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 1 2 25
Alternatieve perspectieven in de theorie van de ondernemersfinanciering 0 1 1 1 0 1 1 8
An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment 0 0 1 8 0 0 9 46
An empirical analysis of the hedging effectiveness of currency futures 0 0 0 10 0 0 2 45
An empirical analysis of warrant prices versus long term call option prices 0 0 0 4 0 0 1 26
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 1 2 3 0 1 3 15
Announcement effects of convertible bond loans versus warrant-bond loans: An empirical analysis for the Dutch market 0 0 0 11 0 1 1 44
Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options 0 0 0 6 0 1 5 34
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 1 11
De waardering van conversierechten van Nederlandse converteerbare obligaties 0 0 0 1 0 1 1 18
Do Spin-offs really Create Value? The European Case 1 1 3 24 2 2 10 79
Hedging pressure effects in futures markets 0 3 24 139 4 13 73 318
Het gebruik van financiële derivaten door grote Nederlandse ondernemingen 0 0 0 1 0 0 0 13
Motieven voor de uitgifte van converteerbare obligatieleningen en warrant-obligatieleningen: Een agency-theoretische benadering 0 0 0 1 0 1 2 24
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 1 2 2 17
Pricing Term Structure Risk in Futures Markets 0 0 2 10 0 0 4 30
Put-call parities and the value of early exercise for put options on a performance index 0 0 0 1 0 1 3 16
The Convertible Arbitrage Strategy Analyzed 0 0 0 31 0 0 6 129
The Dividend and Share Repurchase Policies of Canadian Firms 0 0 2 563 0 0 11 1,802
The Dividend and Share Repurchase Policies of Canadian Firms: Empirical Evidence based on New Research Design 0 0 1 5 0 1 7 36
The use of the implied standard deviation as a predictor of future stock price variability: A review of empirical tests 0 0 1 3 1 1 2 13
Verslaggevingsaspecten van aandelenwarrants 0 0 0 0 0 0 0 9
Warrant pricing: A review of empirical research 0 0 1 14 0 2 16 48
Warrant pricing: A review of theoretical and empirical research 0 0 0 4 0 0 2 22
Why Individual Investors Want Dividends 0 0 3 311 4 12 23 877
Why Individual Investors want Dividends 0 0 0 18 0 0 3 71
Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market 0 0 0 7 0 1 2 64
Total Working Papers 1 6 42 1,184 12 42 193 3,877


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 1 1 37 0 4 7 173
An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options 0 0 1 22 2 2 4 79
An Empirical Analysis of the Stockholder‐Bondholder Conflict in Corporate Spin‐Offs 0 0 0 18 0 0 2 70
An Empirical Comparison of Convertible Bond Valuation Models 0 0 0 39 0 1 6 185
An empirical analysis of incremental capital structure decisions under managerial entrenchment 0 0 1 122 1 2 16 408
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 1 184
Convertible bond financing 1 1 2 51 2 3 14 142
Do Happy People Make Optimistic Investors? 0 0 2 30 1 3 8 77
Do spin-offs really create value? The European case 2 3 9 120 5 8 36 391
European Put-Call Parity and the Early Exercise Premium for American Currency Options 0 0 1 12 1 4 7 65
Hedging Pressure Effects in Futures Markets 1 2 7 184 3 5 21 524
How does the Funding Status of Defined Benefit Pension Plans Affect Investment Decisions of Firms in the United States? 0 0 1 5 0 0 11 23
Out‐of‐sample hedging effectiveness of currency futures for alternative models and hedging strategies 0 0 0 5 0 0 3 20
Past returns and the perceived Sharpe ratio 0 0 2 6 1 3 13 55
Pricing Term Structure Risk in Futures Markets 0 0 0 12 0 1 6 53
Put‐call parities and the value of early exercise for put options on a performance index 0 0 0 0 0 0 2 9
Reverse convertible bonds analyzed 0 0 1 8 0 1 8 54
Stock market expectations and risk aversion of individual investors 1 2 5 27 3 10 25 119
Tax avoidance in response to a decline in the funding status of defined benefit pension plans 0 0 0 5 1 2 7 49
Testing option pricing models for several contingent claims using a generalized methodology 0 0 1 21 0 0 2 76
The dividend and share repurchase policies of Canadian firms: empirical evidence based on an alternative research design 0 0 0 66 0 1 5 224
The optimal call policy for convertible bonds: Is there a market memory effect? 0 0 0 10 0 0 1 44
The risk perceptions of individual investors 2 7 20 117 3 10 41 335
Wealth effects of convertible-bond and warrant-bond offerings: a meta-analysis 0 0 0 12 1 1 4 46
What Drives Executive Stock Option Backdating? 0 0 0 2 0 0 1 35
What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both? 0 0 1 10 0 1 6 53
What we do and do not know about convertible bond financing 0 2 13 120 4 11 42 359
Why are conversion-forcing call announcements associated with negative wealth effects? 0 0 0 15 6 13 18 107
Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation 0 1 4 23 1 3 18 136
Why individual investors want dividends 0 1 3 135 3 6 24 474
Total Journal Articles 7 20 75 1,279 38 95 359 4,614


Statistics updated 2021-05-05