Mathijs A. Van Dijk

Erasmus University - Rotterdam School of Management

Professor of Finance

P.O. Box 1738

Rotterdam, 3000 DR

Netherlands

http://mathijsavandijk.com/

Erasmus Research Institute of Management (ERIM)

P.O. Box 1738

3000 DR Rotterdam

Netherlands

SCHOLARLY PAPERS

39

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94

CROSSREF CITATIONS

330

Scholarly Papers (39)

1.

Is Size Dead? A Review of the Size Effect in Equity Returns

Journal of Banking and Finance, Forthcoming
Number of pages: 41 Posted: 30 Jan 2006 Last Revised: 16 May 2011
Mathijs A. Van Dijk
Erasmus University - Rotterdam School of Management
Downloads 2,665 (5,030)
Citation 7

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Size Effect, Cross-Section of Equity Returns, CAPM, Anomalies

The Risk and Return of Arbitrage in Dual-Listed Companies

Review of Finance, Vol. 13, 495-520, 2009.
Number of pages: 37 Posted: 01 Jun 2009 Last Revised: 30 Apr 2010
Abe de Jong, Leonard Rosenthal and Mathijs A. Van Dijk
Rotterdam School of Management, Erasmus University, Bentley University - Department of Finance and Erasmus University - Rotterdam School of Management
Downloads 2,509 (5,443)
Citation 2

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Arbitrage, dual-listed companies, idiosyncratic risk, anomalies, international finance

The Risk and Return of Arbitrage in Dual-Listed Companies

Review of Finance, Vol. 13, Issue 3, pp. 495-520, 2009
Posted: 18 Aug 2009
Abe de Jong, Leonard Rosenthal and Mathijs A. Van Dijk
Rotterdam School of Management, Erasmus University, Bentley University - Department of Finance and Erasmus University - Rotterdam School of Management

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F30, G14, G15

3.

The Implied Cost of Capital: A New Approach

Charles A. Dice Center Working Paper No. 2010-4, Fisher College of Business Working Paper No. 2010-03-004, Journal of Accounting & Economics (JAE), Forthcoming
Number of pages: 53 Posted: 02 Mar 2010 Last Revised: 13 Dec 2011
Kewei Hou, Mathijs A. Van Dijk and Yinglei Zhang
Ohio State University (OSU) - Department of Finance, Erasmus University - Rotterdam School of Management and The Chinese University of Hong Kong (CUHK) - School of Accountancy
Downloads 2,027 (7,983)
Citation 16

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Cross-sectional earnings model, Earnings forecasts, Expected returns, Implied cost of capital, Asset pricing tests

4.

Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns

Charles A. Dice Center Working Paper No. 2010-1 , Fisher College of Business Working Paper No. 2010-03-001, Review of Financial Studies, Forthcoming
Number of pages: 64 Posted: 18 Jan 2010 Last Revised: 11 Sep 2018
Kewei Hou and Mathijs A. Van Dijk
Ohio State University (OSU) - Department of Finance and Erasmus University - Rotterdam School of Management
Downloads 1,492 (13,112)
Citation 6

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Size effect, Expected stock returns, Profitability shocks, Asset pricing tests

The Cost of Capital in International Financial Markets: Local or Global?

Journal of International Money and Finance, Vol. 21, pp. 905–929, 2002
Number of pages: 37 Posted: 20 Jul 1999 Last Revised: 12 May 2010
Tilburg University - Department of Finance, Utrecht University - School of Economics, Erasmus University - Rotterdam School of Management and Maastricht University - Department of Finance
Downloads 1,374 (14,628)
Citation 3

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The Cost of Capital in International Financial Markets: Local or Global

Number of pages: 34 Posted: 30 Nov 2001
Tilburg University - Department of Finance, Utrecht University - School of Economics, Erasmus University - Rotterdam School of Management and Maastricht University - Department of Finance
Downloads 44 (453,694)
Citation 1
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Cost of capital, ICAPM, pricing error, exchange rate exposure

6.

The Market Reaction to Cross-Listings: Does the Destination Market Matter?

Journal of Banking and Finance, Vol. 33, pp. 1898-1908, 2009
Number of pages: 31 Posted: 03 Dec 2007 Last Revised: 01 May 2010
Peter Roosenboom and Mathijs A. Van Dijk
Rotterdam School of Management, Erasmus University and Erasmus University - Rotterdam School of Management
Downloads 1,317 (15,917)
Citation 2

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Cross-listings, Capital market integration, Investor protection, Market liquidity, Information disclosure

7.

Understanding Commonality in Liquidity Around the World

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 64 Posted: 13 Sep 2007 Last Revised: 16 Jul 2011
George Andrew Karolyi, Kuan-Hui Lee and Mathijs A. Van Dijk
Cornell University - Samuel Curtis Johnson Graduate School of Management, Seoul National University Business School and Erasmus University - Rotterdam School of Management
Downloads 1,269 (16,835)
Citation 22

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Commonality, Liquidity, International markets

8.
Downloads 1,095 ( 21,029)
Citation 3

The Cost of Capital of Cross-Listed Firms

Number of pages: 37 Posted: 15 Jun 2001
Kees C. G. Koedijk and Mathijs A. Van Dijk
Tilburg University - Department of Finance and Erasmus University - Rotterdam School of Management
Downloads 770 (34,228)
Citation 1

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Cross-listings, cost of equity capital, foreign exchange exposure

The Cost of Capital of Cross-Listed Firms

European Financial Management, Vol. 10, No. 3, pp. 465-486, September 2004
Number of pages: 22 Posted: 06 Sep 2004
Kees C. G. Koedijk and Mathijs A. Van Dijk
Tilburg University - Department of Finance and Erasmus University - Rotterdam School of Management
Downloads 325 (100,952)
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Cross-listings, cost of equity capital, foreign exchange exposure

9.

The Social Costs of Financial Crises

Number of pages: 27 Posted: 13 Jun 2013
Mathijs A. Van Dijk
Erasmus University - Rotterdam School of Management
Downloads 623 (46,267)
Citation 3

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financial crises, social costs, health, education, poverty, ender issues

10.
Downloads 592 ( 49,425)
Citation 10

Purchasing Power Parity and the Euro Area

ERIM Report Series Reference No. ERS-2004-025-F&A
Number of pages: 41 Posted: 29 Mar 2004
Kees C. G. Koedijk, Ben Tims and Mathijs A. Van Dijk
Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 525 (56,951)

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european integration, real exchange rates, purchasing power parity, heterogeneous SUR

Purchasing Power Parity and the Euro Area

Journal of International Money and Finance, Vol. 23, pp. 1081-1107, 2004
Number of pages: 37 Posted: 15 May 2011
Kees C. G. Koedijk, Ben Tims and Mathijs A. Van Dijk
Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 49 (433,429)

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European integration, real exchange rates, purchasing power parity, heterogeneous SUR

Purchasing Power Parity and the Euro Area

Number of pages: 39 Posted: 13 Sep 2004
Kees C. G. Koedijk, Ben Tims and Mathijs A. Van Dijk
Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 18 (601,025)
Citation 1
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European integration, real exchange rates, purchasing power parity, heterogenous SUR

11.

The Dynamics of Market Efficiency

Review of Financial Studies, Forthcoming
Number of pages: 69 Posted: 21 May 2012 Last Revised: 30 Jun 2016
Dominik Rösch, Avanidhar Subrahmanyam and Mathijs A. Van Dijk
State University of New York at Buffalo - School of Management, University of California, Los Angeles (UCLA) - Finance Area and Erasmus University - Rotterdam School of Management
Downloads 503 (60,719)
Citation 10

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market efficiency, co-movement, funding liquidity, hedge funds, algorithmic trading

12.

Strategic Competition, Capital Structure, and Market Share

EFA 2008 Athens Meetings Paper
Number of pages: 32 Posted: 06 Mar 2008 Last Revised: 10 Jun 2008
Abe de Jong, Thuy Thu Nguyen and Mathijs A. Van Dijk
Rotterdam School of Management, Erasmus University, Erasmus University Rotterdam (EUR) - Rotterdam School of Management, Department of Finance and Erasmus University - Rotterdam School of Management
Downloads 474 (65,438)

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Strategic debt, capital structure, market share, Cournot competition, Bertrand competition

Strategic Debt: Evidence from Bertrand and Cournot Competition

ERIM Report Series Reference No. ERS-2007-057-F&A
Number of pages: 35 Posted: 18 Sep 2007
Abe de Jong, T.T. Nguyen and Mathijs A. Van Dijk
Rotterdam School of Management, Erasmus University, affiliation not provided to SSRN and Erasmus University - Rotterdam School of Management
Downloads 247 (135,299)

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leverage, Bertrand competition, Cournot competition, Strategic debt, demand and cost uncertainty

Strategic Debt: Evidence from Bertrand and Cournot Competition

Number of pages: 31 Posted: 10 Sep 2007
Abe de Jong, Thuy Thu Nguyen and Mathijs A. Van Dijk
Rotterdam School of Management, Erasmus University, Erasmus University Rotterdam (EUR) - Rotterdam School of Management, Department of Finance and Erasmus University - Rotterdam School of Management
Downloads 221 (150,992)
Citation 4

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Strategic debt, Cournot competition, Bertrand competition, demand and cost uncertainty, leverage

Do Global Risk Factors Matter for International Cost of Capital Computations?

Number of pages: 19 Posted: 18 Jan 2003
Kees C. G. Koedijk and Mathijs A. Van Dijk
Tilburg University - Department of Finance and Erasmus University - Rotterdam School of Management
Downloads 466 (66,083)

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cost of equity capital, exchange rate risk, capital budgeting, valuation

Perspectives: Global Risk Factors and the Cost of Capital

Posted: 05 May 2004
Kees C. G. Koedijk and Mathijs A. Van Dijk
Tilburg University - Department of Finance and Erasmus University - Rotterdam School of Management

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Equity Investments, fundamental analysis and valuation models, Corporate Finance, capital investment decisions

15.

Do Firms Issue More Equity When Markets Become More Liquid?

Journal of Financial Economics (JFE), Volume 133, Issue 1, July 2019, Pages 64-82.
Number of pages: 48 Posted: 31 Dec 2016 Last Revised: 30 May 2019
Rogier Hanselaar, René M. Stulz and Mathijs A. Van Dijk
Erasmus University Rotterdam (EUR), Ohio State University (OSU) - Department of Finance and Erasmus University - Rotterdam School of Management
Downloads 383 (84,300)
Citation 5

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International finance, IPOs, SEOs, market liquidity, market timing

16.

The Impact of European Antitrust Policy: Evidence from the Stock Market

Number of pages: 46 Posted: 30 Apr 2010 Last Revised: 21 Jun 2011
Andrea Günster and Mathijs A. Van Dijk
ZHAW School of Management and Law and Erasmus University - Rotterdam School of Management
Downloads 381 (84,829)
Citation 3

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Antitrust, Competition Policy, European Commission, Event Study

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 304 (108,661)
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 75 (348,681)
Citation 1

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XPIN, informed trading, private information, portfolio optimization model

18.
Downloads 369 ( 88,032)
Citation 11

The World Price of Inflation Risk

Number of pages: 39 Posted: 05 Apr 2005
G. A. Moerman and Mathijs A. Van Dijk
AEGON Asset Management and Erasmus University - Rotterdam School of Management
Downloads 208 (159,944)
Citation 3

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International asset pricing, Inflation risk, Exchange rate risk

Inflation Risk and International Asset Returns

Journal of Banking and Finance, 34, pp. 840-855, 2010.
Number of pages: 46 Posted: 18 Apr 2007 Last Revised: 01 May 2010
G. A. Moerman and Mathijs A. Van Dijk
AEGON Asset Management and Erasmus University - Rotterdam School of Management
Downloads 161 (201,460)

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International asset pricing, Inflation risk, Exchange rate risk

19.

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 344 (95,346)
Citation 5

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

20.
Downloads 302 (110,064)
Citation 4

International Capital Flows and Liquidity

Number of pages: 53 Posted: 21 Jan 2011 Last Revised: 11 Mar 2011
Dimitrios Vagias and Mathijs A. Van Dijk
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 159 (203,680)
Citation 5

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International Capital Flows and Liquidity

Number of pages: 53 Posted: 15 Mar 2010 Last Revised: 28 May 2019
Dimitrios Vagias and Mathijs A. Van Dijk
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 143 (222,545)
Citation 1

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Capital flows, stock market liquidity, financial crises

21.

Corruption, Growth, and Governance: Private vs. State-Owned Firms in Vietnam

Number of pages: 43 Posted: 08 May 2010
Thuy Thu Nguyen and Mathijs A. Van Dijk
Erasmus University Rotterdam (EUR) - Rotterdam School of Management, Department of Finance and Erasmus University - Rotterdam School of Management
Downloads 288 (115,811)
Citation 13

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Corruption, growth, governance, private firms, state-owned enterprises

22.

Dividing the Pie

Number of pages: 48 Posted: 18 Jan 2003
R. H. Smith School of Business, U. of Maryland, Tilburg University - Department of Finance, Erasmus University - Rotterdam School of Management and Maastricht University - Limburg Institute of Financial Economics (LIFE)
Downloads 261 (128,486)

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financial markets, market microstructure, experimental economics, information asymmetry

23.

Do Firms Issue More Equity When Markets Are More Liquid?

Fisher College of Business Working Paper No. 2013-03-10, Charles A. Dice Center Working Paper No. 2013-10
Number of pages: 44 Posted: 10 Jul 2013 Last Revised: 23 Apr 2014
René M. Stulz, Dimitrios Vagias and Mathijs A. Van Dijk
Ohio State University (OSU) - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 251 (133,686)

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International finance, IPOs, SEOs, market liquidity, market timing

Nascent Markets: Understanding the Success and Failure of New Stock Markets

Number of pages: 68 Posted: 17 Nov 2016
Norwegian School of Economics (NHH), City University London - Sir John Cass Business School, Erasmus University - Institute of Social Studies (ISS) and Erasmus University - Rotterdam School of Management
Downloads 206 (161,378)

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nascent markets, stock market success, financial development

Nascent Markets: Understanding the Success and Failure of New Stock Markets

CEPR Discussion Paper No. DP11604
Number of pages: 70 Posted: 07 Nov 2016
Norwegian School of Economics (NHH), City University London - Sir John Cass Business School, Erasmus University - Institute of Social Studies (ISS) and Erasmus University - Rotterdam School of Management
Downloads 1 (742,940)
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stock exchanges; financial development

Why Panel Tests of Purchasing Power Parity Should Allow for Heterogeneous Mean Reversion

Journal of International Money and Finance, Vol. 30, pp. 246-267, 2010
Number of pages: 43 Posted: 12 Dec 2005 Last Revised: 16 May 2011
Kees C. G. Koedijk, Ben Tims and Mathijs A. Van Dijk
Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 85 (323,238)

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PPP, real exchange rates, panel models, unit root tests, heterogeneity, panel tests

Purchasing Power Parity and Heterogeneous Mean Reversion

ERIM Report Series Reference No. ERS-2005-085-F&A
Number of pages: 44 Posted: 21 Dec 2005
Kees C. G. Koedijk, Ben Tims and Mathijs A. Van Dijk
Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 79 (338,126)

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Panel Models, Heterogeneity, Purchasing Power Parity, Real Exchange Rates, Unit Root Tests

Purchasing Power Parity and Heterogenous Mean Reversion

CEPR Discussion Paper No. 5473
Number of pages: 42 Posted: 08 May 2006
Kees C. G. Koedijk, Ben Tims and Mathijs A. Van Dijk
Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 18 (601,025)
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International economics, purchasing power parity, real exchange rates, panel models, unit root tests, heterogeneity

26.

The More You See, the Less You Get: Price-Competing Insiders Under Different Trading Mechanisms

Number of pages: 32 Posted: 10 Aug 1998
R. H. Smith School of Business, U. of Maryland, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Tilburg University - Department of Finance, Erasmus University - Rotterdam School of Management and Maastricht University - Limburg Institute of Financial Economics (LIFE)
Downloads 148 (215,939)
Citation 3

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27.
Downloads 100 (289,013)
Citation 3

A Finance Approach to Climate Stress Testing

Number of pages: 51 Posted: 06 May 2020
Henk Jan Reinders, Dirk Schoenmaker and Mathijs A. Van Dijk
Rotterdam School of Management, Rotterdam School of Management, Erasmus University and Erasmus University - Rotterdam School of Management
Downloads 99 (292,921)
Citation 3

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Climate stress test, contingent claims analysis, climate policies, carbon tax, banks

A Finance Approach to Climate Stress Testing

CEPR Discussion Paper No. DP14609
Number of pages: 54 Posted: 08 May 2020
Henk Jan Reinders, Dirk Schoenmaker and Mathijs A. Van Dijk
Rotterdam School of Management, Rotterdam School of Management, Erasmus University and Erasmus University - Rotterdam School of Management
Downloads 1 (742,940)
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banks, carbon tax, Climate policies, Climate stress test, contingent claims analysis

28.

U.S. Monetary Policy Transmission and Liquidity Risk Premia Around the World

Number of pages: 51 Posted: 12 Jun 2019
George Andrew Karolyi, Kuan-Hui Lee and Mathijs A. Van Dijk
Cornell University - Samuel Curtis Johnson Graduate School of Management, Seoul National University Business School and Erasmus University - Rotterdam School of Management
Downloads 98 (292,866)
Citation 1

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Monetary policy, liquidity risk premia, cross-border bank credit, portfolio flows

Is COVID-19 a Threat to Financial Stability in Europe?

Number of pages: 25 Posted: 26 Jun 2020
Henk Jan Reinders, Dirk Schoenmaker and Mathijs A. Van Dijk
Rotterdam School of Management, Rotterdam School of Management, Erasmus University and Erasmus University - Rotterdam School of Management
Downloads 92 (309,464)

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Financial stability, bank capital, COVID-19, stress test

Is COVID-19 a Threat to Financial Stability in Europe?

CEPR Discussion Paper No. DP14922
Number of pages: 28 Posted: 29 Jun 2020
Henk Jan Reinders, Dirk Schoenmaker and Mathijs A. Van Dijk
Rotterdam School of Management, Rotterdam School of Management, Erasmus University and Erasmus University - Rotterdam School of Management
Downloads 2 (728,739)
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bank capital, Covid-19 pandemic, Financial Stability, stress test

30.

Financial Market Frictions and Learning from the Stock Price

Number of pages: 53 Posted: 13 Dec 2019
Dominik Rösch, Avanidhar Subrahmanyam and Mathijs A. Van Dijk
State University of New York at Buffalo - School of Management, University of California, Los Angeles (UCLA) - Finance Area and Erasmus University - Rotterdam School of Management
Downloads 89 (311,370)

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financial market frictions, illiquidity, corporate investment, learning from the stock price, short-termism

31.

Corporate Real Estate and Corporate Takeovers: International Evidence

Journal of Real Estate Research (JRER), Vol. 30, No. 3, 2008
Number of pages: 22 Posted: 22 Jan 2008 Last Revised: 17 Jul 2009
Dirk Brounen, Piet M. A. Eichholtz and Mathijs A. Van Dijk
Erasmus University Rotterdam (EUR) - Department of Financial Management, University of Maastricht - Limburg Institute of Financial Economics (LIFE) and Erasmus University - Rotterdam School of Management
Downloads 66 (369,865)

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corporate real estate, firm characteristics

32.

Conditional Volatility Targeting

Financial Analyst Journal, Forthcoming
Number of pages: 32 Posted: 20 Jul 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 School of Management
Downloads 54 (408,194)

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33.

Liquidity Creation, Investment, and Growth

Number of pages: 57 Posted: 16 Jul 2020
Thorsten Beck, Robin Döttling, Thomas Lambert and Mathijs A. Van Dijk
City University London - Sir John Cass Business School, Rotterdam School of Management, Erasmus University, Rotterdam School of Management, Erasmus University and Erasmus University - Rotterdam School of Management
Downloads 38 (474,724)

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Banking sector development, economic growth, investment, liquidity creation, tangible assets

34.

Do Firms Issue More Equity When Markets are More Liquid?

NBER Working Paper No. w19229
Number of pages: 44 Posted: 20 Jul 2013
René M. Stulz, René Stulz, Dimitrios Vagias and Mathijs A. Van Dijk
Ohio State University (OSU) - Department of Finance, Ohio State University (OSU), Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 13 (613,597)

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35.

Who Bears the Brunt? The Impact of Banking Crises on Younger and Older Workers

CentER Discussion Paper Series No. 2019-025
Number of pages: 33 Posted: 17 Jul 2019
Mathijs A. Van Dijk, Hendrik P. van Dalen and Martin Hyde
Erasmus University - Rotterdam School of Management, Tilburg University, CentER and Swansea University
Downloads 11 (627,579)

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banking crisis, unemployment, employment protection, age, older workers, labor force

36.

Liquidity Creation, Investment, and Growth

CEPR Discussion Paper No. DP14956
Number of pages: 60 Posted: 29 Jun 2020
Thorsten Beck, Robin Döttling, Thomas Lambert and Mathijs A. Van Dijk
City University London - Sir John Cass Business School, Rotterdam School of Management, Erasmus University, Rotterdam School of Management, Erasmus University and Erasmus University - Rotterdam School of Management
Downloads 1 (708,574)
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37.

The Re-Emergence of PPP in the 1990s

Journal of International Money and Finance, Vol. 17, pp. 51-61, 1998
Posted: 02 May 2010
Kees C. G. Koedijk, Peter C. Schotman and Mathijs A. Van Dijk
Tilburg University - Department of Finance, Maastricht University - Department of Finance and Erasmus University - Rotterdam School of Management

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Purchasing power parity, panel test, numeraire, productivity

38.

Foreign Exchange Markets: Overview of the Special Issue

Journal of International Money and Finance, Vol. 25, pp. 1-6, 2006
Posted: 01 May 2010
Kees C. G. Koedijk, James R. Lothian and Mathijs A. Van Dijk
Tilburg University - Department of Finance, Gabelli School of Business, Fordahm University and Erasmus University - Rotterdam School of Management

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Foreign Exchange Markets, Exchange Rates, Purchasing Power Parity, Uncovered Interest Parity, Monetary Policy

39.

Resource Misallocation and Mark-Up Ratios: An Alternative Estimation Technique for Harberger Triangles

Economics Letters, Vol. 54, 1997
Posted: 01 May 2010
Mathijs A. Van Dijk and Peter A. G. van Bergeijk
Erasmus University - Rotterdam School of Management and Erasmus University - Institute of Social Studies (ISS)

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Price mark-up, Allocative efficiency