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Dries Heyman
Dries Heyman
Verified email at ugent.be
Title
Cited by
Cited by
Year
The financial structure of private held Belgian firms
D Heyman, M Deloof, H Ooghe
Small business economics 30, 301-313, 2008
2802008
The debt maturity structure of small firms in a creditor oriented environment
D Heyman, M Deloof, H Ooghe
Available at SSRN 407720, 2003
552003
Financial attention and the disposition effect
N Dierick, D Heyman, K Inghelbrecht, H Stieperaere
Journal of Economic Behavior & Organization 163, 190-217, 2019
372019
Investor attention and short-term return reversals
D Heyman, M Lescrauwaet, H Stieperaere
Finance Research Letters 29, 1-6, 2019
342019
Disposition bias and overconfidence in institutional trades
J Annaert, D Heyman, M Vanmaele, S Van Osselaer
unpublished paper presented at the European Financial Management Symposium …, 2008
282008
Technical trading rules in emerging stock markets
D Heyman, K Inghelbrecht, S Pauwels
Available at SSRN 1998036, 2012
162012
Risk management of a bond portfolio using options
J Annaert, G Deelstra, D Heyman, M Vanmaele
Insurance: Mathematics and Economics 41 (3), 299-316, 2007
162007
Managing Value-at-Risk for a bond using bond put options
G Deelstra, A Ezzine, D Heyman, M Vanmaele
Computational Economics 29, 139-149, 2007
102007
Technical trading rules in emerging stock markets
S Pauwels, K Inghelbrecht, D Heyman, P Marius
International Journal of Economics and Management Engineering 5 (11), 1731-1754, 2011
92011
Individual investors and option trading: attention grabbing versus long-term strategies
C Beuselinck, D Heyman, M Pronk
Available at SSRN 1745728, 2010
62010
The Debt Maturity Structure of Small Firms in a Banking Oriented Environment
D Heyman, M Deloof, H Ooghe
Universiteit Gent Working Paper, 2003
52003
The effect of share repurchases in Belgium and the Netherlands
T Van Holder, J Van de Kerckhove, D Heyman
Unpublished Master Thesis, University of Ghent, 2015
42015
MINIMIZING THE (CONDITIONAL) VALUE-AT-RISK FOR A COUPON-BEARING BOND USING A BOND PUT OPTION.
D Heyman, J Annaert, G Deelstra, M Vanmaele
Proceedings of the 4th Actuarial and Financial Mathematics Day, 85-96, 2006
32006
Risk management of a bond portfolio using options
J Annaert, G Deelstra, D Heyman, M Vanmaele
CD-ROM Proceedings of the International Congress of the French Finance …, 2006
22006
Good luck, bad luck. Can mutual funds really pick stocks?
D Heyman, K Inghelbrecht, S Pauwels
Available at SSRN 2395955, 2014
12014
Approximating risk-free curves in sparse data environments
CJ van der Merwe, D Heyman, T de Wet
Finance Research Letters 26, 112-118, 2018
2018
Are Individuals Really Contrarian? Evidence from Stock Option Trades
C Beuselinck, D Heyman, M Pronk
Evidence from Stock Option Trades (June 8, 2012), 2012
2012
An Anatomy of Institutional Trading Records
J Annaert, D Heyman, S Van Osselaer
Available at SSRN 1314689, 2008
2008
Topics on the portfolio management of financial investments
D Heyman
Ghent University, 2008
2008
Minimizing the conditional value-at-risk for a coupon-bearing bond using a bond put option
G DEELSTRA, D Heyman, J Annaert, M Vanmaele
2006
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