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 2 209
An event based approach for quantifying the effects of securities fraud in the IT industry 0 0 0 3 0 3 4 32
An event based approach for quantifying the effects of securities fraud in the IT industry 0 0 0 2 0 1 5 33
Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note 0 1 4 55 0 6 12 147
Circumventing SEC Rule 201 short sale restrictions with options 0 0 0 9 1 8 13 27
Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence 0 3 8 98 3 13 26 303
Corporate governance mechanisms and the performance of small-cap firms in Canada 0 0 0 1 1 4 6 25
Corporate governance, Sarbanes-Oxley, and small-cap firm performance 0 0 0 48 0 3 4 173
Corporate governance, compliance and valuation effects of Sarbanes-Oxley on US and foreign firms 0 0 0 0 1 3 3 11
Currency-free evaluation of investment results and the R index: an addendum 0 0 0 1 0 2 2 14
Default Risk Estimation, Bank Credit Risk, and Corporate Governance 1 1 2 2 2 8 23 27
Effects of Federal Support on Company-Financed R and D: The Case of Energy 0 0 0 27 0 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 0 1 13 0 3 8 47
Extreme risk and small investor behavior in developed markets 0 0 0 13 1 5 7 61
Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets 0 0 0 24 1 6 10 66
How Effective Are Canada's Direct Tax Incentives for R and D? 0 0 1 56 1 4 5 249
IPO performance and the size effect: Evidence for the US and Canada 0 0 7 15 5 8 35 63
Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets 0 0 0 12 3 16 23 95
Index participation units and the performance of index futures markets: Evidence from the Toronto 35 index participation units market 0 0 2 7 0 2 7 31
Inflation differentials and the diversification benefits of small cap equities in emerging markets for US investors 0 2 5 5 1 9 29 29
Institutional investment horizon, the information environment, and firm credit risk 0 0 1 10 0 5 7 122
Intraday market liquidity, corporate governance, and ownership structure in markets with weak shareholder protection: evidence from Brazil and Chile 0 0 0 13 0 7 8 103
Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment 0 0 0 24 0 7 9 152
Macroeconomic news effects on conditional volatilities in the bond and stock markets 1 1 1 94 2 4 5 273
Mean reversion of interest‐rate term premiums and profits from trading strategies with treasury futures spreads 0 2 3 16 0 5 6 37
Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets 0 0 8 105 1 27 50 518
R&D price indexes and real R&D expenditures in the United States 0 0 0 36 1 2 5 90
Risk Management of Real Estate: The Case of Real Estate Swaps 0 0 0 0 0 3 4 759
Risk, culture and investor behavior in small (but notorious) Eurozone countries 0 0 0 17 1 4 5 75
Self-disclosed peer effects on corporate capital structure 0 0 0 11 3 9 16 59
Shareholder interests vs board of director members' interests and company performance 0 0 0 18 2 6 8 207
Special issue: Ethical finance and governance. Introduction 0 0 0 11 4 4 6 60
Standard and Poor’s depository receipts and the performance of the S&P 500 index futures market 0 0 0 3 0 4 7 44
Stock market crash behavior of screen-sorted portfolios 0 0 0 19 0 2 4 80
Stock market liquidity and economic cycles: A non-linear approach 0 1 1 34 0 7 15 173
The Determinants of Industrial R&D: A Funds Flow Simultaneous Equation Approach 0 0 0 65 0 2 2 208
The behaviour of small cap vs. large cap stocks in recessions and recoveries: Empirical evidence for the United States and Canada 2 4 11 132 9 34 64 735
The benefits of international diversification: market development, corporate governance, market cap, and structural change effects 0 1 3 16 0 13 26 113
The dynamics of CEO equity vs. inside debt and firm performance 0 0 2 4 0 4 10 17
The effects of R&D tax credits and allowances in Canada 0 0 1 98 0 3 6 240
The effects of macroeconomic announcements on equity returns and their connections to Fama-French factors 0 0 0 27 0 1 1 72
The impact of corporate governance and state ownership on the default probabilities of Chinese firms 0 0 1 1 3 13 26 31
The impact of position limits on options trading 0 0 1 3 2 12 22 28
The interactions between trading volume and volatility: evidence from the equity options markets 0 0 1 71 0 8 10 317
The stock market's valuation of R&D spending and market concentration 0 0 2 262 0 3 7 537
Volatility measures as predictors of extreme returns 0 0 0 0 5 10 12 22
Volatility measures as predictors of extreme returns 0 0 0 10 0 2 3 73
Volatility of implied volatility and mergers and acquisitions 0 0 4 12 1 7 15 45
Total Journal Articles 4 16 70 1,525 54 315 586 6,931


Statistics updated 2026-03-04