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 2 4 211
An event based approach for quantifying the effects of securities fraud in the IT industry 0 0 0 3 0 2 6 34
An event based approach for quantifying the effects of securities fraud in the IT industry 0 0 0 2 1 8 12 41
Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note 0 0 4 55 1 1 12 148
Circumventing SEC Rule 201 short sale restrictions with options 0 0 0 9 6 13 25 40
Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence 0 0 6 98 0 0 20 303
Corporate governance mechanisms and the performance of small-cap firms in Canada 0 0 0 1 0 1 7 26
Corporate governance, Sarbanes-Oxley, and small-cap firm performance 0 0 0 48 0 1 5 174
Corporate governance, compliance and valuation effects of Sarbanes-Oxley on US and foreign firms 0 0 0 0 0 3 6 14
Currency-free evaluation of investment results and the R index: an addendum 0 0 0 1 0 2 4 16
Default Risk Estimation, Bank Credit Risk, and Corporate Governance 0 0 2 2 0 4 24 31
Effects of Federal Support on Company-Financed R and D: The Case of Energy 0 0 0 27 0 3 6 102
Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes 0 0 1 13 0 8 15 55
Extreme risk and small investor behavior in developed markets 0 0 0 13 0 1 8 62
Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets 0 0 0 24 0 2 11 68
How Effective Are Canada's Direct Tax Incentives for R and D? 0 0 1 56 1 3 8 252
IPO performance and the size effect: Evidence for the US and Canada 1 1 6 16 5 14 43 77
Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets 0 0 0 12 1 7 29 102
Index participation units and the performance of index futures markets: Evidence from the Toronto 35 index participation units market 0 0 1 7 1 2 8 33
Inflation differentials and the diversification benefits of small cap equities in emerging markets for US investors 0 0 4 5 3 10 37 39
Institutional investment horizon, the information environment, and firm credit risk 0 1 1 11 2 9 15 131
Intraday market liquidity, corporate governance, and ownership structure in markets with weak shareholder protection: evidence from Brazil and Chile 0 0 0 13 0 1 9 104
Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment 0 0 0 24 1 2 9 154
Macroeconomic news effects on conditional volatilities in the bond and stock markets 0 0 1 94 0 2 7 275
Mean reversion of interest‐rate term premiums and profits from trading strategies with treasury futures spreads 0 0 2 16 1 5 10 42
Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets 0 0 5 105 0 7 53 525
R&D price indexes and real R&D expenditures in the United States 0 0 0 36 0 0 5 90
Risk Management of Real Estate: The Case of Real Estate Swaps 0 0 0 0 0 5 9 764
Risk, culture and investor behavior in small (but notorious) Eurozone countries 0 0 0 17 0 4 9 79
Self-disclosed peer effects on corporate capital structure 0 0 0 11 0 2 17 61
Shareholder interests vs board of director members' interests and company performance 0 0 0 18 1 2 10 209
Special issue: Ethical finance and governance. Introduction 0 0 0 11 0 1 7 61
Standard and Poor’s depository receipts and the performance of the S&P 500 index futures market 0 0 0 3 1 3 10 47
Stock market crash behavior of screen-sorted portfolios 0 0 0 19 0 1 4 81
Stock market liquidity and economic cycles: A non-linear approach 0 0 1 34 0 0 13 173
The Determinants of Industrial R&D: A Funds Flow Simultaneous Equation Approach 0 0 0 65 0 4 6 212
The behaviour of small cap vs. large cap stocks in recessions and recoveries: Empirical evidence for the United States and Canada 0 1 12 133 7 50 111 785
The benefits of international diversification: market development, corporate governance, market cap, and structural change effects 0 0 2 16 1 3 26 116
The dynamics of CEO equity vs. inside debt and firm performance 0 1 3 5 0 2 12 19
The effects of R&D tax credits and allowances in Canada 0 0 0 98 0 2 7 242
The effects of macroeconomic announcements on equity returns and their connections to Fama-French factors 0 0 0 27 0 9 10 81
The impact of corporate governance and state ownership on the default probabilities of Chinese firms 0 2 3 3 2 5 30 36
The impact of position limits on options trading 0 0 1 3 0 6 28 34
The interactions between trading volume and volatility: evidence from the equity options markets 0 0 0 71 0 8 17 325
The stock market's valuation of R&D spending and market concentration 0 0 2 262 0 4 11 541
Volatility measures as predictors of extreme returns 0 0 0 0 3 4 16 26
Volatility measures as predictors of extreme returns 0 0 0 10 1 8 11 81
Volatility of implied volatility and mergers and acquisitions 0 1 3 13 1 4 15 49
Total Journal Articles 1 7 61 1,532 40 240 777 7,171


Statistics updated 2026-06-04