prof.dr. D.G.J. (Dion) Bongaerts
Dion Bongaerts is an Professor of Financial Technology and Data Analytics at RSM Erasmus University and Academic Director Fintech at the Erasmus Center for Data Analytics. He specializes in the behavior of credit rating agencies, the pricing of credit risky instruments, the origins and effects of market illiquidity, and FinTech (with a focus on Blockchain and AI). His work has been presented at major conferences around the world, including the AFA, WFA, EFA, and NBER meetings and published in top tier academic journals including the Journal of Finance, Review of Financial Studies, the Journal of Financial Economics, and Management Science. He has received several grants, including a Veni and a Blockchain Research grant from the Dutch National Science Foundation (NWO) and a Lamfalussy Fellowship from the ECB. Prof. Bongaerts holds a PhD degree in Finance from the University of Amsterdam, an MSc in Econometrics from Maastricht University, and has been a visiting scholar at Yale School of Management, University of Pittsburgh, and the Central University of Finance and Economics in Beijing. Moreover, he has several years of professional experience as a risk management quant at ABN-AMRO bank.
Publications
Article (12)
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Academic (11)
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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Professional (1)
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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
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Doctoral Thesis (1)
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External (1)
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Bongaerts, D. (2010). Overrated Credit Risk. [Doctoral Thesis, University of Amsterdam]. Uva.
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PhD Tracks (12)
- Role: Member Doctoral Committee
- PhD Candidate: Ruben Cox
- Time frame: 2009 - 2013
- Role: Member Doctoral Committee
- PhD Candidate: Dominik Rösch
- Time frame: 2010 - 2015
- Role: Member Doctoral Committee
- PhD Candidate: Teng Wang
- Time frame: 2011 - 2015
- Role: Daily Supervisor
- PhD Candidate: Darya Yuferova
- Time frame: 2011 - 2016
- Role: Co-promotor
- PhD Candidate: Lingtian Kong
- Time frame: 2012 - 2019
- Role: Daily Supervisor
- PhD Candidate: Francesco Mazzola
- Time frame: 2018 - 2023
- Role: Member Doctoral Committee
- PhD Candidate: Rogier Hanselaar
- Time frame: 2013 - 2018
- Role: Co-promotor
- PhD Candidate: Jean-Paul Guyon van Brakel
- Time frame: 2020 -
- Role: Co-promotor
- PhD Candidate: Francesca Caucci
- Time frame: 2022 -
- Role: Promotor
- PhD Candidate: Prasenjeet Bhattacharya
- Time frame: 2022 -
- Role: Promotor
- PhD Candidate: Xiaowei Kang
- Time frame: 2017 -
- Role: Promotor
- PhD Candidate: Wenjing Xu
- Time frame: 2024 -
Events (12)
Awards (2)
- ERIM Award for 'Outstanding Performance by a Young Researcher' (2011)
- Fellowship - ERIM early career talent programme (2011)
Address
Office: Mandeville Building T08-39
Burgemeester Oudlaan 50
3062 PA Rotterdam
Postbus 1738
3000 DR Rotterdam
Netherlands
