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De Jong, Frank


 SSRN Author Rank: 1,865 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
10,346
Total
Citations
279
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
1,938
(3,634)
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
1,293
(7,325)
8

3.  
Pelsser, Antoon
Maastricht University
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
17 May 01
1,100
(9,569)
8

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
909
(12,923)
8

5.  
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market | Show Abstract | Download |
Journal of Finance, Forthcoming, EFA 2007 Ljubljana Meetings Paper
Accepted Paper Series
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
905
(12,988)
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
643
(21,484)
3

7.  
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Van Hemert, Otto
New York University (NYU) - Department of Finance
Posted:
13 Jun 05
Last Revised:
31 Jul 08
637
(21,724)
9

8.  
On the Information in the Interest Rate Term Structure and Option Prices | Show Abstract | Download |
Review of Derivatives Research, Vol. 7, No. 2, 2004
Accepted Paper Series
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
488
(31,174)
10

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
453
(34,394)
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
446
(35,084)
4

11.  
Cui, Jiajia
University of Amsterdam
De Jong, Frank
Tilburg University - Department of Finance
Ponds, Eduard H.M.
Tilburg University - Department of Finance
Posted:
29 May 07
Last Revised:
03 Feb 09
397
(40,567)
13

12.  
Cheung, Yiu Chung
affiliation not provided to SSRN
De Jong, Frank
Tilburg University - Department of Finance
Posted:
07 Oct 04
233
(74,682)
 

13.  
Dahlquist, Magnus
Stockholm School of Economics
De Jong, Frank
Tilburg University - Department of Finance
Posted:
28 Jul 04
219
(79,695)
11

14.  
De Jong, Frank
Tilburg University - Department of Finance
Posted:
05 Mar 07
146
(116,668)
13

15.  
Euro Area Sovereign Yield Dynamics: The Role of Order Imbalance | Show Abstract | Download |
ECB Working Paper No. 385, EFA 2005 Moscow Meetings Paper
Working Paper Series
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
140
(120,926)
6

16.  
De Jong, Frank
Tilburg University - Department of Finance
Wingens, Loes
Kempen Capital Management
Posted:
05 Mar 11
114
(142,343)
 

17.  
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
10 Oct 13
82
(178,029)
 

18.  
de Roon, Frans
Tilburg University - Department of Finance
De Jong, Frank
Tilburg University - Department of Finance
Posted:
15 Jan 02
40
(253,348)
50

19.  
Portfolio and Consumption Choice with Habit Formation Under Inflation | Show Abstract | Download |
Netspar Discussion Paper No. 08/2013-023
Working Paper Series
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
38
(258,295)
 

20.  
Privatization and Stock Market Liquidity | Show Abstract | Download |
CEPR Discussion Paper No. 4449
Working Paper Series
Bortolotti, Bernardo
Università di Torino
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
(263,458)
12

21.   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
(297,454)
5

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
23
(304,997)
 

23.  
Pseudo Market Timing: Fact or Fiction? | Show Abstract | Download |
CEPR Discussion Paper No. 4609
Working Paper Series
Dahlquist, Magnus
Stockholm School of Economics
De Jong, Frank
Tilburg University - Department of Finance
Posted:
28 Oct 04
15
(337,654)
10

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
14
(341,945)
 

25.  
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
(362,861)
8

26.  
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
(387,104)
2

27.  
Pelsser, Antoon
Maastricht University
De Jong, Frank
Tilburg University - Department of Finance
Driessen, Joost
Tilburg University - Department of Finance
Posted:
17 May 01
 

28.  
Price Discovery on Foreign Exchange Markets | Show Abstract |
CEPR Discussion Paper No. 2296
Working Paper Series
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
 

29.  
De Jong, Frank
Tilburg University - Department of Finance
Posted:
23 Apr 99
 

30.  
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables | Show Abstract |
Journal of Financial and Quantitative Analysis, March 1999
Accepted Paper Series
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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