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 1 1 206
A Comparison of Cost of Trading French Shares on the Paris Bourse and on SEAQ International 0 0 0 0 0 0 0 472
A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model 0 0 0 0 0 0 0 307
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 1 4 0 0 1 19
An Empirical Analysis of Legal Insider Trading in the Netherlands 0 0 0 4 0 0 0 35
An Empirical Analysis of Legal Insider Trading in the Netherlands 1 1 1 218 1 4 9 760
Exchange rate target zones: A new approach 0 0 0 0 0 0 0 10
High frequency analysis of lead-lag relationships between financial markets 2 2 14 95 2 4 17 233
Intraday Lead-Lag Relationships between the Futures-, Options and Stock Market 0 0 0 24 0 0 1 65
Price Discovery in Fragmented Markets 0 0 1 86 0 0 2 280
Price Discovery on Foreign Exchange Markets 0 0 1 84 1 1 4 548
Price Discovery on Foreign Exchange Markets with Differentially Informed Traders 0 0 0 0 0 0 0 271
Price effects of trading and components of the bid-ask spread on the Paris Bource 0 0 0 4 0 0 1 32
Privatization and Stock Market Liquidity 0 0 1 480 7 14 34 2,080
Privatization and Stock Market Liquidity 0 0 0 72 2 8 19 378
Pseudo Market Timing: Fact or Fiction? 0 0 0 51 0 1 2 240
Pseudo Market Timing: Fact or Fiction? 0 0 0 104 0 0 2 745
Seigiorage, Taxes, Government Debt and EMS 0 0 0 0 0 0 0 194
Seigniorage, taxes, government debt and the EMS 0 0 0 3 0 0 0 17
Specification, Solution and Estimation of a Discrete Time Target Zone Model of EMS Exchange Rates 0 0 0 0 0 0 0 131
Spread the News: How the Crisis Affected the Impact of News on the European Sovereign Bond Markets 0 0 0 90 0 1 3 205
The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051) 0 0 0 9 0 0 0 40
The impact of dark trading and visible fragmentation on market quality 0 0 1 64 1 2 5 207
Time-Varying Market Integration and Expected Returns in Emerging Markets 0 0 0 107 1 1 4 371
Time-series and Cross-section Information in Affine Term Structure Models 0 0 0 644 0 0 0 1,135
Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms 0 0 6 98 0 1 1 513
Total Working Papers 3 3 26 2,281 15 38 106 9,494
3 registered items for which data could not be found


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 0 21 0 1 3 68
A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model 0 0 0 51 0 0 3 352
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 3 61 0 0 5 218
A contribution to event study methodology with an application to the Dutch stock market 0 0 5 265 0 0 8 609
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 0 0 0 99 0 0 1 321
Do Firm Characteristics Influence Mutual Fund Performance? An Empirical Study for European Mutual Funds 0 0 0 0 0 0 1 96
Do firm characteristics influence mutual fund performance? An empirical study for European mutual funds 0 0 0 0 0 0 4 104
High frequency analysis of lead-lag relationships between financial markets 1 1 4 270 1 1 13 638
Measures of contributions to price discovery: a comparison 0 1 3 142 1 2 5 295
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 168 0 0 0 422
Pension fund investments and the valuation of liabilities under conditional indexation 0 0 0 60 0 0 0 135
Price Discovery in Fragmented Markets 0 1 1 36 0 1 2 109
Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2 0 0 0 36 0 0 0 103
Price effects of trading and components of the bid-ask spread on the Paris Bourse 0 2 3 140 0 3 7 391
Privatization and stock market liquidity 0 0 0 54 1 9 22 290
Pseudo Market Timing: A Reappraisal 0 0 0 18 0 0 1 52
Spread the news: The impact of news on the European sovereign bond markets during the crisis 0 2 4 144 3 12 23 482
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 1 1 21 0 1 2 55
The demand for higher education in The Netherlands, 1950-1999 0 0 1 130 0 0 2 342
Time Series and Cross-Section Information in Affine Term-Structure Models 0 0 0 0 0 0 0 609
Time-varying market integration and expected returns in emerging markets 0 1 10 125 0 2 17 306
Valuation of pension liabilities in incomplete markets* 0 0 0 13 0 0 0 63
Total Journal Articles 1 9 35 1,854 6 32 119 6,060


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 0 0 12 1,075
The Microstructure of Financial Markets 0 0 0 0 0 3 14 436
Total Books 0 0 0 0 0 3 26 1,511


Statistics updated 2023-05-07