Personal Details
First Name: Alfonso
Middle Name:
Last Name: Dufour
Suffix:
RePEc Short-ID: pdu163
Email: [This author has chosen not to make the email address public]
Homepage:
http://www.icmacntre.rdg.ac.uk
Postal Address:
Phone:
Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
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Download all references for this author: available formats: HTML
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Working papers
- John Board & Alfonso Dufour & Charles Sutcliffe & Stephen Wells, 2005.
"A False Perception? The relative riskiness of AIM and listed Stocks,"
ICMA Centre Discussion Papers in Finance
icma-dp2006-01, Henley Business School, Reading University.
[Downloadable!]
- Alfonso Dufour & Frank Skinner, 2004.
"MTS Time Series: Market and Data Description for the European Bond and Repo Database,"
ICMA Centre Discussion Papers in Finance
icma-dp2004-06, Henley Business School, Reading University.
[Downloadable!]
- Alfonso Dufour & Robert F Engle, 2000.
"The ACD Model: Predictability of the Time Between Concecutive Trades,"
ICMA Centre Discussion Papers in Finance
icma-dp2000-05, Henley Business School, Reading University.
[Downloadable!]
- Alfonso Dufour & Robert F. Engle, 1999.
"Time and the Price Impact of a Trade,"
University of California at San Diego, Economics Working Paper Series
99-15, Department of Economics, UC San Diego.
[Downloadable!]
Other versions:
Published as:
Articles
- Alfonso Dufour & Robert F. Engle, 2000.
"Time and the Price Impact of a Trade,"
Journal of Finance,
American Finance Association, vol. 55(6), pages 2467-2498, December.
[Downloadable!] (restricted)
Other versions:
- Alfonso Dufour & Robert F. Engle, 1999.
"Time and the Price Impact of a Trade,"
University of California at San Diego, Economics Working Paper Series
99-15, Department of Economics, UC San Diego.
[Downloadable!]
- Alfonso Dufour & Robert Engle, 1999.
"Time and the Price Impact of a Trade,"
University of California at San Diego, Economics Working Paper Series
1999-15, Department of Economics, UC San Diego.
[Downloadable!]
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