prof.dr. D.G.J. (Dion) Bongaerts

Academic (11)

• Bongaerts, D., & Schoenmaker, D. (2024). Liquidity and clientele effects in green debt markets. Journal of Corporate Finance, 86, Article 102582. https://doi.org/10.1016/j.jcorpfin.2024.102582

• Bongaerts, D., & Schlingemann, F. P. (2024). The real effects of ratings actions: Evidence from corporate asset sales. Management Science, 70(3), 1505–1528. https://doi.org/10.2139/ssrn.2866484, https://doi.org/10.1287/mnsc.2023.4754

• Fisar, M., Greiner, B., Huber, C., Katok, E., Ozkes, A. I., the Management Science Reproducibility Collaboration, Szymanowska, M., Bongaerts, D., Rose, J., Gonzalez Jimenez, V., & Lambert, T. (2024). Reproducibility in Management Science. Management Science, 70(3), 1343–1356. https://doi.org/10.1287/mnsc.2023.03556

• Bongaerts, D., Roll, R., Rösch, D., van Dijk, M., & Yuferova, D. (2022). How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective: A microstructure perspective. Management Science, 68(4), 2377-3174, iv-v. https://doi.org/10.1287/mnsc.2021.3979

• Bongaerts, D., Mazzola, F., & Wagner, W. (2021). Closed for business: The mortality impact of business closures during the Covid-19 pandemic. PLoS ONE, 16(5), e0251373. Article e0251373. https://doi.org/10.1371/journal.pone.0251373

• Bongaerts, D., & Van Achter, MA. (2021). Competition among liquidity providers with access to high-frequency trading technology. Journal of Financial Economics, 140(1), 220-249. https://doi.org/10.1016/j.jfineco.2020.11.002

• Bongaerts, D., Driessen, JJAG., & De Jong, FCJM. (2018). An asset pricing approach to liquidity effects in corporate bond markets. The Review of Financial Studies, 30(4), 1229-1269. https://doi.org/10.1093/rfs/hhx005

• Bongaerts, D., Cremers, KJM., & Goetzmann, WN. (2012). Tiebreaker: Certification and Multiple Credit Ratings. The Journal of Finance, 67(1), 113-152. https://doi.org/10.1111/j.1540-6261.2011.01709.x

• Bongaerts, D., De Jong, FCJM., & Driessen, JJAG. (2011). Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market. The Journal of Finance, 66(1), 203-240. https://doi.org/10.1111/j.1540-6261.2010.01630.x

• Bongaerts, D., & Charlier, E. (2009). Private Equity and Regulatory Capital. Journal of Banking and Finance, 33(7), 1211-1220. https://doi.org/10.1016/j.jbankfin.2008.12.015

• Bongaerts, D., Coervers, F., & Hensen, M. (2009). Delimitation and Coherence of Functional and Administrative Regions. Regional Studies, 43, 19-31. https://doi.org/10.1080/00343400701654103

Professional (1)

• Bongaerts, DGJ., Kang, X., & Dijk, M. (2020). Conditional Volatility Targeting. Financial Analysts Journal, 76(4), 54-71. https://doi.org/10.1080/0015198X.2020.1790853

External (1)

• Bongaerts, D. (2010). Overrated Credit Risk. [Doctoral Thesis, University of Amsterdam]. Uva.