| Derivative pricing with liquidity risk: Theory and evidence from the credit default swap market D Bongaerts, F De Jong, J Driessen The Journal of Finance 66 (1), 203-240, 2011 | 483 | 2011 |
| Liquidity risk premia in corporate bond markets F De Jong, J Driessen The Quarterly Journal of Finance 2 (02), 1250006, 2012 | 386* | 2012 |
| Time-varying market integration and expected returns in emerging markets F De Jong, FA De Roon Journal of financial economics 78 (3), 583-613, 2005 | 376 | 2005 |
| Time series and cross-section information in affine term-structure models F Jong Journal of Business & Economic Statistics 18 (3), 300-314, 2000 | 359 | 2000 |
| The impact of dark trading and visible fragmentation on market quality H Degryse, F De Jong, V Kervel Review of Finance 19 (4), 1587-1622, 2015 | 324 | 2015 |
| Measures of contributions to price discovery: A comparison F De Jong Journal of Financial markets 5 (3), 323-327, 2002 | 321 | 2002 |
| Intergenerational risk sharing within funded pension schemes J Cui, F De Jong, E Ponds Journal of Pension Economics & Finance 10 (1), 1-29, 2011 | 262 | 2011 |
| Spread the news: The impact of news on the European sovereign bond markets during the crisis R Beetsma, M Giuliodori, F De Jong, D Widijanto Journal of International Money and finance 34, 83-101, 2013 | 215 | 2013 |
| High frequency analysis of lead-lag relationships between financial markets F De Jong, T Nijman Journal of Empirical Finance 4 (2-3), 259-277, 1997 | 215 | 1997 |
| A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International F De Jong, T Nijman, A Röell European Economic Review 39 (7), 1277-1301, 1995 | 210 | 1995 |
| The microstructure of financial markets F De Jong, B Rindi Cambridge University Press, 2009 | 196 | 2009 |
| Price effects of trading and components of the bid-ask spread on the Paris Bourse F De Jong, T Nijman, A Röell Journal of Empirical Finance 3 (2), 193-213, 1996 | 175 | 1996 |
| An asset pricing approach to liquidity effects in corporate bond markets D Bongaerts, F De Jong, J Driessen The Review of Financial Studies 30 (4), 1229-1269, 2017 | 174* | 2017 |
| Privatization and stock market liquidity B Bortolotti, F De Jong, G Nicodano, I Schindele Journal of Banking & Finance 31 (2), 297-316, 2007 | 157 | 2007 |
| Aggressive orders and the resiliency of a limit order market H Degryse, FD Jong, MV Ravenswaaij, G Wuyts Review of Finance 9 (2), 201-242, 2005 | 157 | 2005 |
| The demand for higher education in the Netherlands, 1950–1999 E Canton, F De Jong Economics of Education Review 24 (6), 651-663, 2005 | 156 | 2005 |
| A contribution to event study methodology with an application to the Dutch stock market F De Jong, A Kemna, T Kloek Journal of Banking & Finance 16 (1), 11-36, 1992 | 148 | 1992 |
| Intraday lead-lag relationships between the futures-, options and stock market FD Jong, MWM Donders Review of Finance 1 (3), 337-359, 1998 | 144 | 1998 |
| The dynamics of the forward interest rate curve: A formulation with state variables F De Jong, P Santa-Clara Journal of Financial and Quantitative Analysis 34 (1), 131-157, 1999 | 140 | 1999 |
| Trading European sovereign bonds: the microstructure of the MTS trading platforms YC Cheung, B Rindi, F De Jong ECB working paper, 2005 | 97 | 2005 |
Joost DriessenProfessor of Finance, Tilburg UniversityVerified email at uvt.nl
