Access Statistics for Chris Veld

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Study on the Efficiency of the Market for Dutch Long Term Call Options 0 0 0 1 0 4 5 30
A Study on the Efficiency of the Market for Dutch Long Term Call Options 0 0 0 0 0 10 11 12
Alternatieve perspectieven in de theorie van de ondernemersfinanciering 0 0 0 2 0 0 1 10
Alternatieve perspectieven in de theorie van de ondernemersfinanciering 0 0 0 0 0 1 2 4
An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment 0 0 0 8 0 2 5 66
An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment 0 0 0 0 0 2 5 11
An empirical analysis of the hedging effectiveness of currency futures 0 0 0 0 0 1 5 6
An empirical analysis of the hedging effectiveness of currency futures 0 0 0 11 0 0 4 50
An empirical analysis of warrant prices versus long term call option prices 0 0 0 4 0 4 7 39
An empirical analysis of warrant prices versus long term call option prices 0 0 0 1 1 8 10 15
An empirical investigation of the factors that determine the pricing of Dutch index warrants 0 0 0 2 0 3 3 20
An empirical investigation of the factors that determine the pricing of Dutch index warrants 0 0 0 0 1 39 39 39
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 0 0 0 1 3 5
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 0 3 3 14 17 33
Announcement effects of convertible bond loans versus warrant-bond loans: An empirical analysis for the Dutch market 0 0 0 0 0 5 6 14
Announcement effects of convertible bond loans versus warrant-bond loans: An empirical analysis for the Dutch market 0 0 0 11 0 1 3 55
Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options 0 0 0 8 0 9 14 52
Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options 0 0 0 0 0 1 3 3
Contrarian Investment Strategies in a European Context 0 0 0 7 0 2 3 27
Contrarian Investment Strategies in a European Context 0 0 0 0 0 5 7 11
De waardering van aandelenwarrants en langlopende call-opties 0 0 0 2 0 1 2 14
De waardering van aandelenwarrants en langlopende call-opties 0 0 0 0 0 3 5 5
De waardering van conversierechten van Nederlandse converteerbare obligaties 0 0 0 0 1 1 1 4
De waardering van conversierechten van Nederlandse converteerbare obligaties 0 0 0 1 0 2 4 23
Do Spin-offs really Create Value? The European Case 0 0 0 29 0 2 10 106
Do Spin-offs really Create Value? The European Case 0 0 1 3 0 1 3 8
Hedging pressure effects in futures markets 0 0 3 198 2 11 22 473
Het gebruik van financiële derivaten door grote Nederlandse ondernemingen 0 0 0 1 1 5 8 22
Het gebruik van financiële derivaten door grote Nederlandse ondernemingen 0 0 0 0 0 5 7 7
Motieven voor de uitgifte van converteerbare obligatieleningen en warrant-obligatieleningen: Een agency-theoretische benadering 0 0 0 1 0 3 4 29
Motieven voor de uitgifte van converteerbare obligatieleningen en warrant-obligatieleningen: Een agency-theoretische benadering 0 0 0 0 0 0 0 0
Motieven voor de uitgifte van converteerbare obligatieleningen en warrantobligatieleningen 0 0 0 0 0 2 5 14
Motieven voor de uitgifte van converteerbare obligatieleningen en warrantobligatieleningen 0 0 0 0 0 1 1 1
Motives for the use of equity-warrants by Dutch companies 0 1 1 1 0 6 10 12
Motives for the use of equity-warrants by Dutch companies 0 0 0 0 0 2 3 22
Pricing Term Structure Risk in Futures Markets 0 0 0 0 2 4 4 7
Pricing Term Structure Risk in Futures Markets 0 0 0 10 2 3 6 39
Put-call parities and the value of early exercise for put options on a performance index 0 0 0 0 0 1 2 4
Put-call parities and the value of early exercise for put options on a performance index 0 0 0 1 0 1 5 25
The Convertible Arbitrage Strategy Analyzed 0 0 0 2 0 3 6 11
The Convertible Arbitrage Strategy Analyzed 0 0 1 35 1 4 7 147
The Dividend and Share Repurchase Policies of Canadian Firms 0 0 0 564 0 2 5 1,815
The Dividend and Share Repurchase Policies of Canadian Firms: Empirical Evidence based on New Research Design 0 0 0 5 0 5 6 47
The Dividend and Share Repurchase Policies of Canadian Firms: Empirical Evidence based on New Research Design 0 0 0 1 0 4 7 10
The use of the implied standard deviation as a predictor of future stock price variability: A review of empirical tests 0 0 0 0 0 0 1 3
The use of the implied standard deviation as a predictor of future stock price variability: A review of empirical tests 0 0 0 4 0 3 6 20
Verslaggevingsaspecten van aandelenwarrants 0 0 0 0 0 0 2 2
Verslaggevingsaspecten van aandelenwarrants 0 0 0 0 0 2 6 15
Warrant pricing: A review of empirical research 0 0 0 2 1 6 6 14
Warrant pricing: A review of empirical research 0 0 0 15 0 24 28 83
Warrant pricing: A review of theoretical and empirical research 0 0 0 0 0 1 4 10
Warrant pricing: A review of theoretical and empirical research 0 0 0 4 0 1 5 28
Why Individual Investors Want Dividends 0 0 0 317 1 5 21 922
Why Individual Investors want Dividends 0 0 0 18 0 4 6 85
Why Individual Investors want Dividends 0 0 0 0 0 2 5 9
Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market 0 0 0 0 0 4 6 26
Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market 0 0 1 8 0 3 8 73
Total Working Papers 0 1 7 1,280 16 239 390 4,637

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A study on the efficiency of the market for Dutch long-term call options 0 0 0 38 0 2 3 179
An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options 0 0 0 26 0 0 1 91
An Empirical Analysis of the Stockholder‐Bondholder Conflict in Corporate Spin‐Offs 0 0 0 19 0 4 8 85
An Empirical Comparison of Convertible Bond Valuation Models 0 0 2 50 1 8 13 231
An empirical analysis of incremental capital structure decisions under managerial entrenchment 0 0 0 124 0 4 8 436
An empirical investigation of the factors that determine the pricing of Dutch index warrants 0 0 0 7 0 4 8 54
Analysis of a practical formula for the valuation of employee stock options 0 0 0 38 4 4 5 189
Award-winning CEOs and corporate innovation 0 0 0 3 1 4 8 22
Can existing corporate finance theories explain security offerings during the COVID-19 pandemic? 0 0 0 0 1 6 12 14
Convertible bond financing 0 1 1 56 0 4 8 169
Credit Cards: Transactional Convenience or Debt‐Trap? 1 6 11 22 1 16 30 81
Credit risk assessment and executives’ legal expertise 0 0 0 0 0 5 9 13
Do Happy People Make Optimistic Investors? 1 1 1 33 2 8 11 100
Do spin-offs really create value? The European case 0 0 4 190 2 7 22 543
Does it pay to invest? The personal equity risk premium and stock market participation 0 1 2 12 0 5 9 32
Does time heal all wounds? Psychological responses to trauma and financial risk‐taking 0 0 1 1 1 1 3 3
Effects of financial constraints and product market competition on share repurchases 0 0 1 9 0 4 8 28
European Put-Call Parity and the Early Exercise Premium for American Currency Options 0 1 1 17 1 10 16 101
Hedging Pressure Effects in Futures Markets 0 2 7 213 1 9 28 620
How can we improve inferences from surveys? A new look at the convertible debt questions from the Graham and Harvey survey data 0 0 2 4 3 4 9 42
How do investors perceive convertible bond issuing decisions? 0 0 1 6 2 9 16 42
How does the Funding Status of Defined Benefit Pension Plans Affect Investment Decisions of Firms in the United States? 0 0 0 7 1 10 12 53
Legal risk and information spillover through private lender reports 0 0 0 2 0 3 4 14
Out‐of‐sample hedging effectiveness of currency futures for alternative models and hedging strategies 0 0 0 7 1 2 4 31
Past returns and the perceived Sharpe ratio 0 0 0 8 2 7 14 103
Political uncertainty and investments by private and state‐owned enterprises 0 0 1 2 0 1 5 8
Pricing Term Structure Risk in Futures Markets 0 0 0 12 1 7 8 64
Put‐call parities and the value of early exercise for put options on a performance index 0 0 0 0 0 3 5 14
Reverse convertible bonds analyzed 0 0 2 17 0 5 7 76
Stock market expectations and risk aversion of individual investors 0 1 2 39 0 6 15 167
Stock return ignorance 0 0 3 13 0 4 11 72
Tax avoidance in response to a decline in the funding status of defined benefit pension plans 0 0 0 7 1 8 26 114
Testing option pricing models for several contingent claims using a generalized methodology 0 0 0 21 0 2 5 84
The Rise and Demise of the Convertible Arbitrage Strategy 1 1 1 1 2 4 7 11
The dividend and share repurchase policies of Canadian firms: empirical evidence based on an alternative research design 0 0 1 71 0 1 6 247
The effects of bank regulation stringency on seasoned equity offering announcements 0 0 0 10 1 5 8 72
The optimal call policy for convertible bonds: Is there a market memory effect? 0 0 0 10 1 2 4 49
The risk perceptions of individual investors 0 1 5 160 2 20 37 494
Value-creation through spin-offs: Australian evidence 2 2 2 43 2 10 17 133
Warrant pricing: a review of empirical research 0 0 1 6 0 3 9 26
Wealth Effects of Seasoned Equity Offerings: A Meta‐Analysis 0 0 0 16 5 6 11 45
Wealth effects of convertible-bond and warrant-bond offerings: a meta-analysis 0 0 1 16 0 3 8 65
What Drives Executive Stock Option Backdating? 0 0 0 4 0 8 9 47
What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both? 0 0 0 12 0 1 3 63
What is the role of institutional investors in corporate capital structure decisions? A survey analysis 0 0 1 22 1 9 14 146
What we do and do not know about convertible bond financing 2 4 19 204 4 18 49 594
Why are conversion-forcing call announcements associated with negative wealth effects? 0 0 0 17 1 1 4 134
Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation 0 0 2 35 1 19 31 213
Why do individuals not participate in the stock market? 2 4 16 57 2 15 49 136
Why individual investors want dividends 0 0 0 152 4 10 15 543
Total Journal Articles 9 25 91 1,839 52 311 632 6,893

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Statistics updated 2026-03-04