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Details about Lorne Switzer

E-mail:
Homepage:http://www.concordia.ca/jmsb/faculty.html?fpid=lorne-switzer
Phone:+1-514-848-2424x2960
Postal address:Lorne N. Switzer, Ph.D. Professor of Finance The Van Berkom Endowed Chair in Small-Cap Equities John Molson School of Business Concordia University 1455 de Maisonneuve Blvd. W. Montreal, Quebec, CANADA H3G 1M8
Workplace:Department of Finance, John Molson School of Business, Concordia University, (more information at EDIRC)
Institut de Préparation à l'Administration et à la Gestion (IPAG) (IPAG Business School), (more information at EDIRC)

Access statistics for papers by Lorne Switzer.

Last updated 2021-03-07. Update your information in the RePEc Author Service.

Short-id: psw50


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Journal Articles

2020

  1. Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets
    Research in International Business and Finance, 2020, 53, (C) Downloads

2019

  1. Risk, culture and investor behavior in small (but notorious) Eurozone countries
    Journal of International Financial Markets, Institutions and Money, 2019, 60, (C), 89-110 Downloads View citations (1)

2018

  1. 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 Downloads View citations (4)

2017

  1. An event based approach for quantifying the effects of securities fraud in the IT industry
    Information Systems Frontiers, 2017, 19, (3), 457-467 Downloads View citations (1)
    Also in Information Systems Frontiers, 1-11 Downloads
  2. Extreme risk and small investor behavior in developed markets
    Journal of Asset Management, 2017, 18, (6), 457-475 Downloads
  3. Institutional investment horizon, the information environment, and firm credit risk
    Journal of Financial Stability, 2017, 29, (C), 57-71 Downloads View citations (4)
  4. Volatility measures as predictors of extreme returns
    Review of Financial Economics, 2017, 35, (C), 1-10 Downloads
    Also in Review of Financial Economics, 2017, 35, (1), 1-10 (2017) Downloads

2016

  1. Stock market liquidity and economic cycles: A non-linear approach
    Economic Modelling, 2016, 57, (C), 106-119 Downloads View citations (4)

2015

  1. Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets
    Multinational Finance Journal, 2015, 19, (3), 169-221 Downloads View citations (2)
  2. 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 Downloads
  3. Special issue: Ethical finance and governance. Introduction
    Journal of Management & Governance, 2015, 19, (2), 255-257 Downloads
  4. 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 Downloads View citations (5)

2011

  1. Shareholder interests vs board of director members' interests and company performance: A new look
    Review of Accounting and Finance, 2011, 10, (3), 228-245 Downloads View citations (2)

2010

  1. Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment
    International Econometric Review (IER), 2010, 2, (1), 11-35 Downloads
  2. 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 Downloads View citations (10)
  3. The effects of macroeconomic announcements on equity returns and their connections to Fama-French factors
    Applied Financial Economics, 2010, 20, (16), 1257-1267 Downloads

2009

  1. 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 Downloads

2007

  1. Corporate governance, Sarbanes-Oxley, and small-cap firm performance
    The Quarterly Review of Economics and Finance, 2007, 47, (5), 651-666 Downloads View citations (7)
  2. 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 Downloads View citations (3)
  3. Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets
    Journal of Futures Markets, 2007, 27, (1), 61-84 Downloads View citations (26)

2006

  1. 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 Downloads
  2. Macroeconomic news effects on conditional volatilities in the bond and stock markets
    Applied Financial Economics, 2006, 16, (5), 377-384 Downloads View citations (10)

2000

  1. 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 Downloads View citations (10)

1999

  1. The interactions between trading volume and volatility: evidence from the equity options markets
    Applied Financial Economics, 1999, 9, (6), 627-637 Downloads View citations (4)

1996

  1. An Economic Analysis of Real Estate Swaps
    Canadian Journal of Economics, 1996, 29, (s1), 527-33 Downloads View citations (1)
  2. 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 Downloads View citations (6)

1995

  1. Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note
    Journal of Futures Markets, 1995, 15, (1), 61-67 Downloads View citations (65)
  2. 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 Downloads View citations (8)
  3. 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)
  4. Stock market crash behavior of screen-sorted portfolios
    International Review of Economics & Finance, 1995, 4, (3), 227-244 Downloads View citations (3)

1994

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

1992

  1. The stock market's valuation of R&D spending and market concentration
    Journal of Economics and Business, 1992, 44, (2), 95-114 Downloads View citations (34)

1985

  1. How Effective Are Canada's Direct Tax Incentives for R and D?
    Canadian Public Policy, 1985, 11, (2), 241-246 Downloads View citations (6)
  2. The effects of R&D tax credits and allowances in Canada
    Research Policy, 1985, 14, (2), 97-107 Downloads View citations (15)

1984

  1. Effects of Federal Support on Company-Financed R and D: The Case of Energy
    Management Science, 1984, 30, (5), 562-571 Downloads View citations (16)
  2. The Determinants of Industrial R&D: A Funds Flow Simultaneous Equation Approach
    The Review of Economics and Statistics, 1984, 66, (1), 163-68 Downloads View citations (10)

1983

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