Details about Chris Veld

Access statistics for papers by Chris Veld.

Last updated 2018-01-13. Update your information in the RePEc Author Service.

Short-id: pve142

Working Papers

2006

1. The Convertible Arbitrage Strategy Analyzed
   Discussion Paper, Tilburg University, Center for Economic Research
2. Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market
   Discussion Paper, Tilburg University, Center for Economic Research View citations (6)

2004

3. Why Individual Investors Want Dividends
   Finance, University Library of Munich, Germany View citations (1)
   Also in Discussion Paper, Tilburg University, Center for Economic Research (2003) View citations (1)
   See also Journal Article in Journal of Corporate Finance (2005)

2002

4. Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options
   Discussion Paper, Tilburg University, Center for Economic Research View citations (3)

2001

5. Do Spin-offs really Create Value? The European Case
   Discussion Paper, Tilburg University, Center for Economic Research
   See also Journal Article in Journal of Banking & Finance (2004)
6. The Dividend and Share Repurchase Policies of Canadian Firms
   ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam

2000

7. Hedging pressure effects in futures markets
   Other publications TiSEM, Tilburg University, School of Economics and Management View citations (172)
   See also Journal Article in Journal of Finance (2000)
8. The Dividend and Share Repurchase Policies of Canadian Firms: Empirical Evidence based on New Research Design
   Discussion Paper, Tilburg University, Center for Economic Research View citations (3)

1998

9. An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment
   Discussion Paper, Tilburg University, Center for Economic Research View citations (3)
   See also Journal Article in Journal of Banking & Finance (2001)

1997

10. Analyzing specification errors in models for futures risk premia with hedging pressure
    Discussion Paper, Tilburg University, Center for Economic Research

1996

11. A Study on the Efficiency of the Market for Dutch Long Term Call Options
    Discussion Paper, Tilburg University, Center for Economic Research
    See also Journal Article in The European Journal of Finance (1998)
12. Contrarian Investment Strategies in a European Context
    Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
13. Pricing Term Structure Risk in Futures Markets
    Discussion Paper, Tilburg University, Center for Economic Research
    See also Journal Article in Journal of Financial and Quantitative Analysis (1998)

1995

14. Alternatieve perspectieven in de theorie van de ondernemersfinanciering
    Research Memorandum, Tilburg University, School of Economics and Management
15. An empirical analysis of the hedging effectiveness of currency futures
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
16. Announcement effects of convertible bond loans versus warrant-bond loans: An empirical analysis for the Dutch market
    Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
17. Het gebruik van financiële derivaten door grote Nederlandse ondernemingen
    Research Memorandum, Tilburg University, School of Economics and Management View citations (3)

1994

18. An empirical investigation of the factors that determine the pricing of Dutch index warrants
    Discussion Paper, Tilburg University, Center for Economic Research
    See also Journal Article in European Financial Management (1996)
19. Put-call parities and the value of early exercise for put options on a performance index
    Research Memorandum, Tilburg University, School of Economics and Management
    See also Journal Article in Journal of Futures Markets (1996)
20. Warrant pricing: A review of empirical research
    Discussion Paper, Tilburg University, Center for Economic Research View citations (4)

1993

21. An empirical analysis of warrant prices versus long term call option prices
    Research Memorandum, Tilburg University, School of Economics and Management

1991

22. Motieven voor de uitgifte van converteerbare obligatieleningen en warrant-obligatieleningen: Een agency-theoretische benadering
    Research Memorandum, Tilburg University, School of Economics and Management View citations (2)
23. Motives for the use of equity-warrants by Dutch companies
    Research Memorandum, Tilburg University, School of Economics and Management
24. Warrant pricing: A review of theoretical and empirical research
    Research Memorandum, Tilburg University, School of Economics and Management

1990

25. De waardering van aandelenwarrants en langlopende call-opties
    Research Memorandum, Tilburg University, School of Economics and Management
26. De waardering van conversierechten van Nederlandse converteerbare obligaties
    Research Memorandum, Tilburg University, School of Economics and Management
27. Motieven voor de uitgifte van converteerbare obligatieleningen en warrantobligatieleningen
    Research Memorandum, Tilburg University, School of Economics and Management
28. Verslaggevingsaspecten van aandelenwarrants
    Research Memorandum, Tilburg University, School of Economics and Management

1989

29. The use of the implied standard deviation as a predictor of future stock price variability: A review of empirical tests
    Research Memorandum, Tilburg University, School of Economics and Management View citations (2)

Journal Articles

2017

1. How does the Funding Status of Defined Benefit Pension Plans Affect Investment Decisions of Firms in the United States?
   Journal of Business Finance & Accounting, 2017, 44, (1-2), 196-235 View citations (3)
2. Tax avoidance in response to a decline in the funding status of defined benefit pension plans
   Journal of International Financial Markets, Institutions and Money, 2017, 48, (C), 99-116 View citations (1)

2016

3. Past returns and the perceived Sharpe ratio
   Journal of Economic Behavior & Organization, 2016, 123, (C), 149-167 View citations (3)

2015

4. Do Happy People Make Optimistic Investors?
   Journal of Financial and Quantitative Analysis, 2015, 50, (1-2), 145-168 View citations (30)
5. Stock market expectations and risk aversion of individual investors
   International Review of Financial Analysis, 2015, 40, (C), 122-131 View citations (11)

2014

6. Convertible bond financing
   Journal of Corporate Finance, 2014, 24, (C), 1-2 View citations (2)
7. Wealth effects of convertible-bond and warrant-bond offerings: a meta-analysis
   The European Journal of Finance, 2014, 20, (4), 380-398 View citations (4)
8. What Drives Executive Stock Option Backdating?
   Journal of Business Finance & Accounting, 2014, 41, (7-8), 1042-1070
9. What we do and do not know about convertible bond financing
   Journal of Corporate Finance, 2014, 24, (C), 3-20 View citations (20)
10. Why are conversion-forcing call announcements associated with negative wealth effects?
    Journal of Corporate Finance, 2014, 24, (C), 149-157 View citations (4)

2012

11. The optimal call policy for convertible bonds: Is there a market memory effect?
    Applied Economics Letters, 2012, 19, (7), 661-664 View citations (1)
12. What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both?
    Financial Management, 2012, 41, (3), 637-663 View citations (14)
13. Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation
    Journal of Banking & Finance, 2012, 36, (11), 2884-2899 View citations (20)

2010

14. An Empirical Comparison of Convertible Bond Valuation Models
    Financial Management, 2010, 39, (2), 675-706 View citations (17)

2009

15. European Put-Call Parity and the Early Exercise Premium for American Currency Options
    Multinational Finance Journal, 2009, 13, (1-2), 39-54 View citations (1)
16. Reverse convertible bonds analyzed
    Journal of Futures Markets, 2009, 29, (10), 895-919 View citations (23)

2008

17. An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options
    European Financial Management, 2008, 14, (2), 288-314 View citations (14)
18. An Empirical Analysis of the Stockholder‐Bondholder Conflict in Corporate Spin‐Offs
    Financial Management, 2008, 37, (1), 103-124 View citations (13)
19. The risk perceptions of individual investors
    Journal of Economic Psychology, 2008, 29, (2), 226-252 View citations (33)

2005

20. Why individual investors want dividends
    Journal of Corporate Finance, 2005, 12, (1), 121-158 View citations (25)
    See also Working Paper (2004)

2004

21. Do spin-offs really create value? The European case
    Journal of Banking & Finance, 2004, 28, (5), 1111-1135 View citations (24)
    See also Working Paper (2001)

2003

22. Analysis of a practical formula for the valuation of employee stock options
    Applied Economics Letters, 2003, 10, (4), 205-208 View citations (1)
23. The dividend and share repurchase policies of Canadian firms: empirical evidence based on an alternative research design
    International Review of Financial Analysis, 2003, 12, (4), 349-377 View citations (6)

2001

24. An empirical analysis of incremental capital structure decisions under managerial entrenchment
    Journal of Banking & Finance, 2001, 25, (10), 1857-1895 View citations (30)
    See also Working Paper (1998)

2000

25. Hedging Pressure Effects in Futures Markets
    Journal of Finance, 2000, 55, (3), 1437-1456 View citations (181)
    See also Working Paper (2000)

1998

26. A study on the efficiency of the market for Dutch long-term call options
    The European Journal of Finance, 1998, 4, (2), 93-111 View citations (2)
    See also Working Paper (1996)
27. Pricing Term Structure Risk in Futures Markets
    Journal of Financial and Quantitative Analysis, 1998, 33, (1), 139-157 View citations (8)
    See also Working Paper (1996)

1997

28. Out‐of‐sample hedging effectiveness of currency futures for alternative models and hedging strategies
    Journal of Futures Markets, 1997, 17, (7), 817-837 View citations (7)

1996

29. An empirical investigation of the factors that determine the pricing of Dutch index warrants
    European Financial Management, 1996, 2, (1), 97-112 View citations (1)
    See also Working Paper (1994)
30. Put‐call parities and the value of early exercise for put options on a performance index
    Journal of Futures Markets, 1996, 16, (1), 71-80 View citations (2)
    See also Working Paper (1994)

1993

31. Testing option pricing models for several contingent claims using a generalized methodology
    Economics Letters, 1993, 41, (3), 293-299 View citations (1)