Jos van Bommel

Luxembourg School of Finance

4 Rue Albert Borschette

Luxembourg, L-1246

Luxembourg

  • Luxembourg School of Finance

SCHOLARLY PAPERS

10

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SSRN CITATIONS
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4

CROSSREF CITATIONS

9

Scholarly Papers (10)

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1.

Messages from Market to Management: The Case of Ipos

Number of pages: 36 Posted: 20 May 1997
Jos van Bommel
Luxembourg School of Finance
Downloads 885 (30,980)
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2.

Asymmetric Information and the Distribution of Trading Volume

Downloads 678 ( 44,619)

Asymmetric Information and the Distribution of Trading Volume

Number of pages: 82 Posted: 03 Feb 2016 Last Revised: 29 Jan 2021
Matthijs Lof and Jos van Bommel
Aalto University and Luxembourg School of Finance
Downloads 580 (54,046)
Citation 1

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VCV, Trading Volume, Informed Trading

Asymmetric Information and the Distribution of Trading Volume

Bank of Finland Research Discussion Paper No. 1/2018
Number of pages: 67 Posted: 22 Jan 2018 Last Revised: 28 Jan 2018
Matthijs Lof and Jos van Bommel
Aalto University and Luxembourg School of Finance
Downloads 98 (314,005)

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Volume Coefficient of Variation (VCV), Trading volume, Informed trading

3.

Financial Intermediaries and Transaction Costs

Number of pages: 28 Posted: 19 Feb 2009
Augusto Hasman, Margarita Samartín Sáenz and Jos van Bommel
Universidad Carlos III de Madrid - Department of Business Administration, Universidad Carlos III de Madrid and Luxembourg School of Finance
Downloads 428 (79,542)
Citation 1

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Financial Intermediation, Overlapping Generations, Liquidity

4.

Measuring Price Discovery: The Variance Ratio, the R2 and the Weighted Price Contribution

Number of pages: 33 Posted: 23 Oct 2009
Jos van Bommel
Luxembourg School of Finance
Downloads 225 (158,924)
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market microstructure, price discovery, weighted price contribution

5.

An Empirical Enquiry into the Speed of Information Aggregation: A Study of Ipos

EFA 2005 Moscow Meetings Paper
Number of pages: 43 Posted: 02 Sep 2005
Jos van Bommel, Jay Dahya and Zhihong Shi
Luxembourg School of Finance, Zicklin School of Business, Baruch College - The City University of New York and SUNY College at Old Westbury
Downloads 218 (163,843)
Citation 1

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IPOs, market microstructure, information aggregation

6.

Endless Leverage Certificates

Downloads 208 (169,695)

Endless Leverage Certificates

Number of pages: 45 Posted: 04 Mar 2008
Silvia Rossetto and Jos van Bommel
University of Toulouse 1 - Toulouse School of Economics (TSE) and Luxembourg School of Finance
Downloads 208 (171,023)
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Financial Innovation, Financial Derivatives, Structured Products.

Endless Leverage Certificates

Posted: 13 Mar 2008
Silvia Rossetto and Jos van Bommel
University of Toulouse 1 - Toulouse School of Economics (TSE) and Luxembourg School of Finance

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Financial Innovation, Financial Derivatives, Structured Products

Endless Leverage Certificates

Journal of Banking and Finance, Vol. 33, No. 8, 2009
Posted: 30 Nov 2009
Jos van Bommel and Silvia Rossetto
Luxembourg School of Finance and University of Toulouse 1 - Toulouse School of Economics (TSE)

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Financial innovation, Financial derivatives, Structured products

7.

One Man Two Hats - What's All the Commotion!

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Citation 4

One Man Two Hats: What's All the Commotion!

Financial Review, Vol. 44, Issue 2, pp. 179-212, May 2009
Number of pages: 34 Posted: 16 Jun 2009
Jay Dahya, Laura Galguera Garcia and Jos van Bommel
Zicklin School of Business, Baruch College - The City University of New York, affiliation not provided to SSRN and Luxembourg School of Finance
Downloads 3 (756,538)
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One Man Two Hats - What's All the Commotion!

The Financial Review, Vol. 44, No. 2, May 2009
Posted: 20 Feb 2009
Jay Dahya, Laura Galguera-Garcia and Jos van Bommel
Zicklin School of Business, Baruch College - The City University of New York, University of Oviedo - Department of Economics and Luxembourg School of Finance

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Cadbury, CEO, Directors, Governance, UK

8.

Intergenerational Risk Sharing and Bank Raids

Number of pages: 46 Posted: 26 Feb 2007 Last Revised: 15 Feb 2008
Jos van Bommel
Luxembourg School of Finance
Downloads 117 (276,153)
Citation 5

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Financial Intermediation, Overlapping Generations

9.

The Governance of Perpetual Financial Intermediaries

Downloads 51 (320,349)
Citation 2

The Governance of Perpetual Financial Intermediaries

Number of pages: 33 Posted: 29 Dec 2013
José Penalva and Jos van Bommel
Universidad Carlos III, Madrid - Business Economics Department and Luxembourg School of Finance
Downloads 51 (452,537)
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Financial Intermediation, Overlapping Generations, Pension Plans

10.

Pre-Trade Transparency in Call Auctions

Posted: 19 Feb 2009 Last Revised: 21 Sep 2010
Peter Hoffmann and Jos van Bommel
European Central Bank (ECB) - Directorate General Research and Luxembourg School of Finance

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Market Microstructure, Pre-trade Transparency, Liquidity, Call Auctions