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 4 10 11 12
A Study on the Efficiency of the Market for Dutch Long Term Call Options 0 0 0 1 3 4 5 30
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 1 1 2 4
An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment 0 0 0 0 2 3 5 11
An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment 0 0 0 8 2 3 5 66
An empirical analysis of the hedging effectiveness of currency futures 0 0 0 0 0 1 5 6
An empirical analysis of the hedging effectiveness of currency futures 0 0 0 11 0 1 4 50
An empirical analysis of warrant prices versus long term call option prices 0 0 0 4 3 5 7 39
An empirical analysis of warrant prices versus long term call option prices 0 0 0 1 7 7 9 14
An empirical investigation of the factors that determine the pricing of Dutch index warrants 0 0 0 2 1 3 3 20
An empirical investigation of the factors that determine the pricing of Dutch index warrants 0 0 0 0 20 38 38 38
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 0 3 10 11 14 30
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 0 0 1 1 3 5
Announcement effects of convertible bond loans versus warrant-bond loans: An empirical analysis for the Dutch market 0 0 0 11 1 1 3 55
Announcement effects of convertible bond loans versus warrant-bond loans: An empirical analysis for the Dutch market 0 0 0 0 3 6 6 14
Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options 0 0 0 8 8 11 14 52
Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options 0 0 0 0 1 2 3 3
Contrarian Investment Strategies in a European Context 0 0 0 7 1 2 4 27
Contrarian Investment Strategies in a European Context 0 0 0 0 2 6 7 11
De waardering van aandelenwarrants en langlopende call-opties 0 0 0 2 1 2 2 14
De waardering van aandelenwarrants en langlopende call-opties 0 0 0 0 2 4 5 5
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 1 2 4 23
Do Spin-offs really Create Value? The European Case 0 0 0 29 1 5 10 106
Do Spin-offs really Create Value? The European Case 0 0 1 3 1 2 3 8
Hedging pressure effects in futures markets 0 0 3 198 4 11 21 471
Het gebruik van financiële derivaten door grote Nederlandse ondernemingen 0 0 0 1 1 5 7 21
Het gebruik van financiële derivaten door grote Nederlandse ondernemingen 0 0 0 0 3 5 7 7
Motieven voor de uitgifte van converteerbare obligatieleningen en warrant-obligatieleningen: Een agency-theoretische benadering 0 0 0 1 1 3 4 29
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 1 1
Motieven voor de uitgifte van converteerbare obligatieleningen en warrantobligatieleningen 0 0 0 0 0 3 5 14
Motives for the use of equity-warrants by Dutch companies 0 1 1 1 3 7 10 12
Motives for the use of equity-warrants by Dutch companies 0 0 0 0 2 2 3 22
Pricing Term Structure Risk in Futures Markets 0 0 0 0 2 2 2 5
Pricing Term Structure Risk in Futures Markets 0 0 0 10 1 2 5 37
Put-call parities and the value of early exercise for put options on a performance index 0 0 0 0 1 1 2 4
Put-call parities and the value of early exercise for put options on a performance index 0 0 0 1 1 1 5 25
The Convertible Arbitrage Strategy Analyzed 0 0 0 2 3 4 6 11
The Convertible Arbitrage Strategy Analyzed 0 1 1 35 0 5 6 146
The Dividend and Share Repurchase Policies of Canadian Firms 0 0 0 564 1 3 6 1,815
The Dividend and Share Repurchase Policies of Canadian Firms: Empirical Evidence based on New Research Design 0 0 0 1 4 6 7 10
The Dividend and Share Repurchase Policies of Canadian Firms: Empirical Evidence based on New Research Design 0 0 0 5 3 5 6 47
The use of the implied standard deviation as a predictor of future stock price variability: A review of empirical tests 0 0 0 4 2 4 6 20
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 2 2
Verslaggevingsaspecten van aandelenwarrants 0 0 0 0 1 5 6 15
Warrant pricing: A review of empirical research 0 0 0 2 3 5 5 13
Warrant pricing: A review of empirical research 0 0 0 15 14 25 29 83
Warrant pricing: A review of theoretical and empirical research 0 0 0 4 1 2 5 28
Warrant pricing: A review of theoretical and empirical research 0 0 0 0 1 1 5 10
Why Individual Investors Want Dividends 0 0 0 317 2 4 20 921
Why Individual Investors want Dividends 0 0 0 0 1 4 5 9
Why Individual Investors want Dividends 0 0 0 18 2 5 6 85
Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market 0 0 1 8 2 4 8 73
Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market 0 0 0 0 3 6 6 26
Total Working Papers 0 2 7 1,280 139 262 380 4,621

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 1 2 3 179
An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options 0 0 0 26 0 0 1 91
An Empirical Analysis of the Stockholder‐Bondholder Conflict in Corporate Spin‐Offs 0 0 0 19 4 4 8 85
An Empirical Comparison of Convertible Bond Valuation Models 0 1 3 50 3 8 14 230
An empirical analysis of incremental capital structure decisions under managerial entrenchment 0 0 0 124 4 6 8 436
An empirical investigation of the factors that determine the pricing of Dutch index warrants 0 0 0 7 3 5 9 54
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 3 4 9 21
Can existing corporate finance theories explain security offerings during the COVID-19 pandemic? 0 0 0 0 4 8 11 13
Convertible bond financing 0 1 1 56 3 5 8 169
Credit Cards: Transactional Convenience or Debt‐Trap? 2 6 10 21 7 22 31 80
Credit risk assessment and executives’ legal expertise 0 0 0 0 5 7 9 13
Do Happy People Make Optimistic Investors? 0 0 0 32 5 6 9 98
Do spin-offs really create value? The European case 0 0 5 190 2 6 22 541
Does it pay to invest? The personal equity risk premium and stock market participation 0 1 2 12 3 5 10 32
Does time heal all wounds? Psychological responses to trauma and financial risk‐taking 0 0 1 1 0 1 2 2
Effects of financial constraints and product market competition on share repurchases 0 0 1 9 2 4 8 28
European Put-Call Parity and the Early Exercise Premium for American Currency Options 1 1 1 17 5 12 16 100
Hedging Pressure Effects in Futures Markets 0 2 7 213 3 8 27 619
How can we improve inferences from surveys? A new look at the convertible debt questions from the Graham and Harvey survey data 0 1 2 4 0 3 6 39
How do investors perceive convertible bond issuing decisions? 0 0 1 6 6 7 14 40
How does the Funding Status of Defined Benefit Pension Plans Affect Investment Decisions of Firms in the United States? 0 0 0 7 6 10 12 52
Legal risk and information spillover through private lender reports 0 0 0 2 3 3 4 14
Out‐of‐sample hedging effectiveness of currency futures for alternative models and hedging strategies 0 0 0 7 1 2 3 30
Past returns and the perceived Sharpe ratio 0 0 1 8 2 7 13 101
Political uncertainty and investments by private and state‐owned enterprises 0 0 1 2 1 2 5 8
Pricing Term Structure Risk in Futures Markets 0 0 0 12 4 6 7 63
Put‐call parities and the value of early exercise for put options on a performance index 0 0 0 0 2 5 5 14
Reverse convertible bonds analyzed 0 0 2 17 4 5 7 76
Stock market expectations and risk aversion of individual investors 1 2 2 39 3 8 15 167
Stock return ignorance 0 1 3 13 3 5 12 72
Tax avoidance in response to a decline in the funding status of defined benefit pension plans 0 0 0 7 3 9 30 113
Testing option pricing models for several contingent claims using a generalized methodology 0 0 0 21 1 2 7 84
The Rise and Demise of the Convertible Arbitrage Strategy 0 0 0 0 1 2 5 9
The dividend and share repurchase policies of Canadian firms: empirical evidence based on an alternative research design 0 1 1 71 1 4 6 247
The effects of bank regulation stringency on seasoned equity offering announcements 0 0 0 10 4 5 7 71
The optimal call policy for convertible bonds: Is there a market memory effect? 0 0 0 10 1 1 3 48
The risk perceptions of individual investors 1 1 6 160 11 19 37 492
Value-creation through spin-offs: Australian evidence 0 0 0 41 5 9 16 131
Warrant pricing: a review of empirical research 0 0 1 6 2 4 9 26
Wealth Effects of Seasoned Equity Offerings: A Meta‐Analysis 0 0 0 16 0 2 6 40
Wealth effects of convertible-bond and warrant-bond offerings: a meta-analysis 0 1 1 16 0 4 8 65
What Drives Executive Stock Option Backdating? 0 0 0 4 8 8 10 47
What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both? 0 0 0 12 1 1 3 63
What is the role of institutional investors in corporate capital structure decisions? A survey analysis 0 0 1 22 6 8 13 145
What we do and do not know about convertible bond financing 1 3 17 202 4 17 46 590
Why are conversion-forcing call announcements associated with negative wealth effects? 0 0 0 17 0 1 5 133
Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation 0 0 2 35 8 24 31 212
Why do individuals not participate in the stock market? 0 3 16 55 7 19 51 134
Why individual investors want dividends 0 0 0 152 3 6 12 539
Total Journal Articles 6 25 88 1,830 158 321 614 6,841

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Statistics updated 2026-02-12