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 0 7 33
A Study on the Efficiency of the Market for Dutch Long Term Call Options 0 0 0 0 1 1 12 14
Alternatieve perspectieven in de theorie van de ondernemersfinanciering 0 0 0 0 0 0 2 5
Alternatieve perspectieven in de theorie van de ondernemersfinanciering 0 0 0 2 0 0 1 11
An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment 0 0 0 0 1 1 9 16
An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment 0 0 0 8 1 1 6 69
An empirical analysis of the hedging effectiveness of currency futures 0 0 0 11 0 0 4 52
An empirical analysis of the hedging effectiveness of currency futures 0 0 0 0 0 0 2 6
An empirical analysis of warrant prices versus long term call option prices 0 0 0 4 0 0 10 43
An empirical analysis of warrant prices versus long term call option prices 0 0 0 1 0 0 11 17
An empirical investigation of the factors that determine the pricing of Dutch index warrants 0 0 0 0 0 0 43 43
An empirical investigation of the factors that determine the pricing of Dutch index warrants 0 0 0 2 0 0 5 22
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 0 0 0 0 5 7
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 0 3 0 0 18 35
Announcement effects of convertible bond loans versus warrant-bond loans: An empirical analysis for the Dutch market 0 0 0 11 0 0 4 57
Announcement effects of convertible bond loans versus warrant-bond loans: An empirical analysis for the Dutch market 0 0 0 0 0 0 7 15
Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options 0 0 0 0 1 1 4 5
Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options 0 0 0 8 1 2 14 55
Contrarian Investment Strategies in a European Context 0 0 0 7 0 0 4 29
Contrarian Investment Strategies in a European Context 0 0 0 0 0 0 9 13
De waardering van aandelenwarrants en langlopende call-opties 0 0 0 2 0 0 5 17
De waardering van aandelenwarrants en langlopende call-opties 0 0 0 0 0 0 6 7
De waardering van conversierechten van Nederlandse converteerbare obligaties 0 0 0 0 1 1 2 5
De waardering van conversierechten van Nederlandse converteerbare obligaties 0 0 0 1 1 1 5 26
Do Spin-offs really Create Value? The European Case 0 0 0 3 1 2 5 11
Do Spin-offs really Create Value? The European Case 0 0 0 29 0 0 8 108
Hedging pressure effects in futures markets 0 1 1 199 6 15 37 493
Het gebruik van financiële derivaten door grote Nederlandse ondernemingen 0 0 0 1 1 1 9 25
Het gebruik van financiële derivaten door grote Nederlandse ondernemingen 0 0 0 0 0 0 6 8
Motieven voor de uitgifte van converteerbare obligatieleningen en warrant-obligatieleningen: Een agency-theoretische benadering 0 0 0 0 0 0 3 3
Motieven voor de uitgifte van converteerbare obligatieleningen en warrant-obligatieleningen: Een agency-theoretische benadering 0 0 0 1 1 1 6 32
Motieven voor de uitgifte van converteerbare obligatieleningen en warrantobligatieleningen 0 0 0 0 0 0 4 4
Motieven voor de uitgifte van converteerbare obligatieleningen en warrantobligatieleningen 0 0 0 0 0 0 7 18
Motives for the use of equity-warrants by Dutch companies 0 0 0 0 1 1 5 25
Motives for the use of equity-warrants by Dutch companies 0 0 1 1 0 1 12 16
Pricing Term Structure Risk in Futures Markets 0 0 0 10 0 1 10 44
Pricing Term Structure Risk in Futures Markets 0 0 0 0 0 0 5 8
Put-call parities and the value of early exercise for put options on a performance index 0 0 0 1 0 1 7 30
Put-call parities and the value of early exercise for put options on a performance index 0 0 0 0 0 0 2 5
The Convertible Arbitrage Strategy Analyzed 0 0 1 35 1 1 9 150
The Convertible Arbitrage Strategy Analyzed 0 0 0 2 1 1 7 14
The Dividend and Share Repurchase Policies of Canadian Firms 0 0 0 564 0 0 4 1,816
The Dividend and Share Repurchase Policies of Canadian Firms: Empirical Evidence based on New Research Design 0 0 0 5 0 0 8 50
The Dividend and Share Repurchase Policies of Canadian Firms: Empirical Evidence based on New Research Design 0 0 0 1 0 0 10 14
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 4 7
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 0 11 27
Verslaggevingsaspecten van aandelenwarrants 0 0 0 0 0 0 5 15
Verslaggevingsaspecten van aandelenwarrants 0 0 0 0 0 0 1 3
Warrant pricing: A review of empirical research 0 0 0 2 0 0 8 16
Warrant pricing: A review of empirical research 0 0 0 15 0 0 26 84
Warrant pricing: A review of theoretical and empirical research 0 0 0 4 0 0 2 28
Warrant pricing: A review of theoretical and empirical research 0 0 0 0 0 1 7 13
Why Individual Investors Want Dividends 0 0 0 317 0 1 28 930
Why Individual Investors want Dividends 0 0 0 0 1 1 10 15
Why Individual Investors want Dividends 0 0 0 18 0 0 7 86
Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market 0 0 0 0 0 0 8 28
Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market 0 0 0 8 1 1 9 77
Total Working Papers 0 1 3 1,281 21 37 485 4,805

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 1 6 182
AN EMPIRICAL ANALYSIS OF WARRANT PRICES VERSUS LONG‐TERM CALL OPTION PRICES 0 0 0 0 0 1 2 2
An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options 0 0 0 26 2 3 6 96
An Empirical Analysis of the Stockholder‐Bondholder Conflict in Corporate Spin‐Offs 0 0 0 19 0 1 10 89
An Empirical Comparison of Convertible Bond Valuation Models 0 0 2 50 0 0 22 242
An empirical analysis of incremental capital structure decisions under managerial entrenchment 0 0 0 124 0 0 7 436
An empirical investigation of the factors that determine the pricing of Dutch index warrants 0 0 0 7 1 1 11 57
Analysis of a practical formula for the valuation of employee stock options 0 0 0 38 1 1 5 190
Award-winning CEOs and corporate innovation 0 0 0 3 1 2 10 27
Can existing corporate finance theories explain security offerings during the COVID-19 pandemic? 0 0 0 0 0 1 18 20
Convertible bond financing 0 0 1 56 0 1 10 172
Credit Cards: Transactional Convenience or Debt‐Trap? 0 1 9 23 0 5 45 101
Credit risk assessment and executives’ legal expertise 0 0 0 0 2 5 13 19
Do Happy People Make Optimistic Investors? 0 0 1 33 0 0 11 103
Do spin-offs really create value? The European case 0 1 3 193 1 3 24 556
Does it pay to invest? The personal equity risk premium and stock market participation 0 0 1 12 1 4 14 41
Does time heal all wounds? Psychological responses to trauma and financial risk‐taking 0 0 0 1 1 1 5 6
Effects of financial constraints and product market competition on share repurchases 0 0 1 10 0 1 17 41
European Put-Call Parity and the Early Exercise Premium for American Currency Options 0 0 1 17 2 2 21 109
Hedging Pressure Effects in Futures Markets 1 1 6 215 7 15 42 648
How can we improve inferences from surveys? A new look at the convertible debt questions from the Graham and Harvey survey data 0 0 1 4 0 1 9 44
How do investors perceive convertible bond issuing decisions? 0 0 1 7 1 1 21 52
How does the Funding Status of Defined Benefit Pension Plans Affect Investment Decisions of Firms in the United States? 0 0 0 7 0 0 13 55
Legal risk and information spillover through private lender reports 1 1 1 3 1 1 4 15
Out‐of‐sample hedging effectiveness of currency futures for alternative models and hedging strategies 1 1 3 10 1 1 7 35
Past returns and the perceived Sharpe ratio 0 1 1 9 0 2 14 107
Political uncertainty and investments by private and state‐owned enterprises 0 0 1 2 1 2 13 18
Pricing Term Structure Risk in Futures Markets 0 0 1 13 0 0 9 66
Product Market Competition and Convertible Debt Financing 0 0 1 1 1 4 7 7
Put‐call parities and the value of early exercise for put options on a performance index 0 0 0 0 1 2 11 20
Reverse convertible bonds analyzed 0 0 1 17 0 0 8 78
Stock market expectations and risk aversion of individual investors 0 1 3 40 0 2 14 171
Stock return ignorance 0 0 1 13 1 3 14 80
Tax avoidance in response to a decline in the funding status of defined benefit pension plans 0 0 0 7 3 10 29 131
Testing option pricing models for several contingent claims using a generalized methodology 0 0 0 21 0 1 6 88
The Rise and Demise of the Convertible Arbitrage Strategy 0 0 1 1 1 5 17 23
The dividend and share repurchase policies of Canadian firms: empirical evidence based on an alternative research design 0 0 1 71 0 0 6 247
The effects of bank regulation stringency on seasoned equity offering announcements 0 0 0 10 0 0 9 74
The optimal call policy for convertible bonds: Is there a market memory effect? 0 0 0 10 2 2 8 54
The risk perceptions of individual investors 0 0 2 161 1 2 32 500
Value-creation through spin-offs: Australian evidence 0 1 3 44 2 3 23 142
Warrant pricing: a review of empirical research 0 0 0 6 0 0 10 29
Wealth Effects of Seasoned Equity Offerings: A Meta‐Analysis 0 1 2 18 2 6 20 56
Wealth effects of convertible-bond and warrant-bond offerings: a meta-analysis 0 0 1 16 1 2 13 72
What Drives Executive Stock Option Backdating? 0 0 0 4 0 0 12 50
What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both? 0 0 0 12 0 0 6 68
What is the role of institutional investors in corporate capital structure decisions? A survey analysis 0 0 0 22 0 1 17 152
What we do and do not know about convertible bond financing 0 2 19 207 4 8 62 617
Why are conversion-forcing call announcements associated with negative wealth effects? 0 0 0 17 0 0 6 138
Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation 0 0 1 35 4 7 46 230
Why do individuals not participate in the stock market? 0 1 11 59 3 9 76 182
Why individual investors want dividends 0 0 0 152 0 1 17 547
Total Journal Articles 3 12 81 1,864 49 124 858 7,285

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Statistics updated 2026-09-10