Concepedia

Alfonso Dufour

AD

10

Publications

1.1K

Citations

10

H-Index

1999

Active since

Affiliations

University of Reading(Current)

ICMA Centre

New York University

University of California San Diego

Alfonso Dufour is an author at University of Reading specializing in business, finance, and asset pricing.

ORCID

Top concepts

Publications per year

1999–2022

10

Publications

10

Time and the Price Impact of a Trade

Alfonso Dufour, Robert F. Engle · The Journal of Finance · 2000 · 599 citations

, , +20

The differential impact of leverage on the default risk of small and large firms

Lara Cathcart, Alfonso Dufour, Ludovico Rossi et al. · Journal of Corporate Finance · 2019 · 125 citations · Full text

, , +11

Time and the Price Impact of a Trade

Alfonso Dufour, Robert F. Engle · 1999 · 81 citations

Credit and liquidity components of corporate CDS spreads

Filippo Corò, Alfonso Dufour, Simone Varotto · Journal of Banking & Finance · 2013 · 69 citations

, , +5

The ACD Model: Predictability of the Time Between Consecutive Trades

Alfonso Dufour, Robert F. Engle · RePEc: Research Papers in Economics · 2000 · 56 citations

, , +22

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