Lorne Switzer

Concordia University, Quebec

SCHOLARLY PAPERS

32

DOWNLOADS
Rank 14,125

SSRN RANKINGS

Top 14,125

in Total Papers Downloads

6,792

SSRN CITATIONS
Rank 22,030

SSRN RANKINGS

Top 22,030

in Total Papers Citations

22

CROSSREF CITATIONS

38

Scholarly Papers (32)

Actions:
Email selected abstracts
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
Downloads 1,718 (20,288)
Citation 1

Abstract:

Loading...

Small-cap equities, business cycles, style based investing, market segmentation

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, Johns Hopkins University - Carey Business School and Concordia University
Downloads 1,319 (30,178)
Citation 16

Abstract:

Loading...

3.

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

Downloads 657 (79,108)

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 and Concordia University, Quebec - Department of Finance
Downloads 344 (169,550)

Abstract:

Loading...

idiosyncratic volatility; expected returns; developed vs. emerging markets; asset pricing; multifactor models

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 and Concordia University, Quebec - Department of Finance
Downloads 313 (186,994)

Abstract:

Loading...

idiosyncratic volatility,expected returns;,developed vs. emerging markets, asset pricing, multifactor models

4.

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

Downloads 386 (149,996)
Citation 1

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
Downloads 242 (243,864)

Abstract:

Loading...

convertible bond issuance effects, liquidity, firm risk, Vega

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
Downloads 144 (388,080)
Citation 1

Abstract:

Loading...

convertible bonds, liquidity, firm risk, Vega

5.

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 and Concordia University, Quebec - Department of Finance
Downloads 353 (165,111)
Citation 1

Abstract:

Loading...

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, Concordia University, Quebec and Concordia University, Quebec
Downloads 282 (209,460)
Citation 13

Abstract:

Loading...

Institutional Investors; Credit Spreads; Information Asymmetry; Corporate Governance : Institutional Investors; Credit Spreads; Information Asymmetry; Corporate Governance : Institutional Investors; Credit Spreads; Information Asymmetry; Corporate Governance: Institutional Investors; Credit Spreads;

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 and Cornell University
Downloads 253 (233,496)

Abstract:

Loading...

board quality, agency costs, operating performance

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 and Concordia University, Quebec - Department of Finance
Downloads 245 (240,982)

Abstract:

Loading...

9.

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 and Concordia University, Quebec
Downloads 194 (300,130)

Abstract:

Loading...

OTC versus futures currency derivatives, GARCH, causality, substitutes

10.

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
Downloads 167 (342,849)
Citation 7

Abstract:

Loading...

11.

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 and Concordia University, Quebec - Department of Finance
Downloads 157 (361,244)

Abstract:

Loading...

international diversification, emerging markets, corporate governance, size effects, portfolio performance

12.

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 and Concordia University, Quebec - Department of Finance
Downloads 155 (365,127)
Citation 1

Abstract:

Loading...

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 and Concordia University, Quebec
Downloads 131 (417,473)

Abstract:

Loading...

Private information, Company on-site visits, Portfolio performance

14.

Do Company Visits Add Value for Professional Investors?

Downloads 120 (446,358)

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 and Concordia University, Quebec
Downloads 120 (448,292)

Abstract:

Loading...

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 and Concordia University, Quebec

Abstract:

Loading...

on-site visits, portfolio turnover, non-public information

15.

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
Downloads 104 (495,857)

Abstract:

Loading...

eurodollar futures, market microstructure, manipulation

16.

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 and Concordia University, Quebec
Downloads 90 (545,543)

Abstract:

Loading...

transactions costs, electronic trading, futures markets

17.

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
Downloads 86 (561,028)

Abstract:

Loading...

Corporate Governance, Firm value, frontier market, Palestine Stock Exchange, COVID-19.

18.

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
Downloads 64 (660,327)

Abstract:

Loading...

Negative interest rates; exchange rates; equity returns; monetary policy

19.

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: 10 Jun 2023
Nabil El Meslmani and Lorne Switzer
Saint Mary’s University and Concordia University, Quebec
Downloads 64 (660,327)

Abstract:

Loading...

short selling circuit breaker, Options Trading, trading costs

20.

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
Downloads 48 (752,276)
Citation 1

Abstract:

Loading...

Energy R&D, federal government support

21.

The Impact of Position Limits on the Relationship between Option Trading and Stock Performance: Evidence from the Spy Pilot Program

Number of pages: 17 Posted: 02 Oct 2023
Lorne Switzer and Qiao Tu
Concordia University, Quebec and Deloitte LLP
Downloads 45 (786,349)

Abstract:

Loading...

option trading, position limits, informational efficiency, Volatility

22.

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
Downloads 42 (793,482)

Abstract:

Loading...

R&D determinants; funds flows; simultaneous equations

23.

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
Downloads 34 (855,412)

Abstract:

Loading...

24.

The Impact of Corporate Governance and State Ownership on the Default Probabilities of Chinese Firms

Number of pages: 42 Posted: 08 Jun 2023
Lorne Switzer and Yuehao Jiang
Concordia University, Quebec and Concordia University, Quebec
Downloads 31 (880,907)

Abstract:

Loading...

credit risk, default probability, corporate governance, state ownership, global pandemic

25.

Inflation, Small-Cap Premia, and the Effectiveness of Small-Cap Stocks as a Hedge Against Inflation for G7 Countries☆

Number of pages: 49 Posted: 25 May 2024
Alison Cabana-Wong and Lorne Switzer
affiliation not provided to SSRN and Concordia University, Quebec
Downloads 26 (936,178)

Abstract:

Loading...

inflation, Stock returns, small cap premia, business cycle

26.

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
Downloads 21 (976,696)

Abstract:

Loading...

27.

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
Johns Hopkins University - Carey Business School, Concordia University, Quebec - John Molson School of Business and Concordia University, Quebec

Abstract:

Loading...

convertible arbitrage, market efficiency, law of one price

28.

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, Concordia University, Quebec - Department of Finance and Independent

Abstract:

Loading...

Extreme returns, Implied volatility, Conditional volatility, Idiosyncratic volatility, Expected shortfall.

29.

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 and LionGuard Capital Management Inc.

Abstract:

Loading...

dynamic asset allocation, hedge funds, time varying volatility

30.

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

Abstract:

Loading...

Marcoeconomic announcements, Fama-French Factors

31.

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 and Concordia University, Quebec

Abstract:

Loading...

OTC and exchange traded derivatives, Foreign exchange, Volume and volatility causality, Substitutability vs. complementarity

32.

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

Abstract:

Loading...

Other Papers (1)

Total Downloads: 52
Actions:
Email selected abstracts
1.

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

Number of pages: 2 Posted: 06 Oct 2011 Last Revised: 09 Oct 2011
Lorne Switzer
Concordia University, Quebec
Downloads 52

Abstract:

Loading...

small-cap equities, business cycles, style based investing