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

14

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SSRN CITATIONS
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Top 26,347

in Total Papers Citations

33

CROSSREF CITATIONS

8

Scholarly Papers (14)

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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 2,281 (11,470)
Citation 4

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

2.

The Rise and Demise of the Convertible Arbitrage Strategy

Downloads 2,229 (11,953)
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 2,229 (11,728)
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 756 (58,466)
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 743 (59,968)
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 593 (79,776)
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 580 (81,990)
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 472 (105,687)
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 396 (129,788)
Citation 7

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 200 (259,878)

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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 196 (264,651)
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 169 (302,010)

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

10.

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 106 (434,028)
Citation 2

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

11.

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 47 (678,164)

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

12.

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 26 (830,186)

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

13.

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 18 (903,388)

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

14.

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