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Mathijs A. van Dijk
Mathijs A. van Dijk
Professor of Finance, Rotterdam School of Management, Erasmus University
Verified email at rsm.nl - Homepage
Title
Cited by
Cited by
Year
Understanding commonality in liquidity around the world
GA Karolyi, K Lee, MA van Dijk
Journal of Financial Economics 105 (1), 82-112, 2012
9002012
The implied cost of capital: A new approach
K Hou, MA Van Dijk, Y Zhang
Journal of Accounting and Economics 53 (3), 504-526, 2012
7312012
Is size dead? A review of the size effect in equity returns
MA Van Dijk
Journal of Banking & Finance 35 (12), 3263-3274, 2011
4792011
Corruption, growth, and governance: Private vs. state-owned firms in Vietnam
TT Nguyen, MA Van Dijk
Journal of Banking and Finance 36 (11), 2935-2948, 2012
4182012
The Risk and Return of Arbitrage in Dual-Listed Companies*
A De Jong, L Rosenthal, MA Van Dijk
Review of Finance 13 (3), 495-520, 2009
178*2009
Resurrecting the size effect: firm size, profitability shocks, and expected stock returns
K Hou, MA Van Dijk
The Review of Financial Studies 32 (7), 2850-2889, 2018
165*2018
The dynamics of market efficiency
DM Rösch, A Subrahmanyam, MA Van Dijk
The Review of Financial Studies 30 (4), 1151-1187, 2017
159*2017
The market reaction to cross-listings: Does the destination market matter?
P Roosenboom, MA Van Dijk
Journal of Banking & Finance 33 (10), 1898-1908, 2009
1522009
Purchasing power parity and the euro area
KG Koedijk, B Tims, MA Van Dijk
Journal of International Money and Finance 23 (7-8), 1081-1107, 2004
1242004
Do firms issue more equity when markets become more liquid?
RM Hanselaar, RM Stulz, MA Van Dijk
Journal of Financial Economics 133 (1), 64-82, 2019
111*2019
The cost of capital in international financial markets: local or global?
KG Koedijk, CJM Kool, PC Schotman, MA Van Dijk
Journal of International Money and Finance 21 (6), 905-929, 2002
1102002
The re-emergence of PPP in the 1990s
KG Koedijk, PC Schotman, MA Van Dijk
Journal of International Money and Finance 17 (1), 51-61, 1998
971998
A finance approach to climate stress testing
HJ Reinders, D Schoenmaker, MA Van Dijk
Journal of International Money and Finance 131, 102797, 2023
772023
Inflation risk and international asset returns
GA Moerman, MA Van Dijk
Journal of Banking & Finance 34 (4), 840-855, 2010
53*2010
Liquidity creation, investment, and growth
T Beck, R Döttling, T Lambert, M van Dijk
Journal of Economic Growth, 1-40, 2022
522022
The impact of European antitrust policy: Evidence from the stock market
A Günster, M van Dijk
International Review of Law and Economics 46, 20-33, 2016
51*2016
Non-standard errors
AJ Menkveld, MA van Dijk, et al.
Journal of Finance, forthcoming, 2023
462023
International capital flows and liquidity
D Vagias, MA Van Dijk
Available at SSRN 1744161, 2011
402011
Global risk factors and the cost of capital
KG Koedijk, MA van Dijk
Financial Analysts Journal, 32-38, 2004
352004
Strategic debt: Evidence from Bertrand and Cournot competition
A De Jong, T Nguyen, M Van Dijk
Available at SSRN 1012782, 2007
302007
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