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Mathijs A. van Dijk

Personal Details

First Name:Mathijs
Middle Name:A.
Last Name:van Dijk
Suffix:
RePEc Short-ID:pva122
http://mathijsavandijk.com
RSM Erasmus University, Department of Financial Management, Room T9-41, P.O. Box 1738, 3000 DR Rotterdam, The Netherlands
+ 31 10 408 1124

Affiliation

Department of Finance
Rotterdam School of Management (RSM Erasmus University)
Erasmus Universiteit Rotterdam

Rotterdam, Netherlands
http://www.rsm.nl/home/faculty/academic_departments/finance
RePEc:edi:dfmeunl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. René M. Stulz & Alvaro G. Taboada & Mathijs A. van Dijk, 2022. "Why are Banks’ Holdings of Liquid Assets So High?," NBER Working Papers 30340, National Bureau of Economic Research, Inc.
  2. van Dijk, Mathijs & van Dalen, Hendrik Peter & Hyde, Martin, 2019. "Who Bears the Brunt? The Impact of Banking Crises on Younger and Older Workers," Discussion Paper 2019-025, Tilburg University, Center for Economic Research.
  3. Hanselaar, Rogier & Stulz, Rene M. & Van Dijk, Mathijs A., 2017. "Do Firms Issue More Equity When Markets Become More Liquid?," Working Paper Series 2016-24, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  4. Albuquerque de Sousa, J.A. & Beck, T. & van Bergeijk, P.A.G. & van Dijk, M.A., 2016. "Nascent markets: Understanding the success and failure of new stock markets," ISS Working Papers - General Series 623, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
  5. van Dijk, M.A., 2014. "The Social Value of Finance," ERIM Inaugural Address Series Research in Management EIA-2014-055-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam..
  6. Stulz, Rene M. & Vagias, Dimitrios & Van Dijk, Mathijs A., 2013. "Do Firms Issue More Equity When Markets Are More Liquid?," Working Paper Series 2013-10, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  7. Hou, Kewei & van Dijk, Mathijs A., 2010. "Profitability Shocks and the Size EFfect in the Cross-Section of Expected Stock Return," Working Paper Series 2010-1, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  8. Hou, Kewei & van Dijk, Mathijs A. & Zhang, Yinglei, 2010. "The Implied Cost of Capital: A New Approach," Working Paper Series 2010-4, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  9. Abe de Jong & Thuy Thu Nguyen & Mathijs A. van Dijk, 2008. "Strategic Debt: Evidence from Bertrand and Cournot Competition," Working Papers 11, Development and Policies Research Center (DEPOCEN), Vietnam.
  10. Karolyi, G. Andrew & Lee, Kuan Hui & van Dijk, Mathijs A., 2007. "Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World," Working Paper Series 2007-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  11. Koedijk, Kees & Tims, Ben & Van Dijk, Mathijs, 2006. "Purchasing Power Parity and Heterogenous Mean Reversion," CEPR Discussion Papers 5473, C.E.P.R. Discussion Papers.
  12. Koedijk, Kees & Tims, Ben & Van Dijk, Mathijs, 2004. "Purchasing Power Parity and the Euro Area," CEPR Discussion Papers 4510, C.E.P.R. Discussion Papers.
  13. Koedijk, C.G. & van Dijk, M.A., 2002. "Do Global Risk Factors Matter for International Cost of Capital Computations?," ERIM Report Series Research in Management ERS-2002-100-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  14. Koedijk, C.G. & van Dijk, M.A., 2002. "The Cost of Capital of Cross-Listed Firms," ERIM Report Series Research in Management ERS-2002-99-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  15. Flood, M.D. & Koedijk, C.G. & van Dijk, M.A. & van Leeuwen, I.W., 2002. "Dividing the Pie," ERIM Report Series Research in Management ERS-2002-101-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  16. , & Koedijk, Kees & Schotman, Peter C & Van Dijk, Mathijs, 2001. "The Cost of Capital in International Financial Markets: Local or Global," CEPR Discussion Papers 3062, C.E.P.R. Discussion Papers.
  17. Mathijs van Dijk & Mark Schweitzer & Piet Eichholtz, 1999. "Mean-Variance Spanning: Added Value of Real Estate," ERES eres1999_138, European Real Estate Society (ERES).
  18. Koedijk, K.G. & Kool, C.J.M. & Nissen, F.G.J.A. & Schotman, P.C. & Van Dijk, M.A., 1998. "The Cost of Capital in International Financial Markets: Local Versus Global Beta," Papers 99-55, Southern California - School of Business Administration.

Articles

  1. Hanselaar, Rogier M. & Stulz, René M. & van Dijk, Mathijs A., 2019. "Do firms issue more equity when markets become more liquid?," Journal of Financial Economics, Elsevier, vol. 133(1), pages 64-82.
  2. Dominik M. Rösch & Avanidhar Subrahmanyam & Mathijs A. van Dijk, 2017. "The Dynamics of Market Efficiency," The Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1151-1187.
  3. Günster, Andrea & van Dijk, Mathijs, 2016. "The impact of European antitrust policy: Evidence from the stock market," International Review of Law and Economics, Elsevier, vol. 46(C), pages 20-33.
  4. Karolyi, G. Andrew & Lee, Kuan-Hui & van Dijk, Mathijs A., 2012. "Understanding commonality in liquidity around the world," Journal of Financial Economics, Elsevier, vol. 105(1), pages 82-112.
  5. Hou, Kewei & van Dijk, Mathijs A. & Zhang, Yinglei, 2012. "The implied cost of capital: A new approach," Journal of Accounting and Economics, Elsevier, vol. 53(3), pages 504-526.
  6. Nguyen, Thuy Thu & van Dijk, Mathijs A., 2012. "Corruption, growth, and governance: Private vs. state-owned firms in Vietnam," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 2935-2948.
  7. Koedijk, Kees G. & Tims, Ben & van Dijk, Mathijs A., 2011. "Why panel tests of purchasing power parity should allow for heterogeneous mean reversion," Journal of International Money and Finance, Elsevier, vol. 30(1), pages 246-267, February.
  8. van Dijk, Mathijs A., 2011. "Is size dead? A review of the size effect in equity returns," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3263-3274.
  9. Moerman, Gerard A. & van Dijk, Mathijs A., 2010. "Inflation risk and international asset returns," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 840-855, April.
  10. Roosenboom, Peter & van Dijk, Mathijs A., 2009. "The market reaction to cross-listings: Does the destination market matter?," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1898-1908, October.
  11. Abe De Jong & Leonard Rosenthal & Mathijs A. Van Dijk, 2009. "The Risk and Return of Arbitrage in Dual-Listed Companies," Review of Finance, European Finance Association, vol. 13(3), pages 495-520.
  12. Dirk Brounen & Mathijs van Dijk & Piet M.A. Eichholtz, 2008. "Corporate Real Estate and Corporate Takeovers: International Evidence," Journal of Real Estate Research, American Real Estate Society, vol. 30(3), pages 293-314.
  13. Koedijk, Kees G. & Lothian, James R. & van Dijk, Mathijs A., 2006. "Foreign exchange markets: Overview of the special issue," Journal of International Money and Finance, Elsevier, vol. 25(1), pages 1-6, February.
  14. Koedijk, Kees G. & Tims, Ben & van Dijk, Mathijs A., 2004. "Purchasing power parity and the euro area," Journal of International Money and Finance, Elsevier, vol. 23(7-8), pages 1081-1107.
  15. Kees G. Koedijk & Mathijs A. Van Dijk, 2004. "The Cost of Capital of Cross‐listed Firms," European Financial Management, European Financial Management Association, vol. 10(3), pages 465-486, September.
  16. Koedijk, Kees G. & Kool, Clemens J. M. & Schotman, Peter C. & van Dijk, Mathijs A., 2002. "The cost of capital in international financial markets: local or global?," Journal of International Money and Finance, Elsevier, vol. 21(6), pages 905-929, November.
  17. Koedijk, Kees G. & Schotman, Peter C. & Van Dijk, Mathijs A., 1998. "The re-emergence of PPP in the 1990s," Journal of International Money and Finance, Elsevier, vol. 17(1), pages 51-61, February.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (5) 2008-04-04 2008-08-31 2013-10-18 2016-11-20 2018-05-28. Author is listed
  2. NEP-FMK: Financial Markets (5) 2006-02-12 2010-02-27 2016-11-20 2017-01-01 2022-09-12. Author is listed
  3. NEP-IFN: International Finance (4) 2002-11-04 2005-02-13 2006-01-01 2006-02-12
  4. NEP-BAN: Banking (2) 2010-06-04 2022-09-12
  5. NEP-COM: Industrial Competition (2) 2007-11-17 2008-04-04
  6. NEP-CSE: Economics of Strategic Management (2) 2007-11-17 2008-04-04
  7. NEP-FIN: Finance (2) 2005-02-13 2006-02-12
  8. NEP-MIC: Microeconomics (2) 2007-11-17 2008-04-04
  9. NEP-ACC: Accounting and Auditing (1) 2002-11-04
  10. NEP-AGE: Economics of Ageing (1) 2019-07-22
  11. NEP-BEC: Business Economics (1) 2007-11-17
  12. NEP-FOR: Forecasting (1) 2010-06-04
  13. NEP-HME: Heterodox Microeconomics (1) 2014-05-24
  14. NEP-HPE: History and Philosophy of Economics (1) 2014-05-24
  15. NEP-IND: Industrial Organization (1) 2007-11-17
  16. NEP-LAB: Labour Economics (1) 2019-07-22
  17. NEP-MFD: Microfinance (1) 2002-11-04
  18. NEP-MST: Market Microstructure (1) 2013-07-28
  19. NEP-RMG: Risk Management (1) 2008-08-31

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