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 0 1
A Study on the Efficiency of the Market for Dutch Long Term Call Options 0 0 0 1 0 1 1 26
Alternatieve perspectieven in de theorie van de ondernemersfinanciering 0 0 0 2 0 0 0 9
Alternatieve perspectieven in de theorie van de ondernemersfinanciering 0 0 0 0 0 1 1 3
An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment 0 0 0 8 0 1 2 62
An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment 0 0 0 0 0 0 0 6
An empirical analysis of the hedging effectiveness of currency futures 0 0 0 0 0 2 2 3
An empirical analysis of the hedging effectiveness of currency futures 0 0 0 11 0 1 1 47
An empirical analysis of warrant prices versus long term call option prices 0 0 0 1 0 1 1 6
An empirical analysis of warrant prices versus long term call option prices 0 0 0 4 0 1 2 33
An empirical investigation of the factors that determine the pricing of Dutch index warrants 0 0 0 2 0 0 0 17
An empirical investigation of the factors that determine the pricing of Dutch index warrants 0 0 0 0 0 0 0 0
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 0 3 1 1 1 17
Analyzing specification errors in models for futures risk premia with hedging pressure 0 0 0 0 0 0 0 2
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
Announcement effects of convertible bond loans versus warrant-bond loans: An empirical analysis for the Dutch market 0 0 0 11 0 1 3 53
Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options 0 0 0 0 0 1 1 1
Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options 0 0 1 8 0 2 3 40
Contrarian Investment Strategies in a European Context 0 0 0 7 0 1 2 25
Contrarian Investment Strategies in a European Context 0 0 0 0 0 0 0 4
De waardering van aandelenwarrants en langlopende call-opties 0 0 0 0 0 1 1 1
De waardering van aandelenwarrants en langlopende call-opties 0 0 0 2 0 0 0 12
De waardering van conversierechten van Nederlandse converteerbare obligaties 0 0 0 0 0 0 1 3
De waardering van conversierechten van Nederlandse converteerbare obligaties 0 0 0 1 0 1 2 20
Do Spin-offs really Create Value? The European Case 0 0 0 29 0 1 1 97
Do Spin-offs really Create Value? The European Case 0 0 0 2 0 0 0 5
Hedging pressure effects in futures markets 0 1 4 196 0 3 21 454
Het gebruik van financiële derivaten door grote Nederlandse ondernemingen 0 0 0 1 0 1 1 15
Het gebruik van financiële derivaten door grote Nederlandse ondernemingen 0 0 0 0 0 1 1 1
Motieven voor de uitgifte van converteerbare obligatieleningen en warrant-obligatieleningen: Een agency-theoretische benadering 0 0 0 1 0 1 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 0 0
Motieven voor de uitgifte van converteerbare obligatieleningen en warrantobligatieleningen 0 0 0 0 0 1 2 10
Motives for the use of equity-warrants by Dutch companies 0 0 0 0 0 1 3 20
Motives for the use of equity-warrants by Dutch companies 0 0 0 0 0 2 2 4
Pricing Term Structure Risk in Futures Markets 0 0 0 10 0 0 1 33
Pricing Term Structure Risk in Futures Markets 0 0 0 0 0 0 0 3
Put-call parities and the value of early exercise for put options on a performance index 0 0 0 0 0 1 1 3
Put-call parities and the value of early exercise for put options on a performance index 0 0 0 1 2 3 4 23
The Convertible Arbitrage Strategy Analyzed 0 0 0 2 0 1 1 6
The Convertible Arbitrage Strategy Analyzed 0 0 2 34 0 1 3 141
The Dividend and Share Repurchase Policies of Canadian Firms 0 0 0 564 0 1 3 1,811
The Dividend and Share Repurchase Policies of Canadian Firms: Empirical Evidence based on New Research Design 0 0 0 5 0 1 3 42
The Dividend and Share Repurchase Policies of Canadian Firms: Empirical Evidence based on New Research Design 0 0 0 1 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 1 4 1 2 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 1 1 1 3
Verslaggevingsaspecten van aandelenwarrants 0 0 0 0 0 1 1 10
Verslaggevingsaspecten van aandelenwarrants 0 0 0 0 0 2 2 2
Warrant pricing: A review of empirical research 0 0 0 15 0 2 4 57
Warrant pricing: A review of empirical research 0 0 0 2 0 0 1 8
Warrant pricing: A review of theoretical and empirical research 0 0 0 4 0 0 0 23
Warrant pricing: A review of theoretical and empirical research 0 0 0 0 0 0 1 6
Why Individual Investors Want Dividends 0 0 2 317 0 0 5 901
Why Individual Investors want Dividends 0 0 0 0 1 1 2 5
Why Individual Investors want Dividends 0 0 0 18 0 0 1 79
Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market 0 0 0 0 0 0 3 20
Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market 0 0 0 7 0 1 1 66
Total Working Papers 0 1 10 1,274 6 45 100 4,292

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 2 26 0 0 2 90
An Empirical Analysis of the Stockholder‐Bondholder Conflict in Corporate Spin‐Offs 0 0 0 19 0 1 2 78
An Empirical Comparison of Convertible Bond Valuation Models 0 0 3 48 0 1 8 219
An empirical analysis of incremental capital structure decisions under managerial entrenchment 0 0 0 124 0 1 4 429
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 1 1 185
Award-winning CEOs and corporate innovation 0 0 1 3 0 2 13 16
Can existing corporate finance theories explain security offerings during the COVID-19 pandemic? 0 0 0 0 0 0 2 2
Convertible bond financing 0 0 0 55 0 1 2 162
Credit Cards: Transactional Convenience or Debt‐Trap? 1 2 3 13 1 3 8 54
Credit risk assessment and executives’ legal expertise 0 0 0 0 0 2 3 6
Do Happy People Make Optimistic Investors? 0 0 1 32 0 0 2 89
Do spin-offs really create value? The European case 0 1 5 187 2 4 16 525
Does it pay to invest? The personal equity risk premium and stock market participation 0 1 2 11 0 3 5 26
Does time heal all wounds? Psychological responses to trauma and financial risk‐taking 0 0 0 0 0 0 0 0
Effects of financial constraints and product market competition on share repurchases 1 1 3 9 3 4 6 24
European Put-Call Parity and the Early Exercise Premium for American Currency Options 0 0 0 16 0 2 3 87
Hedging Pressure Effects in Futures Markets 0 1 4 207 0 6 13 598
How can we improve inferences from surveys? A new look at the convertible debt questions from the Graham and Harvey survey data 0 0 0 2 0 0 3 33
How do investors perceive convertible bond issuing decisions? 1 1 2 6 1 3 6 29
How does the Funding Status of Defined Benefit Pension Plans Affect Investment Decisions of Firms in the United States? 0 0 0 7 0 1 3 42
Legal risk and information spillover through private lender reports 0 0 0 2 0 0 2 10
Out‐of‐sample hedging effectiveness of currency futures for alternative models and hedging strategies 0 0 0 7 0 1 2 28
Past returns and the perceived Sharpe ratio 0 0 1 8 0 0 2 89
Political uncertainty and investments by private and state‐owned enterprises 0 0 1 1 0 1 3 4
Pricing Term Structure Risk in Futures Markets 0 0 0 12 0 0 0 56
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 0 0 1 15 0 0 3 69
Stock market expectations and risk aversion of individual investors 0 0 0 37 0 3 6 155
Stock return ignorance 0 1 1 11 0 3 8 64
Tax avoidance in response to a decline in the funding status of defined benefit pension plans 0 0 0 7 3 10 34 98
Testing option pricing models for several contingent claims using a generalized methodology 0 0 0 21 0 2 5 81
The Rise and Demise of the Convertible Arbitrage Strategy 0 0 0 0 0 2 6 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 0 2 64
The optimal call policy for convertible bonds: Is there a market memory effect? 0 0 0 10 0 0 0 45
The risk perceptions of individual investors 0 3 11 158 0 7 26 464
Value-creation through spin-offs: Australian evidence 0 0 4 41 1 2 12 118
Warrant pricing: a review of empirical research 0 1 1 6 0 2 2 19
Wealth Effects of Seasoned Equity Offerings: A Meta‐Analysis 0 0 0 16 0 1 3 35
Wealth effects of convertible-bond and warrant-bond offerings: a meta-analysis 0 0 1 15 1 2 7 59
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 3 61
What is the role of institutional investors in corporate capital structure decisions? A survey analysis 0 0 1 21 0 1 12 133
What we do and do not know about convertible bond financing 0 0 16 185 4 4 48 549
Why are conversion-forcing call announcements associated with negative wealth effects? 0 0 0 17 2 2 6 132
Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation 1 1 6 34 1 1 13 183
Why do individuals not participate in the stock market? 2 5 15 46 6 11 40 98
Why individual investors want dividends 0 0 3 152 0 1 6 529
Total Journal Articles 6 18 89 1,766 25 92 357 6,353

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Statistics updated 2025-06-06