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Details about Mathijs A. van Dijk

E-mail:
Homepage:http://mathijsavandijk.com
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)

Access statistics for papers by Mathijs A. van Dijk.

Last updated 2014-08-28. Update your information in the RePEc Author Service.

Short-id: pva122


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Working Papers

2016

  1. Nascent markets: Understanding the success and failure of new stock markets
    ISS Working Papers - General Series, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague Downloads

2014

  1. 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. Downloads

2013

  1. 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 Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (2)

2010

  1. 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 Downloads View citations (2)
  2. The Implied Cost of Capital: A New Approach
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (3)
    See also Journal Article in Journal of Accounting and Economics (2012)

2008

  1. Strategic Debt: Evidence from Bertrand and Cournot Competition
    Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam Downloads View citations (3)
    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) Downloads View citations (2)

2007

  1. 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 Downloads

2006

  1. Purchasing Power Parity and Heterogenous Mean Reversion
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    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) Downloads

2004

  1. Purchasing Power Parity and the Euro Area
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (62)
    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) Downloads View citations (15)

    See also Journal Article in Journal of International Money and Finance (2004)

2002

  1. 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 Downloads View citations (1)
  2. 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 Downloads
  3. 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 Downloads
    See also Journal Article in European Financial Management (2004)

2001

  1. The Cost of Capital in International Financial Markets: Local or Global
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    See also Journal Article in Journal of International Money and Finance (2002)

1999

  1. Mean-Variance Spanning: Added Value of Real Estate
    ERES, European Real Estate Society (ERES) Downloads

1998

  1. The Cost of Capital in International Financial Markets: Local Versus Global Beta
    Working Papers, Southern California - School of Business Administration

Journal Articles

2012

  1. Corruption, growth, and governance: Private vs. state-owned firms in Vietnam
    Journal of Banking & Finance, 2012, 36, (11), 2935-2948 Downloads View citations (13)
  2. The implied cost of capital: A new approach
    Journal of Accounting and Economics, 2012, 53, (3), 504-526 Downloads View citations (26)
    See also Working Paper (2010)
  3. Understanding commonality in liquidity around the world
    Journal of Financial Economics, 2012, 105, (1), 82-112 Downloads View citations (83)

2011

  1. Is size dead? A review of the size effect in equity returns
    Journal of Banking & Finance, 2011, 35, (12), 3263-3274 Downloads View citations (30)
  2. Why panel tests of purchasing power parity should allow for heterogeneous mean reversion
    Journal of International Money and Finance, 2011, 30, (1), 246-267 Downloads View citations (8)

2010

  1. Inflation risk and international asset returns
    Journal of Banking & Finance, 2010, 34, (4), 840-855 Downloads View citations (13)

2009

  1. The Risk and Return of Arbitrage in Dual-Listed Companies
    Review of Finance, 2009, 13, (3), 495-520 Downloads View citations (13)
  2. The market reaction to cross-listings: Does the destination market matter?
    Journal of Banking & Finance, 2009, 33, (10), 1898-1908 Downloads View citations (19)

2008

  1. Corporate Real Estate and Corporate Takeovers: International Evidence
    Journal of Real Estate Research, 2008, 30, (3), 293-314 Downloads

2006

  1. Foreign exchange markets: Overview of the special issue
    Journal of International Money and Finance, 2006, 25, (1), 1-6 Downloads View citations (3)

2004

  1. Purchasing power parity and the euro area
    Journal of International Money and Finance, 2004, 23, (7-8), 1081-1107 Downloads View citations (56)
    See also Working Paper (2004)
  2. The Cost of Capital of Cross-listed Firms
    European Financial Management, 2004, 10, (3), 465-486 Downloads View citations (1)
    See also Working Paper (2002)

2002

  1. The cost of capital in international financial markets: local or global?
    Journal of International Money and Finance, 2002, 21, (6), 905-929 Downloads View citations (20)
    See also Working Paper (2001)

1998

  1. The re-emergence of PPP in the 1990s
    Journal of International Money and Finance, 1998, 17, (1), 51-61 Downloads View citations (21)
 
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