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 0 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 0 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 1 2 3 9
An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment 0 0 0 8 1 1 3 64
An empirical analysis of the hedging effectiveness of currency futures 0 0 0 11 1 2 4 50
An empirical analysis of the hedging effectiveness of currency futures 0 0 0 0 0 1 4 5
An empirical analysis of warrant prices versus long term call option prices 0 0 0 1 0 1 2 7
An empirical analysis of warrant prices versus long term call option prices 0 0 0 4 1 2 3 35
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 3 0 2 3 19
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 0 0 0 2 2 4
Announcement effects of convertible bond loans versus warrant-bond loans: An empirical analysis for the Dutch market 0 0 0 11 0 1 2 54
Announcement effects of convertible bond loans versus warrant-bond loans: An empirical analysis for the Dutch market 0 0 0 0 1 1 1 9
Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options 0 0 0 8 2 2 5 43
Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options 0 0 0 0 1 1 2 2
Contrarian Investment Strategies in a European Context 0 0 0 7 0 0 2 25
Contrarian Investment Strategies in a European Context 0 0 0 0 1 2 2 6
De waardering van aandelenwarrants en langlopende call-opties 0 0 0 2 1 1 1 13
De waardering van aandelenwarrants en langlopende call-opties 0 0 0 0 1 1 2 2
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 0 0 29 3 4 8 104
Do Spin-offs really Create Value? The European Case 0 0 1 3 1 1 2 7
Hedging pressure effects in futures markets 0 0 5 198 2 6 14 462
Het gebruik van financiële derivaten door grote Nederlandse ondernemingen 0 0 0 0 0 0 2 2
Het gebruik van financiële derivaten door grote Nederlandse ondernemingen 0 0 0 1 1 1 3 17
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 1 1 4 12
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 1 2 4 6
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 1 2 4 36
Put-call parities and the value of early exercise for put options on a performance index 0 0 0 1 0 1 4 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 1 1 1 35 2 2 3 143
The Convertible Arbitrage Strategy Analyzed 0 0 0 2 1 1 3 8
The Dividend and Share Repurchase Policies of Canadian Firms 0 0 0 564 1 1 4 1,813
The Dividend and Share Repurchase Policies of Canadian Firms: Empirical Evidence based on New Research Design 0 0 0 1 2 2 3 6
The Dividend and Share Repurchase Policies of Canadian Firms: Empirical Evidence based on New Research Design 0 0 0 5 0 0 1 42
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 1 1 3 17
Verslaggevingsaspecten van aandelenwarrants 0 0 0 0 3 3 4 13
Verslaggevingsaspecten van aandelenwarrants 0 0 0 0 0 0 2 2
Warrant pricing: A review of empirical research 0 0 0 2 0 0 0 8
Warrant pricing: A review of empirical research 0 0 0 15 1 1 5 59
Warrant pricing: A review of theoretical and empirical research 0 0 0 4 1 1 4 27
Warrant pricing: A review of theoretical and empirical research 0 0 0 0 0 3 4 9
Why Individual Investors Want Dividends 0 0 1 317 0 15 18 917
Why Individual Investors want Dividends 0 0 0 18 1 2 2 81
Why Individual Investors want Dividends 0 0 0 0 2 2 3 7
Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market 0 0 0 0 2 2 2 22
Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market 0 0 1 8 1 2 5 70
Total Working Papers 1 1 9 1,279 39 78 162 4,398

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 1 177
An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options 0 0 0 26 0 1 1 91
An Empirical Analysis of the Stockholder‐Bondholder Conflict in Corporate Spin‐Offs 0 0 0 19 0 2 5 81
An Empirical Comparison of Convertible Bond Valuation Models 1 2 3 50 1 3 9 223
An empirical analysis of incremental capital structure decisions under managerial entrenchment 0 0 0 124 2 3 5 432
An empirical investigation of the factors that determine the pricing of Dutch index warrants 0 0 0 7 1 4 5 50
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 1 1 10 18
Can existing corporate finance theories explain security offerings during the COVID-19 pandemic? 0 0 0 0 3 6 8 8
Convertible bond financing 0 0 0 55 1 3 4 165
Credit Cards: Transactional Convenience or Debt‐Trap? 1 2 5 16 7 9 18 65
Credit risk assessment and executives’ legal expertise 0 0 0 0 2 2 4 8
Do Happy People Make Optimistic Investors? 0 0 0 32 0 0 3 92
Do spin-offs really create value? The European case 0 0 6 190 1 4 21 536
Does it pay to invest? The personal equity risk premium and stock market participation 0 0 1 11 0 0 5 27
Does time heal all wounds? Psychological responses to trauma and financial risk‐taking 0 0 1 1 1 1 2 2
Effects of financial constraints and product market competition on share repurchases 0 0 2 9 0 0 5 24
European Put-Call Parity and the Early Exercise Premium for American Currency Options 0 0 0 16 3 3 7 91
Hedging Pressure Effects in Futures Markets 0 2 5 211 0 5 19 611
How can we improve inferences from surveys? A new look at the convertible debt questions from the Graham and Harvey survey data 1 1 2 4 2 3 7 38
How do investors perceive convertible bond issuing decisions? 0 0 1 6 0 2 9 33
How does the Funding Status of Defined Benefit Pension Plans Affect Investment Decisions of Firms in the United States? 0 0 0 7 1 1 3 43
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 1 1 2 29
Past returns and the perceived Sharpe ratio 0 0 1 8 2 3 9 96
Political uncertainty and investments by private and state‐owned enterprises 0 1 1 2 1 2 4 7
Pricing Term Structure Risk in Futures Markets 0 0 0 12 0 0 1 57
Put‐call parities and the value of early exercise for put options on a performance index 0 0 0 0 2 2 2 11
Reverse convertible bonds analyzed 0 1 2 17 0 1 2 71
Stock market expectations and risk aversion of individual investors 1 1 1 38 2 4 10 161
Stock return ignorance 1 1 3 13 1 2 9 68
Tax avoidance in response to a decline in the funding status of defined benefit pension plans 0 0 0 7 2 4 29 106
Testing option pricing models for several contingent claims using a generalized methodology 0 0 0 21 0 0 6 82
The Rise and Demise of the Convertible Arbitrage Strategy 0 0 0 0 0 1 6 7
The dividend and share repurchase policies of Canadian firms: empirical evidence based on an alternative research design 1 1 1 71 3 5 6 246
The effects of bank regulation stringency on seasoned equity offering announcements 0 0 0 10 1 2 3 67
The optimal call policy for convertible bonds: Is there a market memory effect? 0 0 0 10 0 1 2 47
The risk perceptions of individual investors 0 0 6 159 1 6 20 474
Value-creation through spin-offs: Australian evidence 0 0 0 41 1 4 9 123
Warrant pricing: a review of empirical research 0 0 1 6 1 4 6 23
Wealth Effects of Seasoned Equity Offerings: A Meta‐Analysis 0 0 0 16 1 3 5 39
Wealth effects of convertible-bond and warrant-bond offerings: a meta-analysis 1 1 2 16 1 3 8 62
What Drives Executive Stock Option Backdating? 0 0 0 4 0 1 2 39
What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both? 0 0 0 12 0 0 3 62
What is the role of institutional investors in corporate capital structure decisions? A survey analysis 0 0 1 22 0 2 8 137
What we do and do not know about convertible bond financing 1 12 15 200 3 21 38 576
Why are conversion-forcing call announcements associated with negative wealth effects? 0 0 0 17 1 1 7 133
Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation 0 1 4 35 6 10 16 194
Why do individuals not participate in the stock market? 1 5 16 53 6 15 42 121
Why individual investors want dividends 0 0 0 152 0 3 7 533
Total Journal Articles 9 31 80 1,814 62 155 415 6,582

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Statistics updated 2025-12-06