Mikaël Petitjean
- Finance top 2%
- Financial Markets and Investment Strategies 28
- Stochastic processes and financial applications 7
- Financial Risk and Volatility Modeling 6
- Credit Risk and Financial Regulations 5
- Economics and Econometrics top 5%
- Complex Systems and Time Series Analysis 15
- Market Dynamics and Volatility 8
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- Monetary Policy and Economic Impact 7
- Marketing top 10%
- Accounting top 10%
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- Stock Market Forecasting Methods 5
- Co-authors
- Pierre GiotSébastien LaurentKris BoudtMatthieu DuvinageCatherine D’HondtIan W. MarshJiatao Liu
- Journals
- Finance research letters (2 papers)Quantitative Finance (2 papers)Energy Economics (2 papers)
- Partner nations
- BelgiumFranceUnited Kingdom
In The Last Decade
Mikaël Petitjean
37 papers receiving 471 citations
Peers
Comparison fields: 5 of 43
- Finance 304
- Economics and Econometrics 334
- General Economics, Econometrics and Finance 73
- Marketing 72
- Accounting 76
Countries citing papers authored by Mikaël Petitjean
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
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
The 7 scholars most cited alongside Mikaël Petitjean, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2025 | 0 | |
| 2 | 2024 | 12 | |
| 3 | 2021 | 1 | |
| 4 | 2021 | 1 | |
| 5 | 2019 | 80 | |
| 6 | 2019 | 4 | |
| 7 | Determining an Optimal Multiplier in Dynamic Core-Satellite Strategies | 2013 | 0 |
| 8 | Testing the Profitability of Contrarian Trading Strategies Based on the Overreaction Hypothesis | 2013 | 0 |
| 9 | 2013 | 1 | |
| 10 | 2013 | 20 | |
| 11 | 2012 | 1 | |
| 12 | Liquidity and CDS Premiums on European Companies Around the Subprime Crisis | 2012 | 2 |
| 13 | 2012 | 10 | |
| 14 | 2012 | 4 | |
| 15 | The Performance of Popular Stochastic Volatility Option Pricing Models During the Subprime Crisis | 2011 | 2 |
| 16 | Intraday liquidity dynamics of the DJIA stocks around price jumps | 2010 | 2 |
| 17 | 2009 | 17 | |
| 18 | 2008 | 2 | |
| 19 | 2006 | 0 | |
| 20 | 2004 | 1 |
About Mikaël Petitjean
Mikaël Petitjean is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, General Decision Sciences and Management Science and Operations Research, having authored 46 papers that have together received 499 indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (28 papers), Complex Systems and Time Series Analysis (15 papers), Market Dynamics and Volatility (8 papers), Monetary Policy and Economic Impact (7 papers), Stochastic processes and financial applications (7 papers), Financial Risk and Volatility Modeling (6 papers), Stock Market Forecasting Methods (5 papers) and Credit Risk and Financial Regulations (5 papers). The work is most often cited by research in Finance (304 citations), Economics and Econometrics (334 citations), General Economics, Econometrics and Finance (73 citations), Marketing (72 citations) and Accounting (76 citations). Mikaël Petitjean has collaborated with scholars based in Belgium, France and United Kingdom. Frequent co-authors include Pierre Giot, Sébastien Laurent, Kris Boudt, Matthieu Duvinage, Catherine D’Hondt, Ian W. Marsh and Jiatao Liu. Their work appears in journals such as Finance research letters, Quantitative Finance, Energy Economics, Review of Derivatives Research and International Journal of Forecasting.
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.