Mathijs A. Van Dijk

Erasmus University - Rotterdam School of Management

Professor of Finance

P.O. Box 1738

Rotterdam, 3000 DR

Netherlands

http://mathijsavandijk.com/

Erasmus Research Institute of Management (ERIM)

P.O. Box 1738

3000 DR Rotterdam

Netherlands

SCHOLARLY PAPERS

42

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Scholarly Papers (42)

1.

Is Size Dead? A Review of the Size Effect in Equity Returns

Journal of Banking and Finance, Forthcoming
Number of pages: 41 Posted: 30 Jan 2006 Last Revised: 16 May 2011
Mathijs A. Van Dijk
Erasmus University - Rotterdam School of Management
Downloads 2,853 (5,625)
Citation 13

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Size Effect, Cross-Section of Equity Returns, CAPM, Anomalies

The Risk and Return of Arbitrage in Dual-Listed Companies

Review of Finance, Vol. 13, 495-520, 2009.
Number of pages: 37 Posted: 01 Jun 2009 Last Revised: 30 Apr 2010
Abe de Jong, Leonard Rosenthal and Mathijs A. Van Dijk
Monash University, Bentley University - Department of Finance and Erasmus University - Rotterdam School of Management
Downloads 2,830 (5,587)
Citation 4

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Arbitrage, dual-listed companies, idiosyncratic risk, anomalies, international finance

The Risk and Return of Arbitrage in Dual-Listed Companies

Review of Finance, Vol. 13, Issue 3, pp. 495-520, 2009
Posted: 18 Aug 2009
Abe de Jong, Leonard Rosenthal and Mathijs A. Van Dijk
Monash University, Bentley University - Department of Finance and Erasmus University - Rotterdam School of Management

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F30, G14, G15

3.

Non-Standard Errors

Number of pages: 56 Posted: 23 Nov 2021
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel, David Abad, Menachem (Meni) Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James Angel, Amadeus Bach, Edwin Baidoo, Gaetan Bakalli, Andrea Barbon, Oksana Bashchenko, Parampreet Christopher Bindra, Geir Hoidal Bjonnes, Jeff Black, Bernard S. Black, Santiago Bohorquez, Oleg Bondarenko, Charles S. Bos, Ciril Bosch-Rosa, Elie Bouri, Christian T. Brownlees, Anna Calamia, Viet Nga Cao, Gunther Capelle-Blancard, Laura Capera, Massimiliano Caporin, Allen Carrion, Tolga Caskurlu, Bidisha Chakrabarty, Mikhail Chernov, William M. Cheung, Ludwig B. Chincarini, Tarun Chordia, Sheung Chi Chow, Benjamin Clapham, Jean-Edouard Colliard, Carole Comerton-Forde, Edward Curran, Thong Dao, Wale Dare, Ryan J. Davies, Riccardo De Blasis, Gianluca De Nard, Fany Declerck, Oleg Deev, Hans Degryse, Solomon Deku, Christophe Desagre, Mathijs A. Van Dijk, Chukwuma Dim, Thomas Dimpfl, Yun Jiang Dong, Philip Drummond, Tom Dudda, Ariadna Dumitrescu, Teodor Dyakov, Anne Haubo Dyhrberg, Michał Dzieliński, Asli Eksi, Izidin El Kalak, Saskia ter Ellen, Nicolas Eugster, Martin D.D. Evans, Michael Farrell, Ester Félez-Viñas, Gerardo Ferrara, El Mehdi FERROUHI, Andrea Flori, Jonathan Fluharty-Jaidee, Sean Foley, Kingsley Y. L. Fong, Thierry Foucault, Tatiana Franus, Francesco A. Franzoni, Bart Frijns, Michael Frömmel, Servanna Fu, Sascha Füllbrunn, Baoqing Gan, Thomas Gehrig, Dirk Gerritsen, Javier Gil-Bazo, Lawrence R. Glosten, Thomas Gomez, Arseny Gorbenko, Ufuk Güçbilmez, Joachim Grammig, Vincent Gregoire, Björn Hagströmer, Julien Hambuckers, Erik Hapnes, Jeffrey H. Harris, Lawrence Harris, Simon Hartmann, Jean-Baptiste Hasse, Nikolaus Hautsch, Xuezhong He, Davidson Heath, Simon Hediger, Terrence Hendershott, Ann Marie Hibbert, Erik Hjalmarsson, Seth A. Hoelscher, Peter Hoffmann, Craig W. Holden, Alex R. Horenstein, Wenqian Huang, Da Huang, Christophe Hurlin, Alexey Ivashchenko, Subramanian R. Iyer, Hossein Jahanshahloo, Naji Jalkh, Charles M. Jones, Simon Jurkatis, Petri Jylha, Andreas Kaeck, Gabriel Kaiser, Arzé Karam, Egle Karmaziene, Bernhard Kassner, Markku Kaustia, Ekaterina Kazak, Fearghal Kearney, Vincent van Kervel, Saad Khan, Marta Khomyn, Tony Klein, Olga Klein, Alexander Klos, Michael Koetter, Jan Pieter Krahnen, Aleksey Kolokolov, Robert A. Korajczyk, Roman Kozhan, Amy Kwan, Quentin Lajaunie, FY Eric C Lam, Marie Lambert, Hugues Langlois, Jens Lausen, Tobias Lauter, Markus Leippold, Vladimir Levin, Yijie Li, (Michael) Hui Li, Chee Yoong Liew, Thomas Lindner, Oliver B. Linton, Jiacheng Liu, Anqi Liu, Guillermo Llorente, Matthijs Lof, Ariel Lohr, Francis A. Longstaff, Alejandro Lopez-Lira, Shawn Mankad, Nicola Mano, Alexis Marchal, Charles Martineau, Francesco Mazzola, Debrah Meloso, Roxana Mihet, Vijay Mohan, Sophie Moinas, David Moore, Liangyi Mu, Dmitriy Muravyev, Dermot Murphy, Gabor Neszveda, Christian Neumeier, Ulf Nielsson, Mahendrarajah Nimalendran, Sven Nolte, Lars L. Norden, Peter O'Neill, Khaled Obaid, Bernt Arne Ødegaard, Per Östberg, Marcus Painter, Stefan Palan, Imon Palit, Andreas Park, Roberto Pascual, Paolo Pasquariello, Lubos Pastor, Vinay Patel, Andrew J. Patton, Neil D. Pearson, Loriana Pelizzon, Loriana Pelizzon, Matthias Pelster, Christophe Pérignon, Cameron Pfiffer, Richard Philip, Tomáš Plíhal, Puneet Prakash, Oliver-Alexander Press, Tina Prodromou, Tālis J. Putniņš, Gaurav Raizada, David A. Rakowski, Angelo Ranaldo, Luca Regis, Stefan Reitz, Thomas Renault, Rex Wang Renjie, Roberto Renò, Steven Riddiough, Steven Riddiough, Kalle Rinne, Paul Rintamäki, Ryan Riordan, Thomas RITTMANNSBERGER, Iñaki Rodríguez-Longarela, Dominik Rösch, Lavinia Rognone, Brian Roseman, Ioanid Rosu, Saurabh Roy, Nicolas Rudolf, Stephen Rush, Khaladdin Rzayev, Aleksandra Rzeźnik, Anthony Sanford, Harikumar Sankaran, Asani Sarkar, Lucio Sarno, O. Scaillet, Stefan Scharnowski, Klaus Reiner Schenk-Hoppé, Andrea Schertler, Michael Schneider, Florian Schroeder, Norman Schürhoff, Philipp Schuster, Marco A. Schwarz, Mark S. Seasholes, Norman Seeger, Or Shachar, Andriy Shkilko, Jessica Shui, Mario Sikic, Giorgia Simion, Lee A. Smales, Paul Söderlind, Elvira Sojli, Konstantin Sokolov, Laima Spokeviciute, Denitsa Stefanova, Marti G. Subrahmanyam, Sebastian Neusüss, Barnabas Szaszi, Oleksandr Talavera, Yuehua Tang, Nicholas Taylor, Wing Wah Tham, Erik Theissen, Julian Thimme, Ian Tonks, Hai Tran, Luca Trapin, Anders B. Trolle, Maria Vaduva, Giorgio Valente, Robert A. Van Ness, Aurelio Vasquez, Thanos Verousis, Patrick Verwijmeren, Anders Vilhelmsson, Grigory Vilkov, Vladimir Vladimirov, Sebastian Vogel, Stefan Voigt, Wolf Wagner, Thomas Walther, Patrick Weiss, Patrick Weiss, Michel van der Wel, Ingrid M. Werner, P. Joakim Westerholm, Christian Westheide, Evert Wipplinger, Michael Wolf, Christian C. P. Wolff, Leonard Wolk, Wing Keung Wong, Jan Wrampelmeyer, Zhen-Xing Wu, Shuo Xia, Dacheng Xiu, Ke Xu, Caihong Xu, Pradeep K. Yadav, José Yagüe, Cheng Yan, Antti Yang, Woongsun Yoo, Wenjia Yu, Shihao Yu, Shihao Yu, Bart Z. Yueshen, Darya Yuferova, Marcin Zamojski, Abalfazl Zareei, Stefan Zeisberger, S. Sarah Zhang, Xiaoyu Zhang, Zhuo Zhong, Z. Ivy Zhou, Chen Zhou, Xingyu Sonya Zhu, Xingyu Sonya Zhu, Xingyu Sonya Zhu, Marius Zoican, Remco C. J. Zwinkels, Jian Chen, Teodor Duevski, Ge Gao, Roland Gemayel, Dudley Gilder, Paul Kuhle, Emiliano Pagnotta, Emiliano Pagnotta, Michele Pelli, Jantje Sönksen, Lu Zhang, Konrad Ilczuk, Dimitar Bogoev, Ya Qian, Hans C. Wika, Yihe Yu, Lu Zhao, Michael Mi and Li Bao
Vrije Universiteit Amsterdam, Stockholm School of Economics - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck, Stockholm School of Economics - Department of Economics, University of Innsbruck, affiliation not provided to SSRN, VU University Amsterdam, Universidad de Alicante, Bar-Ilan University - Graduate School of Business Administration, International Monetary Fund (IMF), Princeton University - Department of Economics, CNRS, The University of Sydney Business School, University of Technology Sydney, Neoma Business School, HEC Paris, Wilfrid Laurier University, Georgetown University - Department of Finance, University of Mannheim, affiliation not provided to SSRN, Auburn University, University of St. Gallen, HEC Lausanne, University of Innsbruck, BI Norwegian Business School, University of Memphis, Northwestern University - Pritzker School of Law, Tilburg University - Tilburg University School of Economics and Management, University of Illinois at Chicago - Department of Finance, VU University Amsterdam, Technische Universität Berlin, Lebanese American University, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, University of Toulouse - Toulouse Business School, Monash Business School, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Padua - Department of Statistical Sciences, University of Memphis - Fogelman College of Business and Economics, University of Amsterdam Business School, Saint Louis University - Richard A. Chaifetz School of Business, UCLA Anderson, Waseda University, University of San Francisco School of Management, Emory University - Department of Finance, Australian National University (ANU), Goethe University Frankfurt Faculty of Economics and Business Administration, HEC Paris - Finance Department, University of Melbourne - Department of Finance, Macquarie University - Faculty of Business and Economics, University of Southampton - Business School, University of Liège - HEC Management School, Babson College - Finance Division, Lum University Giuseppe Degennaro, University of Zurich - Department of Banking and Finance, Toulouse School of Economics, Masaryk University, KU Leuven, Department Accounting, Finance and Insurance, Nottingham Trent University - Nottingham Business School, ICHEC Brussels Management School, Erasmus University - Rotterdam School of Management, Frankfurt School of Finance & Management, University of Hohenheim, Queen's University (Canada), Queen's School of Business, Students, Monash University, Technische Universität Dresden, ESADE Business School, EDHEC Business School, The University of Sydney - Discipline of Finance, Stockholm Business School, Stockholm University, Salisbury University - Perdue School of Business, Cardiff Business School, Norges Bank, University of Queensland - Business School, Georgetown University - Department of Economics, University of Virginia - Darden School of Business, University of Technology Sydney, Bank of England, Ibn Tofail University, Politecnico di Milano, West Virginia University, College of Business & Economics, Department of Finance, Macquarie University, University of New South Wales - School of Banking and Finance, HEC Paris - Finance Department, City, University of London - Bayes Business School, USI Lugano, Open University of the Netherlands - School of Management, Ghent University - Department of Financial Economics, University of Essex, Radboud University Nijmegen - Institute for Management Research, University of Technology Sydney, University of Vienna, Utrecht University - School of Economics, Universitat Pompeu Fabra, Columbia University, Utrecht University, Monash University - Department of Banking and Finance, University of Glasgow - Adam Smith Business School, Eberhard Karls Universität Tübingen, HEC Montreal - Department of Finance, Stockholm University - Stockholm Business School, HEC-ULg University of Liège, Aalto University, American University - Department of Finance and Real Estate, University of Southern California - Marshall School of Business - Finance and Business Economics Department, WU Wien, Aix-Marseille University - Aix-Marseille School of Economics, University of Vienna - Department of Statistics and Operations Research, University of Technology Sydney (UTS) - Finance Discipline Group, Business School, University of Utah - David Eccles School of Business, University of Zurich - Department of Banking and Finance, University of California, Berkeley - Haas School of Business, West Virginia University, University of Gothenburg - Centre for Finance, Missouri State University - College of Business, European Central Bank (ECB) - Directorate General Research, Indiana University - Kelley School of Business - Department of Finance, University of Miami - School of Business Administration - Department of Economics, Bank for International Settlements, University of Utah - David Eccles School of Business, University of Orleans, School of Business and Economics, VU Amsterdam, University of New Mexico, Cardiff University, Saint Joseph University, Columbia University, Bank of England, Aalto University, University of Sussex, affiliation not provided to SSRN, Durham University Business School, VU University Amsterdam, Ludwig-Maximilians-Universität München, Aalto University, University of Manchester, Queen's University Belfast - Queen's Management School, Pontifical Catholic University of Chile, Queen's University - Smith School of Business, University of Technology Sydney (UTS), Queen's University Belfast - Queen's Management School, University of Warwick - Warwick Business School, University of Kiel - Institute for Quantitative Business and Economics Research (QBER), Halle Institute for Economic Research, Faculty of Economics and Business Administration, University of Manchester - Manchester Business School, Northwestern University, University of Warwick - Warwick Business School, University of Sydney Business School, University of Orleans, Hong Kong Institute for Monetary and Financial Research, HEC Liège, Management School of the University of Liège, HEC Paris - Finance Department, Goethe University Frankfurt - Faculty of Economics and Business Administration, affiliation not provided to SSRN, University of Zurich - Department of Banking and Finance, Department of Finance, Aalto University - Department of Finance, La Trobe University, UCSI University, Malaysia, WU, University of Cambridge, Purdue University, The University of Sydney, Universidad Autonoma de Madrid, Aalto University, Arizona State University (ASU) - Finance Department, University of California, Los Angeles (UCLA) - Finance Area, University of Florida - Department of Finance, Insurance and Real Estate, Cornell University, Universita della Svizzera italiana (USI Lugano), EPFL, University of Toronto - Rotman School of Management and UTSC Management, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), Toulouse Business School, New York University (NYU), Department of Economics, Students, RMIT University, Toulouse School of Economics, Loyola Marymount University, Queen's University Belfast, Michigan State University - Department of Finance, University of Illinois at Chicago, John von Neumann University, affiliation not provided to SSRN, Copenhagen Business School, University of Florida - Department of Finance, Insurance and Real Estate, Institute for Management Research, Radboud University Nijmegen, Stockholm University - Stockholm Business School, Financial Conduct Authority, California State University-East Bay, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz, RMIT University - Blockchain Innovation Hub, University of Toronto - Finance Area, Universidad de las Islas Baleares, University of Michigan, Stephen M. Ross School of Business, University of Chicago - Booth School of Business, University of Technology Sydney (UTS), Duke University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Finance, Goethe University Frankfurt - Faculty of Economics and Business AdministrationLeibniz Institute for Financial Research SAFE, Paderborn University, HEC Paris - Finance Department, University of Oregon - Department of Finance, University of Sydney Business School, Masaryk University - Faculty of Economics and Administration, Missouri State University, Copenhagen Business School, The University of Wollongong, University of Technology Sydney (UTS), Indian Institute of Management, Ahmedabad, University of Texas at Arlington, University of St. Gallen, University of Turin, University of Kiel, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), VU Amsterdam, University of Verona - Department of Economics, University of Toronto - Rotman School of ManagementUniversity of Toronto at Scarborough - Division of Management, Universite du Luxembourg - Department of Finance, Aalto University, Queen's University - Smith School of Business, affiliation not provided to SSRN, Stockholm University - Stockholm Business School, State University of New York at Buffalo - School of Management, Alliance Manchester Business School, University of Manchester, Oklahoma State University - Department of Finance, HEC Paris - Finance Department, affiliation not provided to SSRN, University of Lausanne, Bowling Green State University - Department of Finance, University of Edinburgh, York University, Schulich School of Business, University of Maryland, New Mexico State University, Federal Reserve Bank of New York, University of Cambridge - Judge Business School, University of Geneva GSEM and GFRI, University of Mannheim, University of Manchester - Department of Economics, Leuphana University of Lueneburg, Goethe University Frankfurt - House of Finance, affiliation not provided to SSRN, University of Lausanne, University of Stuttgart, Institute of Business Administration, Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE), Arizona State University (ASU), VU University Amsterdam, Federal Reserve Bank of New York, Wilfrid Laurier University - Lazaridis School of Business and Economics, affiliation not provided to SSRN, University of Zurich, WU Vienna University of Economics and Business, University of Western Australia, University of St. Gallen, UNSW Australia Business School, School of Banking and Finance, University of Memphis - Fogelman College of Business and Economics, Cardiff University, Luxembourg School of Finance, New York University (NYU) - Department of Finance, Aalto University, Eötvös Loránd University, Swansea University - School of Management, University of Florida - Department of Finance, University of Bristol - School of Economics, Finance and Management, University of New South Wales (UNSW), University of Mannheim - Finance Area, Karlsruhe Institute of Technology, University of Bristol, Loyola Marymount University - Department of Finance, Catholic University of Milan, Copenhagen Business School, University Constantin Brancusi of Targu-Jiu, Hong Kong Institute for Monetary and Financial Research (HKIMR), University of Mississippi - Department of Finance, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, Essex Business School, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Lund University - Department of Economics, Frankfurt School of Finance & Management, University of Amsterdam Business School, Swiss Finance Institute, University of Copenhagen, Erasmus University Rotterdam (EUR), Utrecht University - School of Economics, Vienna Graduate School of Finance (VGSF)Vienna University of Economics and Business - Department of Finance, Accounting & Statistics, Erasmus University Rotterdam, The Ohio State University - Fisher College of Business, University of Sydney Business School, University of Vienna - Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, University of Zurich - Department of Economics, University of Luxembourg - Luxembourg School of Finance, Department of Finance, School of Business and Economics, Auburn University, Vrije Universiteit Amsterdam, School of Business and Economics, Aalto University, Halle Institute for Economic Research, University of Chicago - Booth School of Business, University of Victoria, Stockholm University - Stockholm Business School, University of Oklahoma Price College of Business, University of Murcia, University of Essex - Essex Business School, Erasmus University Rotterdam, Central Michigan University, Aalto University, VU AmsterdamTinbergen Institute, INSEAD - Finance, Norwegian School of Economics (NHH) - Department of Finance, VU University Amsterdam - Department of Finance and Financial Sector Management, Stockholm University, Radboud University, Institute for Management Research, University of Manchester - Alliance Manchester Business School, Vrije Universiteit Amsterdam (VU Amsterdam), University of Melbourne - Department of Finance, University of Wollongong - School of Accounting, Economics & Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Bank for International Settlements (BIS)Stockholm School of EconomicsStockholm School of Economics - Swedish House of Finance, University of Toronto at Mississauga - Department of Management, Vrije Universiteit Amsterdam, Queen's University, HEC Paris, University of Birmingham, King's College London, Cardiff University, Universidad Autonoma de Madrid, Singapore Management UniversityImperial College Business School, University of Zurich - Department of Banking and Finance, University of Tübingen, University of Luxembourg, Aalto University, EDF Energy, United Kingdom, Aalto University, Norges Bank, University at Buffalo, SUNY, Southwestern University of Finance and Economics (SWUFE), The University of Sydney and University of Toulouse Capitole
Downloads 2,243 (8,301)

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non-standard errors, multi-analyst approach, liquidity

4.

The Implied Cost of Capital: A New Approach

Charles A. Dice Center Working Paper No. 2010-4, Fisher College of Business Working Paper No. 2010-03-004, Journal of Accounting & Economics (JAE), Forthcoming
Number of pages: 53 Posted: 02 Mar 2010 Last Revised: 13 Dec 2011
Kewei Hou, Mathijs A. Van Dijk and Yinglei Zhang
Ohio State University (OSU) - Department of Finance, Erasmus University - Rotterdam School of Management and The Chinese University of Hong Kong (CUHK) - School of Accountancy
Downloads 2,122 (9,074)
Citation 33

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Cross-sectional earnings model, Earnings forecasts, Expected returns, Implied cost of capital, Asset pricing tests

5.

Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns

Charles A. Dice Center Working Paper No. 2010-1 , Fisher College of Business Working Paper No. 2010-03-001, Review of Financial Studies, Forthcoming
Number of pages: 64 Posted: 18 Jan 2010 Last Revised: 11 Sep 2018
Kewei Hou and Mathijs A. Van Dijk
Ohio State University (OSU) - Department of Finance and Erasmus University - Rotterdam School of Management
Downloads 1,578 (14,598)
Citation 8

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Size effect, Expected stock returns, Profitability shocks, Asset pricing tests

The Cost of Capital in International Financial Markets: Local or Global?

Journal of International Money and Finance, Vol. 21, pp. 905–929, 2002
Number of pages: 37 Posted: 20 Jul 1999 Last Revised: 12 May 2010
Tilburg University - Department of Finance, Utrecht University - School of Economics, Erasmus University - Rotterdam School of Management and Maastricht University - Department of Finance
Downloads 1,413 (17,028)
Citation 3

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The Cost of Capital in International Financial Markets: Local or Global

Number of pages: 34 Posted: 30 Nov 2001
Tilburg University - Department of Finance, Utrecht University - School of Economics, Erasmus University - Rotterdam School of Management and Maastricht University - Department of Finance
Downloads 45 (516,152)
Citation 1
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Cost of capital, ICAPM, pricing error, exchange rate exposure

7.

The Market Reaction to Cross-Listings: Does the Destination Market Matter?

Journal of Banking and Finance, Vol. 33, pp. 1898-1908, 2009
Number of pages: 31 Posted: 03 Dec 2007 Last Revised: 01 May 2010
Peter Roosenboom and Mathijs A. Van Dijk
Rotterdam School of Management, Erasmus University and Erasmus University - Rotterdam School of Management
Downloads 1,359 (18,414)
Citation 2

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Cross-listings, Capital market integration, Investor protection, Market liquidity, Information disclosure

8.

Understanding Commonality in Liquidity Around the World

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 64 Posted: 13 Sep 2007 Last Revised: 16 Jul 2011
George Andrew Karolyi, Kuan-Hui Lee and Mathijs A. Van Dijk
Cornell University - Samuel Curtis Johnson Graduate School of Management, Seoul National University Business School and Erasmus University - Rotterdam School of Management
Downloads 1,309 (19,429)
Citation 37

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Commonality, Liquidity, International markets

9.
Downloads 1,104 ( 25,054)
Citation 3

The Cost of Capital of Cross-Listed Firms

Number of pages: 37 Posted: 15 Jun 2001
Kees C. G. Koedijk and Mathijs A. Van Dijk
Tilburg University - Department of Finance and Erasmus University - Rotterdam School of Management
Downloads 779 (40,329)
Citation 1

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Cross-listings, cost of equity capital, foreign exchange exposure

The Cost of Capital of Cross-Listed Firms

European Financial Management, Vol. 10, No. 3, pp. 465-486, September 2004
Number of pages: 22 Posted: 06 Sep 2004
Kees C. G. Koedijk and Mathijs A. Van Dijk
Tilburg University - Department of Finance and Erasmus University - Rotterdam School of Management
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Cross-listings, cost of equity capital, foreign exchange exposure

10.

The Social Costs of Financial Crises

Number of pages: 27 Posted: 13 Jun 2013
Mathijs A. Van Dijk
Erasmus University - Rotterdam School of Management
Downloads 668 (50,213)
Citation 4

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financial crises, social costs, health, education, poverty, ender issues

11.
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Citation 11

Purchasing Power Parity and the Euro Area

ERIM Report Series Reference No. ERS-2004-025-F&A
Number of pages: 41 Posted: 29 Mar 2004
Kees C. G. Koedijk, Ben Tims and Mathijs A. Van Dijk
Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
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european integration, real exchange rates, purchasing power parity, heterogeneous SUR

Purchasing Power Parity and the Euro Area

Journal of International Money and Finance, Vol. 23, pp. 1081-1107, 2004
Number of pages: 37 Posted: 15 May 2011
Kees C. G. Koedijk, Ben Tims and Mathijs A. Van Dijk
Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
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European integration, real exchange rates, purchasing power parity, heterogeneous SUR

Purchasing Power Parity and the Euro Area

Number of pages: 39 Posted: 13 Sep 2004
Kees C. G. Koedijk, Ben Tims and Mathijs A. Van Dijk
Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 18 (686,255)
Citation 1
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European integration, real exchange rates, purchasing power parity, heterogenous SUR

12.
Downloads 550 ( 64,379)
Citation 4

A Finance Approach to Climate Stress Testing

Number of pages: 51 Posted: 06 May 2020
Henk Jan Reinders, Dirk Schoenmaker and Mathijs A. Van Dijk
Rotterdam School of Management, Rotterdam School of Management, Erasmus University and Erasmus University - Rotterdam School of Management
Downloads 547 (64,084)
Citation 4

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Climate stress test, contingent claims analysis, climate policies, carbon tax, banks

A Finance Approach to Climate Stress Testing

Number of pages: 54 Posted: 08 May 2020
Henk Jan Reinders, Dirk Schoenmaker and Mathijs A. Van Dijk
Rotterdam School of Management, Rotterdam School of Management, Erasmus University and Erasmus University - Rotterdam School of Management
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banks, carbon tax, Climate policies, Climate stress test, contingent claims analysis

13.

The Dynamics of Market Efficiency

Review of Financial Studies, Forthcoming
Number of pages: 69 Posted: 21 May 2012 Last Revised: 30 Jun 2016
Dominik Rösch, Avanidhar Subrahmanyam and Mathijs A. Van Dijk
State University of New York at Buffalo - School of Management, University of California, Los Angeles (UCLA) - Finance Area and Erasmus University - Rotterdam School of Management
Downloads 544 (65,248)
Citation 11

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market efficiency, co-movement, funding liquidity, hedge funds, algorithmic trading

Strategic Debt: Evidence from Bertrand and Cournot Competition

ERIM Report Series Reference No. ERS-2007-057-F&A
Number of pages: 35 Posted: 18 Sep 2007
Abe de Jong, T.T. Nguyen and Mathijs A. Van Dijk
Monash University, affiliation not provided to SSRN and Erasmus University - Rotterdam School of Management
Downloads 279 (139,377)

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leverage, Bertrand competition, Cournot competition, Strategic debt, demand and cost uncertainty

Strategic Debt: Evidence from Bertrand and Cournot Competition

Number of pages: 31 Posted: 10 Sep 2007
Abe de Jong, Thuy Thu Nguyen and Mathijs A. Van Dijk
Monash University, Erasmus University Rotterdam (EUR) - Rotterdam School of Management, Department of Finance and Erasmus University - Rotterdam School of Management
Downloads 229 (169,891)
Citation 4

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Strategic debt, Cournot competition, Bertrand competition, demand and cost uncertainty, leverage

15.

Strategic Competition, Capital Structure, and Market Share

EFA 2008 Athens Meetings Paper
Number of pages: 32 Posted: 06 Mar 2008 Last Revised: 10 Jun 2008
Abe de Jong, Thuy Thu Nguyen and Mathijs A. Van Dijk
Monash University, Erasmus University Rotterdam (EUR) - Rotterdam School of Management, Department of Finance and Erasmus University - Rotterdam School of Management
Downloads 479 (76,368)
Citation 1

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Strategic debt, capital structure, market share, Cournot competition, Bertrand competition

Do Global Risk Factors Matter for International Cost of Capital Computations?

Number of pages: 19 Posted: 18 Jan 2003
Kees C. G. Koedijk and Mathijs A. Van Dijk
Tilburg University - Department of Finance and Erasmus University - Rotterdam School of Management
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cost of equity capital, exchange rate risk, capital budgeting, valuation

Perspectives: Global Risk Factors and the Cost of Capital

Posted: 05 May 2004
Kees C. G. Koedijk and Mathijs A. Van Dijk
Tilburg University - Department of Finance and Erasmus University - Rotterdam School of Management

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Equity Investments, fundamental analysis and valuation models, Corporate Finance, capital investment decisions

17.

How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective

forthcoming in Management Science
Number of pages: 66 Posted: 04 Aug 2014 Last Revised: 01 Mar 2021
Erasmus University Rotterdam (EUR) - Finance, California Institute of Technology, State University of New York at Buffalo - School of Management, Erasmus University - Rotterdam School of Management and Norwegian School of Economics (NHH) - Department of Finance
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Citation 4

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Equity markets, jumps, financial crises, contagion, liquidity, trading activity

18.

Do Firms Issue More Equity When Markets Become More Liquid?

Journal of Financial Economics (JFE), Volume 133, Issue 1, July 2019, Pages 64-82.
Number of pages: 48 Posted: 31 Dec 2016 Last Revised: 30 May 2019
Rogier Hanselaar, René M. Stulz and Mathijs A. Van Dijk
Erasmus University Rotterdam (EUR), Ohio State University (OSU) - Department of Finance and Erasmus University - Rotterdam School of Management
Downloads 414 (90,711)
Citation 10

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International finance, IPOs, SEOs, market liquidity, market timing

A Portfolio Optimization Approach to Identifying Private Information

Number of pages: 46 Posted: 01 Dec 2014 Last Revised: 08 Oct 2018
Dion Bongaerts, Dominik Rösch and Mathijs A. Van Dijk
Erasmus University Rotterdam (EUR) - Finance, State University of New York at Buffalo - School of Management and Erasmus University - Rotterdam School of Management
Downloads 326 (118,142)
Citation 1

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XPIN, informed trading, private information, portfolio optimization model

Cross-Sectional Identification of Informed Trading

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 44 Posted: 01 Feb 2016
Dion Bongaerts, Dominik Rösch and Mathijs A. Van Dijk
Erasmus University Rotterdam (EUR) - Finance, State University of New York at Buffalo - School of Management and Erasmus University - Rotterdam School of Management
Downloads 85 (372,633)

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XPIN, informed trading, private information, portfolio optimization model

20.

The Impact of European Antitrust Policy: Evidence from the Stock Market

Number of pages: 46 Posted: 30 Apr 2010 Last Revised: 21 Jun 2011
Andrea Günster, Andrea Günster and Mathijs A. Van Dijk
Maastricht University - Department of Organization & StrategyZHAW School of Management and Law and Erasmus University - Rotterdam School of Management
Downloads 405 (93,071)
Citation 3

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Antitrust, Competition Policy, European Commission, Event Study

21.

Intangible assets and the cross-section of stock returns

Number of pages: 41 Posted: 24 Sep 2021
Dion Bongaerts, Xiaowei Kang and Mathijs A. Van Dijk
Erasmus University Rotterdam (EUR) - Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 384 (98,985)

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Intangible Assets, Knowledge Capital, Organization Capital, Asset Pricing, Factor Models, Information Complexity, Mispricing

22.
Downloads 380 (100,167)
Citation 11

The World Price of Inflation Risk

Number of pages: 39 Posted: 05 Apr 2005
G. A. Moerman and Mathijs A. Van Dijk
AEGON Asset Management and Erasmus University - Rotterdam School of Management
Downloads 215 (180,523)
Citation 3

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International asset pricing, Inflation risk, Exchange rate risk

Inflation Risk and International Asset Returns

Journal of Banking and Finance, 34, pp. 840-855, 2010.
Number of pages: 46 Posted: 18 Apr 2007 Last Revised: 01 May 2010
G. A. Moerman and Mathijs A. Van Dijk
AEGON Asset Management and Erasmus University - Rotterdam School of Management
Downloads 165 (229,100)

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International asset pricing, Inflation risk, Exchange rate risk

23.
Downloads 360 (106,449)
Citation 2

Is COVID-19 a Threat to Financial Stability in Europe?

Number of pages: 25 Posted: 26 Jun 2020
Henk Jan Reinders, Dirk Schoenmaker and Mathijs A. Van Dijk
Rotterdam School of Management, Rotterdam School of Management, Erasmus University and Erasmus University - Rotterdam School of Management
Downloads 358 (106,295)
Citation 3

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Financial stability, bank capital, COVID-19, stress test

Is COVID-19 a Threat to Financial Stability in Europe?

Number of pages: 28 Posted: 29 Jun 2020
Henk Jan Reinders, Dirk Schoenmaker and Mathijs A. Van Dijk
Rotterdam School of Management, Rotterdam School of Management, Erasmus University and Erasmus University - Rotterdam School of Management
Downloads 2 (824,094)
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bank capital, Covid-19 pandemic, Financial Stability, stress test

24.

Liquidity Creation, Investment, and Growth

Number of pages: 70 Posted: 16 Jul 2020 Last Revised: 27 Jul 2021
Thorsten Beck, Robin Döttling, Thomas Lambert and Mathijs A. Van Dijk
City University London - Sir John Cass Business School, Rotterdam School of Management, Erasmus University, Rotterdam School of Management, Erasmus University and Erasmus University - Rotterdam School of Management
Downloads 346 (111,223)
Citation 3

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Asset tangibility, banking sector development, economic growth, investment, liquidity creation

25.
Downloads 320 (121,212)
Citation 5

International Capital Flows and Liquidity

Number of pages: 53 Posted: 21 Jan 2011 Last Revised: 11 Mar 2011
Dimitrios Vagias and Mathijs A. Van Dijk
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 175 (217,749)
Citation 8

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International Capital Flows and Liquidity

Number of pages: 53 Posted: 15 Mar 2010 Last Revised: 28 May 2019
Dimitrios Vagias and Mathijs A. Van Dijk
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 145 (255,292)
Citation 1

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Capital flows, stock market liquidity, financial crises

26.

Corruption, Growth, and Governance: Private vs. State-Owned Firms in Vietnam

Number of pages: 43 Posted: 08 May 2010
Thuy Thu Nguyen and Mathijs A. Van Dijk
Erasmus University Rotterdam (EUR) - Rotterdam School of Management, Department of Finance and Erasmus University - Rotterdam School of Management
Downloads 296 (131,741)
Citation 14

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Corruption, growth, governance, private firms, state-owned enterprises

27.

Conditional Volatility Targeting

Financial Analysts Journal, 2020, 76(4): 54–71
Number of pages: 32 Posted: 20 Jul 2020 Last Revised: 09 Nov 2020
Dion Bongaerts, Xiaowei Kang and Mathijs A. Van Dijk
Erasmus University Rotterdam (EUR) - Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 284 (137,496)

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28.

Dividing the Pie

Number of pages: 48 Posted: 18 Jan 2003
R. H. Smith School of Business, U. of Maryland, Tilburg University - Department of Finance, Erasmus University - Rotterdam School of Management and Maastricht University - Limburg Institute of Financial Economics (LIFE)
Downloads 267 (146,579)

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financial markets, market microstructure, experimental economics, information asymmetry

29.

Do Firms Issue More Equity When Markets Are More Liquid?

Fisher College of Business Working Paper No. 2013-03-10, Charles A. Dice Center Working Paper No. 2013-10
Number of pages: 44 Posted: 10 Jul 2013 Last Revised: 23 Apr 2014
René M. Stulz, Dimitrios Vagias and Mathijs A. Van Dijk
Ohio State University (OSU) - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 256 (152,828)

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International finance, IPOs, SEOs, market liquidity, market timing

Nascent Markets: Understanding the Success and Failure of New Stock Markets

Number of pages: 68 Posted: 17 Nov 2016
Norwegian School of Economics (NHH)Erasmus Research Institute of Management (ERIM), City University London - Sir John Cass Business School, Erasmus University - Institute of Social Studies (ISS) and Erasmus University - Rotterdam School of Management
Downloads 243 (160,368)
Citation 1

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nascent markets, stock market success, financial development

Nascent Markets: Understanding the Success and Failure of New Stock Markets

Number of pages: 70 Posted: 07 Nov 2016
Norwegian School of Economics (NHH)Erasmus Research Institute of Management (ERIM), City University London - Sir John Cass Business School, Erasmus University - Institute of Social Studies (ISS) and Erasmus University - Rotterdam School of Management
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stock exchanges; financial development

Why Panel Tests of Purchasing Power Parity Should Allow for Heterogeneous Mean Reversion

Journal of International Money and Finance, Vol. 30, pp. 246-267, 2010
Number of pages: 43 Posted: 12 Dec 2005 Last Revised: 16 May 2011
Kees C. G. Koedijk, Ben Tims and Mathijs A. Van Dijk
Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 87 (367,159)

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PPP, real exchange rates, panel models, unit root tests, heterogeneity, panel tests

Purchasing Power Parity and Heterogeneous Mean Reversion

ERIM Report Series Reference No. ERS-2005-085-F&A
Number of pages: 44 Posted: 21 Dec 2005
Kees C. G. Koedijk, Ben Tims and Mathijs A. Van Dijk
Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 79 (389,452)

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Panel Models, Heterogeneity, Purchasing Power Parity, Real Exchange Rates, Unit Root Tests

Purchasing Power Parity and Heterogenous Mean Reversion

Number of pages: 42 Posted: 08 May 2006
Kees C. G. Koedijk, Ben Tims and Mathijs A. Van Dijk
Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 18 (686,255)
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International economics, purchasing power parity, real exchange rates, panel models, unit root tests, heterogeneity

32.

The More You See, the Less You Get: Price-Competing Insiders Under Different Trading Mechanisms

Number of pages: 32 Posted: 10 Aug 1998
R. H. Smith School of Business, U. of Maryland, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Tilburg University - Department of Finance, Erasmus University - Rotterdam School of Management and Maastricht University - Limburg Institute of Financial Economics (LIFE)
Downloads 152 (245,007)
Citation 5

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33.

Investor short-termism and real investment

Journal of Financial Markets, Forthcoming
Number of pages: 56 Posted: 13 Dec 2019 Last Revised: 09 Apr 2021
Dominik Rösch, Avanidhar Subrahmanyam and Mathijs A. Van Dijk
State University of New York at Buffalo - School of Management, University of California, Los Angeles (UCLA) - Finance Area and Erasmus University - Rotterdam School of Management
Downloads 137 (266,332)

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investor short-termism, market liquidity; real investment; investment-to-price sensitivity

34.

U.S. Monetary Policy Transmission and Liquidity Risk Premia Around the World

Number of pages: 51 Posted: 12 Jun 2019
George Andrew Karolyi, Kuan-Hui Lee and Mathijs A. Van Dijk
Cornell University - Samuel Curtis Johnson Graduate School of Management, Seoul National University Business School and Erasmus University - Rotterdam School of Management
Downloads 129 (278,747)
Citation 1

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Monetary policy, liquidity risk premia, cross-border bank credit, portfolio flows

35.

Climate Change and Long-Horizon Portfolio Choice: Combining Theory and Empirics

Number of pages: 66 Posted: 13 Sep 2021
Mathijs Cosemans, Xander Hut and Mathijs A. Van Dijk
Erasmus University - Rotterdam School of Management, Erasmus University Rotterdam (EUR) and Erasmus University - Rotterdam School of Management
Downloads 72 (406,153)

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climate change, long-run risk, prior beliefs, portfolio choice, uncertainty

36.

Corporate Real Estate and Corporate Takeovers: International Evidence

Journal of Real Estate Research (JRER), Vol. 30, No. 3, 2008
Number of pages: 22 Posted: 22 Jan 2008 Last Revised: 17 Jul 2009
Dirk Brounen, Piet M. A. Eichholtz and Mathijs A. Van Dijk
Erasmus University Rotterdam (EUR) - Department of Financial Management, University of Maastricht - Limburg Institute of Financial Economics (LIFE) and Erasmus University - Rotterdam School of Management
Downloads 67 (422,168)

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corporate real estate, firm characteristics

37.

Do Firms Issue More Equity When Markets are More Liquid?

Number of pages: 44 Posted: 20 Jul 2013 Last Revised: 18 Jul 2021
René M. Stulz, René Stulz, Dimitrios Vagias and Mathijs A. Van Dijk
Ohio State University (OSU) - Department of Finance, Ohio State University (OSU), Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 16 (678,025)

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38.

Who Bears the Brunt? The Impact of Banking Crises on Younger and Older Workers

CentER Discussion Paper Series No. 2019-025
Number of pages: 33 Posted: 17 Jul 2019
Mathijs A. Van Dijk, Hendrik P. van Dalen and Martin Hyde
Erasmus University - Rotterdam School of Management, Tilburg University, CentER and Swansea University
Downloads 13 (701,062)
Citation 1

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banking crisis, unemployment, employment protection, age, older workers, labor force

39.

Liquidity Creation, Investment, and Growth

Number of pages: 60 Posted: 29 Jun 2020 Last Revised: 16 Aug 2020
Thorsten Beck, Robin Döttling, Thomas Lambert and Mathijs A. Van Dijk
City University London - Sir John Cass Business School, Rotterdam School of Management, Erasmus University, Rotterdam School of Management, Erasmus University and Erasmus University - Rotterdam School of Management
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Banking sector development, economic growth, investment, liquidity creation, tangible assets

40.

The Re-Emergence of PPP in the 1990s

Journal of International Money and Finance, Vol. 17, pp. 51-61, 1998
Posted: 02 May 2010
Kees C. G. Koedijk, Peter C. Schotman and Mathijs A. Van Dijk
Tilburg University - Department of Finance, Maastricht University - Department of Finance and Erasmus University - Rotterdam School of Management

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Purchasing power parity, panel test, numeraire, productivity

41.

Foreign Exchange Markets: Overview of the Special Issue

Journal of International Money and Finance, Vol. 25, pp. 1-6, 2006
Posted: 01 May 2010
Kees C. G. Koedijk, James R. Lothian and Mathijs A. Van Dijk
Tilburg University - Department of Finance, Gabelli School of Business, Fordahm University and Erasmus University - Rotterdam School of Management

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Foreign Exchange Markets, Exchange Rates, Purchasing Power Parity, Uncovered Interest Parity, Monetary Policy

42.

Resource Misallocation and Mark-Up Ratios: An Alternative Estimation Technique for Harberger Triangles

Economics Letters, Vol. 54, 1997
Posted: 01 May 2010
Mathijs A. Van Dijk and Peter A. G. van Bergeijk
Erasmus University - Rotterdam School of Management and Erasmus University - Institute of Social Studies (ISS)

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Price mark-up, Allocative efficiency