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Huang, Xuan; Teoh, Siew Hong; Zhang, Yinglei - In: The accounting review : a publication of the American … 89 (2014) 3, pp. 1083-1113

Persistent link: https://www.econbiz.de/10010407935

Experimental market microstructure and empirical cost of capital studies

Dijk, Mathijs van - 2002

Persistent link: https://www.econbiz.de/10001774588

Resource misallocation and mark-up ratios : an alternative estimation technique for Harberger triangles

Dijk, Mathijs van - In: Economics letters 54 (1997) 2, pp. 165-167

Persistent link: https://www.econbiz.de/10001222058

The cost of capital in international financial markets : local or global?

Koedijk, Kees; Kool, Clemens; Schotman, Peter C.; Dijk, … - In: Journal of international money and finance 21 (2002) 6, pp. 905-929

Persistent link: https://www.econbiz.de/10001717383

Do global risk factors matter for international cost of capital computations?

Koedijk, Kees (contributor); Dijk, Mathijs van (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001710046

Dividing the pie : asymmetrically informed dealers and market transparency

Flood, Mark D.; Koedijk, Kees; Dijk, Mathijs van; … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001710052

Corruption, growth, and governance : private vs. state-owned firms in Vietnam

Nguyen Thuy Thu; Dijk, Mathijs van - In: Journal of banking & finance 36 (2012) 11, pp. 2935-2948

Persistent link: https://www.econbiz.de/10009673057

The risk and return of arbitrage in dual-listed companies

Jong, Abe de; Rosenthal, Leonard; Dijk, Mathijs van - In: Review of finance : journal of the European Finance … 13 (2009) 3, pp. 495-520

Persistent link: https://www.econbiz.de/10003876849

Special issue: Foreign exchange markets

Koedijk, Kees (contributor); Dijk, Mathijs van (contributor) - 2006

Persistent link: https://www.econbiz.de/10003274848

The Dynamics of Market Efficiency

Rösch, Dominik - 2016

This paper studies the dynamics of high-frequency market efficiency measures. We provide evidence that these measures co-move across stocks and with each other, suggesting the existence of a systematic market efficiency component. In vector autoregressions, we show that shocks to funding...

Persistent link: https://www.econbiz.de/10013008112