Mathijs A. van Dijk : Citation Profile


Are you Mathijs A. van Dijk?

Erasmus Universiteit Rotterdam

10

H index

10

i10 index

511

Citations

RESEARCH PRODUCTION:

17

Articles

22

Papers

RESEARCH ACTIVITY:

   21 years (1998 - 2019). See details.
   Cites by year: 24
   Journals where Mathijs A. van Dijk has often published
   Relations with other researchers
   Recent citing documents: 133.    Total self citations: 5 (0.97 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva122
   Updated: 2020-05-16    RAS profile: 2019-08-19    
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Relations with other researchers


Works with:

Stulz, René (4)

Albuquerque de Sousa, Jose (2)

Bergeijk, Peter (2)

Beck, Thorsten (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mathijs A. van Dijk.

Is cited by:

Panagiotidis, Theodore (7)

Panagiotidis, Theodore (7)

Qin, Duo (5)

Anginer, Deniz (5)

Otero, Jesus (5)

Holmes, Mark (5)

Demirguc-Kunt, Asli (5)

Bahmani-Oskooee, Mohsen (4)

Karolyi, G. (4)

Kutan, Ali (4)

Smajlbegovic, Esad (4)

Cites to:

Shleifer, Andrei (24)

Campbell, John (20)

Lopez-de-Silanes, Florencio (12)

La Porta, Rafael (11)

Vishny, Robert (10)

Harvey, Campbell (10)

Rogoff, Kenneth (9)

Papell, David (9)

Shin, Hyun Song (8)

Morris, Stephen (8)

Jorion, Philippe (8)

Main data


Where Mathijs A. van Dijk has published?


Journals with more than one article published# docs
Journal of International Money and Finance5
Journal of Banking & Finance4
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
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 Rotterdam6
Working Paper Series / Ohio State University, Charles A. Dice Center for Research in Financial Economics5

Recent works citing Mathijs A. van Dijk (2019 and 2018)


YearTitle of citing document
2019Hong Kong - Shanghai Connect / Hong Kong - Beijing Disconnect (?), Scaling the Great Wall of Chinese Securities Trading Costs. (2016). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1603.01341.

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2018Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2018). Gatfaoui, Hayette. In: Papers. RePEc:arx:papers:1811.02382.

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2018Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and their Effect on Portfolio Execution. (2018). Moallemi, Ciamac C ; Maglaras, Costis ; Min, Seungki. In: Papers. RePEc:arx:papers:1811.05524.

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2020Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595.

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2019Optimal Convergence Trading with Unobservable Pricing Errors. (2019). Eksi, Zehra ; Colaneri, Katia ; Altay, Suhan. In: Papers. RePEc:arx:papers:1910.01438.

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2019What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs. (2019). Görtz, Christoph ; Lubik, Thomas A ; Gunn, Christopher ; Gortz, Christoph. In: Discussion Papers. RePEc:bir:birmec:19-09.

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2018Future Realized Return, Firm‐specific Risk and the Implied Expected Return. (2018). Wang, Pengguo. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:1:p:105-132.

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2018Corporate social responsibility and dividend policy. (2018). Cheung, Adrian ; Schwiebert, Jorg ; Hu, May. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:787-816.

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2019Stock market integration, cost of equity capital, and corporate investment: Evidence from Brazil. (2019). Loncan, Tiago ; Hillier, David. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:181-206.

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2018Public News Arrival and Cross‐Asset Correlation Breakdown. (2018). Yu, Jing ; Liu, WaiMan ; Ho, KinYip . In: International Review of Finance. RePEc:bla:irvfin:v:18:y:2018:i:3:p:411-451.

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2019FIRM SIZE AND STOCK RETURNS: A QUANTITATIVE SURVEY. (2019). Novak, Jiri ; Havranek, Tomas ; Astakhov, Anton . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:33:y:2019:i:5:p:1463-1492.

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2019Liquidity and tail-risk interdependencies in the euro area sovereign bond market. (2019). Clancy, Daragh ; Filiani, Pasquale ; Dunne, Peter G. In: Research Technical Papers. RePEc:cbi:wpaper:11/rt/19.

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2018Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/6.

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2018Size, Determinants, and Consequences of Corruption in Chinas Provinces: The MIMIC Approach. (2018). schneider, friedrich ; Sun, Qunli ; Chen, Hailin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7175.

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2018Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?. (2018). Rottmann, Horst ; Auer, Benjamin R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7204.

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2019What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs. (2019). Görtz, Christoph ; Lubik, Thomas A ; Gunn, Christopher ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7891.

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2017The World We Live In: Local or Global?. (2017). Koedijk, Kees ; van Toor, Joris ; Horst, Jenke Ter ; Mahieu, Ronald J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11831.

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2018Risk Everywhere: Modeling and Managing Volatility. (2018). Bollerslev, Tim ; Pedersen, Lasse Heje ; Huss, John ; Hood, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12687.

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2019Some Issues on the Vietnam Economic Growth. (2019). Nguyen-Van, Phu ; le Van, Cuong ; Vo, Dinh-Tri ; Nguyenvan, Phu. In: Working Papers. RePEc:dpc:wpaper:0119.

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2017Liquidity and Capital Structure: The Case of Pakistani Non-Financial Firms. (2017). Rashid, Abdul ; Mehmood, Hira . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00669.

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2019The effect of real earnings management on the persistence and informativeness of earnings. (2019). Li, Valerie. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:4:p:402-423.

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2019Model-based earnings forecasts vs. financial analysts earnings forecasts. (2019). Wang, Pengguo. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:4:p:424-437.

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2018Foreign institutional ownership and liquidity commonality around the world. (2018). Deng, Baijun ; Li, Yong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:20-49.

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2019The impact of religious certification on market segmentation and investor recognition. (2019). Mamun, Abdullah ; Hippler, William J ; Hassan, Kabir M ; Alhomaidi, Asem. In: Journal of Corporate Finance. RePEc:eee:corfin:v:55:y:2019:i:c:p:28-48.

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2019Political risk and cost of equity: The mediating role of political connections. (2019). Pham, Anh Viet. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:64-87.

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2020Does short selling affect a firms financial constraints?. (2020). Gao, Shenghao ; Chan, Kam C ; Li, Xinyu ; Meng, Qingbin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918304279.

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2020Exploiting ergodicity in forecasts of corporate profitability. (2020). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302155.

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2019Gender difference in access to local finance and firm performance: Evidence from a panel survey in Vietnam. (2019). Nguyen, Trung Thanh ; Tran, Viet T. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:63:y:2019:i:c:p:150-164.

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2018Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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2018Size matters everywhere: Decomposing the small country and small industry premia. (2018). Umutlu, Mehmet ; Zaremba, Adam. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:1-18.

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2018The “Sell in May” effect: A review and new empirical evidence. (2018). Degenhardt, Thomas ; Auer, Benjamin R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:169-205.

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2019Liquidity shocks and institutional investors. (2019). Dang, Tung ; Zhang, Bohui ; Moshirian, Fariborz. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:184-209.

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2019Measuring excess-predictability of asset returns and market efficiency over time. (2019). Potì, Valerio ; Poti, Valerio ; Conlon, Thomas ; Levich, Richard . In: Economics Letters. RePEc:eee:ecolet:v:175:y:2019:i:c:p:92-96.

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2018Designating market maker behaviour in limit order book markets. (2018). Panayi, Efstathios ; Zigrand, Jean-Pierre ; Danielsson, Jon ; Peters, Gareth W. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:20-44.

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2019Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?. (2019). Ftiti, Zied ; Hadhri, Sinda. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518302358.

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2019How does FX liquidity affect the relationship between foreign ownership and stock liquidity?. (2019). Ryu, Doojin ; Lee, Jieun. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:101-119.

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2017A comparison of alternative cash flow and discount rate news proxies. (2017). Khimich, Natalya . In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:31-52.

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2019Asset pricing with extreme liquidity risk. (2019). Wu, Ying. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:143-165.

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2019Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2019). Gatfaoui, Hayette. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:132-152.

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2019Oil prices and stock market anomalies. (2019). Scrimgeour, Frank ; Cheema, Muhammad A. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:578-587.

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2018Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:208-220.

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2019Can investor sentiment predict the size premium?. (2019). Aharon, David Y ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:10-26.

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2019Does cross-listing in the US mitigate stock crash risk? International evidence. (2019). Ghadhab, Imen. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:186-197.

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2018How do anticorruption measures affect executive incentive?. (2018). Tian, NI ; Zhang, Zongyi. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:179-185.

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2018Investor sentiment and emerging stock market liquidity. (2018). Debata, Byomakesh ; Mahakud, Jitendra ; Dash, Saumya Ranjan. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:15-31.

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2019The causality between liquidity and volatility in the Polish stock market. (2019). Kliber, Agata ; Bdowska-Sojka, Barbara. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:110-115.

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2018Bid- and ask-side liquidity in the NYSE limit order book. (2018). Cenesizoglu, Tolga ; Grass, Gunnar . In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:14-38.

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2019Who trades on momentum?. (2019). Smajlbegovic, Esad ; Jank, Stephan ; Baltzer, Markus. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:56-74.

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2018Policy uncertainty, investment, and the cost of capital. (2018). Drobetz, Wolfgang ; Janzen, Malte ; Guedhami, Omrane ; el Ghoul, Sadok. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:28-45.

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2019The dynamics of low-frequency liquidity measures: The developed versus the emerging market. (2019). Bdowska-Sojka, Barbara. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:136-142.

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2019Effects of antitrust prosecution on retail fuel prices. (2019). Moral, Maria J ; Gonzalez, Xulia. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:67:y:2019:i:c:s0167718719300657.

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2019Risk perceptions and international stock market liquidity. (2019). Marshall, Ben R ; Anderson, Hamish D. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:94-116.

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2019Stock-ADR Arbitrage: Microstructure Risk. (2019). Clark, Ephraim ; McGroarty, Frank ; Raju, V L ; Mitra, Sovan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118304694.

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2019De-Leverage and illiquidity contagion. (2019). Zhu, Ning ; Liu, Yu-Jane. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:1-18.

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2017Which market integration measure?. (2017). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:150-174.

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2018Organization capital, labor market flexibility, and stock returns around the world. (2018). Leung, Woon Sau ; Wood, Geoffrey ; Chen, Jie ; Mazouz, Khelifa. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:150-168.

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2018Estimating risk-return relations with analysts price targets. (2018). Wu, Liuren. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:183-197.

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2018The dark side of rent-seeking: The impact of rent-seeking on earnings management. (2018). Liu, Baohua ; Fung, Hung-Gay ; Chan, Kam C ; Lin, Yan. In: Journal of Business Research. RePEc:eee:jbrese:v:91:y:2018:i:c:p:94-107.

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2019Institutional quality and market selection in the transition to market economy. (2019). Tran, Hien Thu. In: Journal of Business Venturing. RePEc:eee:jbvent:v:34:y:2019:i:5:1.

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2018Private enforcement, corruption, and antitrust design. (2018). Grajzl, Peter ; Baniak, Andrzej. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:1:p:284-307.

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2019Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?. (2019). Rottmann, Horst ; Auer, Benjamin R. In: Journal of Economics and Business. RePEc:eee:jebusi:v:103:y:2019:i:c:p:61-79.

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2018Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity. (2018). Chen, Yong ; Paye, Bradley S ; Eaton, Gregory W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:1:p:48-73.

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2019Preference for dividends and return comovement. (2019). Xie, Jing ; Hameed, Allaudeen . In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:103-125.

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2019The cash conversion cycle spread. (2019). Wang, Baolian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:472-497.

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2018Why do some banks contribute more to global systemic risk?. (2018). Bostandzic, Denefa . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:35:y:2018:i:pa:p:17-40.

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2017“Conditional PPP” and real exchange rate convergence in the euro area. (2017). Glick, Reuven ; Bergin, Paul ; Wu, Jyh-Lin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:78-92.

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2019Legal institutions and fragile financial markets. (2019). Chung, Huimin ; Chiu, Junmao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:277-298.

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2019Global downside risk and equity returns. (2019). Atilgan, Yigit ; Bali, Turan G ; Gunaydin, Doruk A ; Demirtas, Ozgur K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:98:y:2019:i:c:2.

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2018Idiosyncratic information and the cost of equity capital: A meta-analytic review of the literature. (2018). Schreder, Max. In: Journal of Accounting Literature. RePEc:eee:joacli:v:41:y:2018:i:c:p:142-172.

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2017Competitiveness divergence in the Eurozone: The need for symmetric adjustment. (2017). Giannellis, Nikolaos ; Koukouritakis, Minoas. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:5:p:942-962.

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2019Oil subsidies and the risk exposure of oil-user stocks: Evidence from net oil producers. (2019). Hassan, M. Kabir ; Basher, Syed ; Alhassan, Abdulrahman. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:461-472.

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2019Comparing results of the implied cost of capital and capital asset pricing models for infrastructure firms in Brazil. (2019). da Silva, Fabiana Lopes ; Bergmann, Daniel Reed ; Securato, Jose Roberto ; Ferreira, Jose Roberto. In: Utilities Policy. RePEc:eee:juipol:v:56:y:2019:i:c:p:149-158.

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2018The role of algorithmic trading in stock liquidity and commonality in electronic limit order markets. (2018). Moriyasu, Hiroshi ; Yu, Jing ; Wee, Marvin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:103-128.

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2018Market volatility, liquidity shocks, and stock returns: Worldwide evidence. (2018). Marshall, Ben ; Anderson, Hamish D. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:164-199.

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2018Time variation of MAX-premium with market volatility: Evidence from Korean stock market. (2018). Cheon, Yong-Ho ; Lee, Kuan-Hui . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:32-46.

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2019The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes. (2019). Yin, Xiangkang ; Zhao, Jing ; Xu, Liao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x19303051.

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2018Bertrand vs. Cournot competition in distribution channels with upstream collusion. (2018). Bian, Junsong ; Zhou, Guanghui ; Zhao, Xuan ; Hua, Zhongsheng ; Lai, Kin Keung. In: International Journal of Production Economics. RePEc:eee:proeco:v:204:y:2018:i:c:p:278-289.

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2017Structural breaks in the relative importance of country and industry factors in African stock returns. (2017). Boamah, Nicholas Addai ; Watts, Edward J ; Loudon, Geoffrey . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:79-88.

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2017Financial crisis, the real sector and global effects on the African stock markets. (2017). Boamah, Nicholas Addai ; Loudon, Geoffrey ; Watts, Edward J. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:88-96.

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2018Do multiple foreign listings create value for firms?. (2018). You, Leyuan ; Lin, Steve Wen-Jen ; Payne, Janet D. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:134-143.

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2018Does US cross-listing come with incremental benefit for already UK cross-listed firms. (2018). Ghadhab, Imen ; Mrad, Mouna . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:188-204.

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2018Foreign ownership and stock market liquidity. (2018). Lee, Jieun ; Chung, Kee H. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:311-325.

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2019Swarm intelligence? Stock opinions of the crowd and stock returns. (2019). Pelster, Matthias ; Massari, Filippo ; Breitmayer, Bastian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:443-464.

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2020Corporate future investments and stock liquidity: Evidence from emerging markets. (2020). Naka, Atsuyuki ; Alhassan, Abdulrahman. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:69-83.

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2017The dynamics of the relative global sector effects and contagion in emerging markets equity returns. (2017). Boamah, Nicholas Addai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:433-453.

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2020Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Escribano, Ana ; Diaz, Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311024.

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2017Asset volatility. (2017). Richardson, Scott ; Kang, Johnny ; Correia, Maria. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:84405.

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2018State-Business Relations and Financial Accessibility: Explaining Firm Performance in the MENA Region. (2018). Karahasan, Burhan ; Bilgel, Firat. In: Working Papers. RePEc:erg:wpaper:1279.

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2018The Role of Corporate Governance on the Effect of State Ownership on Audit Findings at State-Owned Enterprises. (2018). Furqan, A C ; Masdar, R ; Iqbal, M ; Abdullah, M I. In: European Research Studies Journal. RePEc:ers:journl:v:xxi:y:2018:i:3:p:218-229.

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2019What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs. (2019). Lubik, Thomas ; Görtz, Christoph ; Gunn, Christopher ; Gortz, Christoph. In: Working Paper. RePEc:fip:fedrwp:19-18.

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2018Value Creation in M&A Transactions, Conference Calls, and Shareholder Protection. (2018). Fraunhoffer, Robert ; Schiereck, Dirk ; Young, HO. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:1:p:5-:d:125056.

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2017Effect of Environmental Regulation Stringency on the Pulp and Paper Industry. (2017). Brolund, Johan ; Lundmark, Robert. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:12:p:2323-:d:122721.

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2018Strengthened State Capitalism: Nationalized Firms in China. (2018). Johansson, Anders ; Wang, Ying ; Feng, Xunan. In: Stockholm School of Economics Asia Working Paper Series. RePEc:hhs:hascer:2018-051.

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2019“Uncovering the time-varying relationship between commonality in liquidity and volatility”. (2019). Uribe, Jorge ; Chuliá, Helena ; Koser, Christoph ; Chulia, Helena. In: IREA Working Papers. RePEc:ira:wpaper:201916.

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2019Investigation of the Validity of Purchasing Power Parity Hypothesis with Fourier Unit Root Tests: The Case of Turkey. (2019). Aydın, Mücahit. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:30:y:2019:i:0:p:35-48.

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2018Fragmentation and Market Quality: The Case of European Markets. (2018). Silva, Paulo Pereira. In: De Economist. RePEc:kap:decono:v:166:y:2018:i:2:d:10.1007_s10645-018-9316-0.

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2017Symmetry, proportionality and productivity bias hypothesis: evidence from panel-VAR models. (2017). Irandoust, Manuchehr. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:1:d:10.1007_s10644-016-9185-y.

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2018International asset allocation using the market implied cost of capital. (2018). Bielstein, Patrick. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:1:d:10.1007_s11408-017-0302-3.

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2019Common risk factors in international stock markets. (2019). Schrimpf, Andreas ; Ziegler, Andreas ; Wagner, Alexander F ; von Arx, Urs ; Schmidt, Peter S. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:3:d:10.1007_s11408-019-00334-3.

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More than 100 citations found, this list is not complete...

Works by Mathijs A. van Dijk:


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1999Mean-Variance Spanning: Added Value of Real Estate In: ERES.
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2004The Cost of Capital of Cross‐listed Firms In: European Financial Management.
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2002The Cost of Capital of Cross-Listed Firms.(2002) In: ERIM Report Series Research in Management.
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2016Nascent markets: Understanding the success and failure of new stock markets In: CEPR Discussion Papers.
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2016Nascent markets: Understanding the success and failure of new stock markets.(2016) In: ISS Working Papers - General Series.
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2001The Cost of Capital in International Financial Markets: Local or Global In: CEPR Discussion Papers.
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2002The cost of capital in international financial markets: local or global?.(2002) In: Journal of International Money and Finance.
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2004Purchasing Power Parity and the Euro Area In: CEPR Discussion Papers.
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2004Purchasing power parity and the euro area.(2004) In: Journal of International Money and Finance.
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2004Purchasing Power Parity and the Euro Area.(2004) In: ERIM Report Series Research in Management.
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2006Purchasing Power Parity and Heterogenous Mean Reversion In: CEPR Discussion Papers.
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2005Purchasing Power Parity and Heterogeneous Mean Reversion.(2005) In: ERIM Report Series Research in Management.
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2008Strategic Debt: Evidence from Bertrand and Cournot Competition In: Working Papers.
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2007Strategic Debt: Evidence from Bertrand and Cournot Competition.(2007) In: ERIM Report Series Research in Management.
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2007Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World In: Working Paper Series.
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2010Profitability Shocks and the Size EFfect in the Cross-Section of Expected Stock Return In: Working Paper Series.
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2010The Implied Cost of Capital: A New Approach In: Working Paper Series.
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2012The implied cost of capital: A new approach.(2012) In: Journal of Accounting and Economics.
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2013Do Firms Issue More Equity When Markets Are More Liquid? In: Working Paper Series.
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2013Do Firms Issue more equity when markets are more liquid?.(2013) In: NBER Working Papers.
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2017Do Firms Issue More Equity When Markets Become More Liquid? In: Working Paper Series.
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2019Do firms issue more equity when markets become more liquid?.(2019) In: Journal of Financial Economics.
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2016The impact of European antitrust policy: Evidence from the stock market In: International Review of Law and Economics.
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2009The market reaction to cross-listings: Does the destination market matter? In: Journal of Banking & Finance.
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2010Inflation risk and international asset returns In: Journal of Banking & Finance.
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2011Is size dead? A review of the size effect in equity returns In: Journal of Banking & Finance.
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2012Corruption, growth, and governance: Private vs. state-owned firms in Vietnam In: Journal of Banking & Finance.
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2012Understanding commonality in liquidity around the world In: Journal of Financial Economics.
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1998The re-emergence of PPP in the 1990s In: Journal of International Money and Finance.
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2006Foreign exchange markets: Overview of the special issue In: Journal of International Money and Finance.
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2011Why panel tests of purchasing power parity should allow for heterogeneous mean reversion In: Journal of International Money and Finance.
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2002Dividing the Pie In: ERIM Report Series Research in Management.
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2002Do Global Risk Factors Matter for International Cost of Capital Computations? In: ERIM Report Series Research in Management.
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2014The Social Value of Finance In: ERIM Inaugural Address Series Research in Management.
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1998The Cost of Capital in International Financial Markets: Local Versus Global Beta. In: Southern California - School of Business Administration.
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2008Corporate Real Estate and Corporate Takeovers: International Evidence In: Journal of Real Estate Research.
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2009The Risk and Return of Arbitrage in Dual-Listed Companies In: Review of Finance.
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2017The Dynamics of Market Efficiency In: Review of Financial Studies.
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2019Who Bears the Brunt? The Impact of Banking Crises on Younger and Older Workers In: Discussion Paper.
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