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 0 207
An event based approach for quantifying the effects of securities fraud in the IT industry 0 0 0 3 0 0 0 28
An event based approach for quantifying the effects of securities fraud in the IT industry 0 0 0 2 0 0 2 28
Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note 0 1 5 51 0 1 10 135
Circumventing SEC Rule 201 short sale restrictions with options 0 1 4 9 0 1 5 14
Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence 1 1 9 91 3 4 29 280
Corporate governance mechanisms and the performance of small-cap firms in Canada 0 0 0 1 0 0 0 19
Corporate governance, Sarbanes-Oxley, and small-cap firm performance 0 0 0 48 0 1 1 169
Corporate governance, compliance and valuation effects of Sarbanes-Oxley on US and foreign firms 0 0 0 0 0 0 1 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 0 0 1 4 5 5
Effects of Federal Support on Company-Financed R and D: The Case of Energy 0 0 2 27 0 0 4 96
Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes 0 0 1 12 0 1 5 39
Extreme risk and small investor behavior in developed markets 0 0 0 13 0 1 2 54
Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets 0 0 0 24 0 0 1 56
How Effective Are Canada's Direct Tax Incentives for R and D? 0 0 2 55 0 1 3 244
IPO performance and the size effect: Evidence for the US and Canada 1 2 5 9 3 7 19 31
Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets 0 0 0 12 0 0 2 72
Index participation units and the performance of index futures markets: Evidence from the Toronto 35 index participation units market 1 1 1 6 1 2 3 25
Institutional investment horizon, the information environment, and firm credit risk 1 1 1 10 1 2 6 116
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 0 95
Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment 0 0 1 24 1 1 2 144
Macroeconomic news effects on conditional volatilities in the bond and stock markets 0 0 0 93 0 0 0 268
Mean reversion of interest‐rate term premiums and profits from trading strategies with treasury futures spreads 0 0 2 13 0 0 5 31
Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets 2 6 8 99 2 7 20 470
R&D price indexes and real R&D expenditures in the United States 0 0 0 36 0 0 1 85
Risk Management of Real Estate: The Case of Real Estate Swaps 0 0 0 0 0 1 1 755
Risk, culture and investor behavior in small (but notorious) Eurozone countries 0 1 2 17 0 1 6 70
Self-disclosed peer effects on corporate capital structure 0 0 1 11 0 2 12 43
Shareholder interests vs board of director members' interests and company performance 0 0 1 18 0 1 3 199
Special issue: Ethical finance and governance. Introduction 0 0 0 11 0 2 2 54
Standard and Poor’s depository receipts and the performance of the S&P 500 index futures market 0 0 0 3 0 0 0 37
Stock market crash behavior of screen-sorted portfolios 0 0 0 19 1 1 1 77
Stock market liquidity and economic cycles: A non-linear approach 0 0 0 33 0 1 6 158
The Determinants of Industrial R&D: A Funds Flow Simultaneous Equation Approach 0 0 0 65 0 1 2 206
The behaviour of small cap vs. large cap stocks in recessions and recoveries: Empirical evidence for the United States and Canada 0 1 2 121 1 5 13 672
The benefits of international diversification: market development, corporate governance, market cap, and structural change effects 0 0 3 13 0 1 8 87
The dynamics of CEO equity vs. inside debt and firm performance 0 0 0 2 0 0 1 7
The effects of R&D tax credits and allowances in Canada 1 1 2 98 1 1 3 235
The effects of macroeconomic announcements on equity returns and their connections to Fama-French factors 0 0 0 27 0 0 0 71
The impact of corporate governance and state ownership on the default probabilities of Chinese firms 0 0 0 0 0 1 5 5
The impact of position limits on options trading 0 0 2 2 0 0 6 6
The interactions between trading volume and volatility: evidence from the equity options markets 0 0 0 70 0 0 1 307
The stock market's valuation of R&D spending and market concentration 0 0 2 260 0 1 6 530
Volatility measures as predictors of extreme returns 0 0 0 0 0 0 1 10
Volatility measures as predictors of extreme returns 0 0 0 10 0 1 3 70
Volatility of implied volatility and mergers and acquisitions 1 1 5 9 2 4 14 32
Total Journal Articles 8 17 61 1,463 17 57 220 6,362


Statistics updated 2025-04-04