Dion Bongaerts

Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

P.O. Box 1738

Room T08-21

3000 DR Rotterdam, 3000 DR

Netherlands

  • Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

SCHOLARLY PAPERS

21

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182

Scholarly Papers (21)

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1.

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) - Rotterdam School of Management (RSM), Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR)
Downloads 1,551 (26,461)

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

2.

An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets

Downloads 1,520 (27,281)
Citation 56

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) - Rotterdam School of Management (RSM), Tilburg University - Department of Finance and Tilburg University - Tilburg University School of Economics and Management
Downloads 1,100 (43,222)
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) - Rotterdam School of Management (RSM), Tilburg University - Department of Finance and Tilburg University - Tilburg University School of Economics and Management
Downloads 420 (151,247)
Citation 43

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

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) - Rotterdam School of Management (RSM), Tilburg University - Department of Finance and Tilburg University - Tilburg University School of Economics and Management
Downloads 1,312 (33,921)
Citation 45

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CDS, Liquidity, Liquidity Risk

4.

Tiebreaker: Certification and Multiple Credit Ratings

Downloads 1,292 (34,743)
Citation 9

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) - Rotterdam School of Management (RSM), University of Notre Dame and Yale School of Management - International Center for Finance
Downloads 1,175 (39,236)
Citation 9

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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) - Rotterdam School of Management (RSM), University of Notre Dame and Yale School of Management - International Center for Finance
Downloads 117 (528,175)

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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) - Rotterdam School of Management (RSM), Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR)
Downloads 859 (61,962)

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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) - Rotterdam School of Management (RSM) and Rotterdam School of Management, Erasmus University
Downloads 691 (82,570)
Citation 10

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security design, liquidity

7.

Cross-sectional identification of private information

Downloads 662 (87,175)

Cross-sectional identification of private information

Number of pages: 96 Posted: 01 Dec 2014 Last Revised: 05 May 2025
Dion Bongaerts, Dominik Rösch and Mathijs A. van Dijk
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), State University of New York at Buffalo - School of Management and Erasmus University Rotterdam (EUR)
Downloads 449 (139,885)

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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) - Rotterdam School of Management (RSM), State University of New York at Buffalo - School of Management and Erasmus University Rotterdam (EUR)
Downloads 213 (311,002)

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XPIN, informed trading, private information, portfolio optimization model

8.

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) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR) - Finance
Downloads 655 (88,390)
Citation 23

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

9.

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) - Rotterdam School of Management (RSM), California Institute of Technology, State University of New York at Buffalo - School of Management, Erasmus University Rotterdam (EUR) and NHH Norwegian School of Economics - Department of Finance
Downloads 599 (99,137)
Citation 5

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

10.

Alternatives for Issuer-Paid Credit Rating Agencies

Downloads 518 (119,066)
Citation 20

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) - Rotterdam School of Management (RSM)
Downloads 271 (244,652)
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) - Rotterdam School of Management (RSM)
Downloads 247 (268,802)
Citation 1

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credit rating agencies, competition, reputation, regulation

11.

The Intangibles Premium

Number of pages: 46 Posted: 28 Apr 2023
Dion Bongaerts, Xiaowei Kang and Mathijs A. van Dijk
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR)
Downloads 374 (174,261)

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

12.

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) - Rotterdam School of Management (RSM) and University of Pittsburgh - Finance Group
Downloads 329 (200,606)
Citation 1

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Credit ratings, asset sales, asset allocation, financial constraints

13.

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) - Rotterdam School of Management (RSM) and Tilburg University - Department of Econometrics & Operations Research
Downloads 311 (213,110)
Citation 2

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Private Equity, Regulatory Capital, Risk Management

14.

Imputing Daily Mutual Fund Trades

Number of pages: 76 Posted: 17 Jan 2024 Last Revised: 19 May 2025
Dion Bongaerts, Jean-Paul van Brakel and Mathijs A. van Dijk
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), Erasmus University Rotterdam (EUR) - Finance and Erasmus University Rotterdam (EUR)
Downloads 293 (227,248)

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Mutual funds, optimization, linear programming, daily frequency, Thompson sampling

15.

Fire Sale Risk and Credit

Downloads 259 (257,933)
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) - Rotterdam School of Management (RSM), ESCP Europe - ESCP Europe - Turin Campus and Erasmus University Rotterdam (EUR)
Downloads 216 (306,867)
Citation 1

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

Fire-Sale Risk and Credit

Number of pages: 53 Posted: 20 Dec 2023
Francesco Mazzola, Dion Bongaerts and Wolf Wagner
ESCP Business School, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR)
Downloads 42 (955,605)

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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) - Rotterdam School of Management (RSM), ESCP Europe - ESCP Europe - Turin Campus and Erasmus University Rotterdam (EUR)
Downloads 1 (1,409,002)
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16.

Circuit Breakers and Market Runs

Number of pages: 50 Posted: 12 Jun 2012 Last Revised: 21 Sep 2016
Sarah Draus, Mark Van Achter and Dion Bongaerts
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) - Finance and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 258 (258,949)
Citation 4

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liquidity crisis, market stability, trading halt, high frequency trading, flash crash

17.

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) - Rotterdam School of Management (RSM), Erasmus University Rotterdam (EUR) - Finance and Erasmus University Rotterdam (EUR) - Finance
Downloads 200 (331,607)
Citation 1

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High-Frequency Trading, Welfare, Liquidity

18.

The Economics of Investor-Paid Credit Rating Agencies

Number of pages: 48 Posted: 27 Jun 2019
Dion Bongaerts
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 190 (347,811)
Citation 1

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Credit Rating Agencies, Competition, Regulation, Investor-Paid

19.

Vote Delegation in DeFi Governance

Number of pages: 36 Posted: 01 Apr 2025
Dion Bongaerts, Thomas Lambert, Daniel Liebau, Daniel Liebau and Peter Roosenboom
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), Rotterdam School of Management, Erasmus University, Singapore Management UniversityErasmus University Rotterdam (EUR), Rotterdam School of Management (RSM) and Rotterdam School of Management, Erasmus University
Downloads 134 (468,998)

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DeFi, DAO, decentralized exchanges, vote delegation, governance, Uniswap, blockchain

20.

Liquidity and Clientele Effects in Green Debt Markets

Journal of Corporate Finance, Forthcoming
Number of pages: 47 Posted: 22 Apr 2024
Dion Bongaerts and Dirk Schoenmaker
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Rotterdam School of Management, Erasmus University
Downloads 37 (981,947)
Citation 4

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environmental finance, ESG, liquidity, bond markets, market segmentation, security design, price discrimination

21.

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) - Rotterdam School of Management (RSM), ESCP Europe - ESCP Europe - Turin Campus and Erasmus University Rotterdam (EUR)
Downloads 2 (1,340,788)
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business shutdown, coordination, COVID-19, Pandemic