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Jos van Bommel

Personal Details

First Name:Jos
Middle Name:
Last Name:van Bommel
Suffix:
RePEc Short-ID:pva611

Affiliation

Luxembourg School of Finance
Faculté de droit, d'économie et de finance
Université du Luxembourg

Luxembourg, Luxembourg
http://www.lsf.lu/

: +352 46 66 44 6335
+352 46 66 44 6811
Bâtiment K2, 4, rue Albert Borschette, L-1246 Luxembourg-Kirchberg
RePEc:edi:sfsculu (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Augusto Hasman & Margarita Samartin & Jos van Bommel, 2010. "Financial Intermediaries and Transaction Costs," Documents de Travail de l'OFCE 2010-02, Observatoire Francais des Conjonctures Economiques (OFCE).
  2. Burcu Hacibedel & Jos van Bommel, 2007. "Do emerging markets benefit from index inclusion?," Money Macro and Finance (MMF) Research Group Conference 2006 128, Money Macro and Finance Research Group.
  3. Jos van Bommel, 2007. "Endogenous Cycles and Liquidity Risk," Money Macro and Finance (MMF) Research Group Conference 2006 149, Money Macro and Finance Research Group.

Articles

  1. Jos, van Bommel, 2011. "Measuring price discovery: The variance ratio, the R2, and the weighted price contribution," Finance Research Letters, Elsevier, vol. 8(3), pages 112-119, September.
  2. Jos Van Bommel & Jay Dahya & Zhihong Shi, 2010. "An empirical investigation of the speed of information aggregation: a study of IPOs," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 2(1), pages 47-79.
  3. Jay Dahya & Laura Galguera Garcia & Jos van Bommel, 2009. "One Man Two Hats: What's All the Commotion!," The Financial Review, Eastern Finance Association, vol. 44(2), pages 179-212, May.
  4. van Bommel, Jos & Vermaelen, Theo, 2003. "Post-IPO capital expenditures and market feedback," Journal of Banking & Finance, Elsevier, vol. 27(2), pages 275-305, February.
  5. Jos Van Bommel, 2003. "Rumors," Journal of Finance, American Finance Association, vol. 58(4), pages 1499-1520, August.
  6. van Bommel, Jos, 2002. "Messages from market to management: the case of IPOs," Journal of Corporate Finance, Elsevier, vol. 8(2), pages 123-138, March.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Burcu Hacibedel & Jos van Bommel, 2007. "Do emerging markets benefit from index inclusion?," Money Macro and Finance (MMF) Research Group Conference 2006 128, Money Macro and Finance Research Group.

    Cited by:

    1. Afego, Pyemo N., 2017. "Effects of changes in stock index compositions: A literature survey," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 228-239.

Articles

  1. Jos, van Bommel, 2011. "Measuring price discovery: The variance ratio, the R2, and the weighted price contribution," Finance Research Letters, Elsevier, vol. 8(3), pages 112-119, September.

    Cited by:

    1. Abad, David & Pascual, Roberto, 2015. "The friction-free weighted price contribution," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 226-239.
    2. Ibikunle, Gbenga, 2015. "Opening and closing price efficiency: Do financial markets need the call auction?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 208-227.
    3. Wang, Jianxin & Yang, Minxian, 2015. "How well does the weighted price contribution measure price discovery?," Journal of Economic Dynamics and Control, Elsevier, vol. 55(C), pages 113-129.
    4. Riccardo Bramante & Giovanni Petrella & Diego Zappa, 2015. "On the use of the market model R-square as a measure of stock price efficiency," Review of Quantitative Finance and Accounting, Springer, vol. 44(2), pages 379-391, February.

  2. Jay Dahya & Laura Galguera Garcia & Jos van Bommel, 2009. "One Man Two Hats: What's All the Commotion!," The Financial Review, Eastern Finance Association, vol. 44(2), pages 179-212, May.

    Cited by:

    1. Yang, Tina & Zhao, Shan, 2014. "CEO duality and firm performance: Evidence from an exogenous shock to the competitive environment," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 534-552.
    2. Pucheta-Martínez, María Consuelo, 2015. "El papel del Consejo de Administración en la creación de valor en la empresa," Revista de Contabilidad - Spanish Accounting Review, Elsevier, vol. 18(2), pages 148-161.

  3. van Bommel, Jos & Vermaelen, Theo, 2003. "Post-IPO capital expenditures and market feedback," Journal of Banking & Finance, Elsevier, vol. 27(2), pages 275-305, February.

    Cited by:

    1. Re-Jin Guo, 2005. "Information Collection and IPO Underpricing," Review of Quantitative Finance and Accounting, Springer, vol. 25(1), pages 5-19, August.
    2. Colaco, Hugh M.J. & Ghosh, Chinmoy & Knopf, John D. & Teall, John L., 2009. "IPOs, clustering, indirect learning and filing independently," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2070-2079, November.
    3. Kennedy, Duane B. & Sivakumar, Ranjini & Vetzal, Kenneth R., 2006. "The implications of IPO underpricing for the firm and insiders: Tests of asymmetric information theories," Journal of Empirical Finance, Elsevier, vol. 13(1), pages 49-78, January.
    4. Giudici, Giancarlo & Bonaventura, Matteo, 2018. "The impact of M&A strategies on the operating performance and investments of European IPO firms," Journal of Economics and Business, Elsevier, vol. 95(C), pages 59-74.
    5. Aydoğan Altı, 2005. "IPO Market Timing," Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 1105-1138.

  4. van Bommel, Jos, 2002. "Messages from market to management: the case of IPOs," Journal of Corporate Finance, Elsevier, vol. 8(2), pages 123-138, March.

    Cited by:

    1. Qi Quan & Nancy Huyghebaert, 2005. "Share Issuing Privatizations in China: Determinants of Public Share Allocation and Underpricing," LICOS Discussion Papers 16205, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
    2. van Bommel, Jos & Vermaelen, Theo, 2003. "Post-IPO capital expenditures and market feedback," Journal of Banking & Finance, Elsevier, vol. 27(2), pages 275-305, February.
    3. Ayi Ayayi, 2005. "The 180-day lock-up period and insiders’ equity selling," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 29(1), pages 32-45, March.
    4. Kennedy, Duane B. & Sivakumar, Ranjini & Vetzal, Kenneth R., 2006. "The implications of IPO underpricing for the firm and insiders: Tests of asymmetric information theories," Journal of Empirical Finance, Elsevier, vol. 13(1), pages 49-78, January.
    5. Schlegel, Friederike & Hakenes, Hendrik, 2014. "Tapping the Financial Wisdom of the Crowd - Crowdfunding as a Tool to Aggregate Vague Information," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100563, Verein für Socialpolitik / German Economic Association.
    6. Silvia Rossetto, 2013. "IPO activity and information in secondary market prices," Annals of Finance, Springer, vol. 9(4), pages 667-687, November.
    7. Abdallah, Abed AL-Nasser & Abdallah, Wissam, 2017. "Does cross-listing increase managers' propensity to listen to the market in M&A deals?," Journal of Corporate Finance, Elsevier, vol. 46(C), pages 97-120.
    8. Huyghebaert, Nancy & Van Hulle, Cynthia, 2006. "Structuring the IPO: Empirical evidence on the portions of primary and secondary shares," Journal of Corporate Finance, Elsevier, vol. 12(2), pages 296-320, January.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (1) 2007-04-09
  2. NEP-MAC: Macroeconomics (1) 2007-04-09

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