Frank de Jong

All Institutions: Department of Financial Management, University of Amsterdam; Universiteit van Amsterdam; Tilburg University; CEPR; Università di Torino; NA; BNG Vermogensbeheer; CESifo

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Timeseries and Crosssection Information in Affine Term Structure Models

Year: 1999
Journal: No Journal Matched
Authors: Frank de Jong

Price Discovery on Foreign Exchange Markets with Differentially Informed Traders

Year: 1999
Journal: No Journal Matched
Authors: Frank de Jong; Ronald Mahieu; Peter Schotman; Irma van Leeuwen

Time-Varying Market Integration and Expected Returns in Emerging Markets

Year: 2001
Journal: Journal of Financial Economics
Authors: Frank de Jong; Frans Adrianus de Roon

Price Discovery in Fragmented Markets

Year: 2003
Journal: Journal of Financial Econometrics
Authors: Frank de Jong; Peter Schotman

Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms

Year: 2004
Journal: No Journal Matched
Authors: Yiu Chung Cheung; Frank de Jong; Barbara Rindi

Pseudo Market Timing: Fact or Fiction

Year: 2004
Journal: No Journal Matched
Authors: Magnus Dahlquist; Frank de Jong

Privatization and Stock Market Liquidity

Year: 2004
Journal: No Journal Matched
Authors: Bernardo Bortolotti; Frank de Jong; Giovanna Nicodano; Ibolya Schindele

The Impact of Dark Trading and Visible Fragmentation on Market Quality

Year: 2011
Journal: Review of Finance
Authors: Hans Degryse; Frank de Jong; Vincent van Kervel

Spread the News: How the Crisis Affected the Impact of News on the European Sovereign Bond Markets

Year: 2012
Journal: No Journal Matched
Authors: Roel Beetsma; Massimo Giuliodori; Frank de Jong; Daniel Widijanto

Price Effects of Sovereign Debt Auctions in the Eurozone: The Role of the Crisis

Year: 2013
Journal: No Journal Matched
Authors: Roel Beetsma; Frank de Jong; Massimo Giuliodori; Daniel Widijanto

The Impact of News and the SMP on Realized Covariances in the Eurozone Sovereign Debt Market

Year: 2014
Journal: No Journal Matched
Authors: Roel Beetsma; Frank de Jong; Massimo Giuliodori; Daniel Widijanto

Domestic and Crossborder Auction Cycle Effects of Sovereign Bond Issuance in the Euro Area

Year: 2016
Journal: No Journal Matched
Authors: Roel Beetsma; Massimo Giuliodori; Frank de Jong; Jesper Hanson

The Maturity of Sovereign Debt Issuance in the Euro Area

Year: 2019
Journal: No Journal Matched
Authors: Roel Beetsma; Massimo Giuliodori; Jesper Hanson; Frank de Jong

Author Disambiguation

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