity futures returns. In 2015 Conference on Derivative Markets. Auckland (New Zealand). Retrieved from http://www.acfr.aut.ac.nz/

  • Frijns, B., Huynh, T., Tourani Rad, A., & Westerholm, J. (2015). Institutional trading and asset pricing. In Institutional Trading and Asset Pricing. Montreal Canada: http://mcgill-gamc.org/GAMC-2015.pdf. Retrieved from http://mcgill-gamc.org/GAMC-2015.pdf

  • Cimerova, H., Dodd, O., & Frijns, B. P. M. (2015). The impact of cultural diversity in corporate boards on firm performance. In Culture and Finance Conference. Winston-Salem.

  • Cimerova, H., Dodd, O., & Frijns, B. (2015). The impact of cultural diversity in corporate boards on firm performance. In 6th Financial Markets and Corporate Governance Conference. Fremantle.

  • Frijns, B. P. M., Indriawan, I., & Tourani-Rad, A. (2015). Quote dynamics of dually listed stocks. In New Zealand Finance Colloquium. Hamilton.

  • Frijns, B. P. M., Tourani-Rad, A., & Webb, R. (2015). On the intraday relation between the VIX and its futures. In New Zealand Finance Colloquium. Hamilton.

  • Frijns, B. P. M., Huynh, T., Tourani-Rad, A., & Westerholm, J. (2015). Institutional trading and asset pricing. In New Zealand Finance Colloquium. Hamilton.

  • Dodd, O., Cimerova, H., & Frijns, B. (2015). The impact of cultural diversity in corporate boards on firm performance. In 2015 New Zealand Finance Colloquium. . Retrieved from http://www.nzfc.ac.nz/colloquium/final-program.pdf

  • Frijns, B., Huynh, T., Tourani Rad, A., & Westerholm, J. (2015). Institutional Trading and Asset Pricing. In Multinational Finance. House of Arts and Literature. Retrieved from http://www.mfsociety.org/

  • Frijns, B., Huynh, T., Tourani Rad, A., & Westerholm, J. (2015). Institutional trading and asset Pricing. In World Finance Conference (pp. 47). Buenos Aires University CEMA. Retrieved from http://www.world-finance-conference.com/

  • Cimerova, H., Dodd, O., & Frijns, B. (2014). The impact of cultural diversity in corporate boards on firm performance. In Auckland Finance Meeting 2014. Auckland.

  • Frijns, B. P. M., Tourani-Rad, A., & Webb, R. I. (2014). On the intraday relation between the VIX and its futures. In Victoria University Finance Workshop. .

  • Frijns, B., Indriawan, I., & Tourani-Rad, A. (2014). Macroeconomic news announcements and price discovery: Evidence from Canadian-U.S. cross-listed firms. In Financial Management Association (FMA) Annual Meeting. Nashville, Tennessee. Retrieved from http://www.fma.org/Nashville/NashProgram.htm

  • Badshah, I., Frijns, B., Knif, J., & Tourani-Rad, A. (2014). Asymmetries of the intraday return-volatility relation. In 2014 Conference on High Frequency Data and Derivatives Markets. Auckland. Retrieved from http://www.acfr.aut.ac.nz/

  • Finta, M., Frijns, B. P. M., & Tourani-Rad, A. (2014). Contemporaneous spillover effects between the US and the UK. In 2014 Conference on High Frequency Data and Derivative Markets. Auckland/New Zealand.

  • Frijns, B. P. M., Tourani-Rad, A., & Webb, R. I. (2014). On the Intraday Relation between the VIX and its Futures. In 2014 Conference on High Frequency Data and Derivative Markets. Auckland/New Zealand.

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2014). Price discovery in US-Canadian cross-listed shares. In World Finance Conference. Venice.

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2014). Price Discovery in US-Canadian Cross-listed Shares. In 21st Conference of the Multinational Finance Society. Prague.

  • Frijns, B. P. M., Tourani-Rad, A., & Webb, R. I. (2014). On the Intraday Relation between the VIX and its Futures. In Financial Engineering and Banking Society Conference. Guildford/UK.

  • Dodd, O., & Frijns, B. P. M. (2014). The Cross-Listing Decision and the Home Bias in International Equity Investments. In FMA European Conference. Maastricht/the Netherlands.

  • Frijns, B. P. M., Gilbert, A., & Zwinkels, R. (2014). On the style-based feedback trading of mutual fund managers. In FMA Asia Conference. Tokyo/Japan. Retrieved from http://www.fma.org/Tokyo/TokyoProgramPrelim.htm

  • Badshah, I., Frijns, B., Knif, J., & Tourani-Rad, A. (2014). An intraday analysis of the return-volatility relation: A quantile regression approach. In Midwest Finance Association (MFA) 63rd Annual Meeting. Florida. Retrieved from https://www.midwestfinance.org/MeetingArchives.html

  • Frijns, B., Indriawan, I., & Tourani-Rad, A. (2014). Macroeconomic news announcements and price discovery: Evidence from Canadian-US cross-listed firms. In New Zealand Econometrics Study Group Meeting 2014. Hamilton. Retrieved from http://yoda.eco.auckland.ac.nz/nzesg/PDFs/NZESG%20PROGRAMME%202014%202.pdf

  • Indriawan, I., Frijns, B., & Tourani-Rad, A. (2014). Macroeconomic news announcements and price discovery. In New Zealand Finance Colloquium 2014. Auckland. Retrieved from http://www.nzfc.ac.nz/archives/2014/symposium/

  • Frijns, B., Huynh, T., Tourani Rad, A., & Westerholm, P. (2014). Institutional trading and asset pricing. In Auckland Finance Meeting. Auckland. Retrieved from http://www.aut.ac.nz/

  • Frijns, B., Indriawan, I., & Tourani Rad, A. (2014). Quote dynamics of dually-listed stocks. In Auckland Finance Meeting (pp. 31). Auckland: AUT. Retrieved from https://acfr.aut.ac.nz/

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2014). Price discovery in US-Canadian cross-listed shares. In Financial Markets and Corporate Governance Conference. Brisbane.

  • Gilbert, A., Frijns, B., & Tourani, A. (2013). Crossing the Tasman: Determinants of price discovery for Australia-New Zealand cross-listed shares. In Australasian Finance and Banking Conference. Sydney.

  • Frijns, B. P. M., & Gilbert, A. (2013). On the style-based feedback trading of mutual fund managers. In Auckland Finance Meeting. Auckland.

  • Frijns, B. P. M., Tourani-Rad, A., & Indriawan, I. (2013). Macroeconomic news announcements and price discovery of cross-listed firms in the U.S. and Canada. In 2013 Auckland Finance Meeting. Auckland.

  • Dodd, O., & Frijns, B. (2013). The impact of NYSE closure on global market liquidity. In 2013 Auckland Finance Meeting. Auckland. Retrieved from http://www.acfr.aut.ac.nz/

  • Dodd, O., & Frijns, B. (2013). The cross-listing decision and the home bias in international equity investments. In The First International Conference on Finance and Banking. Sanur, Bali. Retrieved from http://hdl.handle.net/10292/6839

  • Gilbert, A., Frijns, B., & Dodd. (2013). On the role of cultural distance in the decision to cross-list. In Southern Finance Association. Fajardo.

  • Frijns, B. P. M., & Gilbert, A. (2013). On the Style Switching Behavior of Mutual Fund Managers. In 2013 FMA Meeting. Chicago.

  • Frijns, B. P. M., Tourani-Rad, A., & Indriawan, I. (2013). Macroeconomic news announcements and price discovery of cross-listed firms in the U.S. and Canada. In 2nd SIRCA Young Researcher Workshop. Sydney.

  • Frijns, B. P. M., Gilbert, A., & Zwinkels, R. (2013). On the style switching behavior of mutual fund managers. In 2013 FMA European Conference. Luxembourg.

  • Gilbert, A., Frijns, B. P. M., & Tourani Rad, A. (2013). Crossing the Tasman: Determinants of price discovery for Australia-New
    Zealand cross-listed shares. In New Zealand Capital Markets Symposium. Auckland.

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2013). Crossing the Tasman: Determinants of price discovery for
    Australia-New Zealand cross-listed shares. In Australasian Finance and Banking Conference. Sydney.

  • Gilbert, A., Frijns, B. P. M., & Tourani Rad, A. (2013). Price discovery in US‐Canadian cross‐listed shares. In New Zealand Finance Colloquium 2013. Dunedin.

  • Frijns, B. P. M., Gilbert, A., & Zwinkels, R. (2012). On the style switching behaviour of mutual fund managers. In 2012 Auckland Finance Meeting. Auckland/New Zealand. Retrieved from http://www.aut.ac.nz/

  • Frijns, B. P. M., Verschoor, W., & Zwinkels, R. (2012). Excess Stock Return Comovements and the Role of
    Investor Sentiment. In 25th Australasian Finance & Banking Conference. Sydney/Australia. Retrieved from http://www.asb.unsw.edu.au/

  • Tourani-Rad, A., Frijns, B. P. M., & Gilbert, A. (2012). A Proclivity to Cheat: How Culture Influences Illegal Insider Trading. In 25th Australasian Finance & Banking Conference. Sydney/Australia. Retrieved from http://www.asb.unsw.edu.au/

  • Frijns, B., Indriawan, I., & Tourani-Rad, A. (2012). Integration of Asian equity markets: Time-variation, trends & exchange rate volatility. In Auckland Regional Accounting (ARA) Conference. Auckland.

  • Indriawan, I. (2012). Time-varying integration of Asian equity markets. In 27th International Conference of the American Committee for Asian Economic Studies (ACAES). Melbourne. Retrieved from http://acaes.us/

  • Tourani-Rad, A., Badshah, I., & Frijns, B. (2012). Contemporaneous Spill-Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices. In APAD 2012 The 8th Conference of Asia‐Pacific Association of Derivatives. Busan. Retrieved from http://www.kafo.or.kr/eng/s22.php

  • Dodd, O., Frijns, B., & Gilbert, A. (2012). On the role of cultural distance in the decision to cross-list. In The 21st Annual Meeting of the European Financial Management Association. Barcelona. Retrieved from http://www.efmaefm.org/

  • Frijns, B. P. M., Gilbert, A., & Tourani-Rad, A. (2012). Price Discovery in US-Canadian Cross-listed Shares. In European Financial Management Association. Barcelona/Spain. Retrieved from http://www.efmaefm.org/

  • Dodd, O., Frijns, B., & Gilbert, A. (2012). On the role of cultural distance in the decision to cross-list. In 19th Annual Conference of the Multinational Finance Society. Kraków. Retrieved from http://www.mfsociety.org/

  • Dodd, O., Frijns, B. P. M., & Gilbert, A. (2012). On the Role of Cultural Distance in the Decision to
    Cross‐list. In 4th International Finance and Banking Society Conference. Valencia/Spain. Retrieved from http://www.ifabsconference.com/uploads/editor/IFABS2012_Programme%20(1).pdf

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2012). Do criminal sanctions deter insider trading. In Financial Management Association Asia Conference 2012. Phuket.

  • Frijns, B. P. M., Gilbert, A., & Tourani-Rad, A. (2012). Do Criminal Sanctions Deter Insider Trading?. In 2012 FMA Asian Conference. Phuket. Retrieved from http://www.fma.org/Thailand/ThaiProgramOnline.pdf

  • Badshah, I., Frijns, B., & Tourani-Rad, A. (2012). Contemporaneous spill-over among equity, gold, and
    exchange rate implied volatility indices. In 25th Australasian Finance and Banking Conference 2012 (pp. 1-33). Sydney: Australian School of Business, Institute of Global Finance. doi:10.2139/ssrn.2130312

  • Dodd, O., & Frijns, B. P. M. (2012). Cross-listing and the Home Bias. In 2012 Auckland Finance Meeting. Auckland/New Zealand. Retrieved from http://www.aut.ac.nz/

  • Frijns, B., Gilbert, A., Tourani-Rad, A., & Lehnert, T. (2011). Cultural Values, CEO Risk Aversion and Corporate Takeovers. In Southern Finance Association. Key West.

  • Frijns, B., Gilbert, A., & Tourani-Rad, A. (2011). Do Criminal Sanctions Deter Insider Trading. In Southern Finance Association. Key West.

  • Gilbert, A., Frijns, B., Tourani Rad, A., & Lehnert, T. (2011). Cultural Values, CEO Risk Aversion and Corporate Takeovers. In Financial Management Association Asia Meeting. Queenstown.

  • Gilbert, A., Frijns, B., & Tourani Rad, A. (2011). Do Criminal Sanctions Deter Insider Trading. In New Zealand Finance Colloquium. Christchurch.

  • Gilbert, A., Frijns, B., Tourani Rad, A., & Lehnert, T. (2011). Cultural Values, CEO Risk Aversion and Corporate Takeovers. In 15th New Zealand Finance Colloquium Proceedings. Christchurch.

  • Frijns, B. P. M., Gilbert, A., Lehnert, T., & Tourani-Rad, A. (2011). Cultural Values, CEO Risk Aversion and Corporate Takeovers. In 2nd Finance and Corporate Governance Conference. Melbourne.

  • Frijns, B. P. M., Gilbert, A., Lehnert, T., & Tourani-Rad, A. (2011). Cultural Values, CEO Risk Aversion and Corporate Takeovers. In EFMA Conference. Braga.

  • Frijns, B. P. M., Gilbert, A., Lehnert, T., & Tourani-Rad, A. (2011). Cultural Values, CEO Risk Aversion and Corporate Takeovers. In Conference of the Multinational Finance Society. Rome.

  • Frijns, A., & Tourani Rad, A. (2010). Elements of Effective Insider Trading Regulations. In Asian Finance, EFMA-RUC2010 Symposium. .

  • Frijns, B., Gilbert, A., Lehnert, T., Tourani-Rad, A., & Values, C. (2010). CEO Risk Aversion and Corporate Takeovers. In Australasian Finance and Banking Conference. Sydney.

  • Frijns, B., & Margaritis, D. (2010). Firm Efficiency and Stock Market Returns. In The Efficiency and Productivity Workshop. Auckland.

  • Frijns, B., Lehnert, T., & Zwinkels, R. (2010). A Volatility Targeting GARCH Model with Time-Varying Coefficients. In EFMA conference. Aarhus.

  • Frijns, B., Lehnert, T., & Zwinkels, R. (2010). A Volatility Targeting GARCH Model with Time-Varying Coefficients. In 14th New Zealand Finance Colloquium. Auckland.

  • Frijns, B., Indriawan, I., & Tourani Rad, A. (2010). Political Crises and Stock Market Integration: Evidence from Emerging Markets. In Southern Finance Association Annual Meeting. Asheville, North Carolina.

  • Frijns, B., Indriawan, I., & Tourani Rad, A. (2010). Political Crises and Stock Market Integration: Evidence from Emerging Markets. In 8th Infinity Conference. Dublin.

  • Frijns, B., Indriawan, I., & Tourani Rad, A. (2010). Political Crises and Stock Market Integration: Evidence from Emerging Markets. In 7th Conference of the Multinational Finance Society. Barcelona.

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2010). Elements of Effective Insider Trading Regulations. In The Finance and Corporate Governance Conference. Melbourne.

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2010). Elements of Effective Insider Trading Regulations. In The European Financial Managemenet Association Asia Symposium. Beijing.

  • Frijns, B., Lehnert, T., & Zwinkels, R. (2009). A volatility Targeting GARCH Model with Time-Varying Coefficients. In Australasian Finance and Banking Conference. Sydney.

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2009). Price Discovery in US-Canadian Cross-listed Shares: A Panel Data Study. In Financial Econometrics Worskhop on Informational Asymmetry/Heterogeneous Beliefs. Auckland.

  • Beugelsdijk, S., & Frijns, B. (2009). A Cultural Explanation of the Foreign Bias in International Asset Allocation. In The Financial Management Association Europe Meeting. Turin.

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2008). Price Discovery, Cross-listings and Exchange Rates: Evidence from Australia and New Zealand. In The 21st Australsian Banking and Finance Conference. Sydney.

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2008). Price Discovery, Cross-listings and Exchange Rates: Evidence from Australia and New Zealand. In Proceedings from the 12th New Zealand Finance Colloquium. Palmerston North.

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2008). Elements of Effective Insider Trading Regulation. In Proceedings of the AsianFA-NFA 2008 International Conference [CD ROM]. Yokohama.

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2008). Elements of Effective Insider Trading Laws. In Financial Management Association Meeting. Dallas.

  • Beugelsdijk, S., & Frijns, B. (2008). A Cultural Explanation of the Foreign Bias in International Asset Allocation. In Australasian Banking and Finance Conference. .

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2007). Elements of Effective Insider Trading Regulation. In Proceedings of the Shareholders and Corporate Governance Conference. Oxford.

  • Gilbert, A. (2007). Elements of effective insider trading laws: A competitive analysis. In Proceedings of the 11th New Zealand Finance Colloquium. Auckland.

  • Frijns, B., Lehnert, T., & Zwinkels, R. (2007). Behavioral Heterogeneity in the Option Market. In Economic Society for Heterogeneous Interacting Agents Conference. .

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2007). Price Discovery, Cross-listings and Exchange Rates: Evidence from Australia and New Zealand. In Financial Management Association European Meeting. Barcelona.

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2007). Elements of Effective Insider Trading Regulation: A Comparative Analysis. In Financial Management Association Europe Meeting. Barcelona.

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2007). Elements of Effective Insider Trading Regulation: A Comparative Analysis. In European Financial Management Symposium on Corporate Governance. .

  • Frijns, B., & Margaritis, D. (2006). Forecasting daily volatility with intraday data. In 13th Forecasting Financial Markets Conference: Advances for exchange rates, interest rates and asset management. Aix-en-Provence.

  • Gilbert, A., Frijns, B., & Tourani Rad, A. (2006). Insider trading, regulations and the components of the bid-ask spread. In 17th Asian Finance Assocation / Financial Management Association Asia Meeting. Auckland.

  • Frijns, B., Gilbert, A., & Tourani Rad, A. (2006). Insider trading, regulations and the components of the bid-ask spread. In Proceedings of the 10th Annual Finance Colloquium. Dunedin.

  • Bauer, R., Frijns, B., Otten, R., & Tourani Rad, A. (2006). The impact of corporate governance on performance: Evidence from Japan. In Global Finance [Conference]. Brazil.

  • Bauer, R., Frijns, B., Otten, R., & Tourani Rad, A. (2005). The impact of corporate governance on corporate performance: evidence from Japan. In 3rd International Conference on Corporate Governance. Birmingham.

  • Bauer, R., Frijns, B., Otten, R., & Tourani Rad, A. (2005). The impact of corporate governance on corporate performance: evidence from Japan. In Inaugural Asia-Pacific Corporate Governance Conference. Hong Kong.

  • Frijns, B., & Lehnert, T. (2005). Realized variance in the presence of Non-i.i.d. microstructure noise: a structural approach. In New Zealand Econometric Study Group Meeting. Auckland.

  • Frijns, B., & Lehnert, T. (2005). Realized variance in the presence of Non-i.i.d. microstructure noise: a structural approach. In New Zealand Econometric Study Group Meeting. Auckland.

  • Frijns, B., & Schotman, P. (2005). Nonlinear dynamics in Nasdaq dealer quotes. In Asian Finance Association. Kuala Lumpur.

  • Frijns, B., & Lehnert, T. (2005). Realized variance in the presence of non-i.i.d. microstructure noise: a structural approach. In AFAANZ. Melbourne.

  • Frijns, B., & Lehnert, T. (2005). Realized Variance in the presence of non-i.i.d. Microstructure Noise: A structural approach. In New Zealand Finance Colloquium. Wellington.

  • Frijns, B., & Schotman, P. (2005). Price discovery in tick time. In New Zealand Finance Colloquium. Wellington.

  • Frijns, B., & Schotman, P. (2005). Price discovery in tick time. In American Finance Association. Philadelphia.

  • Bauer, R., Frijns, B., Otten, R., & Tourani Rad, A. (2005). The impact of corporate governance on corporate performance: evidence from Japan. In 3rd International Conference on Corporate Governance. Birmingham.

  • Bauer, R., Frijns, B., Otten, R., & Tourani Rad, A. (2005). The impact of corporate governance on corporate performance: evidence from Japan. In Inaugural Asia-Pacific Corporate Governance Conference. Hong Kong.

  • Frijns, B., & Schotman, P. (2005). Nonlinear dynamics in Nasdaq dealer quotes. In Asian Finance Association. Kuala Lumpur.

  • Frijns, B., & Lehnert, T. (2005). Realized variance in the presence of non-i.i.d. microstructure noise: a structural approach. In AFAANZ. Melbourne.

  • Frijns, B., & Lehnert, T. (2005). Realized Variance in the Presence of non-i.i.d. Microstructure Noise: A Structural Approach. In New Zealand Finance Colloquium. Wellington.

  • Frijns, B., & Schotman, P. (2005). Price discovery in tick time. In New Zealand Finance Colloquium. Wellington.

  • Frijns, B., & Schotman, P. (2005). Price discovery in tick time. In American Finance Association. Philadelphia.

Scholarly editions/literary translations

  • Frijns, B., Dodd, O., & Cimerova, H. (2016). The downside of cultural diversity on corporate boards. The Columbia Law School Blue Sky Blog. Retrieved from http://clsbluesky.law.columbia.edu/

  • Scholtus, M. L., Dijk, D. V., & Frijns, B. (2012). Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements.

  • Lehnert, T., Frijns, B., & Zwinkels, R. (2012). Sentiment Trades and Option Prices.

  • Lehnert, T., Frijns, B., & Zwinkels, R. (2012). Sentiment Trades and Option Prices.

  • Lehnert, T., Frijns, B., & Zwinkels, R. (2009). Behavioral Heterogeneity in the Option Market.

  • Lehnert, T., Frijns, B., & Zwinkels, R. (2009). A Volatility Targeting GARCH model with Time-Varying Coefficients.

Oral presentations

  • Dodd, O., Frijns, B., & Garel, A. (2018). Cultural diversity in the boardroom and corporate social performance. Auckland, NZ.

  • Frijns, B. (2016). Being an Academic and getting published. AUT Auckland.

  • Frijns, B. (2016). Understanding ETFs.

  • Huynh, T. (2015). Herding in analysts' recommendation: The role of media. Victoria University of Wellington.

  • Indriawan, I. (2015). The Dynamics of Price Discovery: Evidence from Canadian-U.S. Cross-Listed Firms. Massey University. Retrieved from http://www.massey.ac.nz/

  • Cimerova, H., Dodd, O., & Frijns, B. (2015). The impact of cultural diversity in corporate boards on firm performance. Maastricht, the Netherlands.

  • Frijns, B. (2015). The dynamics of the VIX and its futures. Hagen, Germany.

  • Huynh, T. (2015). Institutional trading and asset pricing. Massey University (Albany).

  • Frijns, B. P. M. (2015). The impact of cultural diversity in corporate boards on firm performance. Dunedin, NZ.

  • Huynh, T. (2015). Institutional trading and asset pricing. Queensland University of Technology.

  • Cimerova, H., Frijns, B., & Dodd, O. (2015). The impact of cultural diversity in corporate boards on firm performance. ISCTE Business School, Avª das Forças Armadas, 1649-026 Lisboa, Portugal.

  • Cimerova, H., Dodd, O., & Frijns, B. (2015). The impact of cultural diversity in corporate boards on firm performance. Room 223, Level 2, Owen G Glenn Building, 12 Grafton Road, Auckland.

  • Dodd, O. (2014). The impact of cultural diversity in corporate boards on firm performance. 1-59 Quay Street Haymarket Sydney Australia.

  • Roh, T. (2014). A Comprehensive Look at the Return Predictability of Variance Risk Premia. Gaylord Opryland Resort & Convention Center, Nashville, Tennessee. Retrieved from http://www.fma.org/Nashville/NashProgram.htm

  • Frijns, B. P. M. (2013). On the performance of KiwiSaver funds. Auckland.

  • Frijns, B. P. M. (2013). The long-run performance of the New Zealand stock markets: 1899-2012. Auckland.

  • Frijns, B. P. M., & Dodd, O. (2013). The cross-listing decision and the home bias in international equity investments. Auckland.

  • Frijns, B. P. M. (2013). The Cross-listing Decision and the Home Bias in International Equity Investments. Auckland.

  • Dodd, O. (2013). The cross-listing decision and the home bias in international equity investments. Dunedin. Retrieved from http://www.otago.ac.nz/accountancyfinance/news/seminars/

  • Frijns, B. P. M. (2013). On the performance of KiwiSaver funds. Wellington.

  • Dodd, O. (2013). The cross-listing decision and the home bias in international equity investments.

  • Gilbert, A. (2013). Learning by Doing: The Role of Financial Experience in Financial Literacy. Auckland, New Zealand.

  • Indriawan, I. (2013). The Impact of Macroeconomic News Announcements on Price Discovery of Cross-listed Stocks: Evidence from the U.S. and Canada. Rotterdam. Retrieved from http://www.erim.eur.nl/

  • Frijns, B. P. M. (2013). On the Style Switching Behavior of Mutual Fund Managers. Brisbane, Australia.

  • Frijns, B. P. M. (2012). On the Style Switching Behavior of Mutual Fund Managers. Caulfield Campus.

  • Dodd, O. (2012). On the Role of Cultural Distance in the Decision to Cross-List. Auckland New Zealand.

  • Frijns, B. P. M. (2012). Empirical Research in Finance. Auckland, New Zealand.

  • Frijns, B. P. M. (2011). Excess Comovement in International Stock Markets. Victoria University Wellington, New Zealand.

  • Frijns, B. P. M. (2011). Cultural Values, CEO Risk Aversion and Corporate Takeover Decisions. Erasmus University Rotterdam, The Netherlands.

  • Frijns, B. P. M. (2011). Cultural Values, CEO Risk Aversion and Corporate Takeover Decisions. University of Bath, United Kingdom.

  • Frijns, B. P. M. (2011). The Efficacy of Criminal Sanctions for Insider Trading. Luxemburg School of Finance, Luxembourg.

  • Frijns, B., Gilbert, A., Lehnert, T., & Tourani Rad, A. (2010). Cultural Values, CEO Risk Aversion and Corporate Acquisitions. Sydney, Australia.

  • Frijns, B., Gilbert, A., Lehnert, T., & Tourani Rad, A. (2010). Cultural Values, CEO Risk Aversion and Corporate Acquisitions. Auckland, NZ.

  • Frijns, B., Gilbert, A., Lehnert, T., & Tourani Rad, A. (2010). Cultural Values, CEO Risk Aversion and Corporate Acquisitions. Goettingen, Germany.

  • Frijns, A., Gilbert, A., Lehnert, T., & Tourani Rad, A. (2010). Cultural Values, CEO Risk Aversion and Corporate Takeovers.

  • Frijns, B., Lehnert, T., & Zwinkels, R. (2009). A Volatility Targetting GARCH Model with Time-Varying Coefficients. Auckland, NZ.

Working paper/discussions

Other outputs

  • Frijns, B., & Tourani Rad, A. (2016). Frictions in financial markets. In Journal of Empirical Finance. Elsevier B.V.. doi:10.1016/j.jempfin.2016.12.004

  • Frijns, B. (2015). Financial markets and uncertainty. In Journal of Empirical Finance. Elsevier. doi:10.1016/j.jempfin.2015.02.003

  • Frijns, B., & Tourani Rad, A. (2008). Predicting stock market volatility. In InFinance (Iss. December).