Mikaël Petitjean

720 total citations
46 papers, 499 citations indexed

About

Mikaël Petitjean is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Mikaël Petitjean has authored 46 papers receiving a total of 499 indexed citations (citations by other indexed papers that have themselves been cited), including 34 papers in Finance, 27 papers in Economics and Econometrics and 7 papers in General Economics, Econometrics and Finance. Recurrent topics in Mikaël Petitjean's work include Financial Markets and Investment Strategies (28 papers), Complex Systems and Time Series Analysis (15 papers) and Market Dynamics and Volatility (8 papers). Mikaël Petitjean is often cited by papers focused on Financial Markets and Investment Strategies (28 papers), Complex Systems and Time Series Analysis (15 papers) and Market Dynamics and Volatility (8 papers). Mikaël Petitjean collaborates with scholars based in Belgium, France and United Kingdom. Mikaël Petitjean's co-authors include Pierre Giot, Sébastien Laurent, Kris Boudt, Matthieu Duvinage, Catherine D’Hondt, Jiatao Liu and Ian W. Marsh and has published in prestigious journals such as Energy Economics, International Journal of Forecasting and Finance research letters.

In The Last Decade

Mikaël Petitjean

37 papers receiving 471 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Mikaël Petitjean Belgium	10	334	304	76	73	72	46	499
Xinwei Zheng Australia	11	240 0.7×	221 0.7×	133 1.8×	72 1.0×	32 0.4×	26	389
Adam Copeland United States	12	366 1.1×	468 1.5×	142 1.9×	119 1.6×	56 0.8×	57	650
Alessio Reghezza Germany	12	230 0.7×	303 1.0×	156 2.1×	63 0.9×	46 0.6×	42	486
Ali M. Parhizgari United States	11	249 0.7×	207 0.7×	81 1.1×	77 1.1×	19 0.3×	42	413
Apostolos G. Christopoulos Greece	11	217 0.6×	139 0.5×	138 1.8×	35 0.5×	23 0.3×	42	415
Silvia Merler Belgium	8	257 0.8×	240 0.8×	66 0.9×	93 1.3×	30 0.4×	23	490
Bernardo Guimarães United Kingdom	9	237 0.7×	184 0.6×	39 0.5×	129 1.8×	36 0.5×	38	444
George Gao United States	11	168 0.5×	219 0.7×	163 2.1×	46 0.6×	19 0.3×	21	387
Mohammad Abdullah Malaysia	15	422 1.3×	152 0.5×	112 1.5×	53 0.7×	30 0.4×	58	596
Emawtee Bissoondoyal‐Bheenick Australia	12	286 0.9×	345 1.1×	176 2.3×	68 0.9×	74 1.0×	29	593

Countries citing papers authored by Mikaël Petitjean

Since Specialization

Citations

This map shows the geographic impact of Mikaël Petitjean's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Mikaël Petitjean with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mikaël Petitjean more than expected).

Fields of papers citing papers by Mikaël Petitjean

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Mikaël Petitjean. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Mikaël Petitjean. The network helps show where Mikaël Petitjean may publish in the future.

Co-authorship network of co-authors of Mikaël Petitjean

This figure shows the co-authorship network connecting the top 25 collaborators of Mikaël Petitjean. A scholar is included among the top collaborators of Mikaël Petitjean based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Mikaël Petitjean. Mikaël Petitjean is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Petitjean, Mikaël, et al.. (2025). Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events. Financial Innovation. 11(1).

Petitjean, Mikaël, et al.. (2024). A global perspective on the nexus between energy and stock markets in light of the rise of renewable energy. Energy Economics. 131. 107406–107406. 12 indexed citations

Petitjean, Mikaël, et al.. (2021). Market instability and technical trading at high frequency: Evidence from NASDAQ stocks. Economic Modelling. 102. 105592–105592. 1 indexed citations

D’Hondt, Catherine, et al.. (2021). Does Holding Passive ETFs Change Retail Investors’ Trading Behavior for the Better?. SSRN Electronic Journal. 1 indexed citations

Petitjean, Mikaël. (2019). Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies?. Energy Economics. 80. 502–511. 80 indexed citations

Petitjean, Mikaël, et al.. (2019). Mini flash crashes: Review, taxonomy and policy responses. Bulletin of Economic Research. 72(3). 251–271. 4 indexed citations

Petitjean, Mikaël. (2017). What Explains the Success of Reward-Based Crowdfunding Campaigns As They Unfold?. SSRN Electronic Journal. 2 indexed citations

D’Hondt, Catherine, et al.. (2013). Determining an Optimal Multiplier in Dynamic Core-Satellite Strategies. SSRN Electronic Journal.

Duvinage, Matthieu, et al.. (2013). Testing the Profitability of Contrarian Trading Strategies Based on the Overreaction Hypothesis. RePEc: Research Papers in Economics. 2014(133). 4–10.

10.

Petitjean, Mikaël, et al.. (2013). Intraday Liquidity, Price Dynamics and Uncertainty in Cap-Based Portfolios. SSRN Electronic Journal. 1 indexed citations

11.

Petitjean, Mikaël. (2013). Bank failures and regulation: a critical review. Journal of Financial Regulation and Compliance. 21(1). 16–38. 20 indexed citations

12.

Petitjean, Mikaël. (2012). Bank Failures and Regulation: A Critical Review. SSRN Electronic Journal. 1 indexed citations

13.

Petitjean, Mikaël, et al.. (2012). Liquidity and CDS Premiums on European Companies Around the Subprime Crisis. SSRN Electronic Journal. 2 indexed citations

14.

Petitjean, Mikaël, et al.. (2012). Liquidity and CDS premiums on European companies around the Subprime crisis. Review of Derivatives Research. 15(3). 257–281. 10 indexed citations

15.

Duvinage, Matthieu, et al.. (2012). The Intraday Performance of Market Timing Strategies and Trading Systems Based on Japanese Candlesticks. SSRN Electronic Journal. 4 indexed citations

16.

Petitjean, Mikaël, et al.. (2011). The Performance of Popular Stochastic Volatility Option Pricing Models During the Subprime Crisis. SSRN Electronic Journal. 2 indexed citations

17.

Petitjean, Mikaël, et al.. (2010). Intraday liquidity dynamics of the DJIA stocks around price jumps. Digital Access to Libraries. 2 indexed citations

18.

Giot, Pierre, Sébastien Laurent, & Mikaël Petitjean. (2009). Trading Activity, Realized Volatility and Jumps. SSRN Electronic Journal. 17 indexed citations

19.

Giot, Pierre & Mikaël Petitjean. (2006). The Information Content of the Bond-Equity Yield Ratio: Better than a Random Walk?. SSRN Electronic Journal.

20.

Giot, Pierre & Mikaël Petitjean. (2004). Dynamic Asset Allocation Between Stocks and Bonds Using the Bond-Equity Yield Ratio. SSRN Electronic Journal. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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