Igor Loncarski

University of Ljubljana School of Economics and Business

Kardeljeva ploscad 17

Ljubljana, 1000

Slovenia

  • University of Ljubljana School of Economics and Business

SCHOLARLY PAPERS

16

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9,115

TOTAL CITATIONS
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SSRN RANKINGS

Top 29,204

in Total Papers Citations

31

Scholarly Papers (16)

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1.

Why Do Companies Issue Convertible Bonds? A Review of Theory and Empirical Evidence

Number of pages: 34 Posted: 21 Sep 2006
Igor Loncarski, Jenke ter Horst and Chris Veld
University of Ljubljana School of Economics and Business, TIAS School for Business and Society and Monash University
Downloads 2,337 (12,792)
Citation 5

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convertible debt, security issuance, theory, surveys, empirical evidence, review

2.

The Rise and Demise of the Convertible Arbitrage Strategy

Downloads 2,298 (13,152)
Citation 12

The Rise and Demise of the Convertible Arbitrage Strategy

Number of pages: 25 Posted: 23 Feb 2007 Last Revised: 12 Feb 2009
Igor Loncarski, Jenke ter Horst and Chris Veld
University of Ljubljana School of Economics and Business, TIAS School for Business and Society and Monash University
Downloads 2,298 (12,912)
Citation 12

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convertible arbitrage, underpricing, convertible bonds, hedge funds, excess returns

The Rise and Demise of the Convertible Arbitrage Strategy

Financial Analysts Journal, Vol. 65, No. 5, 2009
Posted: 08 Oct 2009
Igor Loncarski, Jenke ter Horst and Chris Veld
University of Ljubljana School of Economics and Business, TIAS School for Business and Society and Monash University

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Alternative Investments, Hedge Fund Strategies, Equity Investments, Fundamental Analysis and Valuation Models, Research Sources, Portfolio Management, Hedge Fund Strategies

3.

When Kamay Met Hill: Organization Ethics in Practice

Number of pages: 35 Posted: 08 Sep 2015 Last Revised: 12 Jan 2017
Jonathan A. Batten, Igor Loncarski and Peter G. Szilagyi
RMIT University, University of Ljubljana School of Economics and Business and EDHEC Business School
Downloads 781 (64,673)
Citation 2

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Abuse of public office; Australia; Ethical norms and values; Ethical standards and codes; Industry standards; Foreign exchange market; FX Global Code; Insider trading; UN Global Compact

4.

Why Do Companies Issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market

CentER Discussion Paper No. 2006-65
Number of pages: 41 Posted: 31 Mar 2006 Last Revised: 28 Apr 2008
Igor Loncarski, Jenke ter Horst and Chris Veld
University of Ljubljana School of Economics and Business, TIAS School for Business and Society and Monash University
Downloads 761 (66,946)
Citation 2

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event study, convertible bonds, wealth effects, agency costs, income trusts

5.

Financial Market Manipulation, Whistle-Blowing and the Common Good: Evidence from the LIBOR Scandal

Number of pages: 31 Posted: 09 May 2017 Last Revised: 10 May 2018
Jonathan A. Batten, Igor Loncarski and Peter G. Szilagyi
RMIT University, University of Ljubljana School of Economics and Business and EDHEC Business School
Downloads 691 (75,899)
Citation 1

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Financial markets, market manipulations, common good, ethical codes’ ethical policy, LIBOR scandal, whistle-blowers

6.

When Do Insiders Trade? Opportunistic versus Strategic Behaviour

Number of pages: 34 Posted: 01 Sep 2015 Last Revised: 08 May 2016
Jonathan A. Batten, Igor Loncarski and Peter G. Szilagyi
RMIT University, University of Ljubljana School of Economics and Business and EDHEC Business School
Downloads 601 (90,544)
Citation 1

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foreign exchange markets, insider trading, market surveillance, structural break tests, regulation

7.

What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both?

Number of pages: 45 Posted: 03 Mar 2008 Last Revised: 13 Feb 2011
Ming Dong, Igor Loncarski, Jenke ter Horst and Chris Veld
York University - Schulich School of Business, University of Ljubljana School of Economics and Business, TIAS School for Business and Society and Monash University
Downloads 483 (118,582)
Citation 2

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Security issuance choice, market timing, pecking order, multinomial choice model

8.

Quality of Bank Capital and Bank Lending Behavior during the Global Financial Crisis

Downloads 428 (137,289)
Citation 3

Quality of Bank Capital and Bank Lending Behavior during the Global Financial Crisis

25th Australasian Finance and Banking Conference 2012
Number of pages: 48 Posted: 21 Aug 2012 Last Revised: 10 Nov 2014
Marko Kosak, Shaofang Li, Igor Loncarski and Matej Marinc
University of Ljubljana - Faculty of Economics, Southeast University - School of Economics and Management, University of Ljubljana School of Economics and Business and University of Ljubljana - Faculty of Economics
Downloads 215 (280,464)
Citation 1

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Tier 1 Capital, Bank Capital, Bank Lending, Global Financial Crisis

Quality of Bank Capital and Bank Lending Behavior During the Global Financial Crisis

International Review of Financial Analysis, Forthcoming
Number of pages: 48 Posted: 09 Nov 2014
Marko Kosak, Shaofang Li, Igor Loncarski and Matej Marinc
University of Ljubljana - Faculty of Economics, Southeast University - School of Economics and Management, University of Ljubljana School of Economics and Business and University of Ljubljana - Faculty of Economics
Downloads 213 (284,291)
Citation 2

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Tier 1 Capital, Bank Capital, Bank Lending, Global Financial Crisis

9.

Understanding Sovereign Credit Ratings: Text-Based Evidence From the Credit Rating Reports

Number of pages: 40 Posted: 10 Jul 2019
Ursula Slapnik and Igor Loncarski
University of Ljubljana, Faculty of Economics, Students and University of Ljubljana School of Economics and Business
Downloads 216 (280,371)

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sovereign credit ratings, sovereign credit rating reports, textual sentiment analysis, soft information, bias, subjectivity

10.

How to Mitigate Auditor’s Conscious and Unconscious Bias? An Experimental Study

Number of pages: 38 Posted: 06 Aug 2012
Sergeja Slapničar, Maja Zaman Groff and Igor Loncarski
University of Queensland, University of Ljubljana - Faculty of Economics and University of Ljubljana School of Economics and Business
Downloads 205 (294,452)

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auditing, financial incentives, personal relationship, conscious bias, unconscious bias, oversight, rotation

11.

The Political Economy of Relationship Banking

Forthcoming in Research in International Business and Finance, 51, 2020
Number of pages: 32 Posted: 16 May 2019 Last Revised: 05 Sep 2019
Igor Loncarski and Matej Marinc
University of Ljubljana School of Economics and Business and University of Ljubljana - Faculty of Economics
Downloads 134 (423,555)
Citation 3

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Banking, Relationship Banking, Financial Crisis, Political Interference, Politics

12.

Are Exogenous Risk Management Requirements Value- or Cost-Enhancing?

7th International Conference «Economic integration, cooperation and competition», Opatija, Croatia, 2009.
Number of pages: 20 Posted: 19 Mar 2013 Last Revised: 17 Apr 2013
Ales S. Berk and Igor Loncarski
SEB LU / University of Ljubljana - School of Economics and Business and University of Ljubljana School of Economics and Business
Downloads 60 (701,732)

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risk management, derivatives, survey results, regulation, institutional factors

13.

Return Trade-Offs between Environmental and Social Pillars of ESG Scores

Number of pages: 34 Posted: 21 Aug 2024
Leyla Yusifzada, Igor Loncarski, Gergely Czupy and Helena Naffa
Corvinus University of Budapest, University of Ljubljana School of Economics and Business, Corvinus University of Budapest - Department of Finance and Corvinus University of Budapest
Downloads 50 (761,269)

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ESG investing, portfolios, social sustainability, environmental sustainability

14.

On the Importance of Asset Pricing Factors in the Relative Valuation

Number of pages: 38 Posted: 05 May 2023
Matevž Skočir and Igor Loncarski
University of Ljubljana School of Economics and Business and University of Ljubljana School of Economics and Business
Downloads 40 (831,645)

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Relative valuation, Market multiples, Multi-factor asset pricing models, Valuation errors

15.

Understanding Sovereign Credit Ratings: Text-Based Evidence from the Credit Rating Reports

Number of pages: 52 Posted: 29 Nov 2022
Ursula Slapnik and Igor Loncarski
University of Ljubljana School of Economics and Business and University of Ljubljana School of Economics and Business
Downloads 30 (916,043)

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sovereign credit ratings, sovereign credit rating reports, textual sentiment analysis, soft information, bias, subjectivity

16.

Are Exogenous Requirements Sufficient Enough to Induce Corporate Risk Management Activities?

Post-Communist Economies, Vol. 23, No. 1, 2011
Posted: 17 Sep 2011
Ales S. Berk and Igor Loncarski
SEB LU / University of Ljubljana - School of Economics and Business and University of Ljubljana School of Economics and Business

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risk management, derivatives, survey results, regulation, institutional factors