10
H index
13
i10 index
359
Citations
Lorne Switzer : Citation Profile
Institut de Préparation à l'Administration et à la Gestion (IPAG) (5% share) | RESEARCH PRODUCTION: 44 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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40 years (1983 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Lorne Switzer. | Is cited by:
| Cites to:
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Main data
Where Lorne Switzer has published?
Recent works citing Lorne Switzer (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Speculative trading preferences of retail investor birth cohorts. (2023). Wright, Danika ; Westerholm, Joakim ; Lepone, Grace. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:555-574. Full description at Econpapers || Download paper |
| 2023 | A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071. Full description at Econpapers || Download paper |
| 2023 | Geopolitical, economic uncertainty and bank risk: Do CEO power and board strength matter?. (2023). Wang, Peng ; Shahab, Yasir ; Jiang, Ping ; Shabir, Mohsin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001199. Full description at Econpapers || Download paper |
| 2023 | Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform. (2023). Saggese, Pietro ; Bohme, Rainer ; Facchini, Angelo ; Dimitri, Nicola ; Belmonte, Alessandro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:251-270. Full description at Econpapers || Download paper |
| 2023 | Composite jet fuel cross-hedging. (2023). Conlon, Thomas ; Cao, Min. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000289. Full description at Econpapers || Download paper |
| 2023 | Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Owusu, Patrick ; Mefteh-Wali, Salma ; Aikins, Emmanuel Joel. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001381. Full description at Econpapers || Download paper |
| 2023 | Foundation of a framework for evaluating the impact of mining technological innovation on a companys market value. (2023). Low, R ; Yahyaei, M ; Kizil, M S ; Mugebe, P. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006244. Full description at Econpapers || Download paper |
| 2023 | Is there an expiration effect in the bitcoin market?. (2023). Satrustegui, N ; Corredor, P ; Blasco, N. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:647-663. Full description at Econpapers || Download paper |
| 2023 | Short-selling and corporate default risk: Evidence from China. (2023). Wang, Song ; Li, Xinyu ; Huang, Haozheng ; Meng, Qingbin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:398-417. Full description at Econpapers || Download paper |
| 2023 | Does the Quality of Director Fusion Raise the Risk of Corporate Debt Default?. (2023). Wu, Yanzhou ; Du, Kun ; Zhang, Yikang ; Yu, Wencheng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1698-:d:1037307. Full description at Econpapers || Download paper |
| 2023 | Industry and Regional Peer Effects in Corporate Digital Transformation: The Moderating Effects of TMT Characteristics. (2023). Du, Xinyu ; Zhang, Xiaoxu. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:6003-:d:1111933. Full description at Econpapers || Download paper |
| 2023 | Corporate governance and financial distress: lessons learned from an unconventional approach. (2023). Colantoni, Federico ; Ferri, Salvatore ; Dallocchio, Maurizio ; Tron, Alberto. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:27:y:2023:i:2:d:10.1007_s10997-022-09643-8. Full description at Econpapers || Download paper |
| 2023 | Evaluación del impacto de la inversión en investigación y desarrollo y el número de investigadores en el crecimiento económico. (2023). Venegas-Martínez, Francisco ; Venegas-Martinez, Francisco ; Aali-Bujari, Ali. In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. RePEc:pab:rmcpee:v:35:y:2023:i:1:p:3-15. Full description at Econpapers || Download paper |
| 2023 | Can Banks Sustain the Growth in Renewable Energy Supply? An International Evidence. (2023). Sarker, Tapan ; Djajadikerta, Hadrian Geri ; Kamran, Muhammad ; Choudhury, Tonmoy. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:35:y:2023:i:1:d:10.1057_s41287-021-00492-z. Full description at Econpapers || Download paper |
| 2023 | Exploring the role of institutional investors in voting, monitoring and dialogue engagement in mitigating agency conflict in Malaysia’s public listed companies. (2023). Yuhanis, Ardzlyn Hawatul ; Awalluddin, Muhammad Aiman ; Maznorbalia, Anisa Safiah. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01631-z. Full description at Econpapers || Download paper |
| 2023 | The interrelationship of air quality, investor sentiment, and stock market liquidity: a review of China. (2023). Yi, Xiaojing ; Wang, Shuhong ; Song, Malin. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:10:d:10.1007_s10668-022-02513-1. Full description at Econpapers || Download paper |
| 2023 | Synergy frontier of multi-factor stock selection model. (2023). Yeh, I-Cheng. In: OPSEARCH. RePEc:spr:opsear:v:60:y:2023:i:1:d:10.1007_s12597-022-00615-y. Full description at Econpapers || Download paper |
| 2023 | Reinsurance and Sustainability: Evidence from International Insurers. (2023). Bressan, Silvia. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:6:f:13_6_8. Full description at Econpapers || Download paper |
| 2023 | The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century. (2023). Teo, Jiajun ; Go, Youhow ; Chan, Kam Fong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1559-1575. Full description at Econpapers || Download paper |
| 2023 | Price discovery in Chinas crude oil futures markets: An emerging Asian benchmark?. (2023). Webb, Robert I ; Yang, Jian ; Yu, Ziliang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:297-324. Full description at Econpapers || Download paper |
| 2023 | Optimal futures hedging by using realized semicovariances: The information contained in signed high?frequency returns. (2023). Lai, Yusheng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:5:p:677-701. Full description at Econpapers || Download paper |
Works by Lorne Switzer:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1996 | An Economic Analysis of Real Estate Swaps. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 1 |
| 1985 | How Effective Are Canadas Direct Tax Incentives for R and D? In: Canadian Public Policy. [Full Text][Citation analysis] | article | 7 |
| 2022 | Volatility of implied volatility and mergers and acquisitions In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Stock market liquidity and economic cycles: A non-linear approach In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
| 2010 | The behaviour of small cap vs. large cap stocks in recessions and recoveries: Empirical evidence for the United States and Canada In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 11 |
| 2022 | IPO performance and the size effect: Evidence for the US and Canada In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | The benefits of international diversification: market development, corporate governance, market cap, and structural change effects In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
| 2023 | Circumventing SEC Rule 201 short sale restrictions with options In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2017 | Institutional investment horizon, the information environment, and firm credit risk In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 8 |
| 2018 | Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 21 |
| 2019 | Risk, culture and investor behavior in small (but notorious) Eurozone countries In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 6 |
| 2022 | Self-disclosed peer effects on corporate capital structure In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
| 1992 | The stock markets valuation of R&D spending and market concentration In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 42 |
| 1994 | Currency-free evaluation of investment results and the R index: an addendum In: Omega. [Full Text][Citation analysis] | article | 0 |
| 2007 | Corporate governance, Sarbanes-Oxley, and small-cap firm performance In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
| 1983 | R&D price indexes and real R&D expenditures in the United States In: Research Policy. [Full Text][Citation analysis] | article | 9 |
| 1985 | The effects of R&D tax credits and allowances in Canada In: Research Policy. [Full Text][Citation analysis] | article | 20 |
| 1995 | Stock market crash behavior of screen-sorted portfolios In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 3 |
| 2017 | Volatility measures as predictors of extreme returns In: Review of Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Volatility measures as predictors of extreme returns.(2017) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2020 | Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
| 2023 | The dynamics of CEO equity vs. inside debt and firm performance In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | Shareholder interests vs board of director members interests and company performance In: Review of Accounting and Finance. [Full Text][Citation analysis] | article | 3 |
| 2010 | Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment In: International Econometric Review (IER). [Full Text][Citation analysis] | article | 0 |
| 2006 | Corporate governance mechanisms and the performance of small-cap firms in Canada In: International Journal of Business Governance and Ethics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Corporate governance, compliance and valuation effects of Sarbanes-Oxley on US and foreign firms In: International Journal of Business Governance and Ethics. [Full Text][Citation analysis] | article | 0 |
| 1984 | Effects of Federal Support on Company-Financed R and D: The Case of Energy In: Management Science. [Full Text][Citation analysis] | article | 18 |
| 2015 | Special issue: Ethical finance and governance. Introduction In: Journal of Management & Governance. [Full Text][Citation analysis] | article | 0 |
| 2015 | Intraday market liquidity, corporate governance, and ownership structure in markets with weak shareholder protection: evidence from Brazil and Chile In: Journal of Management & Governance. [Full Text][Citation analysis] | article | 0 |
| 1995 | Risk Management of Real Estate: The Case of Real Estate Swaps. In: The Journal of Real Estate Finance and Economics. [Citation analysis] | article | 1 |
| 2015 | Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 2 |
| 2017 | Extreme risk and small investor behavior in developed markets In: Journal of Asset Management. [Full Text][Citation analysis] | article | 1 |
| 2007 | Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes In: Journal of Asset Management. [Full Text][Citation analysis] | article | 13 |
| 2017 | An event based approach for quantifying the effects of securities fraud in the IT industry In: Information Systems Frontiers. [Full Text][Citation analysis] | article | 2 |
| An event based approach for quantifying the effects of securities fraud in the IT industry.() In: Information Systems Frontiers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | ||
| 2006 | Macroeconomic news effects on conditional volatilities in the bond and stock markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 12 |
| 2010 | The effects of macroeconomic announcements on equity returns and their connections to Fama-French factors In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 1999 | The interactions between trading volume and volatility: evidence from the equity options markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 1984 | The Determinants of Industrial R&D: A Funds Flow Simultaneous Equation Approach. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 13 |
| 1995 | Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 76 |
| 1995 | Index participation units and the performance of index futures markets: Evidence from the Toronto 35 index participation units market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 8 |
| 1996 | Mean reversion of interest?rate term premiums and profits from trading strategies with treasury futures spreads In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 4 |
| 2000 | Standard and Poor’s depository receipts and the performance of the S&P 500 index futures market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 10 |
| 2007 | Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 30 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team