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VAN BOMMEL Jos

University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Economics and Management (DEM)

Main Referenced Co-authors
Hasman, Augusto (2)
Dahya, Jay (1)
Hasman, A. (1)
Hoffmann, Peter (1)
IREK, Fabian  (1)
Main Referenced Keywords
Finance (6); Economics and Econometrics (4); Accounting (2); Market microstructure (2); Business and International Management (1);
Main Referenced Disciplines
Finance (16)

Publications (total 16)

The most downloaded
321 downloads
Van Bommel, J., Samartín, M., & Hasman, A. (2013). Financial Contagion and Depositor Monitoring. Journal of Banking and Finance, 37, 3076-3084. doi:10.1016/j.jbankfin.2013.02.037 https://hdl.handle.net/10993/17442

The most cited

159 citations (OpenCitations)

VAN BOMMEL, J. (2003). Rumors. Journal of Finance, 58 (4), 1499 - 1520. doi:10.1111/1540-6261.00575 https://hdl.handle.net/10993/58990

Lof, M., & VAN BOMMEL, J. (October 2023). Asymmetric information and the distribution of trading volume. Journal of Corporate Finance, 82, 102464. doi:10.1016/j.jcorpfin.2023.102464
Peer Reviewed verified by ORBi

Van Bommel, J., & PENALVA, J. (2016). The Governance of Perpetual Financial Intermediaries. Journal of Institutional and Theoretical Economics. doi:10.1628/093245616X14798149327649
Peer reviewed

Van Bommel, J., Hasman, A., & Samartín, M. (2014). Financial intermediation in a noverlapping generations model with transaction costs. Journal of Economic Dynamics and Control. doi:10.1016/j.jedc.2014.05.012
Peer Reviewed verified by ORBi

Van Bommel, J., Samartín, M., & Hasman, A. (2013). Financial Contagion and Depositor Monitoring. Journal of Banking and Finance, 37, 3076-3084. doi:10.1016/j.jbankfin.2013.02.037
Peer reviewed

Van Bommel, J., & Irek, F. (2012). Es gibt Hoffnung für Aktives Asset Management.

Van Bommel, J. (2012). Was lief schief beim Facebook-Börsengang. Luxemburger Wort.

Van Bommel, J. (2012). Pricing Continuously Monitored Barrier Options on Discontinuously Traded Underlyings [Paper presentation]. XX Foro de Finanzas, Oviedo, Spain.

Van Bommel, J., & Penalva, J. (2012). The Governance of Perpetual Financial Intermediaries. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9518.

VAN BOMMEL, J. (September 2011). Measuring price discovery: The variance ratio, the R2, and the weighted price contribution. Finance Research Letters, 8 (3), 112 - 119. doi:10.1016/j.frl.2011.05.003
Peer reviewed

Van Bommel, J., & Hoffmann, P. (2011). Transparency and Ending Times of Call Auctions: A Comparison of Euronext and Xetra. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9554.

Van Bommel, J. (2011). Using Monte Carlo to Price Continuously Monitored Barrier Options on Discontinuously Traded Underlyings. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9549.

Van Bommel, J., Hasman, A., & Samartin, M. (2011). Financial Intermediation in an Overlapping Generations Model with Transaction Costs. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9552.

VAN BOMMEL, J., Dahya, J., & Shi, Z. (2010). An empirical investigation of the speed of information aggregation: A study of IPOs. International Journal of Banking, Accounting and Finance, 2 (1), 47 - 79. doi:10.1504/IJBAAF.2010.031575
Peer Reviewed verified by ORBi

Rossetto, S., & VAN BOMMEL, J. (August 2009). Endless leverage certificates. Journal of Banking and Finance, 33 (8), 1543 - 1553. doi:10.1016/j.jbankfin.2009.03.006
Peer Reviewed verified by ORBi

VAN BOMMEL, J. (December 2008). Risk sharing in a world with processing costs: Trading versus banking. Financial Markets, Institutions and Instruments, 17 (5), 309 - 330. doi:10.1111/j.1468-0416.2008.00143.x
Peer reviewed

VAN BOMMEL, J. (2003). Rumors. Journal of Finance, 58 (4), 1499 - 1520. doi:10.1111/1540-6261.00575
Peer Reviewed verified by ORBi

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