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 7 214
A Comparison of Cost of Trading French Shares on the Paris Bourse and on SEAQ International 0 0 0 0 0 0 7 479
A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model 0 0 0 0 0 0 9 317
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 0 4 0 0 6 25
Aggressive Orders and the Resiliency of a Limit Order Market 0 0 0 9 0 0 10 55
An Empirical Analysis of Legal Insider Trading in the Netherlands 1 1 1 219 1 2 14 783
An Empirical Analysis of Legal Insider Trading in the Netherlands 0 0 0 4 0 2 9 51
Exchange rate target zones: A new approach 0 0 0 0 0 0 8 18
High frequency analysis of lead-lag relationships between financial markets 0 0 3 110 0 1 19 270
Intraday Lead-Lag Relationships between the Futures-, Options and Stock Market 0 0 0 24 0 1 3 69
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 0 0 26 0 0 4 100
Price Discovery in Fragmented Markets 0 0 0 88 0 3 19 305
Price Discovery on Foreign Exchange Markets 0 0 0 85 1 1 13 564
Price Discovery on Foreign Exchange Markets with Differentially Informed Traders 0 0 0 0 0 0 9 282
Price effects of trading and components of the bid-ask spread on the Paris Bource 0 0 0 4 0 0 4 37
Privatization and Stock Market Liquidity 0 0 0 482 2 2 14 2,110
Privatization and Stock Market Liquidity 0 0 0 72 0 0 13 399
Pseudo Market Timing: Fact or Fiction? 0 0 0 104 0 1 9 771
Pseudo Market Timing: Fact or Fiction? 0 0 0 51 0 0 3 244
Seigiorage, Taxes, Government Debt and EMS 0 0 0 0 1 1 8 204
Seigniorage, taxes, government debt and the EMS 0 0 1 6 0 0 7 28
Specification, Solution and Estimation of a Discrete Time Target Zone Model of EMS Exchange Rates 0 0 0 0 0 1 8 139
Spread the News: How the Crisis Affected the Impact of News on the European Sovereign Bond Markets 0 0 0 93 0 1 12 223
The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051) 0 0 0 9 0 2 15 57
The impact of dark trading and visible fragmentation on market quality 0 0 1 67 0 0 24 237
Time Varying Market Integration and Expected Rteurns in Emerging Markets 0 0 0 9 0 0 11 49
Time-Varying Market Integration and Expected Returns in Emerging Markets 0 0 1 110 0 1 12 391
Time-series and Cross-section Information in Affine Term Structure Models 0 0 0 647 1 2 19 1,161
Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms 0 0 0 99 0 2 18 534
Total Working Papers 1 1 7 2,362 6 23 314 10,116


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 0 1 26 0 0 6 85
A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model 0 0 0 52 1 1 7 360
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 0 61 0 1 13 234
A contribution to event study methodology with an application to the Dutch stock market 0 0 0 269 0 2 10 637
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 0 1 3 108 0 2 18 354
Do Firm Characteristics Influence Mutual Fund Performance? An Empirical Study for European Mutual Funds 0 0 0 0 1 1 4 103
Do firm characteristics influence mutual fund performance? An empirical study for European mutual funds 0 0 0 0 0 0 6 113
High frequency analysis of lead-lag relationships between financial markets 0 0 0 274 2 5 32 687
Measures of contributions to price discovery: a comparison 0 0 0 143 0 2 14 316
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 169 0 1 14 440
Pension fund investments and the valuation of liabilities under conditional indexation 0 0 0 60 1 1 8 143
Price Discovery in Fragmented Markets 0 0 1 38 0 0 12 124
Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2 0 0 0 36 0 1 11 133
Price effects of trading and components of the bid-ask spread on the Paris Bourse 0 0 0 142 0 0 18 423
Privatization and stock market liquidity 0 1 2 56 0 2 11 314
Pseudo Market Timing: A Reappraisal 0 0 0 18 0 0 6 59
Spread the news: The impact of news on the European sovereign bond markets during the crisis 0 0 5 154 3 5 31 536
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 21 0 0 4 61
The demand for higher education in The Netherlands, 1950-1999 0 0 0 136 1 1 9 364
Time Series and Cross-Section Information in Affine Term-Structure Models 0 0 0 0 0 0 12 631
Time-varying market integration and expected returns in emerging markets 0 0 2 132 1 1 18 342
Valuation of pension liabilities in incomplete markets* 0 0 0 13 0 0 7 70
Total Journal Articles 0 2 14 1,908 10 26 271 6,529


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 1 3 28 504
The Microstructure of Financial Markets 0 0 0 0 1 7 53 1,144
Total Books 0 0 0 0 2 10 81 1,648


Statistics updated 2026-08-07