Details about Lorne Switzer

Access statistics for papers by Lorne Switzer.

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Short-id: psw50

Journal Articles

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 View citations (1)
   Also in Information Systems Frontiers, 1-11
2. Institutional investment horizon, the information environment, and firm credit risk
   Journal of Financial Stability, 2017, 29, (C), 57-71 View citations (3)

2016

3. Stock market liquidity and economic cycles: A non-linear approach
   Economic Modelling, 2016, 57, (C), 106-119 View citations (3)

2015

4. Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets
   Multinational Finance Journal, 2015, 19, (3), 169-221 View citations (2)
5. 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
6. Special issue: Ethical finance and governance. Introduction
   Journal of Management & Governance, 2015, 19, (2), 255-257
7. 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 (5)

2011

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

2010

9. Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment
   International Econometric Review (IER), 2010, 2, (1), 11-35
10. 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 (9)
11. The effects of macroeconomic announcements on equity returns and their connections to Fama-French factors
    Applied Financial Economics, 2010, 20, (16), 1257-1267

2009

12. 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

13. Corporate governance, Sarbanes-Oxley, and small-cap firm performance
    The Quarterly Review of Economics and Finance, 2007, 47, (5), 651-666 View citations (6)
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 (26)

2006

15. 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
16. Macroeconomic news effects on conditional volatilities in the bond and stock markets
    Applied Financial Economics, 2006, 16, (5), 377-384 View citations (10)

2000

17. 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

18. 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

19. An Economic Analysis of Real Estate Swaps
    Canadian Journal of Economics, 1996, 29, (s1), 527-33 View citations (1)
20. 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 (5)

1995

21. 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 (64)
22. 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)
23. 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)
24. Stock market crash behavior of screen-sorted portfolios
    International Review of Economics & Finance, 1995, 4, (3), 227-244 View citations (3)

1994

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

1992

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

1985

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

1984

29. Effects of Federal Support on Company-Financed R and D: The Case of Energy
    Management Science, 1984, 30, (5), 562-571 View citations (16)
30. 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 (10)

1983

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