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 4 7 214
A Comparison of Cost of Trading French Shares on the Paris Bourse and on SEAQ International 0 0 0 0 0 5 6 478
A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model 0 0 0 0 3 5 6 314
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 0 4 0 3 6 25
Aggressive Orders and the Resiliency of a Limit Order Market 0 0 0 9 0 4 9 52
An Empirical Analysis of Legal Insider Trading in the Netherlands 0 0 0 4 0 2 6 46
An Empirical Analysis of Legal Insider Trading in the Netherlands 0 0 0 218 0 4 11 779
Exchange rate target zones: A new approach 0 0 0 0 0 4 4 14
High frequency analysis of lead-lag relationships between financial markets 0 1 3 109 1 10 15 264
Intraday Lead-Lag Relationships between the Futures-, Options and Stock Market 0 0 0 24 0 1 1 67
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 0 0 26 1 3 4 100
Price Discovery in Fragmented Markets 0 0 0 88 2 5 9 294
Price Discovery on Foreign Exchange Markets 0 0 0 85 0 4 7 557
Price Discovery on Foreign Exchange Markets with Differentially Informed Traders 0 0 0 0 0 5 7 279
Price effects of trading and components of the bid-ask spread on the Paris Bource 0 0 0 4 0 3 5 37
Privatization and Stock Market Liquidity 0 0 0 72 1 7 12 398
Privatization and Stock Market Liquidity 0 0 1 482 0 4 11 2,103
Pseudo Market Timing: Fact or Fiction? 0 0 0 104 0 3 5 766
Pseudo Market Timing: Fact or Fiction? 0 0 0 51 0 1 2 243
Seigiorage, Taxes, Government Debt and EMS 0 0 0 0 1 2 5 201
Seigniorage, taxes, government debt and the EMS 0 0 1 6 0 3 4 25
Specification, Solution and Estimation of a Discrete Time Target Zone Model of EMS Exchange Rates 0 0 0 0 0 3 5 136
Spread the News: How the Crisis Affected the Impact of News on the European Sovereign Bond Markets 0 0 1 93 1 3 7 217
The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051) 0 0 0 9 1 9 11 52
The impact of dark trading and visible fragmentation on market quality 0 1 1 67 2 11 16 229
Time Varying Market Integration and Expected Rteurns in Emerging Markets 0 0 1 9 1 8 10 46
Time-Varying Market Integration and Expected Returns in Emerging Markets 0 1 1 110 0 2 8 386
Time-series and Cross-section Information in Affine Term Structure Models 0 0 0 647 3 12 17 1,157
Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms 0 0 1 99 0 10 13 528
Total Working Papers 0 3 10 2,360 17 140 229 10,007


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 1 1 2 26 3 6 9 85
A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model 0 0 1 52 2 3 7 359
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 0 61 0 8 10 231
A contribution to event study methodology with an application to the Dutch stock market 0 0 1 269 1 5 9 633
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 0 0 2 107 0 3 12 347
Do Firm Characteristics Influence Mutual Fund Performance? An Empirical Study for European Mutual Funds 0 0 0 0 0 1 2 101
Do firm characteristics influence mutual fund performance? An empirical study for European mutual funds 0 0 0 0 0 1 3 110
High frequency analysis of lead-lag relationships between financial markets 0 0 2 274 1 8 15 668
Measures of contributions to price discovery: a comparison 0 0 0 143 3 9 9 311
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 169 1 7 9 435
Pension fund investments and the valuation of liabilities under conditional indexation 0 0 0 60 0 4 6 141
Price Discovery in Fragmented Markets 1 1 1 38 1 5 7 118
Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2 0 0 0 36 1 7 7 129
Price effects of trading and components of the bid-ask spread on the Paris Bourse 0 0 0 142 0 9 16 419
Privatization and stock market liquidity 0 0 0 54 1 4 8 308
Pseudo Market Timing: A Reappraisal 0 0 0 18 2 3 6 58
Spread the news: The impact of news on the European sovereign bond markets during the crisis 0 2 5 152 0 16 24 526
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 21 1 2 3 60
The demand for higher education in The Netherlands, 1950-1999 0 0 1 136 0 3 5 359
Time Series and Cross-Section Information in Affine Term-Structure Models 0 0 0 0 2 6 13 630
Time-varying market integration and expected returns in emerging markets 0 1 2 132 2 7 19 339
Valuation of pension liabilities in incomplete markets* 0 0 0 13 1 5 6 69
Total Journal Articles 2 5 17 1,903 22 122 205 6,436


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 4 16 34 1,121
The Microstructure of Financial Markets 0 0 0 0 3 12 30 494
Total Books 0 0 0 0 7 28 64 1,615


Statistics updated 2026-03-04