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 2 2 9 216
A Comparison of Cost of Trading French Shares on the Paris Bourse and on SEAQ International 0 0 0 0 2 2 9 481
A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model 0 0 0 0 2 2 11 319
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 0 4 1 3 6 28
Aggressive Orders and the Resiliency of a Limit Order Market 0 0 0 9 0 1 8 56
An Empirical Analysis of Legal Insider Trading in the Netherlands 0 0 1 219 4 5 16 788
An Empirical Analysis of Legal Insider Trading in the Netherlands 0 0 0 4 1 3 11 54
Exchange rate target zones: A new approach 0 0 0 0 1 1 9 19
High frequency analysis of lead-lag relationships between financial markets 0 0 2 110 2 2 19 272
Intraday Lead-Lag Relationships between the Futures-, Options and Stock Market 0 0 0 24 0 1 4 70
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 0 0 26 1 1 4 101
Price Discovery in Fragmented Markets 0 0 0 88 2 2 20 307
Price Discovery on Foreign Exchange Markets 0 0 0 85 0 0 12 564
Price Discovery on Foreign Exchange Markets with Differentially Informed Traders 0 0 0 0 4 4 13 286
Price effects of trading and components of the bid-ask spread on the Paris Bource 0 0 0 4 1 2 6 39
Privatization and Stock Market Liquidity 0 0 0 72 2 2 12 401
Privatization and Stock Market Liquidity 0 0 0 482 2 3 14 2,113
Pseudo Market Timing: Fact or Fiction? 0 0 0 104 0 0 9 771
Pseudo Market Timing: Fact or Fiction? 0 0 0 51 0 0 2 244
Seigiorage, Taxes, Government Debt and EMS 0 0 0 0 0 0 7 204
Seigniorage, taxes, government debt and the EMS 0 0 0 6 0 1 7 29
Specification, Solution and Estimation of a Discrete Time Target Zone Model of EMS Exchange Rates 0 0 0 0 0 0 7 139
Spread the News: How the Crisis Affected the Impact of News on the European Sovereign Bond Markets 0 0 0 93 6 6 17 229
The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051) 0 0 0 9 3 4 18 61
The impact of dark trading and visible fragmentation on market quality 0 0 1 67 1 1 24 238
Time Varying Market Integration and Expected Rteurns in Emerging Markets 0 0 0 9 2 3 14 52
Time-Varying Market Integration and Expected Returns in Emerging Markets 0 0 1 110 2 2 12 393
Time-series and Cross-section Information in Affine Term Structure Models 0 0 0 647 1 2 19 1,163
Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms 0 0 0 99 3 3 19 537
Total Working Papers 0 0 5 2,362 45 58 338 10,174

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 4 10 89
A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model 0 0 0 52 2 3 10 363
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 0 61 0 0 11 234
A contribution to event study methodology with an application to the Dutch stock market 0 0 0 269 2 3 12 640
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 1 1 3 109 3 5 19 359
Do Firm Characteristics Influence Mutual Fund Performance? An Empirical Study for European Mutual Funds 0 0 0 0 1 2 6 105
Do firm characteristics influence mutual fund performance? An empirical study for European mutual funds 0 0 0 0 1 1 5 114
High frequency analysis of lead-lag relationships between financial markets 0 0 0 274 0 2 31 689
Measures of contributions to price discovery: a comparison 0 0 0 143 0 0 14 316
On the Information in the Interest Rate Term Structure and Option Prices 1 1 1 170 1 2 15 442
Pension fund investments and the valuation of liabilities under conditional indexation 0 0 0 60 1 2 9 145
Price Discovery in Fragmented Markets 0 1 2 39 2 4 16 128
Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2 1 1 1 37 1 3 14 136
Price effects of trading and components of the bid-ask spread on the Paris Bourse 0 0 0 142 1 3 18 426
Privatization and stock market liquidity 0 0 2 56 2 2 12 316
Pseudo Market Timing: A Reappraisal 0 0 0 18 0 0 5 59
Spread the news: The impact of news on the European sovereign bond markets during the crisis 0 3 7 157 2 9 37 545
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 21 1 2 5 63
The demand for higher education in The Netherlands, 1950-1999 0 1 1 137 2 4 12 368
Time Series and Cross-Section Information in Affine Term-Structure Models 0 0 0 0 2 2 12 633
Time-varying market integration and expected returns in emerging markets 0 0 1 132 0 0 12 342
Valuation of pension liabilities in incomplete markets* 0 0 0 13 1 1 7 71
Total Journal Articles 3 8 19 1,916 25 54 292 6,583

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 2 52 1,146
The Microstructure of Financial Markets 0 0 0 0 3 5 30 509
Total Books 0 0 0 0 4 7 82 1,655

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Statistics updated 2026-11-12