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 1 1 29
An event based approach for quantifying the effects of securities fraud in the IT industry 0 0 0 2 0 1 3 30
Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note 0 2 4 53 0 2 5 138
Circumventing SEC Rule 201 short sale restrictions with options 0 0 1 9 0 0 3 16
Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence 0 1 6 94 1 2 18 289
Corporate governance mechanisms and the performance of small-cap firms in Canada 0 0 0 1 0 1 2 21
Corporate governance, Sarbanes-Oxley, and small-cap firm performance 0 0 0 48 0 0 1 169
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 1 1 1 3 5 12 12
Effects of Federal Support on Company-Financed R and D: The Case of Energy 0 0 1 27 1 1 2 97
Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes 0 0 0 12 0 1 4 41
Extreme risk and small investor behavior in developed markets 0 0 0 13 0 0 1 54
Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets 0 0 0 24 0 1 3 58
How Effective Are Canada's Direct Tax Incentives for R and D? 0 1 1 56 0 1 2 245
IPO performance and the size effect: Evidence for the US and Canada 1 3 8 15 3 9 26 48
Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets 0 0 0 12 1 2 6 77
Index participation units and the performance of index futures markets: Evidence from the Toronto 35 index participation units market 0 0 1 6 0 1 3 26
Inflation differentials and the diversification benefits of small cap equities in emerging markets for US investors 0 0 1 1 3 7 13 13
Institutional investment horizon, the information environment, and firm credit risk 0 0 1 10 0 0 3 116
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 0 24 0 0 2 145
Macroeconomic news effects on conditional volatilities in the bond and stock markets 0 0 0 93 1 1 1 269
Mean reversion of interest‐rate term premiums and profits from trading strategies with treasury futures spreads 0 0 1 14 0 0 1 32
Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets 1 1 9 102 2 11 27 486
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 2 756
Risk, culture and investor behavior in small (but notorious) Eurozone countries 0 0 2 17 1 1 5 71
Self-disclosed peer effects on corporate capital structure 0 0 0 11 0 2 8 47
Shareholder interests vs board of director members' interests and company performance 0 0 0 18 0 0 1 199
Special issue: Ethical finance and governance. Introduction 0 0 0 11 0 0 3 55
Standard and Poor’s depository receipts and the performance of the S&P 500 index futures market 0 0 0 3 0 1 1 38
Stock market crash behavior of screen-sorted portfolios 0 0 0 19 0 0 1 77
Stock market liquidity and economic cycles: A non-linear approach 0 0 0 33 0 3 8 164
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 1 2 5 125 3 12 25 689
The benefits of international diversification: market development, corporate governance, market cap, and structural change effects 0 0 3 14 1 3 10 93
The dynamics of CEO equity vs. inside debt and firm performance 1 1 2 4 1 1 2 9
The effects of R&D tax credits and allowances in Canada 0 0 1 98 1 1 2 236
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 1 5 11 14
The impact of position limits on options trading 0 0 1 2 0 0 3 7
The interactions between trading volume and volatility: evidence from the equity options markets 0 0 1 71 0 0 1 308
The stock market's valuation of R&D spending and market concentration 0 1 2 262 0 2 6 533
Volatility measures as predictors of extreme returns 0 0 0 10 0 0 2 70
Volatility measures as predictors of extreme returns 0 0 0 0 0 0 0 10
Volatility of implied volatility and mergers and acquisitions 0 0 2 10 0 1 8 35
Total Journal Articles 4 13 54 1,492 23 80 240 6,506


Statistics updated 2025-10-06