Access Statistics for Lorne Switzer

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Economic Analysis of Real Estate Swaps 0 0 0 22 0 0 0 203
An event based approach for quantifying the effects of securities fraud in the IT industry 0 0 0 3 0 2 5 26
An event based approach for quantifying the effects of securities fraud in the IT industry 0 1 1 1 0 1 6 19
Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note 1 1 3 36 3 4 13 100
Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence 8 10 21 35 12 19 53 130
Corporate governance mechanisms and the performance of small-cap firms in Canada 0 0 0 0 0 0 4 11
Corporate governance, Sarbanes-Oxley, and small-cap firm performance 0 1 1 45 0 2 2 157
Corporate governance, compliance and valuation effects of Sarbanes-Oxley on US and foreign firms 0 0 0 0 1 1 2 5
Currency-free evaluation of investment results and the R index: an addendum 0 0 0 1 0 0 0 12
Effects of Federal Support on Company-Financed R and D: The Case of Energy 0 2 3 23 0 7 10 85
Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes 1 3 3 3 1 9 9 9
Extreme risk and small investor behavior in developed markets 0 0 1 9 0 0 5 44
Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets 0 1 4 17 0 2 11 41
How Effective Are Canada's Direct Tax Incentives for R and D? 1 2 4 49 6 12 22 226
Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets 0 0 0 8 0 0 1 51
Index participation units and the performance of index futures markets: Evidence from the Toronto 35 index participation units market 0 0 0 2 0 1 2 14
Institutional investment horizon, the information environment, and firm credit risk 1 1 1 6 2 6 23 88
Intraday market liquidity, corporate governance, and ownership structure in markets with weak shareholder protection: evidence from Brazil and Chile 0 0 1 12 0 1 2 88
Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment 0 0 1 23 0 0 4 140
Macroeconomic news effects on conditional volatilities in the bond and stock markets 0 0 0 93 0 0 1 265
Mean reversion of interest‐rate term premiums and profits from trading strategies with treasury futures spreads 0 0 0 5 1 1 1 17
Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets 6 32 50 50 38 143 221 221
R&D price indexes and real R&D expenditures in the United States 0 0 0 36 0 0 1 82
Risk Management of Real Estate: The Case of Real Estate Swaps 0 0 0 0 0 1 4 745
Risk, culture and investor behavior in small (but notorious) Eurozone countries 0 2 3 10 1 4 17 45
Shareholder interests vs board of director members' interests and company performance: A new look 0 0 0 16 0 3 7 183
Special issue: Ethical finance and governance. Introduction 0 0 0 11 0 0 1 50
Standard and Poor’s depository receipts and the performance of the S&P 500 index futures market 0 0 0 3 0 0 3 33
Stock market crash behavior of screen-sorted portfolios 0 0 0 18 0 0 1 73
Stock market liquidity and economic cycles: A non-linear approach 0 0 4 29 1 6 21 126
The Determinants of Industrial R&D: A Funds Flow Simultaneous Equation Approach 0 1 2 63 0 1 4 200
The behaviour of small cap vs. large cap stocks in recessions and recoveries: Empirical evidence for the United States and Canada 1 3 6 117 4 14 41 614
The benefits of international diversification: market development, corporate governance, market cap, and structural change effects 1 1 1 4 2 8 22 56
The effects of R&D tax credits and allowances in Canada 0 0 3 91 1 2 8 216
The effects of macroeconomic announcements on equity returns and their connections to Fama-French factors 0 0 1 27 0 0 2 70
The interactions between trading volume and volatility: evidence from the equity options markets 1 1 3 69 2 7 27 300
The stock market's valuation of R&D spending and market concentration 0 3 7 241 0 4 16 491
Volatility measures as predictors of extreme returns 0 0 0 0 0 1 2 2
Volatility measures as predictors of extreme returns 0 0 1 8 0 0 9 55
Total Journal Articles 21 65 125 1,186 75 262 583 5,293


Statistics updated 2021-06-03