Frank de Jong

Affiliations: 
1993 Economics Tilburg University, Tilburg, Noord-Brabant, Netherlands 
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"Frank Jong"

Parents

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Theodoor 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
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Publications

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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
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