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The impact of dark trading and...
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Degryse, Hans
551
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123
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104
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71
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71
Intraday lead-lag relationships between the futures-, options and stock market
Jong, Frank de
;
Donders, Monique
-
1996
Persistent link: https://www.econbiz.de/10000951700
Saved in:
72
Time-series and cross-section information in affine term structure models
Jong, Frank de
-
1997
Persistent link: https://www.econbiz.de/10000972613
Saved in:
73
Price effects of trading and components of the bid-ask spread on the Paris bourse
Jong, Frank de
;
Nijman, Theodore E.
;
Röell, Ailsa
-
1995
Persistent link: https://www.econbiz.de/10000909411
Saved in:
74
A contribution to event study methodology with an application to the Dutch stock market
Jong, Frank de
- In:
Journal of banking & finance
16
(
1992
)
1
,
pp. 11-36
Persistent link: https://www.econbiz.de/10001330029
Saved in:
75
Price discovery in the foreign exchange market : an empirical analysis of the yen/dmark rate
Jong, Frank de
- In:
Journal of international money and finance
17
(
1998
)
1
,
pp. 5-27
Persistent link: https://www.econbiz.de/10001338374
Saved in:
76
Libor market models versus swap market models for pricing interest rate derivatives : an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
- In:
European finance review : the official journal of the …
5
(
2001
)
3
,
pp. 201-237
Persistent link: https://www.econbiz.de/10001654818
Saved in:
77
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International
Jong, Frank de
- In:
European economic review : EER
39
(
1995
)
7
,
pp. 1277-1301
Persistent link: https://www.econbiz.de/10001186746
Saved in:
78
High frequency analysis of lead-lag relationships between financial markets
Jong, Frank de
;
Nijman, Theodore E.
-
1995
Persistent link: https://www.econbiz.de/10000912248
Saved in:
79
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
Saved in:
80
Rejoinder on: price discovery in high resolution
Hasbrouck, Joel
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 465-471
Persistent link: https://www.econbiz.de/10012654950
Saved in:
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