Chris Veld : Citation Profile


Are you Chris Veld?

Monash University

14

H index

15

i10 index

648

Citations

RESEARCH PRODUCTION:

42

Articles

57

Papers

RESEARCH ACTIVITY:

   33 years (1989 - 2022). See details.
   Cites by year: 19
   Journals where Chris Veld has often published
   Relations with other researchers
   Recent citing documents: 87.    Total self citations: 32 (4.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve142
   Updated: 2023-03-02    RAS profile: 2022-06-08    
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Relations with other researchers


Works with:

Brown, Stephen (2)

Au Yong, Hue Hwa (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 (13)

Xiao, Tim (8)

Manera, Matteo (7)

Sévi, Benoît (7)

Kilian, Lutz (6)

Skiadopoulos, George (6)

Guidolin, Massimo (6)

Kabir, Rezaul (6)

Prokopczuk, Marcel (5)

Nicolini, Marcella (5)

Szilagyi, Peter (5)

Cites to:

Lusardi, Annamaria (20)

Vermaelen, Theo (17)

Scholes, Myron (17)

Guiso, Luigi (16)

Harvey, Campbell (16)

Shleifer, Andrei (14)

Hirshleifer, David (12)

merton, robert (12)

Stulz, René (11)

Jensen, Michael (11)

van Rooij, Maarten (11)

Main data


Where Chris Veld has published?


Journals with more than one article published# docs
Journal of Corporate Finance5
Journal of Banking & Finance4
Financial Management3
The European Journal of Finance3
Journal of International Financial Markets, Institutions and Money3
Journal of Futures Markets3
Journal of Financial and Quantitative Analysis2
International Review of Finance2
Journal of Business Finance & Accounting2
International Review of Financial Analysis2
European Financial Management2
Applied Economics Letters2

Recent works citing Chris Veld (2022 and 2021)


YearTitle of citing document
2021.

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2021A McKean-Vlasov game of commodity production, consumption and trading. (2021). Callegaro, Giorgia ; Bonesini, Ofelia ; Ren'e A"id, ; Campi, Luciano. In: Papers. RePEc:arx:papers:2111.04391.

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2022Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices. (2022). Brorsen, B ; Maples, Joshua G. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:70:y:2022:i:2:p:139-152.

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2022Persistence of investor sentiment and market mispricing. (2022). Eshraghi, Arman ; Danbolt, JO ; Sakkas, Nikolaos ; Han, Xiao. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:617-640.

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2021Compliance with pension?related mandatory disclosures and debt financing. (2021). Tsalavoutas, Ioannis ; Opong, Kwaku ; Almaghrabi, Khadija S. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:1-2:p:148-184.

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2021Undervaluation and non?financial information: Evidence from voluntary disclosure of CSR news. (2021). Zhao, Sujiao ; Ge, Jingwen ; Benlemlih, Mohammed. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:5-6:p:785-814.

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2022Ownership concentration, ownership identity and seasoned equity offerings probabilities: Evidence from Germany. (2022). Zechser, Florian ; Rojahn, Joachim. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:1-2:p:274-296.

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2021FINANCIALIZATION OF COMMODITIES BEFORE AND AFTER THE GREAT FINANCIAL CRISIS. (2021). Natoli, Filippo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:488-511.

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2022Dividend decisions in family businesses: A systematic review and research agenda. (2022). Michiels, Anneleen ; Molly, Vincent. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:4:p:992-1026.

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2022Commodity Futures Hedge Ratios: A Meta-Analysis. (2022). Bohl, Martin T ; Biakowski, Jdrzej ; Perera, Devmali. In: Working Papers in Economics. RePEc:cbt:econwp:22/12.

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2021Market Timing and Pecking Order Theory in Latin America. (2021). Vsquez, Francisco Javier ; Pape, Hernan Marcelo. In: Revista Finanzas y Politica Economica. RePEc:col:000443:019739.

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2022Banks’ Seasoned Equity Offerings Announcements and Central Bank Lending Operations. (2022). Mokas, Dimitris ; Kakes, Jan ; Giuliodori, Massimo. In: Working Papers. RePEc:dnb:dnbwpp:748.

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2022Constructing a Model for Domain-specific Risk-taking, Life Satisfaction and Risk Tolerance of Investors. (2022). Ferreira-Schenk, Sune ; Dickason-Koekemoer, Zandri. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-04-11.

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2021Abnormal volatility in seasoned equity offerings during economic disruptions. (2021). Bakry, Walid ; Prasad, Mason ; Varua, Maria Estela. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000538.

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2021Retail investor risk-seeking, attention, and the January effect. (2021). Schmidt, Adam ; Chen, Zhongdong ; Wang, Jinai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000551.

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2021Twenty-five years of the Journal of Corporate Finance: A scientometric analysis. (2021). Pattnaik, Debidutta ; Baker, Kent H ; Kumar, Satish. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s092911992030016x.

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2021The role of institutional investors in corporate and entrepreneurial finance. (2021). Chemmanur, Thomas ; John, K C ; Hu, Gang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302777.

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2021Convertible debt and asset substitution of multinational corporations. (2021). Batten, Jonathan ; Young, Martin R ; Khaw, Karren Lee-Hwei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s092911992030287x.

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2021Pension return assumptions and shareholder-employee risk-shifting. (2021). Yanase, Noriyoshi ; Goto, Shingo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:70:y:2021:i:c:s0929119921001693.

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2022Nowhere to hide: Response of corporate restructuring activities to mandatory segment disclosure. (2022). Keng, Kelvin Jui ; Oliver, Barry ; Le, Trinh Hue. In: Journal of Corporate Finance. RePEc:eee:corfin:v:76:y:2022:i:c:s0929119922000943.

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2021Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment. (2021). GUPTA, RANGAN ; Cepni, Oguzhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001601.

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2022Convertible bond issuance volume, capital structure, and firm value. (2022). Ni, Yensen ; Huang, Paoyu ; Liao, Yulu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000298.

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2022Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective. (2022). Wang, Gang-Jin ; Xie, Chi ; Ling, Yu-Xiu. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000292.

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2021Trader positions in VIX futures. (2021). Yang, Jimmy J ; Chen, Yu-Lun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:1-17.

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2022The impact of liquidity risk in the Chinese banking system on the global commodity markets. (2022). Santos, Francisco ; Kim, Jihee ; Jo, Yonghwan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:23-50.

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2021Forecasting WTI crude oil futures returns: Does the term structure help?. (2021). O'Sullivan, Conall ; Bredin, Don ; Spencer, Simon. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002565.

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2022Trading time seasonality in commodity futures: An opportunity for arbitrage in the natural gas and crude oil markets?. (2022). Ewald, Christian-Oliver ; Wu, Yuexiang ; Stordal, Stle ; Lien, Gudbrand ; Haugom, Erik. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004534.

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2022Marionettes behind co-movement of commodity prices: Roles of speculative and hedging activities. (2022). Gong, XU ; Wen, Fenghua ; Wu, Nan. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005151.

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2021Information policies and biased cost perceptions - The case of Swedish residential energy consumption. (2021). Kaukauskas, Andrius ; Broberg, Thomas. In: Energy Policy. RePEc:eee:enepol:v:149:y:2021:i:c:s0301421520308065.

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2021Dividend or growth funds: What drives individual investors choices?. (2021). Liu, Pei ; Wu, Yanran ; Han, Liyan. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001939.

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2022Sentiment and stock market connectedness: Evidence from the U.S. – China trade war. (2022). Zhong, Angel ; Hu, Xiaolu ; Do, Hung ; Bissoondoyal-Bheenick, Emawtee. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000114.

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2022We dont need no fancy hedges! Or do we?. (2022). Power, Gabriel J ; Vedenov, Dmitry. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000357.

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2022Why do individuals not participate in the stock market?. (2022). Veld, Chris ; Merkoulova, Yulia. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002484.

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2022Prices of derivative warrants considering their market characteristics and short-selling costs of underlying assets. (2022). Lee, Soonhee ; Bae, Kwangil. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s154461232100249x.

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2022The effect of limited attention and risk attitude on left-tail reversal: Empirical results from a-share data in China. (2022). Song, Xiuna ; Wang, Jun. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321001707.

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2022Sentiment changes and the Monday effect. (2022). Ryu, Doojin ; Kim, Karam. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000368.

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2021Macroeconomic news and treasury futures return volatility: Do treasury auctions matter?. (2021). Smales, Lee. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320301162.

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2021Managerial market timing: What is the pot size for long-term shareholders assuming firm management acts in their best interest and does have an informational advantage?. (2021). Vogt, Jan. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028320302830.

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2021Listing of classical options and the pricing of discount certificates. (2021). Schertler, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302727.

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2021Political connections and seasoned equity offerings. (2021). Chizema, Amon ; Eskandari, Rasol ; Sorwar, Ghulam ; Nnadi, Modestus I. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002648.

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2022The gradient allocation principle based on the higher moment risk measure. (2022). Tong, Zhiwei ; Tang, Qihe ; Gomez, Fabio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001388.

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2022Why do firms issue callable convertible bonds? A critique of the “backdoor equity financing” theory. (2022). Jimenez-Garces, Sonia ; Burlacu, Radu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:144:y:2022:i:c:s0378426622002163.

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2021Social insurance law and corporate financing decisions in China. (2021). Zhang, Chengsi ; Zhu, Yueteng ; Liu, Yuanyuan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:190:y:2021:i:c:p:816-837.

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2021Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices. (2021). Smajlbegovic, Esad ; Roling, Christoph ; Jank, Stephan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:209-233.

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2021Volatility and the cross-section of returns on FX options. (2021). Marsh, Ian W ; James, Jessica ; Fullwood, Jonathan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:1262-1284.

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2021Engineering lemons. (2021). Vokata, Petra. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:737-755.

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2022Does short-selling potential influence merger and acquisition payment choice?. (2022). Sun, Ping ; Strong, Norman C ; Dutordoir, Marie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:3:p:761-779.

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2022Institutional Shareholders and Bank Capital. (2022). Vander Vennet, Rudi ; Petit-Romec, Arthur ; Garel, Alexandre. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:50:y:2022:i:c:s1042957322000134.

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2022Bank regulation, supervision and liquidity creation. (2022). Bellos, Sotirios K ; Chen, Lei ; Kladakis, George. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000328.

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2021The impact of speculation on commodity prices: A Meta-Granger analysis. (2021). Rathgeber, Andreas ; Schmid, Florian ; Hutter, Marie ; Geyer-Klingeberg, Jerome ; Wimmer, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300258.

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2021Commodity index risk premium. (2021). Schwartz, Eduardo S ; Rojas, Maximiliano ; Ortega, Hector ; Cortazar, Gonzalo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300337.

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2021Speculation and the informational efficiency of commodity futures markets. (2021). Sulewski, Christoph ; Putz, Alexander ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851320300362.

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2021Predictability in commodity markets: Evidence from more than a century. (2021). Simen, Chardin Wese ; Tharann, Bjorn ; Prokopczuk, Marcel ; Hollstein, Fabian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:24:y:2021:i:c:s2405851321000052.

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2022Modelling the joint dynamics of financial assets using MGARCH family models: Insights into hedging and diversification strategies. (2022). Ali, Sajid ; Raza, Naveed ; Vo, Xuan Vinh ; Le, Van. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003075.

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2021Coronavirus (Covid-19) outbreak, investor sentiment, and medical portfolio: Evidence from China, Hong Kong, Korea, Japan, and U.S. (2021). Lu, Zhou ; Bao, Qun ; Sun, Yunpeng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306752.

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2022The effect of Chinese lunar calendar on individual investors trading. (2022). , Robin ; Lin, Chih-Yung ; Chiu, Junmao ; Huang, Yin-Siang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21002018.

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2021Time-varying risk attitude and the foreign exchange market behavior. (2021). Li, Zeguang ; Zhang, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000155.

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2022Traders’ motivation and hedging pressure in commodity futures markets. (2022). Smimou, K ; Bosch, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001501.

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2022Dividend policy and stock liquidity: Lessons from Central and Eastern Europe. (2022). Kubiak, Jarosaw ; Stereczak, Szymon. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001155.

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2022Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security. (2022). Staugaitis, Algirdas Justinas ; Vaznonis, Bernardas. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:11:p:1892-:d:969147.

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2022Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns. (2022). Guidolin, Massimo ; Pedio, Manuela. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:1:p:16-306:d:752601.

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2021The Slow Death of Capital Protection. (2021). Rieger, Marc Oliver ; Bauer, Christian. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:303-:d:587915.

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2021The Demerger Impact upon Sustainable Development of Economic Entities: Evidence from Romania. (2021). Duguleană, Constantin ; DUGULEANA, Liliana ; Baba, Camelia Mirela ; Dinc, Gheorghia. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8316-:d:601486.

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2021Application of the DEMATEL Model for Assessing IT Sector’s Sustainability. (2021). Peleckis, Kstutis. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:24:p:13866-:d:703226.

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2023Information Frictions in Real Estate Markets: Recent Evidence and Issues. (2023). Zhou, Tingyu ; Broxterman, Daniel. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:2:d:10.1007_s11146-022-09918-9.

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2021Bank regulation and systemic risk: cross country evidence. (2021). Zhou, Yue ; Liu, Frank Hong ; Chen, Lei. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:1:d:10.1007_s11156-020-00947-0.

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2022Does economic policy uncertainty matter for financial reporting quality? Evidence from the United States. (2022). Russo, Antonella ; Neri, Lorenzo ; Kalyvas, Antonios Nikolaos ; Bermpei, Theodora. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:2:d:10.1007_s11156-021-01010-2.

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2022Risk premia in the term structure of crude oil futures: long-run and short-run volatility components. (2022). Liu, Rui ; Boyd, Naomi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:4:d:10.1007_s11156-021-01032-w.

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2021Predicting the Oil Market. (2021). Calomiris, Charles ; CAKIR MELEK, NIDA ; Mamaysky, Harry. In: NBER Working Papers. RePEc:nbr:nberwo:29379.

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2022A Liquidity-based Resolution to the Dividend Puzzle. (2022). Wang, Yijing. In: MPRA Paper. RePEc:pra:mprapa:115560.

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2021Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries. (2021). Ji, Qiang ; Gupta, Rangan ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202126.

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2021Market Performance of Spun-Off Subsidiaries: Effects of Board Independence and Directors’ Industry Experience. (2021). Ozbek, Volkan O. In: American Business Review. RePEc:ris:ambsrv:0034.

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2021Does leverage level matter for return anomaly during rights issue announcements? The case of Islamic countries. (2021). Tas, Oktay ; Isiker, Murat . In: Islamic Economic Studies. RePEc:ris:isecst:0194.

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2021Financial Behaviour in a Mandatory Conversion Process: Empirical Evidence from Colombia. (2021). Villa-Garca, Ramn ; Acosta-Garca, Maria Isabel ; Gonzlez-Ruiz, Juan David. In: Global Business Review. RePEc:sae:globus:v:22:y:2021:i:1:p:69-84.

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2021Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help?. (2021). Pedio, Manuela ; Guidolin, Massimo. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03515-w.

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2022Raising capital amid economic policy uncertainty: an empirical investigation. (2022). Ashraf, Dawood ; Bhatti, Ishaq M ; Khawaja, Mohsin. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00379-w.

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2022Does stock trading volume signal future dividends? Evidence from Iberian firms. (2022). Nippani, Srinivas ; Piedade, Patricia ; Lobo, Julio. In: Portuguese Economic Journal. RePEc:spr:portec:v:21:y:2022:i:1:d:10.1007_s10258-020-00191-3.

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2022Short Selling: A Review of the Literature and Implications for Future Research. (2022). Hasan, Mostafa Monzur ; Habib, Ahsan ; Jiang, Haiyan. In: European Accounting Review. RePEc:taf:euract:v:31:y:2022:i:1:p:1-31.

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2022Powerful CEOs and Corporate Governance. (2022). Suchard, Joann ; Rahman, Lubna ; Islam, Emdad ; Humpheryjenner, Mark. In: Journal of Empirical Legal Studies. RePEc:wly:empleg:v:19:y:2022:i:1:p:135-188.

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2021Capital structure revisited. Do crisis and competition matter in a Keiretsu corporate structure?. (2021). Adegbite, Emmanuel ; Ntim, Collins G ; Owusuagyei, Samuel ; Fosu, Samuel ; Danso, Albert. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5073-5092.

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2021New evidence on commodity stocks. (2021). Daskalaki, Charoula. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:811-874.

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2022Bitcoin futures risk premia. (2022). Shi, Shimeng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:12:p:2190-2217.

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2022The hedging pressure hypothesis and the risk premium in the soybean reverse crush spread. (2022). Hayes, Dermot ; Li, Ziran. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:3:p:428-445.

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2022Risk?neutral skewness and commodity futures pricing. (2022). Tang, Weiqing ; Liu, Zhenya ; Fuertes, Anamaria. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:4:p:751-785.

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2022Hedging pressure and liquidity provision in commodity options markets. (2022). Zhang, Tianyang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:7:p:1212-1233.

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2022Trading behavior in bitcoin futures: Following the “smart money”. (2022). Smales, Lee A ; Baur, Dirk G. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:7:p:1304-1323.

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2022Analyzing interactive call, default, and conversion policies for corporate bonds. (2022). Chang, Haohan ; Zhou, Lei ; Dai, TianShyr ; Liu, Liangchih. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:8:p:1597-1638.

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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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1996An empirical investigation of the factors that determine the pricing of Dutch index warrants In: European Financial Management.
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1994An empirical investigation of the factors that determine the pricing of Dutch index warrants.(1994) In: Discussion Paper.
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1994An empirical investigation of the factors that determine the pricing of Dutch index warrants.(1994) In: Other publications TiSEM.
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2008An Empirical Analysis of the Stockholder?Bondholder Conflict in Corporate Spin?Offs In: Financial Management.
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2010An Empirical Comparison of Convertible Bond Valuation Models In: Financial Management.
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2012What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both? In: Financial Management.
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2020Wealth Effects of Seasoned Equity Offerings: A Meta?Analysis In: International Review of Finance.
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2020Credit Cards: Transactional Convenience or Debt?Trap? In: International Review of Finance.
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2014What Drives Executive Stock Option Backdating? In: Journal of Business Finance & Accounting.
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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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2000Hedging Pressure Effects in Futures Markets In: Journal of Finance.
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2000Hedging pressure effects in futures markets.(2000) In: Other publications TiSEM.
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1998Pricing Term Structure Risk in Futures Markets In: Journal of Financial and Quantitative Analysis.
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1996Pricing Term Structure Risk in Futures Markets.(1996) In: Discussion Paper.
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1996Pricing Term Structure Risk in Futures Markets.(1996) In: Other publications TiSEM.
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2015Do Happy People Make Optimistic Investors? In: Journal of Financial and Quantitative Analysis.
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2005Why individual investors want dividends In: Journal of Corporate Finance.
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2003Why Individual Investors want Dividends.(2003) In: Discussion Paper.
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2003Why Individual Investors want Dividends.(2003) In: Other publications TiSEM.
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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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2014Why are conversion-forcing call announcements associated with negative wealth effects? In: Journal of Corporate Finance.
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article3
2014What we do and do not know about convertible bond financing In: Journal of Corporate Finance.
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article25
2019What is the role of institutional investors in corporate capital structure decisions? A survey analysis In: Journal of Corporate Finance.
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article6
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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article4
2015Stock market expectations and risk aversion of individual investors In: International Review of Financial Analysis.
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article14
2022How do investors perceive convertible bond issuing decisions? In: Finance Research Letters.
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article1
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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article2
2019How can we improve inferences from surveys? A new look at the convertible debt questions from the Graham and Harvey survey data In: Journal of International Financial Markets, Institutions and Money.
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article1
2021Effects of financial constraints and product market competition on share repurchases In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article1
2022Does it pay to invest? The personal equity risk premium and stock market participation In: Journal of Banking & Finance.
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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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article37
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: 37
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1998An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment.(1998) In: Other publications TiSEM.
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paper
2004Do spin-offs really create value? The European case In: Journal of Banking & Finance.
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article25
2001Do Spin-offs really Create Value? The European Case.(2001) In: Discussion Paper.
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2001Do Spin-offs really Create Value? The European Case.(2001) In: Other publications TiSEM.
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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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article26
2016Past returns and the perceived Sharpe ratio In: Journal of Economic Behavior & Organization.
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article4
2022Stock return ignorance In: Journal of Financial Economics.
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article1
2019The effects of bank regulation stringency on seasoned equity offering announcements In: Journal of International Money and Finance.
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article4
2008The risk perceptions of individual investors In: Journal of Economic Psychology.
[Full Text][Citation analysis]
article37
2001The Dividend and Share Repurchase Policies of Canadian Firms In: ERIM Report Series Research in Management.
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2009European Put-Call Parity and the Early Exercise Premium for American Currency Options In: Multinational Finance Journal.
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article1
2018Value-creation through spin-offs: Australian evidence In: Australian Journal of Management.
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article5
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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article2
2014Wealth effects of convertible-bond and warrant-bond offerings: a meta-analysis In: The European Journal of Finance.
[Full Text][Citation analysis]
article5
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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1996A Study on the Efficiency of the Market for Dutch Long Term Call Options.(1996) In: Other publications TiSEM.
[Full Text][Citation analysis]
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2003Warrant pricing: a review of empirical research In: The European Journal of Finance.
[Full Text][Citation analysis]
article5
1994Warrant pricing : A review of empirical research.(1994) In: Discussion Paper.
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paper
1994Warrant pricing : A review of empirical research.(1994) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2002Behavioral Preferences for Individual Securities : The Case for Call Warrants and Call Options In: Discussion Paper.
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paper3
2002Behavioral Preferences for Individual Securities : The Case for Call Warrants and Call Options.(2002) In: Other publications TiSEM.
[Full Text][Citation analysis]
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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
1995Announcement effects of convertible bond loans versus warrant-bond loans : An empirical analysis for the Dutch market.(1995) In: Other publications TiSEM.
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2006The Convertible Arbitrage Strategy Analyzed In: Discussion Paper.
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paper1
2006The Convertible Arbitrage Strategy Analyzed.(2006) In: Other publications TiSEM.
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1997Analyzing specification errors in models for futures risk premia with hedging pressure In: Discussion Paper.
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paper0
1997Analyzing specification errors in models for futures risk premia with hedging pressure.(1997) In: Other publications TiSEM.
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paper
2000The Dividend and Share Repurchase Policies of Canadian Firms : Empirical Evidence based on New Research Design In: Discussion Paper.
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paper3
2000The Dividend and Share Repurchase Policies of Canadian Firms : Empirical Evidence based on New Research Design.(2000) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 3
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2006Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market In: Discussion Paper.
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paper3
2006Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market.(2006) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 3
paper
1995An empirical analysis of the hedging effectiveness of currency futures In: Discussion Paper.
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paper1
1995An empirical analysis of the hedging effectiveness of currency futures.(1995) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
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1996Contrarian Investment Strategies in a European Context In: Discussion Paper.
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paper2
1996Contrarian Investment Strategies in a European Context.(1996) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 2
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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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1989The use of the implied standard deviation as a predictor of future stock price variability : A review of empirical tests.(1989) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 0
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1990De waardering van aandelenwarrants en langlopende call-opties In: Research Memorandum.
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1990De waardering van aandelenwarrants en langlopende call-opties.(1990) In: Other publications TiSEM.
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1990Motieven voor de uitgifte van converteerbare obligatieleningen en warrantobligatieleningen In: Research Memorandum.
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1990Motieven voor de uitgifte van converteerbare obligatieleningen en warrantobligatieleningen.(1990) In: Other publications TiSEM.
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1991Motives for the use of equity-warrants by Dutch companies In: Research Memorandum.
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1991Motives for the use of equity-warrants by Dutch companies.(1991) In: Other publications TiSEM.
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1995Alternatieve perspectieven in de theorie van de ondernemersfinanciering In: Research Memorandum.
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1995Alternatieve perspectieven in de theorie van de ondernemersfinanciering.(1995) In: Other publications TiSEM.
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1990Verslaggevingsaspecten van aandelenwarrants In: Research Memorandum.
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1990Verslaggevingsaspecten van aandelenwarrants.(1990) In: Other publications TiSEM.
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1995Het gebruik van financiële derivaten door grote Nederlandse ondernemingen In: Research Memorandum.
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1995Het gebruik van financiële derivaten door grote Nederlandse ondernemingen.(1995) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 3
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1991Warrant pricing : A review of theoretical and empirical research In: Research Memorandum.
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1991Warrant pricing : A review of theoretical and empirical research.(1991) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 0
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1991Motieven voor de uitgifte van converteerbare obligatieleningen en warrant-obligatieleningen : Een agency-theoretische benadering In: Research Memorandum.
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1991Motieven voor de uitgifte van converteerbare obligatieleningen en warrant-obligatieleningen : Een agency-theoretische benadering.(1991) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 0
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1990De waardering van conversierechten van Nederlandse converteerbare obligaties In: Research Memorandum.
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1990De waardering van conversierechten van Nederlandse converteerbare obligaties.(1990) In: Other publications TiSEM.
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1993An empirical analysis of warrant prices versus long term call option prices In: Research Memorandum.
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1993An empirical analysis of warrant prices versus long term call option prices.(1993) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 0
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1994Put-call parities and the value of early exercise for put options on a performance index In: Research Memorandum.
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paper1
1994Put-call parities and the value of early exercise for put options on a performance index.(1994) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 1
paper
1996Put?call parities and the value of early exercise for put options on a performance index.(1996) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 1
article
1997Out?of?sample hedging effectiveness of currency futures for alternative models and hedging strategies In: Journal of Futures Markets.
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article8
2009Reverse convertible bonds analyzed In: Journal of Futures Markets.
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