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M.A. (Mathijs) van Dijk

"Research improves our understanding of financial markets"

Endowed Professor

Mathijs van Dijk
Slide 1

Endowed Professor of Business Administration, with particular reference to Financial Markets

Programme:
Finance & Accounting
ERIM Membership:
Fellow ERIM, affiliated since 2002
ERIM Role(s):
Member ERIM Programme Advisory Committee (PAC) (since 2013)
Member ERIM Funding Advisory Board (FAB) (since 2012)
Profile

Mathijs A. van Dijk (personal website for recent working papers, data, etc.) is professor of finance at Rotterdam School of Management, Erasmus University (RSM).



His research focus is international finance and investments. He has published in leading academic journals such as the Journal of Financial Economics, the Journal of Accounting and Economics, and the Review of Finance.

In 2008, he received a 600,000 euro Vidi-grant from the Netherlands Organisation for Scientific Research (NWO) for a five-year research program on 'liquidity black holes.'

Professor van Dijk has presented his work extensively at international conferences and seminars at academic institutions including, among others, Boston College, Dartmouth, Duke, Harvard, HEC Paris, INSEAD, and UCLA.

He is also a frequent speaker at industry events and has written for practitioner-oriented journals such as the Financial Analysts Journal.

Professor van Dijk has been a visiting graduate student at Warwick Business School and Princeton University and a visiting research scholar at the Ohio State University, Duke University, and UCLA.

He obtained his MSc in Econometrics (cum laude) from Erasmus University and his PhD in Finance from Maastricht University.

Publications (20)
  • Book contributions (3)
    • Flood, M.D., Koedijk, C.G., Dijk, M.A. van & Leeuwen, I.W. van (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, T.T. & Dijk, M.A. van (2009). Corruption and Public Governance: Evidence from Vietnam. In G.N. Gregoriou (Ed.), Emerging Markets: Performance, Analysis and Innovation (Boca Raton) (pp. 693-713). CRC press: Chapman-Hall/Taylor and Francis London, UK.
    • Koedijk, C.G., Dijk, M.A. van & Leeuwen, I.W. van (2008). The Impact of Inter-Dealer Trading on Market Liquidity Under Asymmetric Information. In Francois-Serge.Lhabitant Greg N. Gregoriou (Ed.), Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing (pp. 267-285). Hoboken: John Wiley & Sons.
  • Inaugural speech
    • Dijk, M.A. van (2014). The social value of finance (2014, maart 07). Rotterdam: Erasmus Research Institute of Management.
PhD Projects (7)

Financial Markets and Investment Strategies

Jose Albuquerque de Sousa
PhD Candidate: Jose Albuquerque de Sousa Role: Supervisor Timeframe: 2014 -
 

Asset pricing, risks and financial markets

Rogier Hanselaar
PhD Candidate: Rogier Hanselaar Role: Supervisor, Daily Supervisor Timeframe: 2013 -
 

Financial Market Liquidity: A Broad Perspective

Darya Yuferova
PhD Candidate: Darya Yuferova Role: Daily Supervisor Timeframe: 2011 -
 

Liquidity, Investors, and International Capital Markets

Dimitrios Vagias
PhD Candidate: Dimitrios Vagias Role: Supervisor Defended: 18 October 2013 Full text: Download this thesis
 

Capital Structure, Strategic Competition, and Governance

Thuy Nguyen
PhD Candidate: Thuy Nguyen Role: Co-supervisor Defended: 27 November 2008 Full text: Download this thesis
 
Doctoral courses (4)
2013/2014 Seminar Asset Pricing 1
Code: BERM.AMC.007
ECTS: 5
Course level: Advanced Methodology

2013/2014 Seminar Asset Pricing 2
Code: BERM.ASC.032
ECTS: 5
Course level: Advanced Specialisation

2012/2013 Seminar Asset Pricing 1
Code: BERM.AMC.007
ECTS: 5
Course level: Advanced Methodology

2012/2013 Seminar Asset Pricing 2
Code: BERM.ASC.032
ECTS: 5
Course level: Advanced Specialisation

Events (16)
Mar 7, 2014 Symposium The Social Value of Finance
  ERIM Conference | Finance

Mar 7, 2014 Financial crises reduce life expectancy: Inaugural Address Mathijs van Dijk
  ERIM Inaugural Address Research in Management Series | Finance

Oct 16, 2013 Finance Brown Bag Seminar by Mathijs van Dijk
  ERIM Research Seminar | Finance

Oct 3, 2012 Commonality in Market Efficiency
  ERIM Research Seminar | Finance

Jun 6, 2012 Do Firms Issue More Equity when Markets are More Liquid?
  ERIM Research Seminar | Finance

Mar 21, 2012 Conference on 'Accounting and Valuation'
  Conference | Accounting

Jan 24, 2011 ERIM Research Clinic: Liquidity black holes
  ERIM Research Clinic | Finance

Dec 3, 2009 Information Markets, Analysts and Comovement in Stock Returns
  ERIM Research Seminar | Finance

Jun 26, 2009 Second Erasmus Liquidity Conference
  Conference | Finance

Jun 18, 2009 Corruption and Growth: Private vs. State-owned Firms in Vietnam
  ERIM Research Seminar | Finance

Nov 20, 2008 Journeys with Erasmus: A New Financial World Order
  Journeys with Erasmus Lecture | Finance

Jun 27, 2008 Liquidity Conference 2008
  Conference | Finance

Mar 21, 2007 The Accrual Anomaly: Risk or Mispricing?
  ERIM Research Seminar | Finance

Nov 21, 2006 Commonality in Returns, Liquidity, and Trading Volume around the World
  ERIM Research Seminar | Finance

May 20, 2005 Finance Symposium 'Cross Listings'
  ERIM Research Seminar | Finance

Sep 16, 2003 The Limits of Arbitrage: Evidence from Dual-Listed Companies
  ERIM Research Seminar | Accounting

Visiting address
Office: T08-45
Burgemeester Oudlaan 50
3062 PA, Rotterdam
Netherlands
Postal address
Postbus 1738
3000 DR, Rotterdam
Netherlands
 

Latest publication

Dijk, M.A. van (2014). The social value of finance (2014, maart 07). Rotterdam: Erasmus Research Institute of Management.

Latest news

Inaugural Address: The Social Value of Finance

Does Finance as a field add value to society? Does the academic discipline stray too far from reality? In his inaugural address, Mathijs van Dijk answers these and other key questions.

Course

Seminar Asset Pricing 1


Course details and application

Seminar Asset Pricing 2


Course details and application

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