Access Statistics for Frank C. J. M. de Jong

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(UBS Pensions Series 036) Dynamic portfolio and mortgage choice for homeowners 0 0 0 40 0 0 0 207
A Comparison of Cost of Trading French Shares on the Paris Bourse and on SEAQ International 0 0 0 0 0 0 0 472
A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model 0 0 0 0 0 1 1 308
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 0 4 0 0 0 19
Aggressive Orders and the Resiliency of a Limit Order Market 0 0 0 9 0 0 0 43
An Empirical Analysis of Legal Insider Trading in the Netherlands 0 0 0 218 1 3 5 769
An Empirical Analysis of Legal Insider Trading in the Netherlands 0 0 0 4 0 1 1 41
Exchange rate target zones: A new approach 0 0 0 0 0 0 0 10
High frequency analysis of lead-lag relationships between financial markets 0 0 3 106 0 1 6 249
Intraday Lead-Lag Relationships between the Futures-, Options and Stock Market 0 0 0 24 0 0 0 66
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 0 0 26 0 0 1 96
Price Discovery in Fragmented Markets 0 1 1 88 0 1 3 285
Price Discovery on Foreign Exchange Markets 0 0 0 85 0 0 1 550
Price Discovery on Foreign Exchange Markets with Differentially Informed Traders 0 0 0 0 1 1 1 273
Price effects of trading and components of the bid-ask spread on the Paris Bource 0 0 0 4 0 0 0 32
Privatization and Stock Market Liquidity 0 0 1 481 0 0 1 2,092
Privatization and Stock Market Liquidity 0 0 0 72 0 0 2 386
Pseudo Market Timing: Fact or Fiction? 0 0 0 51 0 0 0 241
Pseudo Market Timing: Fact or Fiction? 0 0 0 104 0 0 10 761
Seigiorage, Taxes, Government Debt and EMS 0 0 0 0 0 0 1 196
Seigniorage, taxes, government debt and the EMS 0 2 2 5 0 2 4 21
Specification, Solution and Estimation of a Discrete Time Target Zone Model of EMS Exchange Rates 0 0 0 0 0 0 0 131
Spread the News: How the Crisis Affected the Impact of News on the European Sovereign Bond Markets 0 1 3 93 0 1 4 211
The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051) 0 0 0 9 0 1 1 42
The impact of dark trading and visible fragmentation on market quality 0 0 1 66 0 0 3 213
Time Varying Market Integration and Expected Rteurns in Emerging Markets 0 1 1 8 0 1 1 36
Time-Varying Market Integration and Expected Returns in Emerging Markets 0 0 0 109 0 1 3 378
Time-series and Cross-section Information in Affine Term Structure Models 0 1 3 647 0 1 4 1,140
Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms 1 1 1 99 1 1 2 516
Total Working Papers 1 7 16 2,352 3 16 55 9,784


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Jump‐diffusion Model for Exchange Rates in a Target Zone 0 1 2 25 0 1 4 77
A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model 1 1 1 52 1 1 1 353
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 0 61 0 1 3 221
A contribution to event study methodology with an application to the Dutch stock market 0 0 1 268 0 0 5 624
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 0 0 2 105 0 1 7 335
Do Firm Characteristics Influence Mutual Fund Performance? An Empirical Study for European Mutual Funds 0 0 0 0 0 0 0 99
Do firm characteristics influence mutual fund performance? An empirical study for European mutual funds 0 0 0 0 0 0 1 107
High frequency analysis of lead-lag relationships between financial markets 0 0 0 272 0 1 5 653
Measures of contributions to price discovery: a comparison 0 0 0 143 0 1 3 302
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 169 0 0 2 426
Pension fund investments and the valuation of liabilities under conditional indexation 0 0 0 60 0 0 0 135
Price Discovery in Fragmented Markets 0 0 0 37 1 1 1 112
Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2 0 0 0 36 0 0 16 122
Price effects of trading and components of the bid-ask spread on the Paris Bourse 0 0 0 142 0 4 6 405
Privatization and stock market liquidity 0 0 0 54 0 0 1 300
Pseudo Market Timing: A Reappraisal 0 0 0 18 0 0 0 52
Spread the news: The impact of news on the European sovereign bond markets during the crisis 0 0 0 147 0 0 6 502
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 21 0 1 2 57
The demand for higher education in The Netherlands, 1950-1999 0 0 1 135 0 0 2 354
Time Series and Cross-Section Information in Affine Term-Structure Models 0 0 0 0 0 1 6 617
Time-varying market integration and expected returns in emerging markets 0 0 2 130 0 1 7 320
Valuation of pension liabilities in incomplete markets* 0 0 0 13 0 0 0 63
Total Journal Articles 1 2 9 1,888 2 14 78 6,236


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Microstructure of Financial Markets 0 0 0 0 2 8 25 470
The Microstructure of Financial Markets 0 0 0 0 1 3 7 1,089
Total Books 0 0 0 0 3 11 32 1,559


Statistics updated 2025-05-12