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De Jong, Frank


 SSRN Author Rank: 1,888 by Downloads
 

Tilburg University - Department of Finance


 P.O. Box 90153
 Tilburg, 5000 LE
 Netherlands
 email address

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. De Jong, Frank's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
10,885
Total
Citations
287
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
08 Apr 05
Last Revised:
07 May 09
2,009
(3,702)
53

2.  
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Pelsser, Antoon
Maastricht University
Posted:
11 Mar 00
1,309
(7,772)
9

3.  
Pelsser, Antoon
Maastricht University
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
17 May 01
1,111
(10,215)
9

4.   Incl. Electronic Paper
Degryse, Hans
KU Leuven, Department Accounting, Finance and Insurance
De Jong, Frank
Tilburg University - Department of Finance
van Kervel, Vincent
VU University Amsterdam
Posted:
25 Apr 11
Last Revised:
14 Jun 14
1,053
(11,122)
9

5.  
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market | Show Abstract | Download This Paper |
Journal of Finance, Forthcoming, EFA 2007 Ljubljana Meetings Paper
Number of Pages in PDF File: 66
Bongaerts, Dion
Erasmus University Rotterdam (EUR) - Finance
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
01 Mar 07
Last Revised:
24 Jan 10
928
(13,487)
37

6.   Incl. Electronic Paper
Bongaerts, Dion
Erasmus University Rotterdam (EUR) - Finance
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
23 Apr 11
Last Revised:
25 May 12
707
(20,208)
3

7.  
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Van Hemert, Otto
IMC Asset Management
Posted:
13 Jun 05
Last Revised:
31 Jul 08
653
(22,647)
9

8.  
On the Information in the Interest Rate Term Structure and Option Prices | Show Abstract | Download This Paper |
Review of Derivatives Research, Vol. 7, No. 2, 2004
Number of Pages in PDF File: 40
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Pelsser, Antoon
Maastricht University
Posted:
28 Feb 02
Last Revised:
08 May 11
494
(33,077)
11

9.   Incl. Electronic Paper
Cheung, Yiu Chung
Tinbergen Institute - Tinbergen Institute Amsterdam (TIA)
Rindi, Barbara
Bocconi University and IGIER
De Jong, Frank
Tilburg University - Department of Finance
Posted:
06 Apr 04
Last Revised:
27 Apr 05
460
(36,270)
9

10.   Incl. Electronic Paper
Degryse, Hans
KU Leuven, Department Accounting, Finance and Insurance
De Jong, Frank
Tilburg University - Department of Finance
Lefebvre, Jérémie
IESEG School of Management
Posted:
16 Feb 09
Last Revised:
08 May 13
454
(36,878)
4

11.  
Cui, Jiajia
University of Amsterdam
De Jong, Frank
Tilburg University - Department of Finance
Posted:
29 May 07
Last Revised:
03 Feb 09
411
(41,791)
13

12.  
Cheung, Yiu Chung
affiliation not provided to SSRN
De Jong, Frank
Tilburg University - Department of Finance
Posted:
07 Oct 04
233
(80,115)
 

13.  
Dahlquist, Magnus
Stockholm School of Economics
De Jong, Frank
Tilburg University - Department of Finance
Posted:
28 Jul 04
220
(85,069)
11

14.  
De Jong, Frank
Tilburg University - Department of Finance
Posted:
05 Mar 07
147
(123,945)
13

15.  
Euro Area Sovereign Yield Dynamics: The Role of Order Imbalance | Show Abstract | Download This Paper |
ECB Working Paper No. 385, EFA 2005 Moscow Meetings Paper
Number of Pages in PDF File: 50
Menkveld, Albert J.
VU University Amsterdam
Cheung, Yiu Chung
affiliation not provided to SSRN
De Jong, Frank
Tilburg University - Department of Finance
Posted:
10 Dec 04
145
(125,456)
6

16.  
De Jong, Frank
Tilburg University - Department of Finance
Wingens, Loes
Kempen Capital Management
Posted:
05 Mar 11
123
(143,367)
 

17.  
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
10 Oct 13
115
(150,923)
 

18.   Incl. Electronic Paper
Kragt, Jac
Tilburg University - Department of Finance
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
19 Nov 14
Last Revised:
26 Dec 14
98
(169,234)
 

19.  
Portfolio and Consumption Choice with Habit Formation Under Inflation | Show Abstract | Download This Paper |
Netspar Discussion Paper No. 08/2013-023
Number of Pages in PDF File: 39
De Jong, Frank
Tilburg University - Department of Finance
Zhou, Yang
Tilburg University - Center and Faculty of Economics and Business Administration
Posted:
20 Aug 13
Last Revised:
27 Oct 13
45
(257,947)
 

20.  
de Roon, Frans
Tilburg University - Department of Finance
De Jong, Frank
Tilburg University - Department of Finance
Posted:
15 Jan 02
40
(270,129)
50

21.  
Privatization and Stock Market Liquidity | Show Abstract | Add to Cart |
CEPR Discussion Paper No. 4449
Number of Pages in PDF File: 40
Bortolotti, Bernardo
Bocconi University
De Jong, Frank
Tilburg University - Department of Finance
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Schindele, Ibolya
BI Norwegian Business School
Posted:
27 Jul 04
36
(280,989)
13

22.   Incl. Electronic Paper
Beetsma, Roel M. W. J.
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Giuliodori, Massimo
University of Amsterdam - Faculty of Economics & Econometrics (FEE)
De Jong, Frank
Tilburg University - Department of Finance
Widijanto, Daniel
BNG Vermogensbeheer
Posted:
18 Sep 13
Last Revised:
09 Oct 13
25
(317,199)
 

23.   Incl. Electronic Paper
De Jong, Frank
Tilburg University - Department of Finance
Schotman, Peter C.
Maastricht University
Posted:
10 Sep 03
Last Revised:
29 Jul 10
25
(317,199)
5

24.   Incl. Electronic Paper
Beetsma, Roel M. W. J.
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
De Jong, Frank
Tilburg University - Department of Finance
Giuliodori, Massimo
University of Amsterdam - Faculty of Economics & Econometrics (FEE)
Widijanto, Daniel
BNG Vermogensbeheer
Posted:
11 Feb 14
Last Revised:
05 Jun 14
17
(351,358)
 

25.  
Pseudo Market Timing: Fact or Fiction? | Show Abstract | Add to Cart |
CEPR Discussion Paper No. 4609
Number of Pages in PDF File: 39
Dahlquist, Magnus
Stockholm School of Economics
De Jong, Frank
Tilburg University - Department of Finance
Posted:
28 Oct 04
15
(359,933)
10

26.  
The Impact of Dark Trading and Visible Fragmentation on Market Quality | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP8630
Number of Pages in PDF File: 53
De Jong, Frank
Tilburg University - Department of Finance
Degryse, Hans
KU Leuven, Department Accounting, Finance and Insurance
van Kervel, Vincent
VU University Amsterdam
Posted:
24 Nov 11
9
(387,005)
9

27.  
Beetsma, Roel M. W. J.
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
De Jong, Frank
Tilburg University - Department of Finance
Giuliodori, Massimo
University of Amsterdam - Faculty of Economics & Econometrics (FEE)
Widijanto, Daniel
BNG Vermogensbeheer
Posted:
28 Sep 12
3
(412,367)
2

28.  
Pelsser, Antoon
Maastricht University
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
17 May 01
 

29.  
De Jong, Frank
Tilburg University - Department of Finance
van Leeuwen, Irma W.
Maastricht University - Limburg Institute of Financial Economics (LIFE)
Schotman, Peter C.
Maastricht University
Posted:
18 May 00
 

30.  
De Jong, Frank
Tilburg University - Department of Finance
Posted:
23 Apr 99
 

31.  
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
De Jong, Frank
Tilburg University - Department of Finance
Posted:
30 Dec 98
 


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