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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

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SCHOLARLY PAPERS

10

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4,541

CITATIONS
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Top 5,739

in Total Papers Citations

89

Scholarly Papers (10)

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1.

Tiebreaker: Certification and Multiple Credit Ratings

Downloads 1,084 ( 15,267)
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 1,034 (16,071)
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 (334,317)
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 1,030 (16,469)
Citation 37

Abstract:

CDS, Liquidity, Liquidity Risk

3.

An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets

Downloads 1,006 ( 17,041)
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 774 (24,744)
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 232 (108,964)
Citation 2

Abstract:

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

4.

Cross-Sectional Identification of Informed Trading

Downloads 297 ( 84,004)

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 259 (97,066)

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 38 (374,894)

Abstract:

XPIN, informed trading, private information, portfolio optimization model

5.

Alternatives for Issuer-Paid Credit Rating Agencies

Downloads 251 (100,858)
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 161 (154,061)
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 90 (240,956)

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 (119,624)
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 (105,188)

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 (257,364)

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 (223,100)

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 (105,654)

Abstract:

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

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