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

Journal Articles

2024

1. The impact of corporate governance and state ownership on the default probabilities of Chinese firms
   Emerging Markets Review, 2024, 60, (C) View citations (1)
2. The impact of position limits on options trading
   Finance Research Letters, 2024, 61, (C)

2023

3. Circumventing SEC Rule 201 short sale restrictions with options
   Finance Research Letters, 2023, 55, (PB) View citations (1)
4. The dynamics of CEO equity vs. inside debt and firm performance
   Research in International Business and Finance, 2023, 64, (C)

2022

5. IPO performance and the size effect: Evidence for the US and Canada
   The North American Journal of Economics and Finance, 2022, 62, (C)
6. Self-disclosed peer effects on corporate capital structure
   Journal of International Financial Markets, Institutions and Money, 2022, 78, (C) View citations (1)
7. Volatility of implied volatility and mergers and acquisitions
   Journal of Corporate Finance, 2022, 75, (C) View citations (1)

2020

8. Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets
   Research in International Business and Finance, 2020, 53, (C) View citations (7)

2019

9. 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

10. 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 (32)

2017

11. 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)
12. Extreme risk and small investor behavior in developed markets
    Journal of Asset Management, 2017, 18, (6), 457-475 View citations (2)
13. Institutional investment horizon, the information environment, and firm credit risk
    Journal of Financial Stability, 2017, 29, (C), 57-71 View citations (11)
14. 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

15. Stock market liquidity and economic cycles: A non-linear approach
    Economic Modelling, 2016, 57, (C), 106-119 View citations (12)

2015

16. Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets
    Multinational Finance Journal, 2015, 19, (3), 169-221 View citations (4)
17. 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
18. Special issue: Ethical finance and governance. Introduction
    Journal of Management & Governance, 2015, 19, (2), 255-257
19. 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 (13)

2013

20. Default Risk Estimation, Bank Credit Risk, and Corporate Governance
    Financial Markets, Institutions & Instruments, 2013, 22, (2), 91-112 View citations (6)

2011

21. 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

22. Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment
    International Econometric Review (IER), 2010, 2, (1), 11-35
23. 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 (13)
24. The effects of macroeconomic announcements on equity returns and their connections to Fama-French factors
    Applied Financial Economics, 2010, 20, (16), 1257-1267

2009

25. 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

26. Corporate governance, Sarbanes-Oxley, and small-cap firm performance
    The Quarterly Review of Economics and Finance, 2007, 47, (5), 651-666 View citations (9)
27. 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)
28. 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

29. 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
30. Macroeconomic news effects on conditional volatilities in the bond and stock markets
    Applied Financial Economics, 2006, 16, (5), 377-384 View citations (13)

2000

31. 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

32. The interactions between trading volume and volatility: evidence from the equity options markets
    Applied Financial Economics, 1999, 9, (6), 627-637 View citations (5)

1996

33. An Economic Analysis of Real Estate Swaps
    Canadian Journal of Economics, 1996, 29, (s1), 527-33 View citations (1)
34. 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

35. 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)
36. 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 (9)
37. 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)
38. Stock market crash behavior of screen-sorted portfolios
    International Review of Economics & Finance, 1995, 4, (3), 227-244 View citations (3)

1994

39. Currency-free evaluation of investment results and the R index: an addendum
    Omega, 1994, 22, (5), 535-536

1992

40. 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

41. How Effective Are Canada's Direct Tax Incentives for R and D?
    Canadian Public Policy, 1985, 11, (2), 241-246 View citations (8)
42. The effects of R&D tax credits and allowances in Canada
    Research Policy, 1985, 14, (2), 97-107 View citations (20)

1984

43. Effects of Federal Support on Company-Financed R and D: The Case of Energy
    Management Science, 1984, 30, (5), 562-571 View citations (20)
44. 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

45. R&D price indexes and real R&D expenditures in the United States
    Research Policy, 1983, 12, (2), 105-112 View citations (9)