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Van Dijk, Mathijs A.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
11,970 |
Total
Citations
123 |
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1.
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Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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30 Jan 06
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Last Revised:
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16 May 11
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1,645
(3,958)
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14
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Size Effect, Cross-Section of Equity Returns, CAPM, Anomalies
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2.
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The Risk and Return of Arbitrage in Dual-Listed Companies
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de Jong, Abe
Erasmus University - Rotterdam School of Management Rosenthal, Leonard
Bentley University - Department of Finance Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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Posted:
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01 Jun 09
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Last Revised:
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29 Jul 10
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1,573
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15
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de Jong, Abe
Erasmus University - Rotterdam School of Management Rosenthal, Leonard
Bentley University - Department of Finance Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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0
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F30, G14, G15
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de Jong, Abe
Erasmus University - Rotterdam School of Management Rosenthal, Leonard
Bentley University - Department of Finance Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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01 Jun 09
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Last Revised:
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30 Apr 10
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1,573
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15
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Arbitrage, dual-listed companies, idiosyncratic risk, anomalies, international finance
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3.
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The Cost of Capital in International Financial Markets: Local or Global?
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Koedijk, Kees C. G.
Tilburg University - Department of Finance Kool, Clemens J.M.
University of Utrecht - Utrecht University School of Economics Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management Schotman, Peter C.
Maastricht University
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Posted:
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20 Jul 99
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Last Revised:
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12 May 10
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1,240
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12
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Koedijk, Kees C. G.
Tilburg University - Department of Finance Kool, Clemens J.M.
University of Utrecht - Utrecht University School of Economics Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management Schotman, Peter C.
Maastricht University
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44
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12
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Cost of capital, ICAPM, pricing error, exchange rate exposure
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Koedijk, Kees C. G.
Tilburg University - Department of Finance Kool, Clemens J.M.
University of Utrecht - Utrecht University School of Economics Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management Schotman, Peter C.
Maastricht University
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20 Jul 99
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Last Revised:
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12 May 10
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1,196
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12
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4.
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Hou, Kewei
Ohio State University (OSU) - Department of Finance Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management Zhang, Yinglei
Chinese University of Hong Kong (CUHK) - School of Accountancy
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02 Mar 10
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Last Revised:
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13 Dec 11
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1,132
(7,551)
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26
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Cross-sectional earnings model, Earnings forecasts, Expected returns, Implied cost of capital, Asset pricing tests
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5.
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The Cost of Capital of Cross-listed Firms
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Koedijk, Kees C. G.
Tilburg University - Department of Finance Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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Posted:
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15 Jun 01
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Last Revised:
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24 Feb 12
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1,024
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3
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Koedijk, Kees C. G.
Tilburg University - Department of Finance Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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324
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3
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Cross-listings, cost of equity capital, foreign exchange exposure
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Koedijk, Kees C. G.
Tilburg University - Department of Finance Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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700
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3
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Cross-listings, cost of equity capital, foreign exchange exposure
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6.
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Karolyi, George Andrew
Cornell University - Johnson Graduate School of Management Lee, Kuan-Hui
Seoul National University Business School Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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13 Sep 07
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Last Revised:
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16 Jul 11
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905
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22
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Commonality, Liquidity, International markets
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7.
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Roosenboom, Peter
Rotterdam School of Management, Erasmus University Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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03 Dec 07
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Last Revised:
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01 May 10
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715
(15,497)
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6
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Cross-listings, Capital market integration, Investor protection, Market liquidity, Information disclosure
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8.
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Purchasing Power Parity and the Euro Area
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Koedijk, Kees C. G.
Tilburg University - Department of Finance Tims, Ben
Erasmus University Rotterdam (EUR) - Department of Financial Management Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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Posted:
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29 Mar 04
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Last Revised:
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15 May 11
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483
(26,655)
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7
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Koedijk, Kees C. G.
Tilburg University - Department of Finance Tims, Ben
Erasmus University Rotterdam (EUR) - Department of Financial Management Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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22
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7
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European integration, real exchange rates, purchasing power parity, heterogeneous SUR
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Koedijk, Kees C. G.
Tilburg University - Department of Finance Tims, Ben
Erasmus University Rotterdam (EUR) - Department of Financial Management Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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18
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7
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European integration, real exchange rates, purchasing power parity, heterogenous SUR
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Koedijk, Kees C. G.
Tilburg University - Department of Finance Tims, Ben
Erasmus University Rotterdam (EUR) - Department of Financial Management Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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443
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7
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european integration, real exchange rates, purchasing power parity, heterogeneous SUR
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9.
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Hou, Kewei
Ohio State University (OSU) - Department of Finance Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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18 Jan 10
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Last Revised:
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17 Jul 12
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455
(29,032)
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4
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Size effect, Expected stock returns, Profitability shocks, Asset pricing tests
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10.
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Perspectives: Global Risk Factors and the Cost of Capital
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Koedijk, Kees C. G.
Tilburg University - Department of Finance Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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Posted:
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18 Jan 03
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Last Revised:
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03 Feb 11
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437
(30,406)
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1
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Koedijk, Kees C. G.
Tilburg University - Department of Finance Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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0
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Equity Investments, fundamental analysis and valuation models, Corporate Finance, capital investment decisions
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Koedijk, Kees C. G.
Tilburg University - Department of Finance Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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437
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1
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cost of equity capital, exchange rate risk, capital budgeting, valuation
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11.
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de Jong, Abe
Erasmus University - Rotterdam School of Management Nguyen, Thuy Thu
Erasmus University Rotterdam (EUR) - Rotterdam School of Management, Department of Finance Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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| Posted: |
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06 Mar 08
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Last Revised:
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10 Jun 08
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398
(34,220)
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Strategic debt, capital structure, market share, Cournot competition, Bertrand competition
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12.
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Strategic Debt: Evidence from Bertrand and Cournot Competition
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de Jong, Abe
Erasmus University - Rotterdam School of Management Nguyen, Thuy Thu
Erasmus University Rotterdam (EUR) - Rotterdam School of Management, Department of Finance Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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Posted:
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10 Sep 07
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Last Revised:
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21 Jul 12
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349
(40,242)
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2
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de Jong, Abe
Erasmus University - Rotterdam School of Management Nguyen, T.T.
affiliation not provided to SSRN Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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161
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2
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Strategic debt, Cournot competition, Bertrand competition, demand and cost uncertainty, leverage
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de Jong, Abe
Erasmus University - Rotterdam School of Management Nguyen, Thuy Thu
Erasmus University Rotterdam (EUR) - Rotterdam School of Management, Department of Finance Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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188
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2
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Strategic debt, Cournot competition, Bertrand competition, demand and cost uncertainty, leverage
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13.
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The World Price of Inflation Risk
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Moerman, G. A.
AEGON Asset Management Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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Posted:
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05 Apr 05
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Last Revised:
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01 May 10
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318
(44,978)
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4
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Moerman, G. A.
AEGON Asset Management Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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| Posted: |
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18 Apr 07
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Last Revised:
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01 May 10
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134
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5
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International asset pricing, Inflation risk, Exchange rate risk
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Moerman, G. A.
AEGON Asset Management Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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184
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1
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International asset pricing, Inflation risk, Exchange rate risk
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14.
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Flood, Mark D.
Independent Koedijk, Kees C. G.
Tilburg University - Department of Finance Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management van Leeuwen, Irma W.
Maastricht University - Limburg Institute of Financial Economics (LIFE)
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242
(61,239)
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financial markets, market microstructure, experimental economics, information asymmetry
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15.
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Guenster, Andrea
Maastricht University - Department of Organization & Strategy Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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| Posted: |
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30 Apr 10
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Last Revised:
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21 Jun 11
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237
(62,639)
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Antitrust, Competition Policy, European Commission, Event Study
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16.
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International Capital Flows and Liquidity
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Vagias, Dimitrios
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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Posted:
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15 Mar 10
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Last Revised:
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11 Mar 11
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172
(86,407)
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1
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Vagias, Dimitrios
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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| Posted: |
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21 Jan 11
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Last Revised:
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11 Mar 11
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72
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1
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Vagias, Dimitrios
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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15 Mar 10
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Last Revised:
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08 Oct 10
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100
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1
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Capital flows, stock market liquidity, financial crises
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17.
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Purchasing Power Parity and Heterogeneous Mean Reversion
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Show Abstracts |
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Versions (3)
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hide multiple versions |
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Koedijk, Kees C. G.
Tilburg University - Department of Finance Tims, Ben
Erasmus University Rotterdam (EUR) - Department of Financial Management Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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Posted:
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12 Dec 05
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Last Revised:
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16 May 11
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167
(88,788)
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Koedijk, Kees C. G.
Tilburg University - Department of Finance Tims, Ben
Erasmus University Rotterdam (EUR) - Department of Financial Management Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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18
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International economics, purchasing power parity, real exchange rates, panel models, unit root tests, heterogeneity
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Koedijk, Kees C. G.
Tilburg University - Department of Finance Tims, Ben
Erasmus University Rotterdam (EUR) - Department of Financial Management Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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72
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Purchasing Power Parity, Real Exchange Rates, Panel Models, Unit Root Tests, Heterogeneity
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Koedijk, Kees C. G.
Tilburg University - Department of Finance Tims, Ben
Erasmus University Rotterdam (EUR) - Department of Financial Management Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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| Posted: |
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12 Dec 05
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Last Revised:
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16 May 11
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77
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PPP, real exchange rates, panel models, unit root tests, heterogeneity, panel tests
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18.
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Rösch, Dominik
Erasmus University - Rotterdam School of Management Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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| Posted: |
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21 May 12
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Last Revised:
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20 Mar 13
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149
(98,476)
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market efficiency, return predictability, commonality
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19.
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Nguyen, Thuy Thu
Erasmus University Rotterdam (EUR) - Rotterdam School of Management, Department of Finance Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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147
(99,603)
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Corruption, growth, governance, private firms, state-owned enterprises
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20.
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Flood, Mark D.
Independent Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Koedijk, Kees C. G.
Tilburg University - Department of Finance Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management van Leeuwen, Irma W.
Maastricht University - Limburg Institute of Financial Economics (LIFE)
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131
(109,899)
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2
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21.
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Brounen, Dirk
Erasmus University Rotterdam (EUR) - Department of Financial Management Eichholtz, Piet M. A.
University of Maastricht - Limburg Institute of Financial Economics (LIFE) Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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| Posted: |
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22 Jan 08
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Last Revised:
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17 Jul 09
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51
(198,542)
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3
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corporate real estate, firm characteristics
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22.
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Koedijk, Kees C. G.
Tilburg University - Department of Finance Schotman, Peter C.
Maastricht University Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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Purchasing power parity, panel test, numeraire, productivity
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23.
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Koedijk, Kees C. G.
Tilburg University - Department of Finance Lothian, James R.
Fordham University Schools of Business Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
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Foreign Exchange Markets, Exchange Rates, Purchasing Power Parity, Uncovered Interest Parity, Monetary Policy
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24.
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Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management van Bergeijk, Peter A. G.
Erasmus University - Institute of Social Studies (ISS)
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Price mark-up, Allocative efficiency
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