Access Statistics for Chris Veld

Author contact details at EconPapers.

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 0 0 25
A Study on the Efficiency of the Market for Dutch Long Term Call Options 0 0 0 0 0 0 0 1
Alternatieve perspectieven in de theorie van de ondernemersfinanciering 0 0 0 2 0 0 0 9
Alternatieve perspectieven in de theorie van de ondernemersfinanciering 0 0 0 0 0 0 1 2
An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment 0 0 0 0 0 0 0 6
An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment 0 0 0 8 0 0 4 60
An empirical analysis of the hedging effectiveness of currency futures 0 0 0 11 0 0 0 46
An empirical analysis of the hedging effectiveness of currency futures 0 0 0 0 0 0 0 1
An empirical analysis of warrant prices versus long term call option prices 0 0 0 4 0 0 1 31
An empirical analysis of warrant prices versus long term call option prices 0 0 1 1 0 0 2 5
An empirical investigation of the factors that determine the pricing of Dutch index warrants 0 0 0 2 0 0 1 17
An empirical investigation of the factors that determine the pricing of Dutch index warrants 0 0 0 0 0 0 0 0
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 0 3 0 0 0 16
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 0 0 0 0 0 2
Announcement effects of convertible bond loans versus warrant-bond loans: An empirical analysis for the Dutch market 0 0 0 11 0 1 1 51
Announcement effects of convertible bond loans versus warrant-bond loans: An empirical analysis for the Dutch market 0 0 0 0 0 0 1 6
Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options 0 0 0 0 0 0 0 0
Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options 0 0 1 7 0 0 1 37
Contrarian Investment Strategies in a European Context 0 0 0 7 0 0 0 23
Contrarian Investment Strategies in a European Context 0 0 0 0 0 0 2 4
De waardering van aandelenwarrants en langlopende call-opties 0 0 0 2 0 0 0 12
De waardering van aandelenwarrants en langlopende call-opties 0 0 0 0 0 0 0 0
De waardering van conversierechten van Nederlandse converteerbare obligaties 0 0 0 1 0 0 0 18
De waardering van conversierechten van Nederlandse converteerbare obligaties 0 0 0 0 0 0 0 2
Do Spin-offs really Create Value? The European Case 0 0 4 29 0 0 7 96
Do Spin-offs really Create Value? The European Case 0 0 0 2 0 0 1 5
Hedging pressure effects in futures markets 0 0 10 192 3 8 31 441
Het gebruik van financiële derivaten door grote Nederlandse ondernemingen 0 0 0 1 0 0 0 14
Het gebruik van financiële derivaten door grote Nederlandse ondernemingen 0 0 0 0 0 0 0 0
Motieven voor de uitgifte van converteerbare obligatieleningen en warrant-obligatieleningen: Een agency-theoretische benadering 0 0 0 1 0 0 0 25
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 0 0 0
Motieven voor de uitgifte van converteerbare obligatieleningen en warrantobligatieleningen 0 0 0 0 0 0 0 8
Motives for the use of equity-warrants by Dutch companies 0 0 0 0 0 0 0 17
Motives for the use of equity-warrants by Dutch companies 0 0 0 0 0 0 0 2
Pricing Term Structure Risk in Futures Markets 0 0 0 10 0 0 1 32
Pricing Term Structure Risk in Futures Markets 0 0 0 0 0 0 1 3
Put-call parities and the value of early exercise for put options on a performance index 0 0 0 1 0 0 0 19
Put-call parities and the value of early exercise for put options on a performance index 0 0 0 0 0 0 0 2
The Convertible Arbitrage Strategy Analyzed 0 1 1 33 0 1 1 139
The Convertible Arbitrage Strategy Analyzed 0 0 0 2 0 0 0 5
The Dividend and Share Repurchase Policies of Canadian Firms 0 0 0 564 0 0 0 1,808
The Dividend and Share Repurchase Policies of Canadian Firms: Empirical Evidence based on New Research Design 0 0 0 1 0 1 1 3
The Dividend and Share Repurchase Policies of Canadian Firms: Empirical Evidence based on New Research Design 0 0 0 5 0 0 0 39
The use of the implied standard deviation as a predictor of future stock price variability: A review of empirical tests 0 0 0 3 0 0 0 13
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 0 2
Verslaggevingsaspecten van aandelenwarrants 0 0 0 0 0 0 0 9
Verslaggevingsaspecten van aandelenwarrants 0 0 0 0 0 0 0 0
Warrant pricing: A review of empirical research 0 0 1 15 0 0 4 53
Warrant pricing: A review of empirical research 0 0 0 2 0 0 0 7
Warrant pricing: A review of theoretical and empirical research 0 0 0 4 0 0 0 23
Warrant pricing: A review of theoretical and empirical research 0 0 0 0 0 0 1 5
Why Individual Investors Want Dividends 0 0 1 315 0 1 3 897
Why Individual Investors want Dividends 0 0 0 18 0 1 2 79
Why Individual Investors want Dividends 0 0 0 0 1 1 1 4
Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market 0 0 0 0 0 2 2 19
Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market 0 0 0 7 0 0 0 65
Total Working Papers 0 1 19 1,265 4 16 70 4,208

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 1 38 0 0 1 176
An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options 1 2 3 26 1 2 4 90
An Empirical Analysis of the Stockholder‐Bondholder Conflict in Corporate Spin‐Offs 0 0 1 19 0 0 2 76
An Empirical Comparison of Convertible Bond Valuation Models 1 2 5 47 1 3 8 214
An empirical analysis of incremental capital structure decisions under managerial entrenchment 0 0 1 124 0 2 6 427
An empirical investigation of the factors that determine the pricing of Dutch index warrants 0 0 0 7 0 0 0 45
Analysis of a practical formula for the valuation of employee stock options 0 0 0 38 0 0 0 184
Award-winning CEOs and corporate innovation 0 0 2 2 0 2 5 5
Convertible bond financing 0 0 0 55 0 0 2 160
Credit Cards: Transactional Convenience or Debt‐Trap? 0 0 3 10 0 0 9 46
Credit risk assessment and executives’ legal expertise 0 0 0 0 0 0 3 3
Do Happy People Make Optimistic Investors? 1 1 1 32 2 2 3 89
Do spin-offs really create value? The European case 0 1 27 183 0 2 52 511
Does it pay to invest? The personal equity risk premium and stock market participation 0 0 2 9 0 0 4 21
Effects of financial constraints and product market competition on share repurchases 0 0 0 6 0 0 3 18
European Put-Call Parity and the Early Exercise Premium for American Currency Options 0 0 0 16 0 0 2 84
Hedging Pressure Effects in Futures Markets 0 1 11 204 0 3 18 588
How can we improve inferences from surveys? A new look at the convertible debt questions from the Graham and Harvey survey data 0 0 0 2 0 0 1 30
How do investors perceive convertible bond issuing decisions? 0 0 0 4 0 0 5 23
How does the Funding Status of Defined Benefit Pension Plans Affect Investment Decisions of Firms in the United States? 0 0 1 7 0 1 8 40
Legal risk and information spillover through private lender reports 0 0 0 2 0 1 4 9
Out‐of‐sample hedging effectiveness of currency futures for alternative models and hedging strategies 0 0 0 7 0 0 0 26
Past returns and the perceived Sharpe ratio 0 0 0 7 0 0 3 87
Political uncertainty and investments by private and state‐owned enterprises 1 1 1 1 1 1 2 2
Pricing Term Structure Risk in Futures Markets 0 0 0 12 0 0 0 56
Put‐call parities and the value of early exercise for put options on a performance index 0 0 0 0 0 0 0 9
Reverse convertible bonds analyzed 0 1 4 15 0 1 4 67
Stock market expectations and risk aversion of individual investors 0 0 1 37 0 0 2 149
Stock return ignorance 0 0 5 10 2 2 17 58
Tax avoidance in response to a decline in the funding status of defined benefit pension plans 0 0 0 7 2 4 5 68
Testing option pricing models for several contingent claims using a generalized methodology 0 0 0 21 0 0 0 76
The Rise and Demise of the Convertible Arbitrage Strategy 0 0 0 0 1 1 1 1
The dividend and share repurchase policies of Canadian firms: empirical evidence based on an alternative research design 0 0 0 70 0 0 1 239
The effects of bank regulation stringency on seasoned equity offering announcements 0 0 0 10 0 0 2 62
The optimal call policy for convertible bonds: Is there a market memory effect? 0 0 0 10 0 0 0 45
The risk perceptions of individual investors 0 0 3 147 1 2 22 440
Value-creation through spin-offs: Australian evidence 1 3 7 40 1 3 12 109
Warrant pricing: a review of empirical research 0 0 0 5 0 0 0 17
Wealth Effects of Seasoned Equity Offerings: A Meta‐Analysis 0 0 3 16 0 2 9 34
Wealth effects of convertible-bond and warrant-bond offerings: a meta-analysis 0 0 1 14 0 2 5 54
What Drives Executive Stock Option Backdating? 0 0 0 4 0 0 0 37
What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both? 0 0 1 11 0 0 3 58
What is the role of institutional investors in corporate capital structure decisions? A survey analysis 0 0 1 20 0 4 12 125
What we do and do not know about convertible bond financing 0 3 21 172 2 14 55 515
Why are conversion-forcing call announcements associated with negative wealth effects? 0 0 1 17 0 0 3 126
Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation 0 2 3 30 1 4 9 174
Why do individuals not participate in the stock market? 0 1 18 32 0 4 42 62
Why individual investors want dividends 0 2 3 151 0 2 7 525
Total Journal Articles 5 20 131 1,697 15 64 356 6,060

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2024-09-04