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
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Working Papers
2006
- The Convertible Arbitrage Strategy Analyzed
Discussion Paper, Tilburg University, Center for Economic Research
- 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
- 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
- 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
- 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)
- 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 (172)
See also Journal Article in Journal of Finance (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)
1998
- 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
- 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 
See also Journal Article in The European Journal of Finance (1998)
- Contrarian Investment Strategies in a European Context
Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
- 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
- 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
Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
- 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)
- Het gebruik van financiële derivaten door grote Nederlandse ondernemingen
Research Memorandum, Tilburg University, School of Economics and Management View citations (3)
1994
- 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)
- 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)
- Warrant pricing: A review of empirical research
Discussion Paper, Tilburg University, Center for Economic Research View citations (4)
1993
- An empirical analysis of warrant prices versus long term call option prices
Research Memorandum, Tilburg University, School of Economics and Management
1991
- 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)
- 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
Research Memorandum, Tilburg University, School of Economics and Management
1990
- De waardering van aandelenwarrants en langlopende call-opties
Research Memorandum, Tilburg University, School of Economics and Management
- De waardering van conversierechten van Nederlandse converteerbare obligaties
Research Memorandum, Tilburg University, School of Economics and Management
- Motieven voor de uitgifte van converteerbare obligatieleningen en warrantobligatieleningen
Research Memorandum, Tilburg University, School of Economics and Management
- Verslaggevingsaspecten van aandelenwarrants
Research Memorandum, Tilburg University, School of Economics and Management
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
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 (3)
- 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
- Past returns and the perceived Sharpe ratio
Journal of Economic Behavior & Organization, 2016, 123, (C), 149-167 View citations (3)
2015
- Do Happy People Make Optimistic Investors?
Journal of Financial and Quantitative Analysis, 2015, 50, (1-2), 145-168 View citations (30)
- Stock market expectations and risk aversion of individual investors
International Review of Financial Analysis, 2015, 40, (C), 122-131 View citations (11)
2014
- Convertible bond financing
Journal of Corporate Finance, 2014, 24, (C), 1-2 View citations (2)
- 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)
- 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 (20)
- 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 (1)
- What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both?
Financial Management, 2012, 41, (3), 637-663 View citations (14)
- 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
- An Empirical Comparison of Convertible Bond Valuation Models
Financial Management, 2010, 39, (2), 675-706 View citations (17)
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 (23)
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 (14)
- An Empirical Analysis of the Stockholder‐Bondholder Conflict in Corporate Spin‐Offs
Financial Management, 2008, 37, (1), 103-124 View citations (13)
- The risk perceptions of individual investors
Journal of Economic Psychology, 2008, 29, (2), 226-252 View citations (33)
2005
- Why individual investors want dividends
Journal of Corporate Finance, 2005, 12, (1), 121-158 View citations (25)
See also Working Paper (2004)
2004
- 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
- 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 (6)
2001
- 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
- Hedging Pressure Effects in Futures Markets
Journal of Finance, 2000, 55, (3), 1437-1456 View citations (181)
See also Working Paper (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 (1996)
- 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
- 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
- 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)
- 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
- 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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