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 1 7 479
A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model 0 0 0 0 0 2 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 2 10 55
An Empirical Analysis of Legal Insider Trading in the Netherlands 0 0 0 218 1 3 13 782
An Empirical Analysis of Legal Insider Trading in the Netherlands 0 0 0 4 0 4 9 51
Exchange rate target zones: A new approach 0 0 0 0 0 4 8 18
High frequency analysis of lead-lag relationships between financial markets 0 1 3 110 1 6 20 270
Intraday Lead-Lag Relationships between the Futures-, Options and Stock Market 0 0 0 24 0 2 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 2 7 20 305
Price Discovery on Foreign Exchange Markets 0 0 0 85 0 6 13 563
Price Discovery on Foreign Exchange Markets with Differentially Informed Traders 0 0 0 0 0 1 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 0 3 14 2,108
Privatization and Stock Market Liquidity 0 0 0 72 0 1 13 399
Pseudo Market Timing: Fact or Fiction? 0 0 0 51 0 1 3 244
Pseudo Market Timing: Fact or Fiction? 0 0 0 104 0 3 9 771
Seigiorage, Taxes, Government Debt and EMS 0 0 0 0 0 2 7 203
Seigniorage, taxes, government debt and the EMS 0 0 1 6 0 2 7 28
Specification, Solution and Estimation of a Discrete Time Target Zone Model of EMS Exchange Rates 0 0 0 0 0 3 8 139
Spread the News: How the Crisis Affected the Impact of News on the European Sovereign Bond Markets 0 0 0 93 1 3 12 223
The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051) 0 0 0 9 1 5 15 57
The impact of dark trading and visible fragmentation on market quality 0 0 1 67 0 4 24 237
Time Varying Market Integration and Expected Rteurns in Emerging Markets 0 0 0 9 0 3 11 49
Time-Varying Market Integration and Expected Returns in Emerging Markets 0 0 1 110 1 3 12 391
Time-series and Cross-section Information in Affine Term Structure Models 0 0 0 647 1 2 19 1,160
Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms 0 0 0 99 1 5 18 534
Total Working Papers 0 1 6 2,361 9 78 314 10,110


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 0 0 6 359
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 1 3 11 637
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 1 1 3 108 2 4 18 354
Do Firm Characteristics Influence Mutual Fund Performance? An Empirical Study for European Mutual Funds 0 0 0 0 0 0 3 102
Do firm characteristics influence mutual fund performance? An empirical study for European mutual funds 0 0 0 0 0 2 6 113
High frequency analysis of lead-lag relationships between financial markets 0 0 2 274 2 10 32 685
Measures of contributions to price discovery: a comparison 0 0 0 143 2 3 14 316
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 169 0 2 14 440
Pension fund investments and the valuation of liabilities under conditional indexation 0 0 0 60 0 1 7 142
Price Discovery in Fragmented Markets 0 0 1 38 0 1 12 124
Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2 0 0 0 36 1 3 11 133
Price effects of trading and components of the bid-ask spread on the Paris Bourse 0 0 0 142 0 4 18 423
Privatization and stock market liquidity 1 2 2 56 1 5 13 314
Pseudo Market Timing: A Reappraisal 0 0 0 18 0 1 7 59
Spread the news: The impact of news on the European sovereign bond markets during the crisis 0 2 7 154 1 6 30 533
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 0 1 8 363
Time Series and Cross-Section Information in Affine Term-Structure Models 0 0 0 0 0 1 13 631
Time-varying market integration and expected returns in emerging markets 0 0 2 132 0 2 17 341
Valuation of pension liabilities in incomplete markets* 0 0 0 13 0 1 7 70
Total Journal Articles 2 5 18 1,908 10 51 270 6,519


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 7 31 503
The Microstructure of Financial Markets 0 0 0 0 4 16 53 1,143
Total Books 0 0 0 0 5 23 84 1,646


Statistics updated 2026-07-10