Access Statistics for Lorne Nelson 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 5 212
An event based approach for quantifying the effects of securities fraud in the IT industry 0 0 0 2 0 0 11 41
An event based approach for quantifying the effects of securities fraud in the IT industry 0 0 0 3 1 2 7 36
Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note 1 2 4 57 1 4 14 152
Circumventing SEC Rule 201 short sale restrictions with options 0 1 1 10 1 5 33 49
Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence 0 1 6 100 0 24 40 329
Corporate governance mechanisms and the performance of small-cap firms in Canada 0 0 0 1 0 0 5 26
Corporate governance, Sarbanes-Oxley, and small-cap firm performance 0 0 0 48 0 0 5 174
Corporate governance, compliance and valuation effects of Sarbanes-Oxley on US and foreign firms 0 0 0 0 0 1 7 15
Currency-free evaluation of investment results and the R index: an addendum 0 0 0 1 0 0 4 16
Default Risk Estimation, Bank Credit Risk, and Corporate Governance 1 1 2 3 2 2 22 34
Effects of Federal Support on Company-Financed R and D: The Case of Energy 0 0 0 27 0 1 6 103
Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes 0 0 2 14 1 5 21 62
Extreme risk and small investor behavior in developed markets 0 0 0 13 2 3 11 65
Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets 0 0 0 24 0 0 11 69
How Effective Are Canada's Direct Tax Incentives for R and D? 0 0 0 56 0 1 8 253
IPO performance and the size effect: Evidence for the US and Canada 0 0 1 16 3 3 32 80
Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets 0 3 3 15 0 5 30 107
Index participation units and the performance of index futures markets: Evidence from the Toronto 35 index participation units market 0 0 1 7 0 0 7 33
Inflation differentials and the diversification benefits of small cap equities in emerging markets for US investors 1 1 5 6 3 4 31 44
Institutional investment horizon, the information environment, and firm credit risk 0 0 1 11 1 2 17 133
Intraday market liquidity, corporate governance, and ownership structure in markets with weak shareholder protection: evidence from Brazil and Chile 0 0 0 13 0 0 9 104
Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment 0 0 0 24 0 0 10 155
Macroeconomic news effects on conditional volatilities in the bond and stock markets 0 0 1 94 0 1 7 276
Mean reversion of interest‐rate term premiums and profits from trading strategies with treasury futures spreads 0 3 6 20 0 6 20 52
Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets 0 0 3 105 1 3 43 529
R&D price indexes and real R&D expenditures in the United States 0 0 0 36 1 1 6 91
Risk Management of Real Estate: The Case of Real Estate Swaps 0 0 0 0 0 0 8 764
Risk, culture and investor behavior in small (but notorious) Eurozone countries 0 0 0 17 1 1 9 80
Self-disclosed peer effects on corporate capital structure 0 0 0 11 0 0 14 61
Shareholder interests vs board of director members' interests and company performance 0 0 0 18 0 0 10 209
Special issue: Ethical finance and governance. Introduction 0 0 0 11 0 0 6 61
Standard and Poor’s depository receipts and the performance of the S&P 500 index futures market 0 0 0 3 0 0 10 48
Stock market crash behavior of screen-sorted portfolios 0 0 0 19 0 1 6 83
Stock market liquidity and economic cycles: A non-linear approach 0 0 1 34 0 2 11 175
The Determinants of Industrial R&D: A Funds Flow Simultaneous Equation Approach 0 0 0 65 0 0 7 213
The behaviour of small cap vs. large cap stocks in recessions and recoveries: Empirical evidence for the United States and Canada 0 0 8 133 1 6 108 797
The benefits of international diversification: market development, corporate governance, market cap, and structural change effects 0 0 2 16 1 2 27 120
The dynamics of CEO equity vs. inside debt and firm performance 0 0 1 5 0 3 13 22
The effects of R&D tax credits and allowances in Canada 1 1 1 99 1 3 9 245
The effects of macroeconomic announcements on equity returns and their connections to Fama-French factors 0 0 0 27 1 2 12 83
The impact of corporate governance and state ownership on the default probabilities of Chinese firms 0 1 4 4 2 3 26 40
The impact of position limits on options trading 0 0 1 3 0 4 32 39
The interactions between trading volume and volatility: evidence from the equity options markets 0 0 0 71 1 2 19 327
The stock market's valuation of R&D spending and market concentration 0 0 0 262 0 0 10 543
Volatility measures as predictors of extreme returns 0 0 0 0 0 0 16 26
Volatility measures as predictors of extreme returns 0 0 0 10 0 1 12 82
Volatility of implied volatility and mergers and acquisitions 0 0 3 13 1 3 17 52
Total Journal Articles 4 14 57 1,549 26 106 804 7,310


Statistics updated 2026-10-11