Mathijs A. van Dijk : Citation Profile

Are you Mathijs A. van Dijk?

Erasmus Universiteit Rotterdam

12

H index

14

i10 index

946

Citations

RESEARCH PRODUCTION:

17

Articles

23

Papers

RESEARCH ACTIVITY:

   24 years (1998 - 2022). See details.
   Cites by year: 39
   Journals where Mathijs A. van Dijk has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 7 (0.73 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva122
   Updated: 2024-01-16    RAS profile: 2019-08-19    
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Relations with other researchers

Works with:

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)

Zaremba, Adam (6)

Gunn, Christopher (6)

Smajlbegovic, Esad (6)

Görtz, Christoph (6)

Demirer, Riza (5)

Demirguc-Kunt, Asli (5)

Dang, Tung (5)

Holmes, Mark (5)

Qin, Duo (5)

Cites to:

Shleifer, Andrei (26)

Campbell, John (23)

La Porta, Rafael (14)

Lopez-de-Silanes, Florencio (14)

Stulz, René (12)

Vishny, Robert (12)

Harvey, Campbell (10)

Shin, Hyun Song (10)

Morris, Stephen (10)

Rogoff, Kenneth (10)

Levine, Ross (9)

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
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Mathijs A. van Dijk (2024 and 2023)

YearTitle of citing document
2023Limits 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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2023Volatility forecasting with machine learning and intraday commonality. (2022). Zhang, Chao ; Qian, Zhongmin ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2202.08962.

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2023Earnings Prediction Using Recurrent Neural Networks. (2023). Elsas, Ralf ; Scherrmann, Moritz. In: Papers. RePEc:arx:papers:2311.10756.

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2023How is illiquidity priced in the Chinese stock market?. (2023). Shen, Zhiqi ; Jiang, Fuwei ; Wu, Kai ; Liu, Jun. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1285-1320.

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2023The effect of corruption on firm investment in the presence of missing data. (2023). Gibson, John ; Dastan, Seyedmasood. In: American Journal of Economics and Sociology. RePEc:bla:ajecsc:v:82:y:2023:i:1:p:79-93.

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2023An empirical evaluation of dynamic approaches for estimating firms’ expected cost of equity capital. (2023). Suprano, Francesco ; Kempkes, Jan A ; Wompener, Andreas. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:859-886.

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2023Financial experts on the top management team: Do they reduce investment inefficiency?. (2023). Wang, BO ; Pryshchepa, Oksana ; Li, Zhe. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:198-235.

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2023Where Is the Carbon Premium? Global Performance of Green and Brown Stocks. (2023). Wilms, Ole ; Rudebusch, Glenn D ; Huber, Daniel ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10246.

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2023Market reactions to a cross-border carbon policy: Evidence from listed Chinese companies. (2023). Huang, Nan ; Luo, LE ; Yang, Qing ; Shen, Hongtao. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:1:s0890838922000452.

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2023The world cup in football and the US IPO market. (2023). Shekhar, Chander ; Lv, Jin Roc ; Fjesme, Sturla Lyngnes. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000597.

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2023Analysts’ underreaction and momentum strategies. (2023). Azevedo, Vitor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002639.

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2023Does FinTech reduce corporate excess leverage? Evidence from China. (2023). Zhang, Xinhe ; Guo, Chong ; Yue, Shujing ; Lai, Xiaobing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:281-299.

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2023Does information disclosure and transparency ranking system prevent the default risk of a firm?. (2023). Lee, Shih-Cheng ; Lu, Canyi ; Yen, Huang-Ping ; Ho, Kung-Cheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1089-1105.

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2023Stock market reactions to corporate misconduct: The moderating role of legal origin. (2023). Bitar, Mohammad ; Benlemlih, Mohammed ; Peillex, Jonathan ; Erragragui, Elias. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000093.

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2023The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074.

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2023CEO/board medical background and stock returns during the COVID-19 pandemic. (2023). Huang, Jingchang ; Cao, June ; Zhao, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s026499932300281x.

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2023Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?. (2023). Yang, Xin ; Deng, Yanchen ; Cai, Yaqian ; Huang, Chuangxia. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002857.

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2023Effects of the debate on glyphosates carcinogenic risk on pesticide producers share prices. (2023). Finger, Robert ; Hirsch, Stefan ; Koppenberg, Maximilian. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s092180092300188x.

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2023A machine learning approach for comparing the largest firm effect. (2023). Fabozzi, Frank J ; Kang, Taehyeon ; Han, Jiwoon ; Ho, Jang. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001121.

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2023Machine learning and the cross-section of emerging market stock returns. (2023). Kalsbach, Tobias ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000274.

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2023Stock liquidity during COVID-19 crisis: A cross-country analysis of developed and emerging economies, and economic policy uncertainty. (2023). Khandaker, Sarod ; Trinh, Hai Hong ; Baghdadi, Ghasan ; al Farooque, Omar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000304.

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2023Allocation of attention and the delayed reaction of stock returns to liquidity shock: Global evidence. (2023). Wang, Shu-Feng ; Lee, Kuan-Hui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:421-444.

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2023Herding behavior and systemic risk in global stock markets. (2023). Vioto, Davide ; Tunaru, Radu ; Hasan, Iftekhar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:107-133.

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2023Industry regulation and the comovement of stock returns. (2023). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:206-219.

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2023The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062.

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2023A dynamic analysis of the neglected firm effect. (2023). Zheng, Min ; Andrikopoulos, Athanasios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003799.

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2023Liquidity Dry-ups in equity markets. (2023). Wang, Xiaoqiong ; Li, Chengcheng ; Kim, Donghyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000522.

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2023The impact of opacity on bank valuation during the global financial crisis: A channel analysis. (2023). Wu, DA ; Zheng, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000960.

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2023Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic. (2023). Zhao, Yang ; Zhang, Xuan ; Xue, Mingqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001242.

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2023Cross-listing dynamics and labor investment efficiency: International evidence. (2023). Lakhal, Faten ; Benkraiem, Ramzi ; Nizar, Hamza ; Ghadhab, Imen. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001941.

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2023The role of social capital in price efficiency: International evidence. (2023). Peng, Shu-Cing ; Hsin, Chin-Wen. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002569.

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2023Local corruption and capital structure. (2023). Le, Phuong Linh ; Nguyen, Ba Phong ; Chuong, Duong Huy ; Tran, Quoc Trung. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003094.

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2023Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic. (2023). Zhao, Jing ; Zhang, Xuan ; Xu, Liao. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000490.

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2023The Bank of Japans equity purchases and stock illiquidity. (2023). Yamada, Kazuo ; Takahashi, Hidenori ; Leung, Woon Sau ; el Kalak, Izidin. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s138641812200060x.

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2023Financial contracting as behavior towards risk: The corporate finance of business cycles 8/3/22. (2023). Krainer, Robert E. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000049.

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2023Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069.

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2023Two faces of the size effect. (2023). Guo, Laite. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002886.

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2023Enhanced momentum strategies. (2023). Windmuller, Steffen ; Hanauer, Matthias X. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002928.

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2023International factor models. (2023). Preissler, Fabian ; Muller, Sebastian ; Jacobs, Heiko ; Huber, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000444.

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2023Dimensions of national culture and R2 around the world. (2023). Lovelace, Kelley Bergsma ; Fetherolf, Raylin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001541.

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2023Exploiting the dynamics of commodity futures curves. (2023). Zhang, Tingxi ; Miffre, Joelle ; Fan, John Hua ; Bianchi, Robert J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001632.

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2023Employment protection and the provision of trade credit. (2023). Lu, Chun ; Chewie, Tze Chuan ; Li, Tongxia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001899.

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2023The fundamental-to-market ratio and the value premium decline. (2023). Leonard, Gregory ; Gonalves, Andrei S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:382-405.

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2023Carr and Wu’s (2020) framework in the oil ETF option market. (2023). Zhang, Jin E ; Ruan, Xinfeng ; Jia, Xiaolan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000247.

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2023Stock market liquidity and bank stability. (2023). Samarasinghe, Ama. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x2300094x.

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2023Tail comovements of implied volatility indices and global index futures returns predictability. (2023). Nguyen, Cuong ; Lee, Yun-Huan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001634.

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2023Global financial crisis, funding constraints, and liquidity of VIX futures. (2023). Tsai, Wei-Che ; Lien, Donald ; Chiu, Junmao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001725.

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2023Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937.

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2023Secondary market listings in equity crowdfunding: The missing link?. (2023). Schwienbacher, Armin ; Lukkarinen, Anna. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:1:s004873332200169x.

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2023Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730.

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2023Do Chinas anti-corruption efforts improve corporate productivity? A difference-in-difference exploration of Chinese listed enterprises. (2023). Le, Wen ; Zheng, Yuhang ; Goh, Lim Thye ; Dagestani, Abd Alwahed ; Tao, Miaomiao. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012123000940.

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2023Rethinking corruption in international business: An empirical review. (2023). Wang, Xin ; Chen, Zhaowei ; Delios, Andrew ; Wu, Tao. In: Journal of World Business. RePEc:eee:worbus:v:58:y:2023:i:2:s1090951622001018.

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2023The Size Effect and the Value Effect in the American Stock Market. (2023). Xiao, Bing. In: Post-Print. RePEc:hal:journl:hal-04194510.

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2023The Growth of Information Asymmetry Between Earnings Announcements and Its Implications for Reporting Frequency. (2023). Stoumbos, Robert. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1901-1928.

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2023Executive compensation and bank’s stability: which role of the corruption control? An empirical evidence from OECD banks. (2023). Daoud, Nejla Ould ; ben Hamad, Salah ; Sallemi, Marwa. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:27:y:2023:i:2:d:10.1007_s10997-022-09649-2.

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2023The impact of local financial development and corruption control on firm efficiency in Vietnam: evidence from a geoadditive stochastic frontier analysis. (2023). Walle, Yabibal M ; Coelho, Clara Silva ; Herwartz, Helmut ; Haschka, Rouven E. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:2:d:10.1007_s11123-023-00694-z.

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2023The implied cost of capital: accounting for growth. (2023). Wang, Haofei ; Zhu, Julie ; Penman, Stephen. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01175-y.

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2023Non-market economy status in anti-dumping investigations and proceedings: A case study of Vietnam. (2023). Anh, Pham Duy. In: OSF Preprints. RePEc:osf:osfxxx:esw4b.

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2023Search-Based Peer Groups and Commonality in Liquidity*. (2023). Snow, Neal M ; Chung, Dennis Y ; Brockman, Paul. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:33-77..

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2023The Term Structure of Equity Risk Premia: Levered Noise and New Estimates*. (2023). Simutin, Mikhail ; Fisher, Adlai ; Carlson, Murray ; Boguth, Oliver. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1155-1182..

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2023Man versus Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases. (2023). Lopez-Lira, Alejandro ; Han, Xiao ; van Binsbergen, Jules H. In: Review of Financial Studies. RePEc:oup:rfinst:v:36:y:2023:i:6:p:2361-2396..

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2023Bonding, signaling theory and dividend policy: Evidence from multinational firms. (2023). Ghadhab, Imen. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00289-7.

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2023Going public: evidence from stock and bond IPOs in Belgium, 1839–1935. (2023). Legierse, Wilco ; Jong, Abe ; Deloof, Marc. In: Cliometrica. RePEc:spr:cliomt:v:17:y:2023:i:3:d:10.1007_s11698-022-00258-5.

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2023Tail risk, beta anomaly, and demand for lottery: what explains cross-sectional variations in equity returns?. (2023). Badhani, K N ; Ali, Asgar. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02355-w.

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2023Demand-side and traditional environmental regulations in green construction: the moderating role of CNSC and SOE intensity. (2023). Liu, Junqi ; Wang, QI. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:7:d:10.1007_s10668-022-02340-4.

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2023Machine learning techniques for cross-sectional equity returns’ prediction. (2023). Loy, Thomas ; Poddig, Thorsten ; Metko, Daniel ; Fieberg, Christian. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:1:d:10.1007_s00291-022-00693-w.

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2023Parametric test of liquidity wavering in response to the dynamic equity constituents. (2023). Sharif, Meskat Ibne. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-023-00419-2.

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2023Reinsurance and Sustainability: Evidence from International Insurers. (2023). Bressan, Silvia. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:6:f:13_6_8.

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2023Public governance and firm total factor productivity: Evidence from a quasi?natural event in China. (2023). Li, Zhenjun ; Cheng, Maoyong. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:31:y:2023:i:3:p:683-719.

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2023Understand funding liquidity and market liquidity in a regime?switching model. (2023). Zhou, Zhiping ; Shen, Liya ; Chen, Louisa. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:589-605.

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2023Corruption, business environment, and firm growth in Vietnam. (2023). Frommel, Michael ; Vu, Phuoc. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2512-2529.

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Works by Mathijs A. van Dijk:

YearTitleTypeCited
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.
[Full Text][Citation analysis]		article2
2002The Cost of Capital of Cross-Listed Firms.(2002) In: ERIM Report Series Research in Management.
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This paper has nother version. Agregated cites: 2		paper
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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This paper has nother version. Agregated cites: 3		paper
2001The Cost of Capital in International Financial Markets: Local or Global In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper36
2002The cost of capital in international financial markets: local or global?.(2002) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 36		article
2004Purchasing Power Parity and the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper63
2004Purchasing power parity and the euro area.(2004) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 63		article
2004Purchasing Power Parity and the Euro Area.(2004) In: ERIM Report Series Research in Management.
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This paper has nother version. Agregated cites: 63		paper
2006Purchasing Power Parity and Heterogenous Mean Reversion In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2005Purchasing Power Parity and Heterogeneous Mean Reversion.(2005) In: ERIM Report Series Research in Management.
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This paper has nother version. Agregated cites: 2		paper
2008Strategic Debt: Evidence from Bertrand and Cournot Competition In: Working Papers.
[Full Text][Citation analysis]		paper7
2007Strategic Debt: Evidence from Bertrand and Cournot Competition.(2007) In: ERIM Report Series Research in Management.
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This paper has nother version. Agregated cites: 7		paper
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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This paper has nother version. Agregated cites: 141		article
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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This paper has nother version. Agregated cites: 4		paper
2017Do Firms Issue More Equity When Markets Become More Liquid? In: Working Paper Series.
[Full Text][Citation analysis]		paper27
2019Do firms issue more equity when markets become more liquid?.(2019) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 27		article
2016The impact of European antitrust policy: Evidence from the stock market In: International Review of Law and Economics.
[Full Text][Citation analysis]		article12
2009The market reaction to cross-listings: Does the destination market matter? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article38
2010Inflation risk and international asset returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
2011Is size dead? A review of the size effect in equity returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article102
2012Corruption, growth, and governance: Private vs. state-owned firms in Vietnam In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article96
2012Understanding commonality in liquidity around the world In: Journal of Financial Economics.
[Full Text][Citation analysis]		article285
1998The re-emergence of PPP in the 1990s In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article26
2006Foreign exchange markets: Overview of the special issue In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article4
2011Why panel tests of purchasing power parity should allow for heterogeneous mean reversion In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article10
2002Dividing the Pie In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper3
2002Do Global Risk Factors Matter for International Cost of Capital Computations? In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper1
2014The Social Value of Finance In: ERIM Inaugural Address Series Research in Management.
[Full Text][Citation analysis]		paper0
1998The Cost of Capital in International Financial Markets: Local Versus Global Beta. In: Southern California - School of Business Administration.
[Citation analysis]		paper0
2008Corporate Real Estate and Corporate Takeovers: International Evidence In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article0
2022Why Are Bank Holdings of Liquid Assets So High? In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2009The Risk and Return of Arbitrage in Dual-Listed Companies In: Review of Finance.
[Full Text][Citation analysis]		article30
2017The Dynamics of Market Efficiency In: Review of Financial Studies.
[Full Text][Citation analysis]		article33
2019Who Bears the Brunt? The Impact of Banking Crises on Younger and Older Workers In: Discussion Paper.
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