Optimal benchmark tracking with small portfolios

R Jansen, R Van Dijk - Journal of Portfolio Management, 2002 - search.proquest.com
This article examines the problem of index tracking. Market capitalization-weighted indexes
can be tracked by buying all the constituents at their actual weights, but the higher …

How does earnings management influence investor's perceptions of firm value? Survey evidence from financial analysts

…, G Mertens, M van der Poel, R van Dijk - Review of Accounting …, 2014 - Springer
Survey evidence shows CFOs to believe that earnings management can enhance investor
valuation of their firms. This evidence raises the question of correspondence between the …

The global determinants of direct office real estate returns

I De Wit, R Van Dijk - The Journal of Real Estate Finance and Economics, 2003 - Springer
We investigate the determinants of direct office real estate returns by analyzing rents, capital
appraisals, and total returns. A recently compiled global database of major cities in Asia, …

Determinants of leverage and agency problems: A regression approach with survey data

A De Jong, R Van Dijk - The European Journal of Finance, 2007 - Taylor & Francis
This paper reports on empirical investigations of the determinants of leverage and agency
problems. Use is made of private data obtained through questionnaires, and a regression …

Stock selection, style rotation, and risk

A Lucas, R Van Dijk, T Kloek - Journal of Empirical Finance, 2002 - Elsevier
Using US data from June 1984 to July 1999, we show that the impact of firm-specific
characteristics like size and book-to-price on future excess stock returns varies considerably over …

European price momentum and analyst behavior

R Van Dijk, F Huibers - Financial Analysts Journal, 2002 - Taylor & Francis
Ronald van Dijk is senior quantitative analyst at ING Investment Management, the Hague,
the Netherlands. Fred Huibers is professor of finance at Tilburg University and director of …

The dividend and share repurchase policies of Canadian firms: empirical evidence based on an alternative research design

A De Jong, R Van Dijk, C Veld - International Review of Financial Analysis, 2003 - Elsevier
We empirically investigate dividend and share repurchase policies of Canadian firms. Our
analysis contains two features that are uncommon in finance, while they are encountered in …

Outlier robust GMM estimation of leverage determinants in linear dynamic panel data models

A Lucas, R Van Dijk, T Kloek - Available at SSRN 20611, 1997 - papers.ssrn.com
… More appendices are provided in the working paper version of this article, Lucas, van Dijk, …
We use the projection algorithm of Rousseeuw and van Zomeren (1990) to approximate the …

Determinants of leverage and agency problems

A De Jong, R Van Dijk - Available at SSRN 166467, 1999 - papers.ssrn.com
In this paper we empirically investigate the determinants of leverage and specific agency
problems and we examine the relations between leverage and these agency problems. We …

Region, sector and style selection in global equity markets

R Van Dijk, T Keijzer - Journal of Asset Management, 2003 - Springer
This paper determines and decomposes the importance of region, industry sector, size and
value–growth allocation policies within global equity portfolios and focuses on the interaction …