Details about Mathijs A. van Dijk
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| Homepage: | http://mathijsavandijk.com
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| Phone: | + 31 10 408 1124 |
| Postal address: | RSM Erasmus University, Department of Financial Management, Room T9-41, P.O. Box 1738, 3000 DR Rotterdam, The Netherlands |
| Workplace: | Department of Finance, Rotterdam School of Management (RSM Erasmus University), Erasmus Universiteit Rotterdam (Erasmus University of Rotterdam), (more information at EDIRC)
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Access statistics for papers by Mathijs A. van Dijk.
Last updated 2019-08-19. Update your information in the RePEc Author Service.
Short-id: pva122
Jump to Journal Articles
Working Papers
2022
- Bank Liquid Assets, the Portfolio Motive, and Capital Requirements
NBER Working Papers, National Bureau of Economic Research, Inc 
2019
- Who Bears the Brunt? The Impact of Banking Crises on Younger and Older Workers
Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
2017
- Do Firms Issue More Equity When Markets Become More Liquid?
Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (1)
See also Journal Article Do firms issue more equity when markets become more liquid?, Journal of Financial Economics, Elsevier (2019) View citations (28) (2019)
2016
- Nascent markets: Understanding the success and failure of new stock markets
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
Also in ISS Working Papers - General Series, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague (2016) View citations (3)
2014
- The Social Value of Finance
ERIM Inaugural Address Series Research in Management, 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.
2013
- Do Firms Issue More Equity When Markets Are More Liquid?
Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (4)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (4)
2010
- Profitability Shocks and the Size EFfect in the Cross-Section of Expected Stock Return
Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (3)
- The Implied Cost of Capital: A New Approach
Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (6)
See also Journal Article The implied cost of capital: A new approach, Journal of Accounting and Economics, Elsevier (2012) View citations (157) (2012)
2008
- Strategic Debt: Evidence from Bertrand and Cournot Competition
Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam View citations (4)
Also in ERIM Report Series Research in Management, 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 (2007) View citations (5)
2007
- Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World
Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics
2006
- Purchasing Power Parity and Heterogenous Mean Reversion
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
Also in ERIM Report Series Research in Management, 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 (2005)
2004
- Purchasing Power Parity and the Euro Area
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (66)
Also in ERIM Report Series Research in Management, 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 (2004) View citations (15)
See also Journal Article Purchasing power parity and the euro area, Journal of International Money and Finance, Elsevier (2004) View citations (63) (2004)
2002
- Dividing the Pie
ERIM Report Series Research in Management, 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 View citations (3)
- Do Global Risk Factors Matter for International Cost of Capital Computations?
ERIM Report Series Research in Management, 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 View citations (1)
- The Cost of Capital of Cross-Listed Firms
ERIM Report Series Research in Management, 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
See also Journal Article The Cost of Capital of Cross‐listed Firms, European Financial Management, European Financial Management Association (2004) View citations (2) (2004)
2001
- The Cost of Capital in International Financial Markets: Local or Global
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
See also Journal Article The cost of capital in international financial markets: local or global?, Journal of International Money and Finance, Elsevier (2002) View citations (30) (2002)
1999
- Mean-Variance Spanning: Added Value of Real Estate
ERES, European Real Estate Society (ERES)
1998
- The Cost of Capital in International Financial Markets: Local Versus Global Beta
Working Papers, Southern California - School of Business Administration
Journal Articles
2019
- Do firms issue more equity when markets become more liquid?
Journal of Financial Economics, 2019, 133, (1), 64-82 View citations (28)
See also Working Paper Do Firms Issue More Equity When Markets Become More Liquid?, Working Paper Series (2017) View citations (1) (2017)
2017
- The Dynamics of Market Efficiency
The Review of Financial Studies, 2017, 30, (4), 1151-1187 View citations (46)
2016
- The impact of European antitrust policy: Evidence from the stock market
International Review of Law and Economics, 2016, 46, (C), 20-33 View citations (13)
2012
- Corruption, growth, and governance: Private vs. state-owned firms in Vietnam
Journal of Banking & Finance, 2012, 36, (11), 2935-2948 View citations (103)
- The implied cost of capital: A new approach
Journal of Accounting and Economics, 2012, 53, (3), 504-526 View citations (157)
See also Working Paper The Implied Cost of Capital: A New Approach, Working Paper Series (2010) View citations (6) (2010)
- Understanding commonality in liquidity around the world
Journal of Financial Economics, 2012, 105, (1), 82-112 View citations (317)
2011
- Is size dead? A review of the size effect in equity returns
Journal of Banking & Finance, 2011, 35, (12), 3263-3274 View citations (106)
- Why panel tests of purchasing power parity should allow for heterogeneous mean reversion
Journal of International Money and Finance, 2011, 30, (1), 246-267 View citations (10)
2010
- Inflation risk and international asset returns
Journal of Banking & Finance, 2010, 34, (4), 840-855 View citations (17)
2009
- The Risk and Return of Arbitrage in Dual-Listed Companies
Review of Finance, 2009, 13, (3), 495-520 View citations (33)
- The market reaction to cross-listings: Does the destination market matter?
Journal of Banking & Finance, 2009, 33, (10), 1898-1908 View citations (40)
2008
- Corporate Real Estate and Corporate Takeovers: International Evidence
Journal of Real Estate Research, 2008, 30, (3), 293-314
2006
- Foreign exchange markets: Overview of the special issue
Journal of International Money and Finance, 2006, 25, (1), 1-6 View citations (4)
2004
- Purchasing power parity and the euro area
Journal of International Money and Finance, 2004, 23, (7-8), 1081-1107 View citations (63)
See also Working Paper Purchasing Power Parity and the Euro Area, CEPR Discussion Papers (2004) View citations (66) (2004)
- The Cost of Capital of Cross‐listed Firms
European Financial Management, 2004, 10, (3), 465-486 View citations (2)
See also Working Paper The Cost of Capital of Cross-Listed Firms, ERIM Report Series Research in Management (2002) (2002)
2002
- The cost of capital in international financial markets: local or global?
Journal of International Money and Finance, 2002, 21, (6), 905-929 View citations (30)
See also Working Paper The Cost of Capital in International Financial Markets: Local or Global, CEPR Discussion Papers (2001) View citations (12) (2001)
1998
- The re-emergence of PPP in the 1990s
Journal of International Money and Finance, 1998, 17, (1), 51-61 View citations (26)
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