Frank de Jong
Affiliations: | 1993 | Economics | Tilburg University, Tilburg, Noord-Brabant, Netherlands |
Google:
"Frank Jong"Parents
Sign in to add mentorTheodoor Evert Nijman | grad student | 1993 | Tilburg University | |
(Empirical Studies on Exchange Rate Target Zones and the Microstructure of Securities Markets) | ||||
Frederick van der Ploeg | grad student | 1993 | Tilburg University |
BETA: Related publications
See more...
Publications
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
Kragt J, Jong FD, Driessen J. (2020) The Dividend Term Structure Journal of Financial and Quantitative Analysis. 55: 829-867 |
Beetsma R, Giuliodori M, Hanson J, et al. (2020) Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions Journal of Empirical Finance. 58: 96-120 |
Beetsma R, Giuliodori M, Hanson J, et al. (2018) Cross-Border Auction Cycle Effects of Sovereign Bond Issuance in the Euro Area Journal of Money, Credit and Banking. 50: 1401-1440 |
Beetsma RMWJ, Giuliodori M, Hanson J, et al. (2018) Bid-to-cover and yield changes around public debt auctions in the euro area Journal of Banking and Finance. 87: 118-134 |
Bongaerts D, Jong Fd, Driessen J. (2017) An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets Review of Financial Studies. 30: 1229-1269 |
Beetsma R, Jong Fd, Giuliodori M, et al. (2017) Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme☆ Journal of International Money and Finance. 75: 14-31 |
Beetsma RMWJ, Giuliodori M, Jong FD, et al. (2016) Price Effects of Sovereign Debt Auctions in the Euro-Zone: The Role of the Crisis Journal of Financial Intermediation. 25: 30-53 |
Degryse H, Jong FD, Kervel Vv. (2015) The Impact of Dark Trading and Visible Fragmentation on Market Quality Review of Finance. 19: 1587-1622 |
Beetsma R, Giuliodori M, Jong Fd, et al. (2013) Spread the news: The impact of news on the European sovereign bond markets during the crisis Journal of International Money and Finance. 34: 83-101 |
Jong FD, Driessen J. (2012) Liquidity Risk Premia in Corporate Bond Markets Quarterly Journal of Finance. 2: 1-34 |