Details about Chris Veld
Access statistics for papers by Chris Veld.
Last updated 2025-01-07. Update your information in the RePEc Author Service.
Short-id: pve142
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Working Papers
2006
- The Convertible Arbitrage Strategy Analyzed
Other publications TiSEM, Tilburg University, School of Economics and Management 
Also in Discussion Paper, Tilburg University, Center for Economic Research (2006)
- Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market
Other publications TiSEM, Tilburg University, School of Economics and Management View citations (2)
Also in Discussion Paper, Tilburg University, Center for Economic Research (2006) View citations (6)
2004
- Why Individual Investors Want Dividends
Finance, University Library of Munich, Germany View citations (1)
Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2003) View citations (1) Discussion Paper, Tilburg University, Center for Economic Research (2003) View citations (1)
See also Journal Article Why individual investors want dividends, Journal of Corporate Finance, Elsevier (2005) View citations (38) (2005)
2002
- Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options
Other publications TiSEM, Tilburg University, School of Economics and Management View citations (3)
Also in Discussion Paper, Tilburg University, Center for Economic Research (2002) View citations (3)
2001
- Do Spin-offs really Create Value? The European Case
Other publications TiSEM, Tilburg University, School of Economics and Management 
Also in Discussion Paper, Tilburg University, Center for Economic Research (2001) 
See also Journal Article Do spin-offs really create value? The European case, Journal of Banking & Finance, Elsevier (2004) View citations (29) (2004)
- 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
- Hedging pressure effects in futures markets
Other publications TiSEM, Tilburg University, School of Economics and Management View citations (232)
See also Journal Article Hedging Pressure Effects in Futures Markets, Journal of Finance, American Finance Association (2000) View citations (238) (2000)
- 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)
Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2000) View citations (3)
1998
- An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment
Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1998) View citations (2)
See also Journal Article An empirical analysis of incremental capital structure decisions under managerial entrenchment, Journal of Banking & Finance, Elsevier (2001) View citations (39) (2001)
1997
- Analyzing specification errors in models for futures risk premia with hedging pressure
Discussion Paper, Tilburg University, Center for Economic Research
1996
- A Study on the Efficiency of the Market for Dutch Long Term Call Options
Discussion Paper, Tilburg University, Center for Economic Research 
Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1996) 
See also Journal Article A study on the efficiency of the market for Dutch long-term call options, The European Journal of Finance, Taylor & Francis Journals (1998) View citations (2) (1998)
- Contrarian Investment Strategies in a European Context
Other publications TiSEM, Tilburg University, School of Economics and Management View citations (2)
Also in Discussion Paper, Tilburg University, Center for Economic Research (1996) View citations (2)
- Pricing Term Structure Risk in Futures Markets
Discussion Paper, Tilburg University, Center for Economic Research 
Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1996) 
See also Journal Article Pricing Term Structure Risk in Futures Markets, Journal of Financial and Quantitative Analysis, Cambridge University Press (1998) View citations (7) (1998)
1995
- Alternatieve perspectieven in de theorie van de ondernemersfinanciering
Research Memorandum, Tilburg University, School of Economics and Management
- An empirical analysis of the hedging effectiveness of currency futures
Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)
Also in Discussion Paper, Tilburg University, Center for Economic Research (1995) View citations (1)
- Announcement effects of convertible bond loans versus warrant-bond loans: An empirical analysis for the Dutch market
Other publications TiSEM, Tilburg University, School of Economics and Management View citations (2)
Also in Discussion Paper, Tilburg University, Center for Economic Research (1995) View citations (2)
- Het gebruik van financiële derivaten door grote Nederlandse ondernemingen
Research Memorandum, Tilburg University, School of Economics and Management View citations (3)
Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1995)
1994
- An empirical investigation of the factors that determine the pricing of Dutch index warrants
Discussion Paper, Tilburg University, Center for Economic Research 
Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1994) 
See also Journal Article An empirical investigation of the factors that determine the pricing of Dutch index warrants, European Financial Management, European Financial Management Association (1996) View citations (1) (1996)
- 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 
Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1994) 
See also Journal Article Put‐call parities and the value of early exercise for put options on a performance index, Journal of Futures Markets, John Wiley & Sons, Ltd. (1996) View citations (2) (1996)
- Warrant pricing: A review of empirical research
Discussion Paper, Tilburg University, Center for Economic Research View citations (4)
See also Journal Article Warrant pricing: a review of empirical research, The European Journal of Finance, Taylor & Francis Journals (2003) View citations (4) (2003)
1993
- An empirical analysis of warrant prices versus long term call option prices
Research Memorandum, Tilburg University, School of Economics and Management 
Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1993)
1991
- Motieven voor de uitgifte van converteerbare obligatieleningen en warrant-obligatieleningen: Een agency-theoretische benadering
Other publications TiSEM, Tilburg University, School of Economics and Management View citations (2)
Also in Research Memorandum, Tilburg University, School of Economics and Management (1991) View citations (2)
- Motives for the use of equity-warrants by Dutch companies
Research Memorandum, Tilburg University, School of Economics and Management
- Warrant pricing: A review of theoretical and empirical research
Other publications TiSEM, Tilburg University, School of Economics and Management 
Also in Research Memorandum, Tilburg University, School of Economics and Management (1991)
1990
- De waardering van aandelenwarrants en langlopende call-opties
Other publications TiSEM, Tilburg University, School of Economics and Management 
Also in Research Memorandum, Tilburg University, School of Economics and Management (1990)
- De waardering van conversierechten van Nederlandse converteerbare obligaties
Research Memorandum, Tilburg University, School of Economics and Management View citations (2)
- Motieven voor de uitgifte van converteerbare obligatieleningen en warrantobligatieleningen
Research Memorandum, Tilburg University, School of Economics and Management
- Verslaggevingsaspecten van aandelenwarrants
Other publications TiSEM, Tilburg University, School of Economics and Management 
Also in Research Memorandum, Tilburg University, School of Economics and Management (1990)
1989
- 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
2025
- Does time heal all wounds? Psychological responses to trauma and financial risk‐taking
The Financial Review, 2025, 60, (1), 33-70
2024
- Award-winning CEOs and corporate innovation
Journal of Banking & Finance, 2024, 159, (C) View citations (1)
- Can existing corporate finance theories explain security offerings during the COVID-19 pandemic?
Journal of Empirical Finance, 2024, 79, (C)
2023
- Credit risk assessment and executives’ legal expertise
Review of Accounting Studies, 2023, 28, (4), 2361-2400
- Political uncertainty and investments by private and state‐owned enterprises
International Review of Finance, 2023, 23, (3), 584-614
2022
- Does it pay to invest? The personal equity risk premium and stock market participation
Journal of Banking & Finance, 2022, 136, (C) View citations (1)
- How do investors perceive convertible bond issuing decisions?
Finance Research Letters, 2022, 44, (C) View citations (2)
- Legal risk and information spillover through private lender reports
Journal of Financial Markets, 2022, 60, (C) View citations (1)
- Stock return ignorance
Journal of Financial Economics, 2022, 144, (3), 864-884 View citations (3)
- Why do individuals not participate in the stock market?
International Review of Financial Analysis, 2022, 83, (C) View citations (2)
2021
- Effects of financial constraints and product market competition on share repurchases
Journal of International Financial Markets, Institutions and Money, 2021, 74, (C) View citations (7)
2020
- Credit Cards: Transactional Convenience or Debt‐Trap?
International Review of Finance, 2020, 20, (2), 295-322 View citations (1)
- Wealth Effects of Seasoned Equity Offerings: A Meta‐Analysis
International Review of Finance, 2020, 20, (1), 77-131 View citations (4)
2019
- How can we improve inferences from surveys? A new look at the convertible debt questions from the Graham and Harvey survey data
Journal of International Financial Markets, Institutions and Money, 2019, 61, (C), 213-222 View citations (2)
- The effects of bank regulation stringency on seasoned equity offering announcements
Journal of International Money and Finance, 2019, 91, (C), 71-85 View citations (5)
- What is the role of institutional investors in corporate capital structure decisions? A survey analysis
Journal of Corporate Finance, 2019, 58, (C), 270-286 View citations (17)
2018
- Value-creation through spin-offs: Australian evidence
Australian Journal of Management, 2018, 43, (3), 353-372 View citations (7)
2017
- 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 (14)
- 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 (5)
2016
- Past returns and the perceived Sharpe ratio
Journal of Economic Behavior & Organization, 2016, 123, (C), 149-167 View citations (7)
2015
- Do Happy People Make Optimistic Investors?
Journal of Financial and Quantitative Analysis, 2015, 50, (1-2), 145-168 View citations (48)
- Stock market expectations and risk aversion of individual investors
International Review of Financial Analysis, 2015, 40, (C), 122-131 View citations (18)
2014
- Convertible bond financing
Journal of Corporate Finance, 2014, 24, (C), 1-2 View citations (22)
- Wealth effects of convertible-bond and warrant-bond offerings: a meta-analysis
The European Journal of Finance, 2014, 20, (4), 380-398 View citations (9)
- What Drives Executive Stock Option Backdating?
Journal of Business Finance & Accounting, 2014, 41, (7-8), 1042-1070
- What we do and do not know about convertible bond financing
Journal of Corporate Finance, 2014, 24, (C), 3-20 View citations (32)
- Why are conversion-forcing call announcements associated with negative wealth effects?
Journal of Corporate Finance, 2014, 24, (C), 149-157 View citations (4)
2012
- The optimal call policy for convertible bonds: Is there a market memory effect?
Applied Economics Letters, 2012, 19, (7), 661-664 View citations (2)
- What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both?
Financial Management, 2012, 41, (3), 637-663 View citations (22)
- 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 (31)
2010
- An Empirical Comparison of Convertible Bond Valuation Models
Financial Management, 2010, 39, (2), 675-706 View citations (19)
2009
- 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)
- Reverse convertible bonds analyzed
Journal of Futures Markets, 2009, 29, (10), 895-919 View citations (29)
- The Rise and Demise of the Convertible Arbitrage Strategy
Financial Analysts Journal, 2009, 65, (5), 35-50 View citations (1)
2008
- An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options
European Financial Management, 2008, 14, (2), 288-314 View citations (15)
- An Empirical Analysis of the Stockholder‐Bondholder Conflict in Corporate Spin‐Offs
Financial Management, 2008, 37, (1), 103-124 View citations (12)
- The risk perceptions of individual investors
Journal of Economic Psychology, 2008, 29, (2), 226-252 View citations (41)
2005
- Why individual investors want dividends
Journal of Corporate Finance, 2005, 12, (1), 121-158 View citations (38)
See also Working Paper Why Individual Investors Want Dividends, Finance (2004) View citations (1) (2004)
2004
- Do spin-offs really create value? The European case
Journal of Banking & Finance, 2004, 28, (5), 1111-1135 View citations (29)
See also Working Paper Do Spin-offs really Create Value? The European Case, Other publications TiSEM (2001) (2001)
2003
- Analysis of a practical formula for the valuation of employee stock options
Applied Economics Letters, 2003, 10, (4), 205-208 View citations (1)
- 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 (9)
- Warrant pricing: a review of empirical research
The European Journal of Finance, 2003, 9, (1), 61-91 View citations (4)
See also Working Paper Warrant pricing: A review of empirical research, Discussion Paper (1994) View citations (4) (1994)
2001
- An empirical analysis of incremental capital structure decisions under managerial entrenchment
Journal of Banking & Finance, 2001, 25, (10), 1857-1895 View citations (39)
See also Working Paper An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment, Discussion Paper (1998) View citations (2) (1998)
2000
- Hedging Pressure Effects in Futures Markets
Journal of Finance, 2000, 55, (3), 1437-1456 View citations (238)
See also Working Paper Hedging pressure effects in futures markets, Other publications TiSEM (2000) View citations (232) (2000)
1998
- 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 A Study on the Efficiency of the Market for Dutch Long Term Call Options, Discussion Paper (1996) (1996)
- Pricing Term Structure Risk in Futures Markets
Journal of Financial and Quantitative Analysis, 1998, 33, (1), 139-157 View citations (7)
See also Working Paper Pricing Term Structure Risk in Futures Markets, Discussion Paper (1996) (1996)
1997
- 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 (11)
1996
- 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 An empirical investigation of the factors that determine the pricing of Dutch index warrants, Discussion Paper (1994) (1994)
- 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 Put-call parities and the value of early exercise for put options on a performance index, Research Memorandum (1994) (1994)
1993
- Testing option pricing models for several contingent claims using a generalized methodology
Economics Letters, 1993, 41, (3), 293-299 View citations (1)
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