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van Dijk, Mathijs A
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ResearcherID: A-9261-2012
URL: http://www.researcherid.com/rid/A-9261-2012
Subject: Business & Economics
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My URLs: http://www.mathijsvandijk.com
 
 

This list contains papers that I have authored.

publication(s)  
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1.  Title: Is size dead? A review of the size effect in equity returns
 Author(s): van Dijk, Mathijs A.
 Source: Journal of Banking & Finance Volume: 35 Issue: 12 Pages: 3263-3274 Published: DEC 2011
 Times Cited: 32
 DOI: 10.1016/j.jbankfin.2011.05.009
added
10-Feb-12
2.  Title: Why panel tests of purchasing power parity should allow for heterogeneous mean reversion
 Author(s): Koedijk, Kees G.; Tims, Ben; van Dijk, Mathijs A.
 Source: Journal of International Money and Finance Volume: 30 Issue: 1 Pages: 246-267 Published: FEB 2011
 Times Cited: 5
 DOI: 10.1016/j.jimonfin.2010.10.004
added
10-Feb-12
3.  Title: Inflation risk and international asset returns
 Author(s): Moerman, Gerard A.; van Dijk, Mathijs A.
 Source: Journal of Banking & Finance Volume: 34 Issue: 4 Pages: 840-855 Published: APR 2010
 Times Cited: 12
 DOI: 10.1016/j.jbankfin.2009.09.014
added
10-Feb-12
4.  Title: The market reaction to cross-listings: Does the destination market matter?
 Author(s): Roosenboom, Peter; van Dijk, Mathijs A.
 Source: Journal of Banking & Finance Volume: 33 Issue: 10 Pages: 1898-1908 Published: OCT 2009
 Times Cited: 34
 DOI: 10.1016/j.jbankfin.2009.04.010
added
10-Feb-12
5.  Title: The Risk and Return of Arbitrage in Dual-Listed Companies
 Author(s): De Jong, Abe; Rosenthal, Leonard; Van Dijk, Mathijs A.
 Source: Review of Finance Volume: 13 Issue: 3 Pages: 495-520 Published: JUL 2009
 Times Cited: 18
 DOI: 10.1093/rof/rfn031
added
10-Feb-12
6.  Title: Corporate Real Estate and Corporate Takeovers: International Evidence
 Author(s): Brounen, Dirk; van Dijk, Mathijs; Eichholtz, Piet
 Source: Journal of Real Estate Research Volume: 30 Issue: 3 Pages: 293-313 Published: JUL-SEP 2008
 Times Cited: 4
added
10-Feb-12
7.  Title: Foreign exchange markets: Overview of the special issue
 Author(s): Koedijk, KG; Lothian, JR; van Dijk, MA
 Source: Journal of International Money and Finance Volume: 25 Issue: 1 Pages: 1-6 Published: FEB 2006
 Times Cited: 3
 DOI: 10.1016/j.jimonfin.2005.10.001
added
10-Feb-12
8.  Title: Global risk factors and the cost of capital
 Author(s): Koedijk, KG; van Dijk, MA
 Source: Financial Analysts Journal Volume: 60 Issue: 2 Pages: 32-38 Published: MAR-APR 2004
 Times Cited: 5
 DOI: 10.2469/faj.v60.n2.2607
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10-Feb-12
9.  Title: Purchasing power parity and the euro area
 Author(s): Koedijk, KG; Tims, B; van Dijk, MA
 Source: Journal of International Money and Finance Volume: 23 Issue: 7-8 Pages: 1081-1107 Published: NOV-DEC 2004
 Times Cited: 47
 DOI: 10.1016/j.jimonfin.2004.08.005
added
10-Feb-12
10.  Title: The cost of capital in international financial markets: local or global?
 Author(s): Koedijk, KG; Kool, CJM; Schotman, PC; et al.
 Source: Journal of International Money and Finance Volume: 21 Issue: 6 Pages: 905-929 Published: NOV 2002
 Times Cited: 18
 DOI: 10.1016/S0261-5606(02)00028-1
added
10-Feb-12
publication(s)  
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