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Information about:
Alfonso Dufour

Personal Details | Affiliation | Works

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Other registered authors

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)

ICMA Centre for Financial Markets
Henley Business School
University of Reading
Location: Reading, United Kingdom
Homepage: http://www.icmacentre.rdg.ac.uk/
Email:
Phone: +44 (0)118 378 8239
Fax: +44 (0)118 931 4741
Postal: Whiteknights Park, PO Box 242, Reading, RG6 6BA
Handle: RePEc:edi:isrdguk (registered authors at this institution)

Works

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:
- 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!]
Published as:
- 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)

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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This page was last updated on 2009-11-12.

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