Details about Mathijs A. van Dijk

Access statistics for papers by Mathijs A. van Dijk.

Last updated 2009-11-16. Update your information in the RePEc Author Service.

Short-id: pva122

Working Papers

2008

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

2007

2. 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

3. Purchasing Power Parity and Heterogenous Mean Reversion
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Research Paper, 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

4. Purchasing Power Parity and the Euro Area
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   See also Journal Article in Journal of International Money and Finance (2004)

2002

5. Do Global Risk Factors Matter for International Cost of Capital Computations?
   Research Paper, 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. The Cost of Capital of Cross-Listed Firms
   Research Paper, 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 in European Financial Management (2004)

2001

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

1998

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

Journal Articles

2009

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

2008

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

2006

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

2004

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

2002

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

1998

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