Author Page for Lorne Switzer

1.

The Behaviour of Small Cap vs. Large Cap Stocks in Recessions and Recoveries: Empirical Evidence for the United States and Canada

North American Journal of Economics and Finance, Vol. 21, pp. 332-346, 2010

Number of pages: 15 Posted: 03 Oct 2011

Lorne Switzer

Concordia University, Quebec, John Molson School of Business, Students

Downloads 1,516 (19,990)

Citation 1

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2.

New Evidence on the Market Impact of Convertible Bond Issues in the U.S.

Number of pages: 45 Posted: 14 May 2004

Bala Arshanapalli, Lorne Switzer, Frank J. Fabozzi and Guillaume Gosselin

Indiana University Northwest - School of Business & Economics, Concordia University, Quebec, John Molson School of Business, Students, EDHEC Business School and Concordia University

Downloads 1,238 (27,119)

Citation 16

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3.

Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets

Downloads 543 (82,711)

2

Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets

Multinational Finance Journal, Forthcoming

Number of pages: 46 Posted: 25 Feb 2015

Lorne Switzer and Alan Picard

Concordia University, Quebec, John Molson School of Business, Students and Concordia University, Quebec - Department of Finance

Downloads 274 (178,304)

Abstract:

Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets

Multinational Finance Journal, Vol. 19, No. 3, p. 169-221, 2015

Number of pages: 53 Posted: 07 Nov 2015

Lorne Switzer and Alan Picard

Concordia University, Quebec, John Molson School of Business, Students and Concordia University, Quebec - Department of Finance

Downloads 269 (181,701)

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4.

Sources of Time Varying Risk and Risk Premia in U.S. Stock and Bond Markets

Number of pages: 48 Posted: 25 Apr 2003

Bala Arshanapalli, Lorne Switzer and Alexandre Vezina

Indiana University Northwest - School of Business & Economics, Concordia University, Quebec, John Molson School of Business, Students and Concordia University, Quebec - Department of Finance

Downloads 342 (141,934)

Citation 1

Abstract:

5.

Liquidity Risk, Firm Risk, and Issue Risk Premium Effects on the Abnormal Returns to New Issues of Convertible Bonds

Downloads 330 (147,500)

Citation 1

2

Liquidity Risk, Firm Risk, and Issue Risk Premium Effects on the Abnormal Returns to New Issues of Convertible Bonds

Number of pages: 55 Posted: 18 Feb 2009

Jinlin Liu and Lorne Switzer

Concordia University, Quebec - John Molson School of Business and Concordia University, Quebec, John Molson School of Business, Students

Downloads 201 (240,934)

Abstract:

Liquidity Risk, Firm Risk, and Issue Risk Premium Effects on the Abnormal Returns to New Issues of Convertible Bonds

Number of pages: 55 Posted: 19 Mar 2009

Jinlin Liu and Lorne Switzer

Concordia University, Quebec - John Molson School of Business and Concordia University, Quebec, John Molson School of Business, Students

Downloads 129 (351,103)

Citation 1

Abstract:

6.

Corporate Governance and Default Risk in Financial Firms Over the Post Financial Crisis Period: International Evidence

Melbourne Business School, 2016 Financial Institutions, Regulation & Corporate Governance (FIRCG) Conference

Number of pages: 36 Posted: 24 Feb 2016

Lorne Switzer, Jun Wang and Qiao Tu

Concordia University, Quebec, John Molson School of Business, Students, Concordia University, Quebec and Concordia University, Quebec

Downloads 242 (202,652)

Citation 4

Abstract:

7.

Shareholder Interests versus Board of Director Members’ Interests and the Profitability of Firms

International Conference of the French Finance Association (AFFI), May 11-13, 2011

Number of pages: 26 Posted: 16 May 2011

Lorne Switzer and Cao Yu

Concordia University, Quebec, John Molson School of Business, Students and Cornell University

Downloads 239 (205,123)

Abstract:

8.

Analyst Forecasts and the Rationality of Information Flows: Evidence from the Bloomberg G-7 Country Surveys

Number of pages: 63 Posted: 28 May 2001

Lorne Switzer and Emmanuel A. Noel

Concordia University, Quebec, John Molson School of Business, Students and Concordia University, Quebec - Department of Finance

Downloads 231 (212,026)

Abstract:

9.

Bi-National News Effects and Exchange Rate Futures: The Case of Canadian Dollar Futures Contracts

Number of pages: 44 Posted: 09 May 2004

John A. Doukas and Lorne Switzer

Old Dominion University - Strome College of Business and Concordia University, Quebec, John Molson School of Business, Students

Downloads 147 (316,137)

Citation 7

Abstract:

10.

Volume-Volatility Interactions between Exchange Traded Derivatives and OTC Derivatives

Review of Futures Markets, Vol. 16, pp. 171-196, 2007

Number of pages: 26 Posted: 03 Oct 2011

Lorne Switzer and Haibo Fan

Concordia University, Quebec, John Molson School of Business, Students and Concordia University, Quebec

Downloads 141 (326,764)

Abstract:

11.

Index Participation Units and the Structure of Equity Market Demand: Evidence from New Issues and Redemptions of Spdrs

Number of pages: 55 Posted: 19 Apr 2003

Bala Arshanapalli, Lorne Switzer and Jonathan Arbesfeld

Indiana University Northwest - School of Business & Economics, Concordia University, Quebec, John Molson School of Business, Students and Concordia University, Quebec - Department of Finance

Downloads 140 (328,599)

Citation 1

Abstract:

12.

The Benefits of International Diversification: Market Development, Corporate Governance, Market Cap, and Structural Change Effects

International Review of Financial Analysis, Forthcoming

Number of pages: 43 Posted: 27 Feb 2015

Lorne Switzer and Cagdas Tahaoglu

Concordia University, Quebec, John Molson School of Business, Students and Concordia University, Quebec - Department of Finance

Downloads 138 (332,365)

Abstract:

13.

The Value of Private Information in Investment Research: Do Company On-Site Visits Affect the Trading Patterns and Performance of Professional Investors?

29th International Conference of the French Finance Association (AFFI) 2012

Number of pages: 48 Posted: 17 Sep 2012

Lorne Switzer and Mariane Keushgerian

Concordia University, Quebec, John Molson School of Business, Students and Concordia University, Quebec

Downloads 118 (373,753)

Abstract:

14.

Settlement Method of Eurodollar Futures and Expiration Day Effects: An Analysis of Intraday Price Volatility

Journal of Multinational Financial Management, Vol. 5, No. 2/3, 1995

Number of pages: 14 Posted: 15 Jan 2013

Tae H. Park and Lorne Switzer

Concordia University, Quebec - Department of Finance and Concordia University, Quebec, John Molson School of Business, Students

Downloads 93 (440,488)

Abstract:

15.

The Transaction Costs of Risk Management vs. Speculation in an Electronic Trading Environment: Evidence from the Montreal Exchange

Journal of Trading, Vol. 2, pp. 82-100, Fall 2007

Number of pages: 20 Posted: 02 Oct 2011

Lorne Switzer and Haibo Fan

Concordia University, Quebec, John Molson School of Business, Students and Concordia University, Quebec

Downloads 76 (497,504)

Abstract:

16.

Do Company Visits Add Value for Professional Investors?

Downloads 72 (512,660)

2

Do Company Visits Add Value for Professional Investors?

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 23, No. 1, 2013

Number of pages: 24 Posted: 12 Nov 2015

Lorne Switzer and Mariane Keushgerian

Concordia University, Quebec, John Molson School of Business, Students and Concordia University, Quebec

Downloads 72 (519,134)

Abstract:

Do Company Visits Add Value for Professional Investors?

Journal of Applied Finance, Spring/Summer 2013, Volume 23, No. 1

Posted: 16 Jul 2013

Lorne Switzer and Mariane Keushgerian

Concordia University, Quebec, John Molson School of Business, Students and Concordia University, Quebec

Abstract:

17.

The Costs of Bypassing Regulatory Short Sale Restrictions? New Evidence from the Short Sale Circuit Breaker Rule 201

Number of pages: 42 Posted: 01 Nov 2022 Last Revised: 08 May 2023

Nabil El Meslmani and Lorne Switzer

Saint Mary’s University and Concordia University, Quebec, John Molson School of Business, Students

Downloads 45 (639,767)

Abstract:

18.

Effects of Federal Support on Company-Financed R and D: The Case of Energy

Management Science, Vol. 30, No. 5 (May, 1984), pp. 562-571

Number of pages: 11 Posted: 09 Mar 2015

Edwin Mansfield and Lorne Switzer

Independent and Concordia University, Quebec, John Molson School of Business, Students

Downloads 37 (688,076)

Citation 1

Abstract:

19.

Corporate Governance and Firm Value During the COVID-19 Pandemic: The Case of Palestine as a Frontier Market

Number of pages: 27 Posted: 19 Dec 2022

Suhail Sultan, Yousef Hassan and Lorne Switzer

Birzeit University, Birzeit University and Concordia University, Quebec, John Molson School of Business, Students

Downloads 33 (714,649)

Abstract:

20.

The Determinants of Industrial R&D: A Funds Flow Simultaneous Equation Approach

Review of Economics and Statistics, Vol. 66, No. 1, 1984

Number of pages: 7 Posted: 11 Mar 2015

Lorne Switzer

Concordia University, Quebec, John Molson School of Business, Students

Downloads 30 (735,898)

Abstract:

21.

R&D Price Indexes and Real R&D Expenditures in the United States

Research Policy, Vol. 12, 1983

Number of pages: 8 Posted: 09 Mar 2015

Edwin Mansfield, Anthony Romeo and Lorne Switzer

Independent, Independent and Concordia University, Quebec, John Molson School of Business, Students

Downloads 25 (773,543)

Abstract:

22.

The Effects of Negative Interest Rates on Equity and Currency Markets

Number of pages: 37 Posted: 01 Dec 2022

Seungho Lee and Lorne Switzer

University of Aberdeen and Concordia University, Quebec, John Molson School of Business, Students

Downloads 19 (823,075)

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23.

Price Indices for Industrial R&D: A Project Level Approach

Lorne Switzer, "Price Indices for Industrial R&D: A Project Level Approach," R&D Management, 13. 3, 1983, pp.101-106.

Number of pages: 6 Posted: 09 Mar 2015

Lorne Switzer

Concordia University, Quebec, John Molson School of Business, Students

Downloads 13 (876,902)

Abstract:

24.

Market Efficiency and Returns from Convertible Bond Hedging and Arbitrage Strategies

Journal of Alternative Investments, Vol. 11, No. 3, 2009, https://doi.org/10.3905/JAI.2009.11.3.037

Posted: 22 May 2019

Frank J. Fabozzi, Jinlin Liu and Lorne Switzer

EDHEC Business School, Concordia University, Quebec - John Molson School of Business and Concordia University, Quebec, John Molson School of Business, Students

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25.

Volatility Measures as Predictors of Extreme Returns

Review of Financial Economics, Forthcoming

Posted: 11 Apr 2017

Lorne Switzer, Cagdas Tahaoglu and zhao yun

Concordia University, Quebec, John Molson School of Business, Students, Concordia University, Quebec - Department of Finance and Independent

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26.

Are There Benefits from Dynamic Asset Allocation Strategies Across Hedge Funds?

Journal of Portfolio Management, Vol. 37, No. 3, 2011

Posted: 06 Oct 2011

Lorne Switzer and Andrey Omelchak

Concordia University, Quebec, John Molson School of Business, Students and LionGuard Capital Management Inc.

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27.

The Effects of Macroeconomic Announcements on Equity Returns and Their Connections to Fama-French Factors

Applied Financial Economics, Vol. 20, No. 16, 2010

Posted: 07 Jun 2011

Bala Arshanapalli, William Nelson and Lorne Switzer

Indiana University Northwest - School of Business & Economics, Indiana University Northwest and Concordia University, Quebec, John Molson School of Business, Students

Abstract:

28.

Interactions between Exchange Traded Derivatives and OTC Derivatives: Evidence for the Canadian Dollar Futures vs. OTC Markets

International Journal of Business, Vol. 13, No. 1, 2008

Posted: 10 Jun 2008

Lorne Switzer and Haibo Fan

Concordia University, Quebec, John Molson School of Business, Students and Concordia University, Quebec

Abstract:

29.

Risk Management of Real Estate: The Case of Real Estate Swaps

Posted: 15 May 2000

Tae H. Park and Lorne Switzer

Concordia University, Quebec - Department of Finance and Concordia University, Quebec, John Molson School of Business, Students

Lorne Switzer

Concordia University, Quebec, John Molson School of Business, Students

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Scholarly Papers (29)

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Other Papers (1)

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