Dion Bongaerts

Erasmus University Rotterdam (EUR) - Finance

Burgemeester Oudlaan 50

Rotterdam, 3062PA

Netherlands

http://www.rsm.nl/portal/page/portal/home/faculty/academic_departments/finance/faculty_and_staff/fac

  • Erasmus University Rotterdam (EUR) - Finance

    • Email
    • Tel: +31 (0) 10 40 82 790
    • Fax: +31 (0) 10 40 89 017
SCHOLARLY PAPERS

16

DOWNLOADS
Rank 8,768

SSRN RANKINGS

Top 8,768

in Total Papers Downloads

6,780

SSRN CITATIONS
Rank 3,252

SSRN RANKINGS

Top 3,252

in Total Papers Citations

116

CROSSREF CITATIONS

304

Scholarly Papers (16)

Actions:
Email selected abstracts
1.

An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets

Downloads 1,224 ( 21,135)
Citation 28

An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets

Number of pages: 65 Posted: 23 Apr 2011 Last Revised: 14 Mar 2012
Dion Bongaerts, Frank De Jong and Joost Driessen
Erasmus University Rotterdam (EUR) - Finance, Tilburg University - Department of Finance and Tilburg University - Tilburg University School of Economics and Management
Downloads 937 (30,650)
Citation 6

Abstract:

Loading...

Liquidity premium, liquidity risk, corporate bonds, credit spread puzzle

An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets

Netspar Discussion Paper No. 03/2012-017
Number of pages: 66 Posted: 25 May 2012
Dion Bongaerts, Frank De Jong and Joost Driessen
Erasmus University Rotterdam (EUR) - Finance, Tilburg University - Department of Finance and Tilburg University - Tilburg University School of Economics and Management
Downloads 287 (133,308)
Citation 24

Abstract:

Loading...

Liquidity premium, liquidity risk, corporate bonds, credit spread puzzle

2.

Tiebreaker: Certification and Multiple Credit Ratings

Downloads 1,143 ( 23,367)
Citation 96

Tiebreaker: Certification and Multiple Credit Ratings

Yale ICF Working Paper No. 08-27, AFA 2011 Denver Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 65 Posted: 29 Nov 2008 Last Revised: 10 Sep 2011
Dion Bongaerts, Martijn Cremers and William N. Goetzmann
Erasmus University Rotterdam (EUR) - Finance, University of Notre Dame and Yale School of Management - International Center for Finance
Downloads 1,084 (24,873)
Citation 21

Abstract:

Loading...

Ratings, Credit Spreads

Tiebreaker: Certification and Multiple Credit Ratings

NBER Working Paper No. w15331
Number of pages: 66 Posted: 15 Sep 2009 Last Revised: 12 Oct 2009
Dion Bongaerts, Martijn Cremers and William N. Goetzmann
Erasmus University Rotterdam (EUR) - Finance, University of Notre Dame and Yale School of Management - International Center for Finance
Downloads 59 (450,244)

Abstract:

Loading...

3.

Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market

Journal of Finance, Forthcoming, EFA 2007 Ljubljana Meetings Paper
Number of pages: 66 Posted: 01 Mar 2007 Last Revised: 24 Jan 2010
Dion Bongaerts, Frank De Jong and Joost Driessen
Erasmus University Rotterdam (EUR) - Finance, Tilburg University - Department of Finance and Tilburg University - Tilburg University School of Economics and Management
Downloads 1,129 (23,803)
Citation 26

Abstract:

Loading...

CDS, Liquidity, Liquidity Risk

4.

Competition among Liquidity Providers with Access to High-Frequency Trading Technology

Number of pages: 89 Posted: 04 Dec 2015 Last Revised: 04 Feb 2020
Dion Bongaerts and Mark Van Achter
Erasmus University Rotterdam (EUR) - Finance and Erasmus University Rotterdam (EUR) - Finance
Downloads 481 (74,797)
Citation 23

Abstract:

Loading...

Adverse Selection, Liquidity, Latency, Informed Trading, Trading Technology

5.

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
Dion Bongaerts, Richard Roll, Dominik Rösch, Mathijs A. Van Dijk and Darya Yuferova
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
Downloads 423 (87,114)
Citation 4

Abstract:

Loading...

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

6.

A Portfolio Optimization Approach to Identifying Private Information

Downloads 408 ( 90,856)
Citation 1

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 325 (116,671)
Citation 1

Abstract:

Loading...

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 83 (372,611)

Abstract:

Loading...

XPIN, informed trading, private information, portfolio optimization model

7.

Alternatives for Issuer-Paid Credit Rating Agencies

Downloads 362 (104,175)
Citation 14

Alternatives for Issuer-Paid Credit Rating Agencies

Number of pages: 45 Posted: 07 Aug 2013 Last Revised: 08 May 2014
Dion Bongaerts
Erasmus University Rotterdam (EUR) - Finance
Downloads 210 (181,882)
Citation 19

Abstract:

Loading...

Credit Rating Agencies, Competition, Reputation, Regulation

Alternatives for Issuer-Paid Credit Rating Agencies

ECB Working Paper No. 1703
Number of pages: 50 Posted: 02 Aug 2014
Dion Bongaerts
Erasmus University Rotterdam (EUR) - Finance
Downloads 152 (242,067)
Citation 1

Abstract:

Loading...

credit rating agencies, competition, reputation, regulation

8.

The Next Step in Green Bond Financing

Number of pages: 37 Posted: 05 Jun 2019 Last Revised: 20 Mar 2020
Dion Bongaerts and Dirk Schoenmaker
Erasmus University Rotterdam (EUR) - Finance and Rotterdam School of Management, Erasmus University
Downloads 342 (110,977)
Citation 1

Abstract:

Loading...

security design, liquidity

9.

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 274 (141,033)

Abstract:

Loading...

10.

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 255 (151,039)

Abstract:

Loading...

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

11.

Private Equity and Regulatory Capital

Journal of Banking and Finance, Vol. 33, No. 7, pp. 1211-1220, 2009
Number of pages: 35 Posted: 04 Jun 2008 Last Revised: 09 Mar 2012
Dion Bongaerts and Erwin Charlier
Erasmus University Rotterdam (EUR) - Finance and Tilburg University - Department of Econometrics & Operations Research
Downloads 243 (158,459)
Citation 2

Abstract:

Loading...

Private Equity, Regulatory Capital, Risk Management

12.

The Real Effects of Ratings Actions: Evidence from Corporate Asset Sales

European Corporate Governance Institute – Finance Working Paper No. 666/2020
Number of pages: 70 Posted: 10 Nov 2016 Last Revised: 02 Apr 2020
Dion Bongaerts and Frederik P. Schlingemann
Erasmus University Rotterdam (EUR) - Finance and University of Pittsburgh - Finance Group
Downloads 226 (169,910)
Citation 1

Abstract:

Loading...

Credit ratings, asset sales, financial constraints, asset allocation, managerial discipline

13.

Trading Speed Competition: Can the Arms Race Go Too Far?

Number of pages: 39 Posted: 16 May 2016
Dion Bongaerts, Lingtian Kong and Mark Van Achter
Erasmus University Rotterdam (EUR) - Finance, Erasmus University Rotterdam (EUR) - Finance and Erasmus University Rotterdam (EUR) - Finance
Downloads 152 (241,498)
Citation 1

Abstract:

Loading...

High-Frequency Trading, Welfare, Liquidity

14.

The Economics of Investor-Paid Credit Rating Agencies

Number of pages: 48 Posted: 27 Jun 2019
Dion Bongaerts
Erasmus University Rotterdam (EUR) - Finance
Downloads 67 (416,204)
Citation 1

Abstract:

Loading...

Credit Rating Agencies, Competition, Regulation, Investor-Paid

15.

Fire Sale Risk and Credit

Downloads 50 (478,175)
Citation 1

Fire Sale Risk and Credit

Number of pages: 46 Posted: 26 Feb 2021 Last Revised: 23 Aug 2021
Dion Bongaerts, Francesco Mazzola and Wolf Wagner
Erasmus University Rotterdam (EUR) - Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR)
Downloads 50 (486,453)
Citation 1

Abstract:

Loading...

fire sales, credit supply, foreclosure laws, creditor concentration, joint liquidation risk, collateral

Fire Sale Risk and Credit

CEPR Discussion Paper No. DP15798
Number of pages: 40 Posted: 11 Feb 2021 Last Revised: 01 Mar 2021
Dion Bongaerts, Francesco Mazzola and Wolf Wagner
Erasmus University Rotterdam (EUR) - Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR)
Downloads 0
  • Add to Cart

Abstract:

Loading...

16.

Closed for Business

CEPR Discussion Paper No. DP14814
Number of pages: 32 Posted: 28 May 2020
Dion Bongaerts, Francesco Mazzola and Wolf Wagner
Erasmus University Rotterdam (EUR) - Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR)
Downloads 1 (791,863)
  • Add to Cart

Abstract:

Loading...

business shutdown, coordination, COVID-19, Pandemic