Dion Bongaerts received the “SAC Capital Advisors L.P. Best Conference Paper Award” at the annual meeting of the European Finance Association for his paper “An asset pricing approach to liquidity effects in corporate bond markets”, co-authored by Frank de Jong and Joost Driessen.
Dion Bongaerts’s paper “Tiebreaker: Certification and Multiple Credit Ratings”, co-authored with Martijn Cremers and William Goetzmann from Yale School of Management, has been conditionally accepted by the Journal of Finance.
Although ERIM Tenure Track Assistant Professor Dion Bongaerts has not even defended his PhD thesis yet, the Journal of Finance will publish one of his articles. The article entitled ‘Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market’, stems from his PhD Thesis. He will defend his thesis at the University of Amsterdam in June; however the thesis is practically finished. In November, Dion started at Rotterdam School of Management.
Mathijs van Dijk, Associate Professor of Finance, Rotterdam School of Management, Erasmus University has received a NOW-VIDI grant for his project entitled “Liquidity Black Holes”. Van Dijk will receive a sum of up to € 600.000,-. This allows the researcher to develop his research and appoint one or more researchers for five years.
ERIM
is the joint research institute of Rotterdam School of Management, Erasmus University and the Erasmus School of Economics, Erasmus University Rotterdam.
