F. Jong
Finance · 2002–2013
A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 13 researchers here, as inferred from the citation graph.
Subfields
- Finance — 17 citations into it
- Economics and Econometrics — 13 citations into it; #5,108 of 23,481 by trust here, #14,051 by citations
Whom F. Jong trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts F. Jong overall
- Terrence Hendershott
- Bingcheng Yan
- Charles M. Jones
- Eric Zivot
- Sugato Chakravarty
- P. R. Hansen
- Yu‐Lun Chen
- Joel Hasbrouck
- Bruce N. Lehmann
- Thierry Foucault
Papers from F. Jong's perspective
Ordered by how strongly the researchers F. Jong trusts endorse each paper. Same corpus, a different order for every researcher.
- The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"
- Sovereign spreads in the eurozone : which prospects for a Eurobond?
- Sources of contagion: is it finance or trade?
- Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
- Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe
- Market Microstructure: A Survey
- The costs and determinants of order aggressiveness
- Market Liquidity and Trading Activity
- Statistics for long-memory processes
- MACROECONOMICS AND REALITY
Their papers
- Measures of Contributions to Price Discovery: A Comparison (2002) — 227 citations
- Spread the news: The impact of news on the European sovereign bond markets during the crisis (2013) — 166 citations
- Aggressive Orders and the Resiliency of a Limit Order Market (2005) — 116 citations