Details about Jos van Bommel

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Short-id: pva611

Working Papers

2010

1. Financial Intermediaries and Transaction Costs
   Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) View citations (1)

2007

2. Do emerging markets benefit from index inclusion?
   Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group View citations (4)
3. Endogenous Cycles and Liquidity Risk
   Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group

Journal Articles

2011

1. Measuring price discovery: The variance ratio, the R2, and the weighted price contribution
   Finance Research Letters, 2011, 8, (3), 112-119 View citations (6)

2010

2. An empirical investigation of the speed of information aggregation: a study of IPOs
   International Journal of Banking, Accounting and Finance, 2010, 2, (1), 47-79

2009

3. One Man Two Hats: What's All the Commotion!
   The Financial Review, 2009, 44, (2), 179-212 View citations (10)

2003

4. Post-IPO capital expenditures and market feedback
   Journal of Banking & Finance, 2003, 27, (2), 275-305 View citations (14)

2002

5. Messages from market to management: the case of IPOs
   Journal of Corporate Finance, 2002, 8, (2), 123-138 View citations (17)