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 …
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 …
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, …
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 …
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 …
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 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
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 …
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 …
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 …
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 …
value–growth allocation policies within global equity portfolios and focuses on the interaction …