Peter Klein

Simon Fraser University (SFU) - Finance Area

Burnaby, British Columbia V5A 1S6

Canada

SCHOLARLY PAPERS

7

DOWNLOADS

727

SSRN CITATIONS
Rank 17,211

SSRN RANKINGS

Top 17,211

in Total Papers Citations

5

CROSSREF CITATIONS

43

Scholarly Papers (7)

Inefficiency and Path Dependency in Canada's Securities Regulatory System: Towards a Reform Agenda

Canadian Business Law Journal, Forthcoming
Number of pages: 38 Posted: 01 Apr 2005
Anita Anand and Peter Klein
University of Toronto - Faculty of Law and Simon Fraser University (SFU) - Finance Area
Downloads 293 (104,561)

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Efficiency, path dependency, convergence, passport, harmonization, regulation

The Canadian Hedge Fund Industry: Performance and Market Timing

Forthcoming in the International Review of Finance
Number of pages: 47 Posted: 11 Feb 2012 Last Revised: 20 Jun 2015
Simon Fraser University (SFU) - Finance Area, KCS Fund Strategies Inc., KCS Fund Strategies Inc. and Simon Fraser University - Beedie School of Business
Downloads 223 (138,770)

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Hedge funds, Canadian hedge funds, performance, risk, market timing

The Canadian Hedge Fund Industry: Performance and Market Timing

International Review of Finance, Vol. 15, Issue 3, pp. 283-320, 2015
Number of pages: 38 Posted: 03 Sep 2015
Simon Fraser University (SFU) - Finance Area, KCS Fund Strategies Inc., KCS Fund Strategies Inc. and Simon Fraser University - Beedie School of Business
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3.

The Capital Gain Lock-In Effect and Return Seasonality

Number of pages: 49 Posted: 13 Oct 2004
Peter Klein
Simon Fraser University (SFU) - Finance Area
Downloads 188 (163,319)

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capital gains taxation, equilibrium pricing, disposition effect

4.

Corporate Governance, Family Ownership and Firm Value: The Canadian Evidence

Corporate Governance: An International Review, Vol. 13, No. 6, pp. 769-784, November 2005
Number of pages: 16 Posted: 17 Dec 2005
Peter Klein, Daniel M. Shapiro and Jeffrey Young
Simon Fraser University (SFU) - Finance Area, Simon Fraser University (SFU) - Policy Analysis Area and affiliation not provided to SSRN
Downloads 23 (512,881)
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corporate governance, governance rankings, board of directors, family firms, firm

5.

Counterparty Credit Risk and American Options

Posted: 20 May 2019
Peter Klein and Jun Yang
Simon Fraser University (SFU) - Finance Area and Simon Fraser University (SFU)
Downloads 0 (678,357)

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American options, Counterparty credit risk, Derivative securities, Default barrier, Default boundary, Pricing, Put options

6.

The Capital Gain Lock-In Effect and Long-Horizon Return Reversal

Journal of Financial Economics, Vol. 59, No. 1, January 2001
Posted: 29 Aug 2001
Peter Klein
Simon Fraser University (SFU) - Finance Area

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Capital gains taxation, Lock-in effect, General equilibrium, Return reversal

7.

Valuation of European Options Subject to Financial Distress and Interest Rate Risk

Journal of Derivatives, Spring 1999
Posted: 03 Apr 1999
Peter Klein and Michael Inglis
Simon Fraser University (SFU) - Finance Area and Ryerson University - Ted Rogers School of Management

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