SSRN logo
Public User
Advanced Search

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

10

DOWNLOADS
Rank 8,251

SSRN RANKINGS

Top 8,251

in Total Papers Downloads

4,624

CITATIONS
Rank 5,744

SSRN RANKINGS

Top 5,744

in Total Papers Citations

89

Scholarly Papers (10)

Actions:
Email selected abstracts
1.

Tiebreaker: Certification and Multiple Credit Ratings

Downloads 1,087 ( 15,535)
Citation 40

Tiebreaker: Certification and Multiple Credit Ratings

Yale ICF Working Paper No. 08-27, EFA 2009 Bergen Meetings Paper, AFA 2011 Denver 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 1,037 (16,312)
Citation 40

Abstract:

Ratings, Credit Spreads

Tiebreaker: Certification and Multiple Credit Ratings

NBER Working Paper No. w15331
Number of pages: 66 Posted: 15 Sep 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 50 (339,104)
Citation 40

Abstract:

2.

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 - Department of Finance
Downloads 1,037 (16,627)
Citation 38

Abstract:

CDS, Liquidity, Liquidity Risk

3.

An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets

Downloads 1,032 ( 16,782)
Citation 2

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 - Department of Finance
Downloads 798 (24,190)
Citation 2

Abstract:

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 - Department of Finance
Downloads 234 (110,245)
Citation 2

Abstract:

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

4.

Cross-Sectional Identification of Informed Trading

Downloads 301 ( 84,182)

Cross-Sectional Identification of Informed Trading

Number of pages: 44 Posted: 01 Dec 2014
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 260 (98,279)

Abstract:

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 41 (368,909)

Abstract:

XPIN, informed trading, private information, portfolio optimization model

5.

Alternatives for Issuer-Paid Credit Rating Agencies

Downloads 254 (101,257)
Citation 1

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 162 (155,591)
Citation 1

Abstract:

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 92 (240,985)

Abstract:

credit rating agencies, competition, reputation, regulation

6.

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 193 (120,482)
Citation 6

Abstract:

Private Equity, Regulatory Capital, Risk Management

7.

On the Origination and Propagation of Shocks Across International Equity Markets: A Microstructure Perspective

7th Miami Behavioral Finance Conference 2016
Number of pages: 134 Posted: 04 Aug 2014 Last Revised: 31 May 2017
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 141 (103,867)

Abstract:

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

8.

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

Number of pages: 78 Posted: 10 Nov 2016 Last Revised: 23 Jun 2017
Dion Bongaerts and Frederik P. Schlingemann
Erasmus University Rotterdam (EUR) - Finance and University of Pittsburgh - Finance Group
Downloads 0 (246,158)

Abstract:

Credit Ratings, Asset Sales, Financial Distress, Governance

9.

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 0 (218,848)

Abstract:

High-Frequency Trading, Welfare, Liquidity

10.

High-Frequency Trading and Market Stability

Number of pages: 53 Posted: 04 Dec 2015 Last Revised: 07 Apr 2016
Dion Bongaerts and Mark Van Achter
Erasmus University Rotterdam (EUR) - Finance and Erasmus University Rotterdam (EUR) - Finance
Downloads 0 (99,992)

Abstract:

Market Freeze, Liquidity Dry-Up, Systemic Risk, Latency, Informed Trading, Allocative Efficiency

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 0.586 seconds

Relx Group logo