Mathijs A van Dijk

5 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-3632-5766

Publications

• How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective — Management Science 2022
• Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns — The Review of Financial Studies 2019
• The Dynamics of Market Efficiency — The Review of Financial Studies 2017
• The implied cost of capital: A new approach☆ — Journal of Accounting and Economics 2012
• The Risk and Return of Arbitrage in Dual-Listed Companies — Review of Finance 2009