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An asset pricing approach to liquidity effects in corporate bond markets
Bongaerts, Dion; Jong, Frank de; Driessen, Joost - In: The review of financial studies 30 (2017) 4, pp. 1229-1269
Persistent link: https://www.econbiz.de/10011749361
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The dividend term structure
Kragt, Jac; Jong, Frank de; Driessen, Joost - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 3, pp. 829-867
Persistent link: https://www.econbiz.de/10012195621
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Comment on: price discovery in high resolution
Jong, Frank de - In: Journal of financial econometrics 19 (2021) 3, pp. 452-458
Persistent link: https://www.econbiz.de/10012654944
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Time-series and cross-section information in affine term structure models
Jong, Frank de - 1999
Persistent link: https://www.econbiz.de/10013422714
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Price discovery in fragmented markets
Jong, Frank de; Schotman, Peter C. - 2003
Persistent link: https://www.econbiz.de/10001778469
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Trading European sovereign bonds : the microstructure of the MTS trading platforms
Cheung, Yiu Chung; Jong, Frank de; Rindi, Barbara - 2004
Persistent link: https://www.econbiz.de/10002006428
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Privatization and stock market liquidity
Bortolotti, Bernardo; Jong, Frank de; Nicodano, Giovanna; … - 2004
Persistent link: https://www.econbiz.de/10002160576
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The impact of dark trading and visible fragmentation on market quality
Degryse, Hans; Jong, Frank de; Kervel, Vincent van - 2011
Persistent link: https://www.econbiz.de/10009388327
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Price effects of sovereign debt auctions in the euro-zone : the role of the crisis
Beetsma, Roel; Jong, Frank de; Giuliodori, Massimo; … - 2013
Persistent link: https://www.econbiz.de/10010193399
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The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market
Beetsma, Roel; Jong, Frank de; Giuliodori, Massimo; … - 2014
Persistent link: https://www.econbiz.de/10010342542