Chris Veld : Citation Profile


Are you Chris Veld?

Monash University

11

H index

13

i10 index

456

Citations

RESEARCH PRODUCTION:

31

Articles

30

Papers

RESEARCH ACTIVITY:

   28 years (1989 - 2017). See details.
   Cites by year: 16
   Journals where Chris Veld has often published
   Relations with other researchers
   Recent citing documents: 66.    Total self citations: 18 (3.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve142
   Updated: 2020-09-14    RAS profile: 2018-01-13    
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Relations with other researchers


Works with:

Veld-Merkoulova, Yulia (3)

Kaplanski, Guy (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Chris Veld.

Is cited by:

Renneboog, Luc (10)

Xiao, Tim (7)

Manera, Matteo (6)

Kilian, Lutz (6)

Sévi, Benoît (6)

de Haan, Leo (5)

Nicolini, Marcella (5)

Kabir, Rezaul (5)

Skiadopoulos, George (5)

Galvani, Valentina (5)

Baumeister, Christiane (4)

Cites to:

Scholes, Myron (16)

Vermaelen, Theo (14)

Shleifer, Andrei (12)

merton, robert (10)

Miller, Merton (9)

Eckbo, B. (9)

Jensen, Michael (8)

Brennan, Michael (8)

Harvey, Campbell (7)

La Porta, Rafael (7)

Ammann, Manuel (7)

Main data


Where Chris Veld has published?


Journals with more than one article published# docs
Journal of Corporate Finance4
Journal of Futures Markets3
Journal of Banking & Finance3
Financial Management3
International Review of Financial Analysis2
Journal of Financial and Quantitative Analysis2
Applied Economics Letters2
The European Journal of Finance2
European Financial Management2
Journal of Business Finance & Accounting2

Recent works citing Chris Veld (2020 and 2019)


YearTitle of citing document
2020Housing Investment, Stock Market Participation and Household Portfolio choice: Evidence from Chinas Urban Areas. (2020). Liu, Huirong. In: Papers. RePEc:arx:papers:2001.01641.

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2020On Calibration Neural Networks for extracting implied information from American options. (2020). Oosterlee, Cornelis W ; Borovykh, Anastasia ; 'Alvaro Leitao, ; Liu, Shuaiqiang. In: Papers. RePEc:arx:papers:2001.11786.

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2020Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models?. (2020). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20140.

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2019How do speculators in agricultural commodity markets impact production decisions and commodity prices? A theoretical analysis. (2019). Treuter, Tilo ; Koziol, Christian. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:3:p:718-743.

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2020Credit Cards: Transactional Convenience or Debt‐Trap?. (2020). Veldmerkoulova, Yulia ; Brown, Stephen. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:2:p:295-322.

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2019On the preferences of CoCo bond buyers and sellers: a logistic regression analysis. (2019). Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7551.

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2019A Supply and Demand Approach to Equity Pricing. (2019). Jo, Evan ; Calvet, Laurent ; Betermier, Sebastien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13974.

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2019Revisiting the Time Series Momentum Anomaly. (2019). Jo, Yonghwan ; Kim, Jihee. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:2:jokim.

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2019Financial Frictions and the Futures Pricing Puzzle. (2019). Taamouti, Abderrahim ; EL Alaoui, AbdelKader ; Ebrahim, M. Shahid ; ap Gwilym, Rhys ; Rahman, Hamid. In: Working Papers. RePEc:dur:durham:2019_07.

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2019Fundamental Drivers of Capital Structure: Evidence from Publicly Traded Non-financial U.S. Firms. (2019). Sharif, Meskat Ibne. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-06-14.

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2019What is the role of institutional investors in corporate capital structure decisions? A survey analysis. (2019). Brown, Stephen ; Veld-Merkoulova, Yulia ; Dutordoir, Marie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:270-286.

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2020Financial frictions and the futures pricing puzzle. (2020). Taamouti, Abderrahim ; ap Gwilym, Rhys ; Rahman, Hamid ; el Alaoui, Abdelkader O ; Ebrahim, Shahid M. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:358-371.

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2020Variance disparity and market frictions. (2020). Park, Yang-Ho. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:326-348.

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2019Ownership and control in a double decision framework for raising capital. (2019). Bhatti, Muhammad ; Ashraf, Dawood ; Khawaja, Mohsin. In: Emerging Markets Review. RePEc:eee:ememar:v:41:y:2019:i:c:s1566014119301505.

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2019The demand effect of yield-chasing retail investors: Evidence from the Chinese enterprise bond market. (2019). Zhong, Ninghua ; John, K C ; Wang, Shujing ; Liu, Clark . In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:57-77.

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2019Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil. (2019). Gao, Lin ; Brandt, Michael W. In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:64-94.

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2019Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2019). Gatfaoui, Hayette. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:132-152.

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2019Announcement effect and its determinants of exchangeable bonds. (2019). Chen, Jieni ; Wang, Lan. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:76-82.

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2019The preholiday corporate announcement effect. (2019). Jiang, Danling ; Autore, Don M. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:61-82.

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2019How can we improve inferences from surveys? A new look at the convertible debt questions from the Graham and Harvey survey data. (2019). Veld, Chris ; Dutordoir, Marie ; Dong, Ming. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:213-222.

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2019Does investor risk perception drive asset prices in markets? Experimental evidence. (2019). Zeisberger, Stefan ; Palan, Stefan ; Huber, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302109.

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2020Is the restructuring-performance relationship moderated by the economic cycle and the institutional environment for corporate governance?. (2020). Sánchez, Angélica ; Sanchez-Riofrio, Angelica ; Romero-Jordan, Desiderio ; Guerras-Martin, Luis Angel ; Forcadell, Francisco Javier. In: Journal of Business Research. RePEc:eee:jbrese:v:110:y:2020:i:c:p:397-407.

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2020Pre-trade hedging: Evidence from the issuance of retail structured products. (2020). Pearson, Neil D ; Henderson, Brian J ; Wang, LI. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:1:p:108-128.

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2020Mood beta and seasonalities in stock returns. (2020). Hirshleifer, David ; Digiovanni, Yuting Meng ; Jiang, Danling. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:1:p:272-295.

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2019The economic drivers of commodity market volatility. (2019). Symeonidis, Lazaros ; Stancu, Andrei ; Prokopczuk, Marcel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:98:y:2019:i:c:4.

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2019Do speculators drive commodity prices away from supply and demand fundamentals?. (2019). Smith, Aaron. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:15:y:2019:i:c:4.

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2019Speculation and its impact on liquidity in commodity markets. (2019). Ludwig, Michael. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:532-547.

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2019Convertible bond announcement returns, capital expenditures, and investment opportunities: Evidence from Korea. (2019). Han, Seung Hun ; Kim, Hyeong Joon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:331-348.

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2019Do group-affiliated firms time their equity offerings?. (2019). Syamala, Sudhakara Reddy ; Neupane, Suman ; Wadhwa, Kavita. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:73-92.

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2019Downside jump risk and the levels of futures-cash basis. (2019). Chen, Chin-Ho. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x19300745.

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2020Dividend payouts and family-controlled firms—The effect of culture on business. (2020). Ni, Yensen ; Wu, Manhwa ; Huang, Paoyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:221-228.

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2020Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective. (2020). Ji, Qiang ; GUPTA, RANGAN ; Geng, Jiang-Bo ; Bahloul, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919308578.

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2019The Impact of Financial Constraints on the Convertible Bond Announcement Returns. (2019). Chien, Chih ; Su, Wan Ting ; Kam, Tai-Yung ; Chang, Chong-Chuo. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:2:p:32-:d:220839.

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2020Corporate Green Bond Issuances: An International Evidence. (2020). Sassi, Syrine ; Jarjir, Souad Lajili ; Lebelle, Martin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:25-:d:316188.

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2019La distinction entre dettes et capitaux propres : une question de gouvernance ?. (2019). Rannou, Yves ; Ouvrard, Stephane ; Barneto, Pascal ; Aboulmaaty, Hebattallah. In: Post-Print. RePEc:hal:journl:hal-02311469.

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2020Speculative Pressure. (2020). Fernandez-Perez, Adrian ; Hua, John ; Miffre, Joelle ; Fuertes, Ana-Maria. In: Post-Print. RePEc:hal:journl:hal-02500777.

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2020Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?. (2020). Low, Rand ; Rad, Hossein ; Faff, Robert ; Miffre, Joelle. In: Post-Print. RePEc:hal:journl:hal-02868473.

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2020COVID 19s impact on crude oil and natural gas S&P GS Indexes. (2020). Goutte, Stéphane ; Hchaichi, Rafla ; Guesmi, Khaled ; Aloui, Donia. In: Working Papers. RePEc:hal:wpaper:halshs-02613280.

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2019What Drives Risk Perception? A Global Survey withFinancial Professionals and Lay People. (2019). Weitzel, Utz ; Holzmeister, Felix ; Zeisberger, Stefan ; Lindner, Florian ; Kirchler, Michael ; Huber, Jrgen. In: Working Papers. RePEc:inn:wpaper:2019-05.

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2020Subjective Quality of Life and Stock Market Participation of the Elderly: A Structural Equation Modelling Approach. (2020). Verbi, Miroslav ; Dominko, Miha. In: Journal of Family and Economic Issues. RePEc:kap:jfamec:v:41:y:2020:i:3:d:10.1007_s10834-020-09673-0.

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2019Security-voting structure and equity financing in the banking sector: ‘one head-one vote’ versus ‘one share-one vote’. (2019). Pattitoni, Pierpaolo ; Ferretti, Riccardo ; Castelli, Alex. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:23:y:2019:i:4:d:10.1007_s10997-019-09451-7.

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2019Implied risk aversion: an alternative rating system for retail structured products. (2019). Seifried, F T ; Sass, J ; Geissel, S ; Fink, H. In: Review of Derivatives Research. RePEc:kap:revdev:v:22:y:2019:i:3:d:10.1007_s11147-018-9151-0.

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2019What Drives Risk Perception? A Global Survey with Financial Professionals and Lay People. (2019). Zeisberger, Stefan ; Weitzel, Utz ; Lindner, Florian ; Kirchler, Michael ; Huber, Juergen ; Holzmeister, Felix. In: OSF Preprints. RePEc:osf:osfxxx:v6r9n.

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2019.

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2019Does Trading Behaviour Converge across Commodity Markets? Evidence from the Perspective of Hedgers’ Sentiment. (2019). Ji, Qiang ; GUPTA, RANGAN ; Geng, Jiang-Bo ; Bahloul, Walid. In: Working Papers. RePEc:pre:wpaper:201930.

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2020Are earnings predictable?. (2020). Singal, Vijay ; Amini, Shahram. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:3:d:10.1007_s12197-019-09499-z.

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2019Hedging pressure and speculation in commodity markets. (2019). Villeneuve, Bertrand ; Ekeland, Ivar ; Lautier, Delphine. In: Economic Theory. RePEc:spr:joecth:v:68:y:2019:i:1:d:10.1007_s00199-018-1115-y.

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2019Impact of mood and gender on individual investors’ reactions to retractions and corrections of earnings forecasts. (2019). Strydom, Maria ; Watson, John ; Scally, Amale. In: Applied Economics. RePEc:taf:applec:v:51:y:2019:i:9:p:941-955.

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2019Regulation, protest, and spatial economics. (2019). Wang, Yusiyu. In: Other publications TiSEM. RePEc:tiu:tiutis:809d31ac-b5a7-4e6c-b2eb-94746a914d6e.

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2019Illiquidity transmission from spot to futures markets. (2019). Theissen, Erik ; Korn, Olaf ; Krischak, Paolo . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:10:p:1228-1249.

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2019Economic uncertainty, trading activity, and commodity futures volatility. (2019). Watugala, Sumudu W. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:8:p:921-945.

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2019On commodity price limits. (2019). Rouwenhorst, K. ; Janardanan, Rajkumar ; Qiao, Xiao. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:8:p:946-961.

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2019Derivatives pricing when supply and demand matter: Evidence from the term structure of VIX futures. (2019). Onur, Esen ; Mixon, Scott. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:9:p:1035-1055.

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2020BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness. (2020). Sohn, Sungbin ; Park, Heungju ; Choi, Jaehyuk ; Alexander, Carol. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:23-43.

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2020Speculative pressure. (2020). Fernandezperez, Adrian ; Fuertes, AnaMaria ; Miffre, Joelle ; Fan, John Hua. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:4:p:575-597.

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2020The untold story of commodity futures in China. (2020). Fan, John Hua ; Zhang, Tingxi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:4:p:671-706.

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2020Predictive abilities of speculators in energy markets. (2020). Merkoulova, Yulia. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:804-815.

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2020Hedging costs and joint determinants of premiums and spreads in structured financial products. (2020). Fischer, Georg ; Entrop, Oliver. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:7:p:1049-1071.

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2020Trading and information in futures markets. (2020). Wang, Jiang ; LLORENTE, GUILLERMO . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:8:p:1231-1263.

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2020Characterizing the hedging policies of commodity price‐sensitive corporations. (2020). Goutte, Stephane ; Boroumand, Raphael H ; Ronn, Ehud I. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:8:p:1264-1281.

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2020Liquidity shocks, commodity financialization, and market comovements. (2020). Li, Zhibing ; Hu, Conghui ; Liu, Xiaoyu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:9:p:1315-1336.

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2020The role of financial investors in determining the commodity futures risk premium. (2020). Isleimeyyeh, Mohammad. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:9:p:1375-1397.

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2019Hedging costs and joint determinants of premiums and spreads in structured financial products. (2019). Fischer, Georg ; Entrop, Oliver. In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe. RePEc:zbw:upadbr:b3419.

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Works by Chris Veld:


YearTitleTypeCited
2008An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options In: European Financial Management.
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article13
1996An empirical investigation of the factors that determine the pricing of Dutch index warrants In: European Financial Management.
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article0
1994An empirical investigation of the factors that determine the pricing of Dutch index warrants.(1994) In: Discussion Paper.
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This paper has another version. Agregated cites: 0
paper
2008An Empirical Analysis of the Stockholder‐Bondholder Conflict in Corporate Spin‐Offs In: Financial Management.
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article10
2010An Empirical Comparison of Convertible Bond Valuation Models In: Financial Management.
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article15
2012What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both? In: Financial Management.
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article14
2014What Drives Executive Stock Option Backdating? In: Journal of Business Finance & Accounting.
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article0
2017How does the Funding Status of Defined Benefit Pension Plans Affect Investment Decisions of Firms in the United States? In: Journal of Business Finance & Accounting.
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article1
2000Hedging Pressure Effects in Futures Markets In: Journal of Finance.
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article167
2000Hedging pressure effects in futures markets.(2000) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 167
paper
1998Pricing Term Structure Risk in Futures Markets In: Journal of Financial and Quantitative Analysis.
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article8
1996Pricing Term Structure Risk in Futures Markets.(1996) In: Discussion Paper.
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This paper has another version. Agregated cites: 8
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2015Do Happy People Make Optimistic Investors? In: Journal of Financial and Quantitative Analysis.
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article22
2005Why individual investors want dividends In: Journal of Corporate Finance.
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article25
2003Why Individual Investors want Dividends.(2003) In: Discussion Paper.
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This paper has another version. Agregated cites: 25
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2004Why Individual Investors Want Dividends.(2004) In: Finance.
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2014Convertible bond financing In: Journal of Corporate Finance.
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article1
2014Why are conversion-forcing call announcements associated with negative wealth effects? In: Journal of Corporate Finance.
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article2
2014What we do and do not know about convertible bond financing In: Journal of Corporate Finance.
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article11
1993Testing option pricing models for several contingent claims using a generalized methodology In: Economics Letters.
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article1
2003The dividend and share repurchase policies of Canadian firms: empirical evidence based on an alternative research design In: International Review of Financial Analysis.
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article3
2015Stock market expectations and risk aversion of individual investors In: International Review of Financial Analysis.
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article9
2017Tax avoidance in response to a decline in the funding status of defined benefit pension plans In: Journal of International Financial Markets, Institutions and Money.
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article1
2001An empirical analysis of incremental capital structure decisions under managerial entrenchment In: Journal of Banking & Finance.
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article31
1998An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment.(1998) In: Discussion Paper.
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This paper has another version. Agregated cites: 31
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2004Do spin-offs really create value? The European case In: Journal of Banking & Finance.
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article22
2001Do Spin-offs really Create Value? The European Case.(2001) In: Discussion Paper.
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This paper has another version. Agregated cites: 22
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2012Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation In: Journal of Banking & Finance.
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article14
2016Past returns and the perceived Sharpe ratio In: Journal of Economic Behavior & Organization.
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article3
2008The risk perceptions of individual investors In: Journal of Economic Psychology.
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article28
2001The Dividend and Share Repurchase Policies of Canadian Firms In: ERIM Report Series Research in Management.
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paper0
2009European Put-Call Parity and the Early Exercise Premium for American Currency Options In: Multinational Finance Journal.
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article1
2003Analysis of a practical formula for the valuation of employee stock options In: Applied Economics Letters.
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article0
2012The optimal call policy for convertible bonds: Is there a market memory effect? In: Applied Economics Letters.
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article1
2014Wealth effects of convertible-bond and warrant-bond offerings: a meta-analysis In: The European Journal of Finance.
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article2
1998A study on the efficiency of the market for Dutch long-term call options In: The European Journal of Finance.
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article2
1996A Study on the Efficiency of the Market for Dutch Long Term Call Options.(1996) In: Discussion Paper.
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This paper has another version. Agregated cites: 2
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2002Behavioral Preferences for Individual Securities : The Case for Call Warrants and Call Options In: Discussion Paper.
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paper3
1995Announcement effects of convertible bond loans versus warrant-bond loans : An empirical analysis for the Dutch market In: Discussion Paper.
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paper2
2006The Convertible Arbitrage Strategy Analyzed In: Discussion Paper.
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1997Analyzing specification errors in models for futures risk premia with hedging pressure In: Discussion Paper.
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paper0
2000The Dividend and Share Repurchase Policies of Canadian Firms : Empirical Evidence based on New Research Design In: Discussion Paper.
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paper3
1994Warrant pricing : A review of empirical research In: Discussion Paper.
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paper3
2006Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market In: Discussion Paper.
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paper4
1995An empirical analysis of the hedging effectiveness of currency futures In: Discussion Paper.
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paper0
1996Contrarian Investment Strategies in a European Context In: Discussion Paper.
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paper1
1989The use of the implied standard deviation as a predictor of future stock price variability : A review of empirical tests In: Research Memorandum.
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paper1
1990De waardering van aandelenwarrants en langlopende call-opties In: Research Memorandum.
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paper0
1990Motieven voor de uitgifte van converteerbare obligatieleningen en warrantobligatieleningen In: Research Memorandum.
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paper0
1991Motives for the use of equity-warrants by Dutch companies In: Research Memorandum.
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paper0
1995Alternatieve perspectieven in de theorie van de ondernemersfinanciering In: Research Memorandum.
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paper0
1990Verslaggevingsaspecten van aandelenwarrants In: Research Memorandum.
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paper0
1995Het gebruik van financiële derivaten door grote Nederlandse ondernemingen In: Research Memorandum.
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paper3
1991Warrant pricing : A review of theoretical and empirical research In: Research Memorandum.
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paper0
1991Motieven voor de uitgifte van converteerbare obligatieleningen en warrant-obligatieleningen : Een agency-theoretische benadering In: Research Memorandum.
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paper1
1990De waardering van conversierechten van Nederlandse converteerbare obligaties In: Research Memorandum.
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1993An empirical analysis of warrant prices versus long term call option prices In: Research Memorandum.
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