M.A. (Mathijs) van Dijk

Endowed Professor
Rotterdam School of Management (RSM)
Erasmus University Rotterdam
Fellow ERIM
Field: Finance & Accounting
Affiliated since 2002

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.

Key Publications (7)

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

Financial Markets and Investment Strategies

Risks and rewards play a pivotal role in theoretical and empirical research in financial markets. One of the fundamental concepts of asset pricing is that investors are rewarded for bearing risk, through higher expected returns, but that only particular, aggregate and non-diversifiable, sources of risk are priced by the market. Establishing risk factors and identifying to what extent they are priced is a key challenge, and a very active area of research.

In this project, which is an umbrella for several potential projects, a number of alternative research problems are collected that provide additional insight into the role of risk, information and investor behaviour in financial markets. All projects are of an empirical nature and are exploring the wide range of databases that is available at Erasmus University, including data on international stock prices, institutional ownership, mutual fund and hedge fund performance. Key questions are identified and investigated using appropriate and, where necessary, innovative econometric techniques. The first year of the project will be used to get acquainted with potential supervisors and to identify concrete research topics. During the entire project, three or four papers will be written, potentially with different supervisors, which jointly constitute the PhD thesis.

Read more
2014
March
07
2014
March
07
ERIM Inaugural Address Research in Management Series
2013
October
16
2012
October
03
2011
January
24
2008
November
20
2008
June
27
2007
March
21
2005
May
20

Address

Visiting address

Office: T08-45
Burgemeester Oudlaan 50
3062 PA Rotterdam

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.