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 1 24
Alternatieve perspectieven in de theorie van de ondernemersfinanciering 0 0 0 0 0 0 0 7
An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment 0 0 2 8 2 6 13 45
An empirical analysis of the hedging effectiveness of currency futures 0 0 0 10 1 1 8 45
An empirical analysis of warrant prices versus long term call option prices 0 0 0 4 0 0 0 25
An empirical investigation of the factors that determine the pricing of Dutch index warrants 0 0 1 2 0 0 1 12
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 1 2 1 1 2 14
Announcement effects of convertible bond loans versus warrant-bond loans: An empirical analysis for the Dutch market 0 0 0 11 0 0 3 43
Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options 0 0 2 6 3 3 6 33
Contrarian Investment Strategies in a European Context 0 0 0 3 0 0 0 17
De waardering van aandelenwarrants en langlopende call-opties 0 0 0 2 0 0 0 10
De waardering van conversierechten van Nederlandse converteerbare obligaties 0 0 0 1 0 0 0 17
Do Spin-offs really Create Value? The European Case 0 0 2 23 1 3 10 77
Hedging pressure effects in futures markets 4 8 28 136 9 20 74 298
Het gebruik van financiële derivaten door grote Nederlandse ondernemingen 0 0 0 1 0 0 1 13
Motieven voor de uitgifte van converteerbare obligatieleningen en warrant-obligatieleningen: Een agency-theoretische benadering 0 0 0 1 0 1 1 23
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 1 15
Pricing Term Structure Risk in Futures Markets 0 0 2 10 0 0 5 30
Put-call parities and the value of early exercise for put options on a performance index 0 0 1 1 0 1 3 15
The Convertible Arbitrage Strategy Analyzed 0 0 2 31 1 2 10 128
The Dividend and Share Repurchase Policies of Canadian Firms 0 1 2 563 1 4 13 1,802
The Dividend and Share Repurchase Policies of Canadian Firms: Empirical Evidence based on New Research Design 0 0 1 5 1 1 7 34
The use of the implied standard deviation as a predictor of future stock price variability: A review of empirical tests 0 1 1 3 0 1 2 12
Verslaggevingsaspecten van aandelenwarrants 0 0 0 0 0 0 0 9
Warrant pricing: A review of empirical research 0 0 1 14 1 8 12 44
Warrant pricing: A review of theoretical and empirical research 0 0 0 4 1 1 2 21
Why Individual Investors Want Dividends 0 0 2 310 2 4 14 864
Why Individual Investors want Dividends 0 0 0 18 1 2 8 71
Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market 0 0 0 7 0 0 8 62
Total Working Papers 4 10 48 1,177 25 59 205 3,818


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 36 0 1 4 169
An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options 0 0 1 22 0 0 2 77
An Empirical Analysis of the Stockholder‐Bondholder Conflict in Corporate Spin‐Offs 0 0 1 18 0 0 4 70
An Empirical Comparison of Convertible Bond Valuation Models 0 0 0 39 0 1 9 184
An empirical analysis of incremental capital structure decisions under managerial entrenchment 0 1 3 122 2 7 21 405
An empirical investigation of the factors that determine the pricing of Dutch index warrants 0 0 0 7 0 0 1 45
Analysis of a practical formula for the valuation of employee stock options 0 0 0 38 0 0 2 184
Convertible bond financing 0 1 3 50 0 6 14 139
Do Happy People Make Optimistic Investors? 1 2 2 30 1 3 5 74
Do spin-offs really create value? The European case 0 0 7 116 2 7 32 381
European Put-Call Parity and the Early Exercise Premium for American Currency Options 0 0 1 12 0 0 4 61
Hedging Pressure Effects in Futures Markets 0 1 6 182 0 2 19 519
How does the Funding Status of Defined Benefit Pension Plans Affect Investment Decisions of Firms in the United States? 0 0 1 5 1 2 13 23
Out‐of‐sample hedging effectiveness of currency futures for alternative models and hedging strategies 0 0 1 5 0 0 4 20
Past returns and the perceived Sharpe ratio 1 2 2 6 2 4 9 50
Pricing Term Structure Risk in Futures Markets 0 0 0 12 1 2 4 51
Put‐call parities and the value of early exercise for put options on a performance index 0 0 0 0 0 1 2 9
Reverse convertible bonds analyzed 0 0 1 8 1 4 9 53
Stock market expectations and risk aversion of individual investors 0 0 1 23 2 5 13 105
Tax avoidance in response to a decline in the funding status of defined benefit pension plans 0 0 0 5 2 3 13 47
Testing option pricing models for several contingent claims using a generalized methodology 0 0 1 21 0 1 2 76
The dividend and share repurchase policies of Canadian firms: empirical evidence based on an alternative research design 0 0 0 66 0 2 6 223
The optimal call policy for convertible bonds: Is there a market memory effect? 0 0 0 10 0 0 2 44
The risk perceptions of individual investors 1 4 20 106 3 7 41 315
Wealth effects of convertible-bond and warrant-bond offerings: a meta-analysis 0 0 0 12 1 2 6 45
What Drives Executive Stock Option Backdating? 0 0 0 2 0 0 3 35
What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both? 0 0 1 10 0 1 7 52
What we do and do not know about convertible bond financing 1 2 13 118 2 7 39 348
Why are conversion-forcing call announcements associated with negative wealth effects? 0 0 0 15 1 2 8 93
Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation 1 1 4 21 3 7 20 131
Why individual investors want dividends 0 1 2 134 1 11 19 463
Total Journal Articles 5 15 71 1,251 25 88 337 4,491


Statistics updated 2021-01-03