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 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 1 5 7 315
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 1 3 10 53
An Empirical Analysis of Legal Insider Trading in the Netherlands 0 0 0 218 0 3 11 779
An Empirical Analysis of Legal Insider Trading in the Netherlands 0 0 0 4 1 2 6 47
Exchange rate target zones: A new approach 0 0 0 0 0 1 4 14
High frequency analysis of lead-lag relationships between financial markets 0 1 3 109 0 7 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 0 2 4 100
Price Discovery in Fragmented Markets 0 0 0 88 4 9 13 298
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 2 5 9 281
Price effects of trading and components of the bid-ask spread on the Paris Bource 0 0 0 4 0 1 5 37
Privatization and Stock Market Liquidity 0 0 1 482 2 4 13 2,105
Privatization and Stock Market Liquidity 0 0 0 72 0 4 12 398
Pseudo Market Timing: Fact or Fiction? 0 0 0 51 0 0 2 243
Pseudo Market Timing: Fact or Fiction? 0 0 0 104 2 3 7 768
Seigiorage, Taxes, Government Debt and EMS 0 0 0 0 0 2 5 201
Seigniorage, taxes, government debt and the EMS 0 0 1 6 1 4 5 26
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 0 93 3 5 9 220
The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051) 0 0 0 9 0 7 10 52
The impact of dark trading and visible fragmentation on market quality 0 1 1 67 4 14 20 233
Time Varying Market Integration and Expected Rteurns in Emerging Markets 0 0 1 9 0 4 10 46
Time-Varying Market Integration and Expected Returns in Emerging Markets 0 0 1 110 2 3 10 388
Time-series and Cross-section Information in Affine Term Structure Models 0 0 0 647 1 6 18 1,158
Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms 0 0 1 99 1 6 14 529
Total Working Papers 0 2 9 2,360 25 117 251 10,032

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 1 1 26 0 5 8 85
A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model 0 0 1 52 0 2 7 359
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 0 61 2 10 12 233
A contribution to event study methodology with an application to the Dutch stock market 0 0 1 269 1 5 10 634
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 0 0 2 107 3 4 15 350
Do Firm Characteristics Influence Mutual Fund Performance? An Empirical Study for European Mutual Funds 0 0 0 0 1 2 3 102
Do firm characteristics influence mutual fund performance? An empirical study for European mutual funds 0 0 0 0 1 2 4 111
High frequency analysis of lead-lag relationships between financial markets 0 0 2 274 7 12 22 675
Measures of contributions to price discovery: a comparison 0 0 0 143 2 6 11 313
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 169 3 9 12 438
Pension fund investments and the valuation of liabilities under conditional indexation 0 0 0 60 0 4 6 141
Price Discovery in Fragmented Markets 0 1 1 38 5 10 12 123
Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2 0 0 0 36 1 8 8 130
Price effects of trading and components of the bid-ask spread on the Paris Bourse 0 0 0 142 0 8 14 419
Privatization and stock market liquidity 0 0 0 54 1 4 9 309
Pseudo Market Timing: A Reappraisal 0 0 0 18 0 3 6 58
Spread the news: The impact of news on the European sovereign bond markets during the crisis 0 2 5 152 1 9 25 527
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 21 1 3 4 61
The demand for higher education in The Netherlands, 1950-1999 0 0 1 136 3 4 8 362
Time Series and Cross-Section Information in Affine Term-Structure Models 0 0 0 0 0 4 13 630
Time-varying market integration and expected returns in emerging markets 0 0 2 132 0 6 19 339
Valuation of pension liabilities in incomplete markets* 0 0 0 13 0 4 6 69
Total Journal Articles 0 4 16 1,903 32 124 234 6,468

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 6 20 39 1,127
The Microstructure of Financial Markets 0 0 0 0 2 8 28 496
Total Books 0 0 0 0 8 28 67 1,623

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Statistics updated 2026-04-09