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 1 1 208
An event based approach for quantifying the effects of securities fraud in the IT industry 0 0 0 2 0 2 4 32
An event based approach for quantifying the effects of securities fraud in the IT industry 0 0 0 3 0 0 1 29
Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note 0 1 4 54 2 5 9 143
Circumventing SEC Rule 201 short sale restrictions with options 0 0 1 9 3 6 9 22
Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence 1 2 6 96 3 4 17 293
Corporate governance mechanisms and the performance of small-cap firms in Canada 0 0 0 1 0 0 2 21
Corporate governance, Sarbanes-Oxley, and small-cap firm performance 0 0 0 48 0 1 2 170
Corporate governance, compliance and valuation effects of Sarbanes-Oxley on US and foreign firms 0 0 0 0 0 0 0 8
Currency-free evaluation of investment results and the R index: an addendum 0 0 0 1 0 0 0 12
Default Risk Estimation, Bank Credit Risk, and Corporate Governance 0 0 1 1 3 10 21 22
Effects of Federal Support on Company-Financed R and D: The Case of Energy 0 0 0 27 2 2 3 99
Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes 0 1 1 13 1 4 7 45
Extreme risk and small investor behavior in developed markets 0 0 0 13 1 3 4 57
Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets 0 0 0 24 2 4 6 62
How Effective Are Canada's Direct Tax Incentives for R and D? 0 0 1 56 2 2 4 247
IPO performance and the size effect: Evidence for the US and Canada 0 0 8 15 1 8 32 56
Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets 0 0 0 12 7 9 14 86
Index participation units and the performance of index futures markets: Evidence from the Toronto 35 index participation units market 0 1 2 7 1 4 7 30
Inflation differentials and the diversification benefits of small cap equities in emerging markets for US investors 2 4 5 5 5 12 25 25
Institutional investment horizon, the information environment, and firm credit risk 0 0 1 10 3 4 6 120
Intraday market liquidity, corporate governance, and ownership structure in markets with weak shareholder protection: evidence from Brazil and Chile 0 0 0 13 2 3 3 98
Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment 0 0 0 24 4 4 6 149
Macroeconomic news effects on conditional volatilities in the bond and stock markets 0 0 0 93 1 1 2 270
Mean reversion of interest‐rate term premiums and profits from trading strategies with treasury futures spreads 0 0 1 14 1 1 2 33
Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets 0 3 12 105 15 20 43 506
R&D price indexes and real R&D expenditures in the United States 0 0 0 36 0 3 3 88
Risk Management of Real Estate: The Case of Real Estate Swaps 0 0 0 0 0 0 2 756
Risk, culture and investor behavior in small (but notorious) Eurozone countries 0 0 1 17 1 1 3 72
Self-disclosed peer effects on corporate capital structure 0 0 0 11 1 4 10 51
Shareholder interests vs board of director members' interests and company performance 0 0 0 18 1 3 4 202
Special issue: Ethical finance and governance. Introduction 0 0 0 11 0 1 4 56
Standard and Poor’s depository receipts and the performance of the S&P 500 index futures market 0 0 0 3 1 3 4 41
Stock market crash behavior of screen-sorted portfolios 0 0 0 19 1 2 3 79
Stock market liquidity and economic cycles: A non-linear approach 1 1 1 34 1 3 10 167
The Determinants of Industrial R&D: A Funds Flow Simultaneous Equation Approach 0 0 0 65 0 0 1 206
The behaviour of small cap vs. large cap stocks in recessions and recoveries: Empirical evidence for the United States and Canada 0 3 8 128 11 23 45 712
The benefits of international diversification: market development, corporate governance, market cap, and structural change effects 1 2 3 16 9 16 23 109
The dynamics of CEO equity vs. inside debt and firm performance 0 0 2 4 1 5 7 14
The effects of R&D tax credits and allowances in Canada 0 0 1 98 1 2 4 238
The effects of macroeconomic announcements on equity returns and their connections to Fama-French factors 0 0 0 27 1 1 1 72
The impact of corporate governance and state ownership on the default probabilities of Chinese firms 0 1 1 1 2 6 16 20
The impact of position limits on options trading 0 1 1 3 3 12 13 19
The interactions between trading volume and volatility: evidence from the equity options markets 0 0 1 71 1 2 3 310
The stock market's valuation of R&D spending and market concentration 0 0 2 262 1 2 6 535
Volatility measures as predictors of extreme returns 0 0 0 10 0 1 2 71
Volatility measures as predictors of extreme returns 0 0 0 0 1 3 3 13
Volatility of implied volatility and mergers and acquisitions 0 2 4 12 1 4 11 39
Total Journal Articles 5 22 68 1,514 97 207 408 6,713


Statistics updated 2026-01-09