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Frank de Jong

4 published titles

The microstructure of financial markets

1 edition

  • ISBN: 9780521687270
  • Cambridge University Press
  • 2009
  • Details

The impact of dark trading and visible fragmentation on market quality

(Contributor)

1 edition

  • Centre for Economic Policy Research
  • 2011
  • Details

Price effects of sovereign debt auctions in the euro-zone : the role of the crisis

(Contributor)

1 edition

  • Centre for Economic Policy Research
  • 2013
  • Details

The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market

(Contributor)

1 edition

  • Centre for Economic Policy Research
  • 2014
  • Details

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