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 1 7 7 214
A Comparison of Cost of Trading French Shares on the Paris Bourse and on SEAQ International 0 0 0 0 5 6 6 478
A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model 0 0 0 0 1 3 4 311
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 0 4 3 3 6 25
Aggressive Orders and the Resiliency of a Limit Order Market 0 0 0 9 2 4 9 52
An Empirical Analysis of Legal Insider Trading in the Netherlands 0 0 0 218 3 7 13 779
An Empirical Analysis of Legal Insider Trading in the Netherlands 0 0 0 4 1 3 6 46
Exchange rate target zones: A new approach 0 0 0 0 1 4 4 14
High frequency analysis of lead-lag relationships between financial markets 1 1 3 109 6 10 15 263
Intraday Lead-Lag Relationships between the Futures-, Options and Stock Market 0 0 0 24 1 1 1 67
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 0 0 26 1 2 3 99
Price Discovery in Fragmented Markets 0 0 1 88 3 5 8 292
Price Discovery on Foreign Exchange Markets 0 0 0 85 4 5 7 557
Price Discovery on Foreign Exchange Markets with Differentially Informed Traders 0 0 0 0 3 6 7 279
Price effects of trading and components of the bid-ask spread on the Paris Bource 0 0 0 4 1 4 5 37
Privatization and Stock Market Liquidity 0 0 0 72 3 8 11 397
Privatization and Stock Market Liquidity 0 0 1 482 2 4 11 2,103
Pseudo Market Timing: Fact or Fiction? 0 0 0 51 0 1 2 243
Pseudo Market Timing: Fact or Fiction? 0 0 0 104 1 4 5 766
Seigiorage, Taxes, Government Debt and EMS 0 0 0 0 1 3 4 200
Seigniorage, taxes, government debt and the EMS 0 0 3 6 3 3 6 25
Specification, Solution and Estimation of a Discrete Time Target Zone Model of EMS Exchange Rates 0 0 0 0 3 4 5 136
Spread the News: How the Crisis Affected the Impact of News on the European Sovereign Bond Markets 0 0 1 93 1 4 6 216
The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051) 0 0 0 9 6 8 10 51
The impact of dark trading and visible fragmentation on market quality 1 1 1 67 8 13 14 227
Time Varying Market Integration and Expected Rteurns in Emerging Markets 0 0 2 9 3 7 10 45
Time-Varying Market Integration and Expected Returns in Emerging Markets 0 1 1 110 1 5 9 386
Time-series and Cross-section Information in Affine Term Structure Models 0 0 1 647 2 10 15 1,154
Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms 0 0 1 99 5 10 13 528
Total Working Papers 2 3 15 2,360 75 154 222 9,990


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 25 2 3 6 82
A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model 0 0 1 52 0 4 5 357
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 0 61 8 8 11 231
A contribution to event study methodology with an application to the Dutch stock market 0 0 1 269 3 4 8 632
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 0 1 2 107 1 7 13 347
Do Firm Characteristics Influence Mutual Fund Performance? An Empirical Study for European Mutual Funds 0 0 0 0 1 2 2 101
Do firm characteristics influence mutual fund performance? An empirical study for European mutual funds 0 0 0 0 1 1 3 110
High frequency analysis of lead-lag relationships between financial markets 0 0 2 274 4 9 15 667
Measures of contributions to price discovery: a comparison 0 0 0 143 1 6 7 308
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 169 5 7 8 434
Pension fund investments and the valuation of liabilities under conditional indexation 0 0 0 60 4 5 6 141
Price Discovery in Fragmented Markets 0 0 0 37 4 5 6 117
Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2 0 0 0 36 6 6 6 128
Price effects of trading and components of the bid-ask spread on the Paris Bourse 0 0 0 142 8 11 18 419
Privatization and stock market liquidity 0 0 0 54 2 3 7 307
Pseudo Market Timing: A Reappraisal 0 0 0 18 1 2 4 56
Spread the news: The impact of news on the European sovereign bond markets during the crisis 2 2 5 152 8 18 24 526
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 21 1 1 3 59
The demand for higher education in The Netherlands, 1950-1999 0 0 1 136 1 3 5 359
Time Series and Cross-Section Information in Affine Term-Structure Models 0 0 0 0 2 7 12 628
Time-varying market integration and expected returns in emerging markets 0 1 2 132 4 7 18 337
Valuation of pension liabilities in incomplete markets* 0 0 0 13 3 4 5 68
Total Journal Articles 2 4 15 1,901 70 123 192 6,414


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 10 23 31 1,117
The Microstructure of Financial Markets 0 0 0 0 3 12 29 491
Total Books 0 0 0 0 13 35 60 1,608


Statistics updated 2026-02-12