prof.dr. M.A. (Mathijs) van Dijk

Academic (31)

• Alves, R., Krüger, P., & van Dijk, M. (2025). Drawing up the bill: Are ESG ratings related to stock returns around the world? Journal of Corporate Finance, 93, Article 102768. https://doi.org/10.1016/j.jcorpfin.2025.102768

• Reinders, H. J., Schoenmaker, D., & van Dijk, M. (2025). Climate risk stress testing: A critical survey and classification. Journal of Climate Finance, 10, Article 100061. https://doi.org/10.1016/j.jclimf.2025.100061

• Gianfrate, G., Rubin, M., Ruzzi, D., & van Dijk, M. (2024). On the resilience of ESG firms during the COVID-19 crisis: evidence across countries and asset classes. Journal of International Business Studies, 55(8), 1069-1084. https://doi.org/10.1057/s41267-024-00718-2

• Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Neususs, S., Razen, M., Weitzel, U., Abad-Diaz, D., Abudy, M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J. T., Alexeev, V., Aloosh, A., Amato, L., Amaya, D., ... Zhou, C. (2024). Nonstandard Errors. Journal of Finance, 79(3), 2339-2390. https://doi.org/10.1111/jofi.13337

• Beck, T., Döttling, R., Lambert, T., & van Dijk, M. (2023). Liquidity creation, investment, and growth. Journal of Economic Growth, 28(2), 297-336. https://doi.org/10.1007/s10887-022-09217-1

• Reinders, H. J., Schoenmaker, D., & van Dijk, M. (2023). A finance approach to climate stress testing. Journal of International Money and Finance, 131, Article 102797. https://doi.org/10.1016/j.jimonfin.2022.102797

• Rösch, D. M., Subrahmanyam, A., & van Dijk, M. A. (2022). Investor short-termism and real investment. Journal of Financial Markets, 59, Article 100645. https://doi.org/10.1016/j.finmar.2021.100645

• Bongaerts, D., Roll, R., Rösch, D., van Dijk, M., & Yuferova, D. (2022). How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective: A microstructure perspective. Management Science, 68(4), 2377-3174, iv-v. https://doi.org/10.1287/mnsc.2021.3979

• Dijk, M., van Dalen, HP., & Hyde, M. (2020). Who Bears the Brunt? The Impact of Banking Crises on Younger and Older Workers. Journal of the Economics of Ageing, 17, Article 100264. https://doi.org/10.1016/j.jeoa.2020.100264

• Hou, K., & Dijk, M. (2019). Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns. The Review of Financial Studies, 32(7), 2850-2889. https://doi.org/10.1093/rfs/hhy104

• Hanselaar, R., Stulz, RM., & Dijk, M. (2018). Do Firms Issue More Equity When Markets Become More Liquid? Journal of Financial Economics, 133(1), 64-82. https://doi.org/10.1016/j.jfineco.2018.12.004

• Dreu, CKW., & Dijk, M. (2018). Climatic Shocks Associate with Innovation in Science and Technology. PLoS One (online), 13(1). https://doi.org/10.1371/journal.pone.0190122

• Rosch, D., Subrahmanyam, A., & van Dijk, M. (2017). The dynamics of market efficiency. The Review of Financial Studies, 30(4), 1151-1187. https://doi.org/10.1093/rfs/hhw085

• Guenster, A., & van Dijk, M. (2016). The impact of European antitrust policy: Evidence from the stock market. International Review of Law and Economics, 46, 20-33. https://doi.org/10.1016/j.irle.2015.12.001

• Karolyi, GA., Lee, K.-H., & van Dijk, M. (2012). Understanding Commonality in Liquidity Around the World. Journal of Financial Economics, 105(1), 82-112. https://doi.org/10.1016/j.jfineco.2011.12.008

• Hou, K., & van Dijk, M. (2012). The Implied Cost of Capital: A New Approach. Journal of Accounting and Economics, 53(3), 504-526. https://doi.org/10.1016/j.jacceco.2011.12.001

• Nguyen, TT., & van Dijk, M. (2012). Corruption, Growth, and Governance: Private vs. State-owned Firms in Vietnam. Journal of Banking and Finance, 36(11), 2935-2948. https://doi.org/10.1016/j.jbankfin.2012.03.027

• Koedijk, CG., Tims, B., & van Dijk, M. (2011). Why Panel Tests of Purchasing Power Parity Should Allow for Heterogeneous Mean Reversion. Journal of International Money and Finance, 30(1), 246-267. https://doi.org/10.1016/j.jimonfin.2010.10.004

• van Dijk, M. (2011). Is Size Dead? A Review of the Size Effect in Equity Returns. Journal of Banking and Finance, 35(12), 3263-3274. https://doi.org/10.1016/j.jbankfin.2011.05.009

• Moerman, GA., & van Dijk, M. (2010). Inflation Risk and International Asset Returns. Journal of Banking and Finance, 34(4), 840-855. https://doi.org/10.1016/j.jbankfin.2009.09.014

• de Jong, A., Rosenthal, L., & van Dijk, M. (2009). The risk and return of arbitrage in dual-listed companies. Review of Finance, 13(3), 495-520. https://doi.org/10.1093/rof/rfn031

• van Dijk, M., & Roosenboom, P. (2009). The market reaction to cross-listings: Does the destination market matter? Journal of Banking and Finance, 33(10), 1898-1908. https://doi.org/10.1016/j.jbankfin.2009.04.010

• Van Dijk, M. M., Van Dijk, M. A., Wijkstra, H., Laguna, P. M., & De la Rosette, J. J. (2009). The effect of a temporary prostatic stent on sexual function. Central European Journal of Urology, 62(4), 243-248. https://doi.org/10.5173/ceju.2009.04.art6upd

• Brounen, D., van Dijk, M., & Eichholtz, PMA. (2008). Corporate Real Estate and Corporate Takeovers: International Evidence. Journal of Real Estate Research, 30(3), 293-314. http://hdl.handle.net/1765/16937

• Koedijk, CG., Lothian, JR., & van Dijk, M. (2006). Foreign Exchange Markets. Journal of International Money and Finance, 25(1), 1-6. https://doi.org/10.1016/j.jimonfin.2005.10.001

• Koedijk, CG., Tims, B., & van Dijk, M. (2004). Purchasing Power Parity and the Euro Area. Journal of International Money and Finance, 23(7/8), 1081-1107. https://doi.org/10.1016/j.jimonfin.2004.08.005

• Koedijk, CG., & van Dijk, M. (2004). The Cost of Capital of Cross-Listed Firms. European Financial Management, 10(3), 465-486. http://hdl.handle.net/1765/16939

• Koedijk, CG., & van Dijk, M. (2004). Global Risk Factors and the Cost of Capital. Financial Analysts Journal, 60(2), 32-38. http://hdl.handle.net/1765/16940

• Koedijk, CG., Kool, C., Schotman, P., & van Dijk, M. (2002). The cost of capital in international financial markets: local or global? Journal of International Money and Finance, 21(6), 905-930. https://doi.org/10.1016/S0261-5606(02)00028-1

• Koedijk, CG., Schotman, PC., & van Dijk, M. (1998). The Re-emergence of PPP in the 1990s. Journal of International Money and Finance, 17(1), 51-61. https://doi.org/10.1016/S0261-5606(97)98051-7

• van Dijk, M., & van Bergeijk, P. (1997). Resource Misallocation and Mark-ups: An Alternative Estimation Technique for Harberger Triangles. Economics Letters, 54, 165-167. https://doi.org/10.1016/S0165-1765(97)00021-9

Professional (1)

• Bongaerts, DGJ., Kang, X., & Dijk, M. (2020). Conditional Volatility Targeting. Financial Analysts Journal, 76(4), 54-71. https://doi.org/10.1080/0015198X.2020.1790853

Academic (3)

• Flood, MD., Koedijk, CG., van Dijk, M., & van Leeuwen, IW. (2010). Securities Trading, Asymmetric Information, and Market Transparency. In G. N. Gregoriou (Ed.), The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets (pp. 317-341). McGraw-Hill.

• Nguyen, TT., & van Dijk, M. (2009). Corruption and Public Governance: Evidence from Vietnam. In G.N. Gregoriou (Ed.), Emerging Markets: Performance, Analysis and Innovation (pp. 693-713). Chapman & Hall/CRC.

• Koedijk, CG., van Dijk, M., & van Leeuwen, IW. (2008). The Impact of Inter-Dealer Trading on Market Liquidity Under Asymmetric Information. In F.-S. L. Greg N. Gregoriou (Ed.), Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing (pp. 267-285). John Wiley & Sons Inc..

Professional (1)

• van Dijk, M., Dul, J., & Albuquerque de Sousa, J. (2017). What makes new stock markets succesful?. Digital or Visual Products, RSM Discovery. http://hdl.handle.net/1765/100254

Popular (1)

• van Dijk, M. (2014). The social value of finance. Erasmus Research Institute of Management (ERIM). http://hdl.handle.net/1765/51323

Academic (4)

• Beck, T., Albuquerque de Sousa, J., van Bergeijk, P., & van Dijk, M. (2017). Nascent stock exchanges — tales of success and failure. Web publication/site, The World Bank.

• Beck, T., Albuquerque de Sousa, J., van Bergeijk, P., & van Dijk, M. (2017). Understanding the Success and Failure of Nascent Stock Exchanges. Web publication/site, University of Oxford Business Law Blog.

• Albuquerque de Sousa, J., Beck, T., van Bergeijk, P., & van Dijk, M. (2017). Wat verklaart het succes en falen van prille aandelenbeurzen?. Web publication/site

• Albuquerque de Sousa, J., Beck, T., van Bergeijk, P., & van Dijk, M. (2016). Nascent stock exchanges: Explaining success and failure. Web publication/site, VoxEU.org - Center for Economic Policy Research (CEPR).

Academic (1)

• Albuquerque de Sousa, J., Beck, T., van Bergeijk, P., & van Dijk, M. (2016). Nascent markets: Understanding the success and failure of new stock markets. International Institute of Social Studies (ISS). ISS working papers. General series No. 623