Dion Bongaerts

Erasmus University Rotterdam (EUR) - Finance

SCHOLARLY PAPERS

12

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215

Scholarly Papers (12)

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 - Center and Faculty of Economics and Business Administration
Downloads 885 (25,256)
Citation 8

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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 - Center and Faculty of Economics and Business Administration
Downloads 264 (114,260)
Citation 9

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

2.
Downloads 1,114 ( 18,289)
Citation 81

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
Erasmus University Rotterdam (EUR) - Finance, University of Notre Dame and Yale School of Management - International Center for Finance
Downloads 1,061 (19,312)
Citation 2

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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: 12 Oct 2009
Erasmus University Rotterdam (EUR) - Finance, University of Notre Dame and Yale School of Management - International Center for Finance
Downloads 53 (382,455)

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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 - Center and Faculty of Economics and Business Administration
Downloads 1,077 (19,260)
Citation 3

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CDS, Liquidity, Liquidity Risk

4.

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 376 (77,662)
Citation 15

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

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 288 (104,184)
Citation 1

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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 67 (339,445)
Citation 1

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XPIN, informed trading, private information, portfolio optimization model

6.

How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective

7th Miami Behavioral Finance Conference 2016
Number of pages: 147 Posted: 04 Aug 2014 Last Revised: 01 Dec 2018
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 321 (93,034)
Citation 3

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

7.
Downloads 298 (100,896)
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 178 (167,877)
Citation 15

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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 120 (232,740)
Citation 1

Abstract:

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credit rating agencies, competition, reputation, regulation

8.

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 232 (130,967)
Citation 2

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Private Equity, Regulatory Capital, Risk Management

9.

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 149 (195,454)
Citation 2

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Credit Ratings, Asset Sales, Financial Distress, Governance

10.

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 127 (222,039)
Citation 1

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High-Frequency Trading, Welfare, Liquidity

11.

The Next Step in Green Bond Financing

Number of pages: 10 Posted: 05 Jun 2019 Last Revised: 13 Jun 2019
Dion Bongaerts and Dirk Schoenmaker
Erasmus University Rotterdam (EUR) - Finance and Rotterdam School of Management, Erasmus University
Downloads 42 (414,507)

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security design, liquidity

12.

The Economics of Investor-Paid Credit Rating Agencies

Number of pages: 48 Posted: 27 Jun 2019
Dion Bongaerts
Erasmus University Rotterdam (EUR) - Finance
Downloads 21 (513,320)

Abstract:

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Credit Rating Agencies, Competition, Regulation, Investor-Paid