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 2 2 4 211
An event based approach for quantifying the effects of securities fraud in the IT industry 0 0 0 2 7 7 12 40
An event based approach for quantifying the effects of securities fraud in the IT industry 0 0 0 3 2 2 6 34
Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note 0 0 4 55 0 0 11 147
Circumventing SEC Rule 201 short sale restrictions with options 0 0 0 9 7 8 20 34
Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence 0 0 6 98 0 3 20 303
Corporate governance mechanisms and the performance of small-cap firms in Canada 0 0 0 1 1 2 7 26
Corporate governance, Sarbanes-Oxley, and small-cap firm performance 0 0 0 48 1 1 5 174
Corporate governance, compliance and valuation effects of Sarbanes-Oxley on US and foreign firms 0 0 0 0 3 4 6 14
Currency-free evaluation of investment results and the R index: an addendum 0 0 0 1 2 2 4 16
Default Risk Estimation, Bank Credit Risk, and Corporate Governance 0 1 2 2 4 6 24 31
Effects of Federal Support on Company-Financed R and D: The Case of Energy 0 0 0 27 3 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 6 8 16 55
Extreme risk and small investor behavior in developed markets 0 0 0 13 1 2 8 62
Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets 0 0 0 24 2 3 11 68
How Effective Are Canada's Direct Tax Incentives for R and D? 0 0 1 56 0 3 7 251
IPO performance and the size effect: Evidence for the US and Canada 0 0 5 15 5 14 38 72
Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets 0 0 0 12 3 9 29 101
Index participation units and the performance of index futures markets: Evidence from the Toronto 35 index participation units market 0 0 1 7 1 1 7 32
Inflation differentials and the diversification benefits of small cap equities in emerging markets for US investors 0 0 4 5 7 8 34 36
Institutional investment horizon, the information environment, and firm credit risk 1 1 1 11 6 7 13 129
Intraday market liquidity, corporate governance, and ownership structure in markets with weak shareholder protection: evidence from Brazil and Chile 0 0 0 13 1 1 9 104
Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment 0 0 0 24 1 1 8 153
Macroeconomic news effects on conditional volatilities in the bond and stock markets 0 1 1 94 1 4 7 275
Mean reversion of interest‐rate term premiums and profits from trading strategies with treasury futures spreads 0 0 2 16 4 4 9 41
Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets 0 0 5 105 4 8 54 525
R&D price indexes and real R&D expenditures in the United States 0 0 0 36 0 1 5 90
Risk Management of Real Estate: The Case of Real Estate Swaps 0 0 0 0 5 5 9 764
Risk, culture and investor behavior in small (but notorious) Eurozone countries 0 0 0 17 4 5 9 79
Self-disclosed peer effects on corporate capital structure 0 0 0 11 2 5 17 61
Shareholder interests vs board of director members' interests and company performance 0 0 0 18 1 3 9 208
Special issue: Ethical finance and governance. Introduction 0 0 0 11 1 5 7 61
Standard and Poor’s depository receipts and the performance of the S&P 500 index futures market 0 0 0 3 2 2 9 46
Stock market crash behavior of screen-sorted portfolios 0 0 0 19 1 1 4 81
Stock market liquidity and economic cycles: A non-linear approach 0 0 1 34 0 0 14 173
The Determinants of Industrial R&D: A Funds Flow Simultaneous Equation Approach 0 0 0 65 3 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 3 12 133 22 52 105 778
The benefits of international diversification: market development, corporate governance, market cap, and structural change effects 0 0 2 16 2 2 25 115
The dynamics of CEO equity vs. inside debt and firm performance 0 1 3 5 1 2 12 19
The effects of R&D tax credits and allowances in Canada 0 0 0 98 2 2 7 242
The effects of macroeconomic announcements on equity returns and their connections to Fama-French factors 0 0 0 27 8 9 10 81
The impact of corporate governance and state ownership on the default probabilities of Chinese firms 0 2 3 3 1 6 28 34
The impact of position limits on options trading 0 0 1 3 4 8 28 34
The interactions between trading volume and volatility: evidence from the equity options markets 0 0 1 71 8 8 18 325
The stock market's valuation of R&D spending and market concentration 0 0 2 262 1 4 11 541
Volatility measures as predictors of extreme returns 0 0 0 10 6 7 10 80
Volatility measures as predictors of extreme returns 0 0 0 0 1 6 13 23
Volatility of implied volatility and mergers and acquisitions 0 1 4 13 2 4 16 48
Total Journal Articles 1 10 62 1,531 151 254 747 7,131


Statistics updated 2026-05-06