Lawrence Kryzanowski

Concordia University, Quebec - John Molson School of Business

Senior Concordia University Research Chair in Finance

1455 de Maisonneuve Blvd. W.

Montreal, Quebec H3G 1M8

Canada

  • Concordia University, Quebec - John Molson School of Business

SCHOLARLY PAPERS

37

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5,176

SSRN CITATIONS
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SSRN RANKINGS

Top 14,636

in Total Papers Citations

71

CROSSREF CITATIONS

20

Scholarly Papers (37)

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1.

Policy Uncertainty and Corporate Credit Spreads

Journal of Financial Economics (JFE), Vol. 138, No. 3, 2020
Number of pages: 87 Posted: 11 Mar 2017 Last Revised: 15 Jun 2021
Mahsa Kaviani, Lawrence Kryzanowski, Hosein Maleki and Pavel G. Savor
University of Delaware, Concordia University, Quebec - John Molson School of Business, Florida State University - College of Business and DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN
Downloads 864 (47,077)
Citation 57

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credit spreads, policy uncertainty, regulation

2.

Do Country-level Creditor Protections Affect Firm-level Debt Structure?

Fox School of Business Research Paper No. 18-012
Number of pages: 75 Posted: 26 Jan 2017 Last Revised: 25 Oct 2018
Kose John, Mahsa Kaviani, Lawrence Kryzanowski and Hosein Maleki
New York University (NYU) - Department of Finance, University of Delaware, Concordia University, Quebec - John Molson School of Business and Florida State University - College of Business
Downloads 611 (74,359)
Citation 1

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reditor rights, debt structure, capital structure, inefficient liquidation

3.

Limit vs. Market Order Trading on the Saudi Stock Market

Number of pages: 32 Posted: 28 May 2001
Mohammad Al-Suhaibani and Lawrence Kryzanowski
Association for Social Economics and Concordia University, Quebec - John Molson School of Business
Downloads 526 (89,601)

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Market Microstructure, Order-driven Market, Order Placement, Order Performance.

4.

Timing the Stock Market: Does it Really Make No Sense?

Number of pages: 47 Posted: 29 Jul 2013 Last Revised: 11 Aug 2015
Hubert Dichtl, Wolfgang Drobetz and Lawrence Kryzanowski
dichtl research & consulting GmbH, University of Hamburg and Concordia University, Quebec - John Molson School of Business
Downloads 349 (144,460)
Citation 3

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Market timing, expected utility theory, regret theory, anticipated utility theory, cumulative prospect theory, bootstrap simulation

5.

Should Minimum Portfolio Sizes Be Prescribed for Achieving Sufficiently Well-Diversified Equity Portfolios?

Frontiers in Finance and Economics, Vol. 7, No. 2, 1-37, October 2010
Number of pages: 37 Posted: 17 Dec 2010
Lawrence Kryzanowski and Shishir Singh
Concordia University, Quebec - John Molson School of Business and affiliation not provided to SSRN
Downloads 301 (169,094)

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diversification benefits, portfolio size, dispersion, Sharpe and Sortino ratios

6.

Capacity Effects and Winner Fund Performance: The Relevance and Interactions of Fund and Family Characteristics

Downloads 218 (232,956)
Citation 2

Capacity Effects and Winner Fund Performance: The Relevance and Interactions of Fund and Family Characteristics

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 40 Posted: 16 Sep 2011 Last Revised: 08 Dec 2011
Wolfgang Bessler, Lawrence Kryzanowski, Philipp Kurmann and Peter Lueckoff
University of Hamburg, Concordia University, Quebec - John Molson School of Business, University of Giessen - Center for Finance and Banking and Justus-Liebig-University Giessen
Downloads 131 (360,741)
Citation 2

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mutual funds, capacity effects

Capacity Effects and Winner Fund Performance: The Relevance and Interactions of Fund and Family Characteristics

Number of pages: 45 Posted: 11 Jun 2012
Wolfgang Bessler, Lawrence Kryzanowski, Philipp Kurmann and Peter Lückoff
University of Hamburg, Concordia University, Quebec - John Molson School of Business, University of Giessen - Center for Finance and Banking and Justus-Liebig-University Giessen
Downloads 87 (482,676)

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mutual fund performance, fund and family characteristics, capacity effects

7.

Financial Oligopolies: Theory and Empirical Evidence in the Credit Default Swap Markets

Downloads 210 (241,060)
Citation 3

Financial Oligopolies: Theory and Empirical Evidence in the Credit Default Swap Markets

Number of pages: 69 Posted: 17 May 2013 Last Revised: 11 Nov 2017
Lawrence Kryzanowski, Stylianos Perrakis and Rui Zhong
Concordia University, Quebec - John Molson School of Business, Concordia University, Quebec - John Molson School of Business and The University of Western Australia - UWA Business School
Downloads 148 (327,438)

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Oligopolies, Market Structure, Barriers to Entry, (Loan) Credit Default Swaps, Limits to Arbitrage

Financial Oligopolies: Theory and Empirical Evidence in the Credit Default Swap Markets

Number of pages: 69 Posted: 10 Nov 2017
Lawrence Kryzanowski, Stylianos Perrakis and Rui Zhong
Concordia University, Quebec - John Molson School of Business, Concordia University, Quebec - John Molson School of Business and The University of Western Australia - UWA Business School
Downloads 62 (587,113)
Citation 3

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Oligopolies, Market Structure, Barriers to Entry, (Loan) Credit Default Swaps, Limits to Arbitrage

8.

Does Social Performance Affect the Risk of Financial Firms?

Number of pages: 66 Posted: 26 Dec 2011
Kais Bouslah, Lawrence Kryzanowski and Bouchra Mzali
University of St Andrews, Concordia University, Quebec - John Molson School of Business and University of Quebec at Montreal
Downloads 182 (274,319)

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Financial firms, Volatility, Value at Risk, Social performance, Strengths, Concerns

9.

Is There an International Trade-Venue Clientele Effect for Canadian Shares Cross-Listed in the United States?

Number of pages: 47 Posted: 19 Jun 2002
Lawrence Kryzanowski and Arturo Rubalcava
Concordia University, Quebec - John Molson School of Business and University of Regina
Downloads 175 (283,923)

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10.

Board Diversity and Cost of Equity (CoE)

Number of pages: 67 Posted: 09 Jul 2020
Ashrafee T Hossain and Lawrence Kryzanowski
Memorial University of Newfoundland (MNU) - Faculty of Business Administration and Concordia University, Quebec - John Molson School of Business
Downloads 146 (330,522)

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Diversity, Board of Directors, Governance, Cost of Equity (CoE)

11.

Does the Mad Money Show Cause Investors to Go Madly Attentive?

Downloads 144 (334,181)

Does the Mad Money Show Cause Investors to Go Madly Attentive?

Number of pages: 82 Posted: 09 Sep 2022 Last Revised: 13 Mar 2023
Lawrence Kryzanowski and Ali Rouhghalandari
Concordia University, Quebec - John Molson School of Business and Concordia University
Downloads 110 (411,324)

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Institutional/retail investor active attention, Media influencers, Behavioral finance, Trade/holdings/return effects.

Does the Mad Money Show Cause Investors to Go Madly Attentive?

Number of pages: 49 Posted: 14 Oct 2022
Lawrence Kryzanowski and Ali Rouhghalandari
Concordia University, Quebec - John Molson School of Business and Concordia University
Downloads 34 (760,550)

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Retail and institutional investor attention, Media influencers, Behavioral finance, Trade and return effect

12.

Conflicts of Interest and Agent Heterogeneity in Buyer Brokerage

Number of pages: 88 Posted: 18 Mar 2021 Last Revised: 07 Sep 2022
Lawrence Kryzanowski, Yanting Wu and Tingyu Zhou
Concordia University, Quebec - John Molson School of Business, Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science and Florida State University
Downloads 141 (339,775)

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Real estate, Housing, Conflict of interests, Buyer brokerage, Non-binding principal-agent relationships

13.

Share Pledging and Corporate Misconduct

Number of pages: 53 Posted: 07 Feb 2022 Last Revised: 12 Apr 2023
Lawrence Kryzanowski, Mingyang Li, Sheng Xu and Jie Zhang
Concordia University, Quebec - John Molson School of Business, Huazhong University of Science and Technology - School of Economics, Zhongnan University of Economics and Law - School of Finance and Trent University - Trent School of Business
Downloads 137 (347,569)
Citation 1

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Corporate misconduct, Share pledging, Controlling shareholders, Margin call pressure, Pledge-financing deregulation

14.

Episodic Stability in Capital Structure: The Role of Credit Market Segmentation

Fox School of Business Research Paper No. 18-039
Number of pages: 60 Posted: 02 Aug 2018 Last Revised: 28 May 2021
Jess Cornaggia, Mahsa Kaviani, Lawrence Kryzanowski and Hosein Maleki
Pennsylvania State University - Department of Finance, University of Delaware, Concordia University, Quebec - John Molson School of Business and Florida State University - College of Business
Downloads 123 (377,078)

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capital structure stability, access to credit, credit market segmentation, credit ratings

15.

Currency Hedging of International Bond Portfolios: Effects of Unconventional Monetary Policy Regimes

Number of pages: 60 Posted: 23 Feb 2018 Last Revised: 04 Jun 2018
Lawrence Kryzanowski, Jie Zhang and Rui Zhong
Concordia University, Quebec - John Molson School of Business, Trent University - Trent School of Business and The University of Western Australia - UWA Business School
Downloads 122 (379,377)
Citation 1

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Currency Hedging, International Bond Portfolios, Quantitative Easing, Federal Reserve’s security-type holdings

16.

Investor-initiated Interactive Platforms and Corporate Misconduct

Number of pages: 54 Posted: 11 Dec 2022 Last Revised: 02 May 2023
Lawrence Kryzanowski, Mingyang Li, Sheng Xu and Jie Zhang
Concordia University, Quebec - John Molson School of Business, Huazhong University of Science and Technology - School of Economics, Zhongnan University of Economics and Law - School of Finance and Trent University - Trent School of Business
Downloads 121 (381,698)

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Corporate misconduct; Investor-initiated interactive platforms; Quasi-social media; Sentiment; Value effects

17.

Price Discovery in Equity and CDS Markets

Journal of Financial Markets, Forthcoming
Number of pages: 61 Posted: 22 Sep 2016 Last Revised: 06 Jun 2017
Lawrence Kryzanowski, Stylianos Perrakis and Rui Zhong
Concordia University, Quebec - John Molson School of Business, Concordia University, Quebec - John Molson School of Business and The University of Western Australia - UWA Business School
Downloads 118 (388,744)
Citation 1

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Price discovery; Information shares; Information shock

18.

Trading Activity, Quoted Liquidity, and Stock Volatility

Multinational Finance Journal, Vol. 1, No. 3, p. 199-227, 1997
Number of pages: 29 Posted: 18 Jul 2015
Li Jiang and Lawrence Kryzanowski
Hong Kong Polytechnic University and Concordia University, Quebec - John Molson School of Business
Downloads 107 (417,174)
Citation 1

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volatility; volatility determinants; and market microstructure

19.

The Relationship between Overallotment Options, Underwriting Fees and Price Stabilization for Canadian IPOs

Multinational Finance Journal, Vol. 4, No. 1/2, p. 5-34, 2000
Number of pages: 30 Posted: 08 Jul 2015
Richard Chung, Lawrence Kryzanowski and Ian Rakita
Caritas Institute of Higher Education, Concordia University, Quebec - John Molson School of Business and Concordia University, Quebec
Downloads 91 (465,194)

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initial public offerings; overallotment options; price stabilization; underwriting fees

20.

Governance and Short Sales

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 36 Posted: 23 Sep 2012 Last Revised: 20 Jul 2014
Daniel Dupuis and Lawrence Kryzanowski
American University of Sharjah - School of Business and Management and Concordia University, Quebec - John Molson School of Business
Downloads 88 (474,999)
Citation 1

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short sales, corporate governance

21.

Dual-price Integration Risks and Closed-end Fund Premiums

Number of pages: 56 Posted: 01 Sep 2012 Last Revised: 17 Oct 2016
Anas Aboulamer and Lawrence Kryzanowski
Duff and Phelps and Concordia University, Quebec - John Molson School of Business
Downloads 68 (551,065)

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Closed-end funds, Idiosyncratic volatility, Arbitrage risk and cost, Limits to arbitrage, Integration test

22.

Redefining Short Sales Constraints

Number of pages: 48 Posted: 20 Jul 2014
Daniel Dupuis and Lawrence Kryzanowski
American University of Sharjah - School of Business and Management and Concordia University, Quebec - John Molson School of Business
Downloads 55 (612,028)

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short sales, asset pricing, constraints

23.

The Behavior of Prices, Trades and Spreads for Canadian IPO's

Multinational Finance Journal, Vol. 9, No. 3/4, p. 215-236, 2005
Number of pages: 22 Posted: 01 Jul 2015
Lawrence Kryzanowski, Skander Lazrak and Ian Rakita
Concordia University, Quebec - John Molson School of Business, Brock University and Concordia University, Quebec
Downloads 54 (617,289)

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initial public offerings; microstructure; spreads; decimalization

24.

Complaints Against Agents and Agent's Incentives: Evidence from Housing Transactions

Number of pages: 71 Posted: 24 Jul 2022 Last Revised: 03 Jan 2023
Lawrence Kryzanowski and Yanting Wu
Concordia University, Quebec - John Molson School of Business and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science
Downloads 44 (673,590)

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Complaints against agents, Agent’s reputational concerns, House sale likelihood and price, Listing time on markets, Gender and racial biases

25.

Bank Resilience During the COVID-19 Crisis: Evidence from China

Number of pages: 18 Posted: 03 Sep 2022
Lawrence Kryzanowski, Jinjing Liu and Jie Zhang
Concordia University, Quebec - John Molson School of Business, Moravian University and Trent University - Trent School of Business
Downloads 41 (692,350)

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Non-performing loans, Covid-19, Capital ratios, Bank ownership

26.

Signaling Effects of Recurrent List-price Reductions on the Likelihood of House Sales

Number of pages: 46 Posted: 14 Jul 2021
Lawrence Kryzanowski and Yanting Wu
Concordia University, Quebec - John Molson School of Business and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science
Downloads 36 (725,964)

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Recurrent list-price reductions, House sale likelihood, Signaling, Joint frailty model, Time-varying coefficients

27.

Enhancing Corporate Governance Quality Through Mergers and Acquisitions

Number of pages: 43 Posted: 28 Apr 2023
Tanveer Hussain, Lawrence Kryzanowski, Gilberto R. Loureiro and Muhammad Sufyan
affiliation not provided to SSRN, Concordia University, Quebec - John Molson School of Business, University of Minho - School of Economics and Management and affiliation not provided to SSRN
Downloads 35 (732,976)

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Firm corporate governance, Mergers and acquisitions, reverse portability, operating performance

28.

Are the Market Effects Associated with Revisions to the TSE300 Index Robust?

Multinational Finance Journal, Vol. 2, No. 1, p. 1-36, 1998
Number of pages: 37 Posted: 17 Jul 2015
Richard Chung and Lawrence Kryzanowski
Caritas Institute of Higher Education and Concordia University, Quebec - John Molson School of Business
Downloads 32 (754,795)

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index revision, abnormal returns, liquidity, event study

29.

Impact of Carbon Prices on Household Behaviors in Housing Transactions

Number of pages: 36 Posted: 10 Mar 2023
Lawrence Kryzanowski, Tingting Wu and Yanting Wu
Concordia University, Quebec - John Molson School of Business, University of Waterloo and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science
Downloads 27 (793,620)

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Greenhouse gas mitigation, Buyer-seller behavior, Housing transactions, Carbon-price implementation

30.

Capital Ratios and Liquidity Creation: Evidence for Canadian Banks

Number of pages: 50 Posted: 11 Sep 2023
Lawrence Kryzanowski and Jie Zhang
Concordia University, Quebec - John Molson School of Business and Trent University - Trent School of Business
Downloads 9 (959,469)

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Liquidity Creation, Tier 1 Capital Ratio, System-wide vulnerabilities, Big Six, COVID-19 & DSB, Deposits

31.

Political Connections, Corruption, and Investment Decisions of Chinese Mutual Funds

Number of pages: 97
Chao He and Lawrence Kryzanowski
Concordia University, Quebec - John Molson School of Business and Concordia University, Quebec - John Molson School of Business
Downloads 1

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Politically connected funds and holdings, Fund management company ownership, Work experience in political entities, Anti-corruption campaign, Market fairness

32.

International Trade-Venue Clienteles and Order-Flow Competitiveness

Posted: 16 May 2004
Lawrence Kryzanowski and Arturo Rubalcava
Concordia University, Quebec - John Molson School of Business and University of Regina

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Clienteles, order-flow competitiveness, bid-ask spreads, share float, decimalization, international financial markets

33.

Market Quote and Spread Component Cost Behavior Around Trading Halts for Stocks Interlisted on the Montreal and Toronto Stock Exchanges

Posted: 13 Sep 2001
Howard B. Nemiroff and Lawrence Kryzanowski
Carleton University - Sprott School of Business and Concordia University, Quebec - John Molson School of Business

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34.

The Information Content of Orders on the Saudi Stock Market

Posted: 16 Sep 1999
Mohammad Al-Suhaibani and Lawrence Kryzanowski
Association for Social Economics and Concordia University, Quebec - John Molson School of Business

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35.

Perspectives on Canadian Bank Insolvency During the 1930s

Posted: 04 Sep 1998
Lawrence Kryzanowski and Gordon S. Roberts
Concordia University, Quebec - John Molson School of Business and York University - Schulich School of Business

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36.

Price Discovery Around Trading Halts Using Trade-by-Trade Data

Posted: 16 Jun 1998
Lawrence Kryzanowski and Howard B. Nemiroff
Concordia University, Quebec - John Molson School of Business and Carleton University - Sprott School of Business

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37.

Performance Attribution Using an Apt with Prespecified Macrofactors and Time-Varying Risk Premia and Betas

J. OF FINANCIAL AND QUANTITATIVE ANALYSIS, June 1997
Posted: 18 Jun 1997
Lawrence Kryzanowski, Simon Lalancette and Minh Chau To
Concordia University, Quebec - John Molson School of Business, University of Quebec at Montreal and Ecole des Hautes Etudes Commerciales de Montreal

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