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 0 0 1 1 2
A Study on the Efficiency of the Market for Dutch Long Term Call Options 0 0 0 1 0 0 1 26
Alternatieve perspectieven in de theorie van de ondernemersfinanciering 0 0 0 2 0 1 1 10
Alternatieve perspectieven in de theorie van de ondernemersfinanciering 0 0 0 0 0 0 1 3
An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment 0 0 0 0 0 1 1 7
An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment 0 0 0 8 0 1 3 63
An empirical analysis of the hedging effectiveness of currency futures 0 0 0 11 0 1 2 48
An empirical analysis of the hedging effectiveness of currency futures 0 0 0 0 0 1 3 4
An empirical analysis of warrant prices versus long term call option prices 0 0 0 1 0 0 1 6
An empirical analysis of warrant prices versus long term call option prices 0 0 0 4 0 0 2 33
An empirical investigation of the factors that determine the pricing of Dutch index warrants 0 0 0 0 0 0 0 0
An empirical investigation of the factors that determine the pricing of Dutch index warrants 0 0 0 2 0 0 0 17
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 0 0 0 0 0 2
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 0 3 0 0 1 17
Announcement effects of convertible bond loans versus warrant-bond loans: An empirical analysis for the Dutch market 0 0 0 11 0 0 2 53
Announcement effects of convertible bond loans versus warrant-bond loans: An empirical analysis for the Dutch market 0 0 0 0 0 0 2 8
Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options 0 0 1 8 0 1 4 41
Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options 0 0 0 0 0 0 1 1
Contrarian Investment Strategies in a European Context 0 0 0 0 1 1 1 5
Contrarian Investment Strategies in a European Context 0 0 0 7 0 0 2 25
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 1 1
De waardering van conversierechten van Nederlandse converteerbare obligaties 0 0 0 0 0 0 0 3
De waardering van conversierechten van Nederlandse converteerbare obligaties 0 0 0 1 0 0 2 21
Do Spin-offs really Create Value? The European Case 0 1 1 3 0 1 1 6
Do Spin-offs really Create Value? The European Case 0 0 0 29 0 3 4 100
Hedging pressure effects in futures markets 0 2 6 198 1 3 12 457
Het gebruik van financiële derivaten door grote Nederlandse ondernemingen 0 0 0 1 0 0 2 16
Het gebruik van financiële derivaten door grote Nederlandse ondernemingen 0 0 0 0 0 1 2 2
Motieven voor de uitgifte van converteerbare obligatieleningen en warrant-obligatieleningen: Een agency-theoretische benadering 0 0 0 1 0 0 1 26
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 3 11
Motieven voor de uitgifte van converteerbare obligatieleningen en warrantobligatieleningen 0 0 0 0 0 0 0 0
Motives for the use of equity-warrants by Dutch companies 0 0 0 0 0 0 1 20
Motives for the use of equity-warrants by Dutch companies 0 0 0 0 0 0 2 4
Pricing Term Structure Risk in Futures Markets 0 0 0 0 0 0 0 3
Pricing Term Structure Risk in Futures Markets 0 0 0 10 0 1 2 34
Put-call parities and the value of early exercise for put options on a performance index 0 0 0 1 1 1 5 24
Put-call parities and the value of early exercise for put options on a performance index 0 0 0 0 0 0 1 3
The Convertible Arbitrage Strategy Analyzed 0 0 0 2 0 1 2 7
The Convertible Arbitrage Strategy Analyzed 0 0 1 34 0 0 2 141
The Dividend and Share Repurchase Policies of Canadian Firms 0 0 0 564 0 1 4 1,812
The Dividend and Share Repurchase Policies of Canadian Firms: Empirical Evidence based on New Research Design 0 0 0 1 0 1 1 4
The Dividend and Share Repurchase Policies of Canadian Firms: Empirical Evidence based on New Research Design 0 0 0 5 0 0 2 42
The use of the implied standard deviation as a predictor of future stock price variability: A review of empirical tests 0 0 1 4 0 0 3 16
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
Verslaggevingsaspecten van aandelenwarrants 0 0 0 0 0 0 1 10
Verslaggevingsaspecten van aandelenwarrants 0 0 0 0 0 0 2 2
Warrant pricing: A review of empirical research 0 0 0 2 0 0 1 8
Warrant pricing: A review of empirical research 0 0 0 15 0 1 4 58
Warrant pricing: A review of theoretical and empirical research 0 0 0 4 0 1 3 26
Warrant pricing: A review of theoretical and empirical research 0 0 0 0 2 2 3 8
Why Individual Investors Want Dividends 0 0 2 317 1 2 5 903
Why Individual Investors want Dividends 0 0 0 18 1 1 1 80
Why Individual Investors want Dividends 0 0 0 0 0 0 1 5
Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market 0 1 1 8 0 2 3 68
Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market 0 0 0 0 0 0 1 20
Total Working Papers 0 4 13 1,278 7 30 108 4,327

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 0 0 176
An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options 0 0 0 26 0 0 0 90
An Empirical Analysis of the Stockholder‐Bondholder Conflict in Corporate Spin‐Offs 0 0 0 19 0 1 3 79
An Empirical Comparison of Convertible Bond Valuation Models 0 0 1 48 1 2 7 221
An empirical analysis of incremental capital structure decisions under managerial entrenchment 0 0 0 124 0 0 2 429
An empirical investigation of the factors that determine the pricing of Dutch index warrants 0 0 0 7 0 0 1 46
Analysis of a practical formula for the valuation of employee stock options 0 0 0 38 0 0 1 185
Award-winning CEOs and corporate innovation 0 0 0 3 0 1 9 17
Can existing corporate finance theories explain security offerings during the COVID-19 pandemic? 0 0 0 0 1 1 3 3
Convertible bond financing 0 0 0 55 0 0 2 162
Credit Cards: Transactional Convenience or Debt‐Trap? 1 2 5 15 1 3 11 57
Credit risk assessment and executives’ legal expertise 0 0 0 0 0 0 3 6
Do Happy People Make Optimistic Investors? 0 0 0 32 0 2 3 92
Do spin-offs really create value? The European case 0 3 7 190 1 7 20 533
Does it pay to invest? The personal equity risk premium and stock market participation 0 0 2 11 0 1 6 27
Does time heal all wounds? Psychological responses to trauma and financial risk‐taking 0 0 1 1 0 0 1 1
Effects of financial constraints and product market competition on share repurchases 0 0 3 9 0 0 6 24
European Put-Call Parity and the Early Exercise Premium for American Currency Options 0 0 0 16 0 0 4 88
Hedging Pressure Effects in Futures Markets 0 1 4 209 1 6 17 607
How can we improve inferences from surveys? A new look at the convertible debt questions from the Graham and Harvey survey data 0 1 1 3 0 1 5 35
How do investors perceive convertible bond issuing decisions? 0 0 2 6 0 2 8 31
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 2 42
Legal risk and information spillover through private lender reports 0 0 0 2 0 0 1 11
Out‐of‐sample hedging effectiveness of currency futures for alternative models and hedging strategies 0 0 0 7 0 0 1 28
Past returns and the perceived Sharpe ratio 0 0 1 8 0 4 6 93
Political uncertainty and investments by private and state‐owned enterprises 0 0 0 1 0 1 3 5
Pricing Term Structure Risk in Futures Markets 0 0 0 12 0 1 1 57
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 1 2 2 17 1 2 3 71
Stock market expectations and risk aversion of individual investors 0 0 0 37 1 3 8 158
Stock return ignorance 0 1 2 12 1 3 8 67
Tax avoidance in response to a decline in the funding status of defined benefit pension plans 0 0 0 7 1 4 33 103
Testing option pricing models for several contingent claims using a generalized methodology 0 0 0 21 0 1 6 82
The Rise and Demise of the Convertible Arbitrage Strategy 0 0 0 0 0 0 5 6
The dividend and share repurchase policies of Canadian firms: empirical evidence based on an alternative research design 0 0 0 70 0 0 2 241
The effects of bank regulation stringency on seasoned equity offering announcements 0 0 0 10 0 1 3 65
The optimal call policy for convertible bonds: Is there a market memory effect? 0 0 0 10 1 2 2 47
The risk perceptions of individual investors 0 1 11 159 3 5 27 471
Value-creation through spin-offs: Australian evidence 0 0 0 41 1 2 10 120
Warrant pricing: a review of empirical research 0 0 1 6 0 0 2 19
Wealth Effects of Seasoned Equity Offerings: A Meta‐Analysis 0 0 0 16 1 1 3 37
Wealth effects of convertible-bond and warrant-bond offerings: a meta-analysis 0 0 1 15 1 1 6 60
What Drives Executive Stock Option Backdating? 0 0 0 4 0 0 1 38
What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both? 0 0 1 12 0 1 4 62
What is the role of institutional investors in corporate capital structure decisions? A survey analysis 0 0 1 22 0 1 9 135
What we do and do not know about convertible bond financing 8 9 16 196 12 16 39 567
Why are conversion-forcing call announcements associated with negative wealth effects? 0 0 0 17 0 0 6 132
Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation 1 1 5 35 3 4 12 187
Why do individuals not participate in the stock market? 3 4 17 51 4 10 40 110
Why individual investors want dividends 0 0 1 152 0 1 5 530
Total Journal Articles 14 25 85 1,797 35 91 360 6,462

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Statistics updated 2025-10-06