Details about Lorne Nelson Switzer
Access statistics for papers by Lorne Nelson Switzer.
Last updated 2024-12-07. Update your information in the RePEc Author Service.
Short-id: psw50
Jump to Journal Articles
Journal Articles
2024
- The impact of corporate governance and state ownership on the default probabilities of Chinese firms
Emerging Markets Review, 2024, 60, (C)
- The impact of position limits on options trading
Finance Research Letters, 2024, 61, (C)
2023
- Circumventing SEC Rule 201 short sale restrictions with options
Finance Research Letters, 2023, 55, (PB) View citations (1)
- The dynamics of CEO equity vs. inside debt and firm performance
Research in International Business and Finance, 2023, 64, (C)
2022
- IPO performance and the size effect: Evidence for the US and Canada
The North American Journal of Economics and Finance, 2022, 62, (C)
- Self-disclosed peer effects on corporate capital structure
Journal of International Financial Markets, Institutions and Money, 2022, 78, (C) View citations (1)
- Volatility of implied volatility and mergers and acquisitions
Journal of Corporate Finance, 2022, 75, (C)
2020
- Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets
Research in International Business and Finance, 2020, 53, (C) View citations (7)
2019
- Risk, culture and investor behavior in small (but notorious) Eurozone countries
Journal of International Financial Markets, Institutions and Money, 2019, 60, (C), 89-110 View citations (7)
2018
- Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence
Journal of International Financial Markets, Institutions and Money, 2018, 52, (C), 196-210 View citations (31)
2017
- An event based approach for quantifying the effects of securities fraud in the IT industry
Information Systems Frontiers, 2017, 19, (3), 457-467 View citations (2)
Also in Information Systems Frontiers, 1-11 View citations (2)
- Extreme risk and small investor behavior in developed markets
Journal of Asset Management, 2017, 18, (6), 457-475 View citations (2)
- Institutional investment horizon, the information environment, and firm credit risk
Journal of Financial Stability, 2017, 29, (C), 57-71 View citations (11)
- Volatility measures as predictors of extreme returns
Review of Financial Economics, 2017, 35, (C), 1-10 View citations (1)
Also in Review of Financial Economics, 2017, 35, (1), 1-10 (2017) View citations (1)
2016
- Stock market liquidity and economic cycles: A non-linear approach
Economic Modelling, 2016, 57, (C), 106-119 View citations (12)
2015
- Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets
Multinational Finance Journal, 2015, 19, (3), 169-221 View citations (4)
- Intraday market liquidity, corporate governance, and ownership structure in markets with weak shareholder protection: evidence from Brazil and Chile
Journal of Management & Governance, 2015, 19, (2), 395-419
- Special issue: Ethical finance and governance. Introduction
Journal of Management & Governance, 2015, 19, (2), 255-257
- The benefits of international diversification: market development, corporate governance, market cap, and structural change effects
International Review of Financial Analysis, 2015, 42, (C), 76-97 View citations (11)
2013
- Default Risk Estimation, Bank Credit Risk, and Corporate Governance
Financial Markets, Institutions & Instruments, 2013, 22, (2), 91-112 View citations (2)
2011
- Shareholder interests vs board of director members' interests and company performance
Review of Accounting and Finance, 2011, 10, (3), 228-245 View citations (3)
2010
- Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment
International Econometric Review (IER), 2010, 2, (1), 11-35
- The behaviour of small cap vs. large cap stocks in recessions and recoveries: Empirical evidence for the United States and Canada
The North American Journal of Economics and Finance, 2010, 21, (3), 332-346 View citations (12)
- The effects of macroeconomic announcements on equity returns and their connections to Fama-French factors
Applied Financial Economics, 2010, 20, (16), 1257-1267
2009
- Corporate governance, compliance and valuation effects of Sarbanes-Oxley on US and foreign firms
International Journal of Business Governance and Ethics, 2009, 4, (4), 400-426
2007
- Corporate governance, Sarbanes-Oxley, and small-cap firm performance
The Quarterly Review of Economics and Finance, 2007, 47, (5), 651-666 View citations (9)
- Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes
Journal of Asset Management, 2007, 8, (1), 9-23 View citations (14)
- Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets
Journal of Futures Markets, 2007, 27, (1), 61-84 View citations (34)
2006
- Corporate governance mechanisms and the performance of small-cap firms in Canada
International Journal of Business Governance and Ethics, 2006, 2, (3/4), 294-328
- Macroeconomic news effects on conditional volatilities in the bond and stock markets
Applied Financial Economics, 2006, 16, (5), 377-384 View citations (12)
2000
- Standard and Poor’s depository receipts and the performance of the S&P 500 index futures market
Journal of Futures Markets, 2000, 20, (8), 705-716 View citations (10)
1999
- The interactions between trading volume and volatility: evidence from the equity options markets
Applied Financial Economics, 1999, 9, (6), 627-637 View citations (4)
1996
- An Economic Analysis of Real Estate Swaps
Canadian Journal of Economics, 1996, 29, (s1), 527-33 View citations (1)
- Mean reversion of interest‐rate term premiums and profits from trading strategies with treasury futures spreads
Journal of Futures Markets, 1996, 16, (3), 331-352 View citations (6)
1995
- Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note
Journal of Futures Markets, 1995, 15, (1), 61-67 View citations (77)
- Index participation units and the performance of index futures markets: Evidence from the Toronto 35 index participation units market
Journal of Futures Markets, 1995, 15, (2), 187-200 View citations (8)
- Risk Management of Real Estate: The Case of Real Estate Swaps
The Journal of Real Estate Finance and Economics, 1995, 11, (3), 219-33 View citations (1)
- Stock market crash behavior of screen-sorted portfolios
International Review of Economics & Finance, 1995, 4, (3), 227-244 View citations (3)
1994
- Currency-free evaluation of investment results and the R index: an addendum
Omega, 1994, 22, (5), 535-536
1992
- The stock market's valuation of R&D spending and market concentration
Journal of Economics and Business, 1992, 44, (2), 95-114 View citations (42)
1985
- How Effective Are Canada's Direct Tax Incentives for R and D?
Canadian Public Policy, 1985, 11, (2), 241-246 View citations (8)
- The effects of R&D tax credits and allowances in Canada
Research Policy, 1985, 14, (2), 97-107 View citations (20)
1984
- Effects of Federal Support on Company-Financed R and D: The Case of Energy
Management Science, 1984, 30, (5), 562-571 View citations (19)
- The Determinants of Industrial R&D: A Funds Flow Simultaneous Equation Approach
The Review of Economics and Statistics, 1984, 66, (1), 163-68 View citations (13)
1983
- R&D price indexes and real R&D expenditures in the United States
Research Policy, 1983, 12, (2), 105-112 View citations (9)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact econpapers@oru.se if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|