Photo of Frank de Jong
  • Prof. de Moorplein 521, Intermezzo, room I 507

    5037 DR Tilburg

    Netherlands

1991 …2018
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Personal profile

Research interests

Professor de Jong's research focuses on risk management tools for financial institutions. He has done work on the term structure of interest rates and derivatives, and currently works on questions around valuation and risk management for pension funds. Other fields of interest are international finance, including investments in emerging markets, market microstructure and liquidity. He has published in many international journals and is a regular referee for finance journals.

Career

Professor of Financial Markets and Risk Management, Tilburg University, 2005-recent

Professor of Finance and Insurance, University of Amsterdam, 2001-2007

Associate professor of finance, University of Amsterdam, 1998-2000

Assistant professor of econometrics and finance, Tilburg University, 1994-1998

Lecturer in econometrics and statistics, Tilburg University, September 1992-1993

 

PhD supervision

Graduated:

Franc Klaassen (with Harry Huizinga), Tilburg University, January 28, 2000

Han Donker (with Piet Moerland), Tilburg University, December 17, 2001

Yiu Chung Cheung, University of Amsterdam, May 31, 2005

Roger Laeven, (co-promotor), University of Amsterdam, September 21, 2005

Antoine van der Ploeg (with Peter Boswijk), University of Amsterdam, February 10, 2006

Gunther Wuyts, (with Hans Degryse), KU Leuven, March 31, 2006

Otto van Hemert (with Joost Driessen), University of Amsterdam, July 4, 2006

David Schrager (with Peter Boswijk), University of Amsterdam, February 9, 2007

Jiajia Cui (with Eduard Ponds), Tilburg University, January 16, 2009

Dion Bongaerts (with Joost Driessen), Universiteit van Amsterdam, June 11, 2010

Jérémie Lefebvre (with Hans Degryse), Tilburg University, March 28, 2011

Roel Mehlkopf (with Lans Bovenberg), Tilburg University, October 21, 2011

Vincent van Kervel (with Hans Degryse) Tilburg University, January 25, 2013

Current courses

Click here for my courses.

External positions

Research (guest appointment) (Universiteit van Amsterdam)

1 Aug 2014 → …

Keywords

  • Finance
  • Econometrics
  • Insurance
  • Statistics
  • Financial Markets

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

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Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 1991 2018

Open Access
File
Corporate bonds
Empirical study
Stock market
Cross section
Bond market

Essays on corporate bond market liquidity and dealer behavior

Rapp, A. 2018 Tilburg: CentER, Center for Economic Research. 177 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Corporate bonds
Dealers
Bond market
Market liquidity
Financing constraints

The dividend term structure

Kragt, J., de Jong, F. & Driessen, J. Nov 2018 (Accepted/In press) In : Journal of Financial and Quantitative Analysis. 58 p.

Research output: Contribution to journalArticleScientificpeer-review

Dividends
Term structure
Business cycles
Economic variables
Investors

This time it's dividend

Kragt, J. 2018 Tilburg: CentER, Center for Economic Research. 162 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Dividends
Stock prices
Term structure
Stock options
Value stocks

An asset pricing approach to liquidity effects in corporate bond markets

Bongaerts, D., de Jong, F. & Driessen, J. Apr 2017 In : The Review of Financial Studies. 30, 4, p. 1229-1269

Research output: Contribution to journalArticleScientificpeer-review

Corporate bonds
Asset pricing
Liquidity
Liquidity effect
Bond market

Activities 2012 2012

  • 3 Editorial activity

De Economist (Journal)

de Jong, F. (Editorial board member)
2012 → …

Activity: Editorial activityScientific

Journal of Financial Markets (Journal)

de Jong, F. (Editorial board member)
2012 → …

Activity: Editorial activityScientific

Journal of Financial Econometrics (Journal)

de Jong, F. (Editorial board member)
2012 → …

Activity: Editorial activityScientific

Projects 2005 2014

Guarantees in pension plans

Zhou, Y. & de Jong, F.

1/09/111/09/14

Project: Research projectDissertation research

Competition between Stock Exchanges

van Kervel, V., Degryse, H. & de Jong, F.

1/09/0925/01/13

Project: Research projectDissertation research

Essays on non-bank financial intermediaries

Düzce, S., Sengmuller, P. & de Jong, F.

1/09/081/09/12

Project: Research projectDissertation research

Essays on insider trading regulation and market microstructure

Lefebvre, J., de Jong, F. & Degryse, H.

1/08/061/08/09

Project: Research projectDissertation research