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

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SCHOLARLY PAPERS

17

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9,448

SSRN CITATIONS
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SSRN RANKINGS

Top 3,224

in Total Papers Citations

220

CROSSREF CITATIONS

300

Scholarly Papers (17)

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1.

An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets

Downloads 1,358 (25,651)
Citation 31

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 1,034 (37,491)
Citation 13

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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 324 (160,770)
Citation 29

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

2.

Tiebreaker: Certification and Multiple Credit Ratings

Downloads 1,242 (29,266)
Citation 127

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 1,139 (32,668)
Citation 10

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Ratings, Credit Spreads

Tiebreaker: Certification and Multiple Credit Ratings

NBER Working Paper No. w15331
Number of pages: 66 Posted: 15 Sep 2009 Last Revised: 24 May 2023
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 103 (446,325)

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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 1,201 (30,738)
Citation 41

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CDS, Liquidity, Liquidity Risk

4.

The Intangibles Premium: Risk or Mispricing?

Number of pages: 45 Posted: 24 Sep 2021 Last Revised: 25 Apr 2022
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 (EUR)
Downloads 1,156 (32,480)

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

5.

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 (EUR)
Downloads 640 (72,716)

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6.

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 557 (86,426)
Citation 4

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security design, liquidity

7.

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 556 (86,626)
Citation 23

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

8.

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: 30 Oct 2023
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 (EUR) and Norwegian School of Economics (NHH) - Department of Finance
Downloads 548 (88,146)
Citation 5

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

9.

A Strategic Trade Optimization Approach to Identifying Private Information

Downloads 503 (98,232)
Citation 1

A Strategic Trade Optimization Approach to Identifying Private Information

Number of pages: 77 Posted: 01 Dec 2014 Last Revised: 18 Jan 2022
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 (EUR)
Downloads 380 (134,957)

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informed trading, private information, strategic trade optimization

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 (EUR)
Downloads 123 (393,875)

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XPIN, informed trading, private information, portfolio optimization model

10.

Alternatives for Issuer-Paid Credit Rating Agencies

Downloads 458 (109,744)
Citation 13

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 254 (206,946)
Citation 19

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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 204 (255,509)
Citation 1

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credit rating agencies, competition, reputation, regulation

11.

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

Accepted at Management Science, European Corporate Governance Institute – Finance Working Paper No. 666/2020
Number of pages: 70 Posted: 10 Nov 2016 Last Revised: 08 Jul 2022
Dion Bongaerts and Frederik P. Schlingemann
Erasmus University Rotterdam (EUR) - Finance and University of Pittsburgh - Finance Group
Downloads 285 (185,123)
Citation 1

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Credit ratings, asset sales, asset allocation, financial constraints

12.

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 275 (191,963)
Citation 2

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Private Equity, Regulatory Capital, Risk Management

13.

The Intangibles Premium

Number of pages: 46 Posted: 28 Apr 2023
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 (EUR)
Downloads 196 (265,416)

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Intangible Assets, Asset Pricing, Information Complexity, Mispricing, Investor Underreaction.

14.

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 181 (284,904)
Citation 1

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High-Frequency Trading, Welfare, Liquidity

15.

Fire Sale Risk and Credit

Downloads 156 (323,646)
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) and Erasmus University Rotterdam (EUR)
Downloads 156 (323,854)
Citation 1

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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) and Erasmus University Rotterdam (EUR)
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16.

The Economics of Investor-Paid Credit Rating Agencies

Number of pages: 48 Posted: 27 Jun 2019
Dion Bongaerts
Erasmus University Rotterdam (EUR) - Finance
Downloads 135 (363,300)
Citation 1

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Credit Rating Agencies, Competition, Regulation, Investor-Paid

17.

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) and Erasmus University Rotterdam (EUR)
Downloads 1 (1,052,519)
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business shutdown, coordination, COVID-19, Pandemic