Lorne Nelson Switzer

Names

Identifer

Contact

Affiliations

• Institut de Préparation à l'Administration et à la Gestion (IPAG) (weight: 5%)
  • EDIRC entry
  • location:
• Concordia University / John Molson School of Business / Department of Finance (weight: 95%)
  • EDIRC entry
  • location:

Research profile

author of:

• An Economic Analysis of Real Estate Swaps (RePEc:cje:issued:v:29:y:1996:i:s1:p:527-33)
  by Tae H. Park & Lorne N. Switzer
• How Effective Are Canada's Direct Tax Incentives for R and D? (RePEc:cpp:issued:v:11:y:1985:i:2:p:241-246)
  by Edwin Mansfield & Lorne Switzer
• Volatility of implied volatility and mergers and acquisitions (RePEc:eee:corfin:v:75:y:2022:i:c:s0929119922000864)
  by Betton, Sandra & El Meslmani, Nabil & Switzer, Lorne N.
• Stock market liquidity and economic cycles: A non-linear approach (RePEc:eee:ecmode:v:57:y:2016:i:c:p:106-119)
  by Switzer, Lorne N. & Picard, Alan
• The behaviour of small cap vs. large cap stocks in recessions and recoveries: Empirical evidence for the United States and Canada (RePEc:eee:ecofin:v:21:y:2010:i:3:p:332-346)
  by Switzer, Lorne N.
• IPO performance and the size effect: Evidence for the US and Canada (RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000924)
  by Switzer, Lorne N. & El Meslmani, Nabil & Zhai, Xinkai
• The impact of corporate governance and state ownership on the default probabilities of Chinese firms (RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000372)
  by Switzer, Lorne N. & Wang, Jun & Jiang, Yuehao
• The benefits of international diversification: market development, corporate governance, market cap, and structural change effects (RePEc:eee:finana:v:42:y:2015:i:c:p:76-97)
  by Switzer, Lorne N. & Tahaoglu, Cagdas
• Circumventing SEC Rule 201 short sale restrictions with options (RePEc:eee:finlet:v:55:y:2023:i:pb:s154461232300363x)
  by Switzer, Lorne N.
• The impact of position limits on options trading (RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013417)
  by Switzer, Lorne N. & Tu, Qiao
• Institutional investment horizon, the information environment, and firm credit risk (RePEc:eee:finsta:v:29:y:2017:i:c:p:57-71)
  by Switzer, Lorne N. & Wang, Jun
• Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence (RePEc:eee:intfin:v:52:y:2018:i:c:p:196-210)
  by Switzer, Lorne N. & Tu, Qiao & Wang, Jun
• Risk, culture and investor behavior in small (but notorious) Eurozone countries (RePEc:eee:intfin:v:60:y:2019:i:c:p:89-110)
  by Lee, Seungho & Switzer, Lorne N. & Wang, Jun
• Self-disclosed peer effects on corporate capital structure (RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000506)
  by Ajirloo, Bahman Fathi & Switzer, Lorne N.
• The stock market's valuation of R&D spending and market concentration (RePEc:eee:jebusi:v:44:y:1992:i:2:p:95-114)
  by Doukas, John & Switzer, Lorne
• Currency-free evaluation of investment results and the R index: an addendum (RePEc:eee:jomega:v:22:y:1994:i:5:p:535-536)
  by Switzer, LN & Ladany, SP
• Corporate governance, Sarbanes-Oxley, and small-cap firm performance (RePEc:eee:quaeco:v:47:y:2007:i:5:p:651-666)
  by Switzer, Lorne N.
• R&D price indexes and real R&D expenditures in the United States (RePEc:eee:respol:v:12:y:1983:i:2:p:105-112)
  by Mansfield, Edwin & Romeo, Anthony & Switzer, Lorne
• The effects of R&D tax credits and allowances in Canada (RePEc:eee:respol:v:14:y:1985:i:2:p:97-107)
  by Mansfield, Edwin & Switzer, Lorne
• Stock market crash behavior of screen-sorted portfolios (RePEc:eee:reveco:v:4:y:1995:i:3:p:227-244)
  by Kryzanowski, Lawrence & Switzer, Lorne & Jiang, Li
• Volatility measures as predictors of extreme returns (RePEc:eee:revfin:v:35:y:2017:i:c:p:1-10)
  by Switzer, Lorne N. & Tahaoglu, Cagdas & Zhao, Yun
• Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets (RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919309808)
  by Lee, Seungho & Meslmani, Nabil El & Switzer, Lorne N.
• The dynamics of CEO equity vs. inside debt and firm performance (RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192300017x)
  by Pollock, Susan & Switzer, Lorne N. & Wang, Jun
• Shareholder interests vs board of director members' interests and company performance (RePEc:eme:rafpps:v:10:y:2011:i:3:p:228-245)
  by Lorne N. Switzer & Yu Cao
• Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment (RePEc:erh:journl:v:2:y:2010:i:1:p:11-35)
  by Lorne N. Switzer & Haibo Fan
• Corporate governance mechanisms and the performance of small-cap firms in Canada (RePEc:ids:ijbget:v:2:y:2006:i:3/4:p:294-328)
  by Lorne N. Switzer & Catherine Kelly
• Corporate governance, compliance and valuation effects of Sarbanes-Oxley on US and foreign firms (RePEc:ids:ijbget:v:4:y:2009:i:4:p:400-426)
  by Lorne N. Switzer & Hui Lin
• Effects of Federal Support on Company-Financed R and D: The Case of Energy (RePEc:inm:ormnsc:v:30:y:1984:i:5:p:562-571)
  by Edwin Mansfield & Lorne Switzer
• Special issue: Ethical finance and governance. Introduction (RePEc:kap:jmgtgv:v:19:y:2015:i:2:p:255-257)
  by Jean-Michel Sahut & Lorne Switzer
• Intraday market liquidity, corporate governance, and ownership structure in markets with weak shareholder protection: evidence from Brazil and Chile (RePEc:kap:jmgtgv:v:19:y:2015:i:2:p:395-419)
  by Diego Cueto & Lorne Switzer
• Risk Management of Real Estate: The Case of Real Estate Swaps (RePEc:kap:jrefec:v:11:y:1995:i:3:p:219-33)
  by Park, Tae H & Switzer, Lorne N
• Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets (RePEc:mfj:journl:v:19:y:2015:i:3:p:169-221)
  by Lorne Switzer & Alan Picard
• Extreme risk and small investor behavior in developed markets (RePEc:pal:assmgt:v:18:y:2017:i:6:d:10.1057_s41260-017-0047-6)
  by Lorne N. Switzer & Jun Wang & Seungho Lee
• Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes (RePEc:pal:assmgt:v:8:y:2007:i:1:d:10.1057_palgrave.jam.2250056)
  by Bala G Arshanapalli & Lorne N Switzer & Karim Panju
• An event based approach for quantifying the effects of securities fraud in the IT industry (RePEc:spr:infosf:v::y::i::d:10.1007_s10796-017-9753-3)
  by Lorne N. Switzer & Jun Wang
• An event based approach for quantifying the effects of securities fraud in the IT industry (RePEc:spr:infosf:v:19:y:2017:i:3:d:10.1007_s10796-017-9753-3)
  by Lorne N. Switzer & Jun Wang
• Unknown item RePEc:taf:apfiec:v:16:y:2006:i:5:p:377-384 (article)
• Unknown item RePEc:taf:apfiec:v:20:y:2010:i:16:p:1257-1267 (article)
• Unknown item RePEc:taf:apfiec:v:9:y:1999:i:6:p:627-637 (article)
• The Determinants of Industrial R&D: A Funds Flow Simultaneous Equation Approach (RePEc:tpr:restat:v:66:y:1984:i:1:p:163-68)
  by Switzer, Lorne
• Default Risk Estimation, Bank Credit Risk, and Corporate Governance (RePEc:wly:finmar:v:22:y:2013:i:2:p:91-112)
  by Lorne N. Switzer & Jun Wang
• Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note (RePEc:wly:jfutmk:v:15:y:1995:i:1:p:61-67)
  by Tae H. Park & Lorne N. Switzer
• Index participation units and the performance of index futures markets: Evidence from the Toronto 35 index participation units market (RePEc:wly:jfutmk:v:15:y:1995:i:2:p:187-200)
  by Tae H. Park & Lorne N. Switzer
• Mean reversion of interest‐rate term premiums and profits from trading strategies with treasury futures spreads (RePEc:wly:jfutmk:v:16:y:1996:i:3:p:331-352)
  by Tae H. Park & Lorne N. Switzer
• Standard and Poor’s depository receipts and the performance of the S&P 500 index futures market (RePEc:wly:jfutmk:v:20:y:2000:i:8:p:705-716)
  by Lorne N. Switzer & Paula L. Varson & Samia Zghidi
• Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets (RePEc:wly:jfutmk:v:27:y:2007:i:1:p:61-84)
  by Lorne N. Switzer & Mario El‐Khoury
• Volatility measures as predictors of extreme returns (RePEc:wly:revfec:v:35:y:2017:i:1:p:1-10)
  by Lorne N. Switzer & Cagdas Tahaoglu & Yun Zhao