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Details about Chris Veld

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Workplace:Department of Banking and Finance, Monash Business School, Monash University, (more information at EDIRC)

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

  1. The Convertible Arbitrage Strategy Analyzed
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  2. Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (4)

2004

  1. Why Individual Investors Want Dividends
    Finance, University Library of Munich, Germany Downloads View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2003) Downloads View citations (1)

    See also Journal Article in Journal of Corporate Finance (2005)

2002

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

2001

  1. Do Spin-offs really Create Value? The European Case
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    See also Journal Article in Journal of Banking & Finance (2004)
  2. 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 Downloads

2000

  1. Hedging pressure effects in futures markets
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (164)
    See also Journal Article in Journal of Finance (2000)
  2. The Dividend and Share Repurchase Policies of Canadian Firms: Empirical Evidence based on New Research Design
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)

1998

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

1997

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

1996

  1. A Study on the Efficiency of the Market for Dutch Long Term Call Options
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    See also Journal Article in The European Journal of Finance (1998)
  2. Contrarian Investment Strategies in a European Context
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
  3. Pricing Term Structure Risk in Futures Markets
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    See also Journal Article in Journal of Financial and Quantitative Analysis (1998)

1995

  1. Alternatieve perspectieven in de theorie van de ondernemersfinanciering
    Research Memorandum, Tilburg University, School of Economics and Management Downloads
  2. An empirical analysis of the hedging effectiveness of currency futures
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
  3. 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 Downloads View citations (2)
  4. Het gebruik van financiële derivaten door grote Nederlandse ondernemingen
    Research Memorandum, Tilburg University, School of Economics and Management Downloads View citations (3)

1994

  1. An empirical investigation of the factors that determine the pricing of Dutch index warrants
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    See also Journal Article in European Financial Management (1996)
  2. 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 Downloads
    See also Journal Article in Journal of Futures Markets (1996)
  3. Warrant pricing: A review of empirical research
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (4)

1993

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

1991

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

1990

  1. De waardering van aandelenwarrants en langlopende call-opties
    Research Memorandum, Tilburg University, School of Economics and Management Downloads
  2. De waardering van conversierechten van Nederlandse converteerbare obligaties
    Research Memorandum, Tilburg University, School of Economics and Management Downloads
  3. Motieven voor de uitgifte van converteerbare obligatieleningen en warrantobligatieleningen
    Research Memorandum, Tilburg University, School of Economics and Management Downloads
  4. Verslaggevingsaspecten van aandelenwarrants
    Research Memorandum, Tilburg University, School of Economics and Management Downloads

1989

  1. 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 Downloads 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 Downloads View citations (1)
  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 Downloads View citations (1)

2016

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

2015

  1. Do Happy People Make Optimistic Investors?
    Journal of Financial and Quantitative Analysis, 2015, 50, (1-2), 145-168 Downloads View citations (27)
  2. Stock market expectations and risk aversion of individual investors
    International Review of Financial Analysis, 2015, 40, (C), 122-131 Downloads View citations (10)

2014

  1. Convertible bond financing
    Journal of Corporate Finance, 2014, 24, (C), 1-2 Downloads View citations (1)
  2. Wealth effects of convertible-bond and warrant-bond offerings: a meta-analysis
    The European Journal of Finance, 2014, 20, (4), 380-398 Downloads View citations (2)
  3. What Drives Executive Stock Option Backdating?
    Journal of Business Finance & Accounting, 2014, 41, (7-8), 1042-1070 Downloads
  4. What we do and do not know about convertible bond financing
    Journal of Corporate Finance, 2014, 24, (C), 3-20 Downloads View citations (14)
  5. Why are conversion-forcing call announcements associated with negative wealth effects?
    Journal of Corporate Finance, 2014, 24, (C), 149-157 Downloads View citations (3)

2012

  1. The optimal call policy for convertible bonds: Is there a market memory effect?
    Applied Economics Letters, 2012, 19, (7), 661-664 Downloads View citations (1)
  2. What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both?
    Financial Management, 2012, 41, (3), 637-663 Downloads View citations (14)
  3. 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 Downloads View citations (16)

2010

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

2009

  1. European Put-Call Parity and the Early Exercise Premium for American Currency Options
    Multinational Finance Journal, 2009, 13, (1-2), 39-54 Downloads View citations (1)
  2. Reverse convertible bonds analyzed
    Journal of Futures Markets, 2009, 29, (10), 895-919 Downloads View citations (22)

2008

  1. An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options
    European Financial Management, 2008, 14, (2), 288-314 Downloads View citations (13)
  2. An Empirical Analysis of the Stockholder‐Bondholder Conflict in Corporate Spin‐Offs
    Financial Management, 2008, 37, (1), 103-124 Downloads View citations (10)
  3. The risk perceptions of individual investors
    Journal of Economic Psychology, 2008, 29, (2), 226-252 Downloads View citations (31)

2005

  1. Why individual investors want dividends
    Journal of Corporate Finance, 2005, 12, (1), 121-158 Downloads View citations (24)
    See also Working Paper (2004)

2004

  1. Do spin-offs really create value? The European case
    Journal of Banking & Finance, 2004, 28, (5), 1111-1135 Downloads View citations (23)
    See also Working Paper (2001)

2003

  1. Analysis of a practical formula for the valuation of employee stock options
    Applied Economics Letters, 2003, 10, (4), 205-208 Downloads View citations (1)
  2. 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 Downloads View citations (6)

2001

  1. An empirical analysis of incremental capital structure decisions under managerial entrenchment
    Journal of Banking & Finance, 2001, 25, (10), 1857-1895 Downloads View citations (29)
    See also Working Paper (1998)

2000

  1. Hedging Pressure Effects in Futures Markets
    Journal of Finance, 2000, 55, (3), 1437-1456 Downloads View citations (173)
    See also Working Paper (2000)

1998

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

1997

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

1996

  1. An empirical investigation of the factors that determine the pricing of Dutch index warrants
    European Financial Management, 1996, 2, (1), 97-112 Downloads View citations (1)
    See also Working Paper (1994)
  2. 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 Downloads View citations (2)
    See also Working Paper (1994)

1993

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