author-photo

Thibaut Moyaert

Université catholique de Louvain

8

Papers

145

Citations

Citation Trend

Filter By

Papers (8) Sort By

Journal Conference Others

High-Frequency Trading and Extreme Price Movements

2018 Journal of Financial Economics
Show All
- Source
- Cite
- Save
Citations (43)
High frequency trading and extreme price movements

2018 Journal of Financial Economics
Show All
- Source
- Cite
- Save
Citations (67)
High Frequency Trading and Market Stability

2014
Show All
- Source
- Cite
- Save
Citations (26)
High Frequency Trading and Price Jumps in the Stock Market

2013
- Thibaut Moyaert
Show All
- Source
- Cite
- Save
Citations (0)
Detecting and Forecasting High Frequency Price Jumps in the Stock Market

2013
- Thibaut Moyaert
Show All
- Source
- Cite
- Save
Citations (0)
The Information Content of Volume Price Impact for Intraday Liquidity Forecasting

2012
- Thibaut Moyaert
Show All
- Source
- Cite
- Save
Citations (0)
The performance of popular stochastic volatility option pricing models during the Subprime crisis

2011 Applied Financial Economics
- Thibaut Moyaert
- Mikael Petitjean
Show All
- Source
- Cite
- Save
Citations (9)
The Performance of Popular Stochastic Volatility Option Pricing Models During the Subprime Crisis

2011
- Thibaut Moyaert
- Mikael Petitjean
Show All
- Source
- Cite
- Save
Citations (0)