Mathijs A. Van Dijk

Finance · 2009–2011

A researcher in the Science corpus: 2 papers; trusts 24 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

• Finance — 37 citations into it; #3,241 of 10,518 by trust here, #3,517 by citations
• Accounting — 30 citations into it; #2,675 of 8,970 by trust here, #3,720 by citations
• Economics and Econometrics — 24 citations into it

Whom Mathijs A. Van Dijk trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Y. Amihud
2. Tarun Chordia
3. Malcolm P. Baker
4. Andrew W. Lo
5. Miguel A. Ferreira
6. Jay F. Coughenour
7. Akiko Watanabe
8. John Y. Campbell

Who trusts Mathijs A. Van Dijk overall

1. Mark H. Lang
2. Denefa Bostandzic
3. Gregor N. F. Weiss
4. C. Rösch

Papers from Mathijs A. Van Dijk's perspective

Ordered by how strongly the researchers Mathijs A. Van Dijk trusts endorse each paper. Same corpus, a different order for every researcher.

1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
2. Commonality in Liquidity
3. Individual Equity Return Data from Thomson Datastream: Handle with Care!
4. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
5. Institutional Investors and Equity Prices
6. Trading Volume and Serial Correlation in Stock Returns
7. R2 Around the World: New Theory and New Tests
8. Market liquidity and funding liquidity
9. What Happened to the Quants in August 2007?: Evidence from Factors and Transactions Data
10. Equilibrium and welfare in markets with financially constrained arbitrageurs

Their papers

• Understanding Commonality in Liquidity Around the World (2011) — 686 citations
• The Risk and Return of Arbitrage in Dual-Listed Companies (2009) — 110 citations