Chris Veld

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Affiliations

• Monash University / Monash Business School / Department of Banking and Finance
  • EDIRC entry
  • location:

Research profile

author of:

• An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options (RePEc:bla:eufman:v:14:y:2008:i:2:p:288-314)
  by Jenke ter Horst & Chris Veld
• An empirical investigation of the factors that determine the pricing of Dutch index warrants (RePEc:bla:eufman:v:2:y:1996:i:1:p:97-112)
  by Frans De Roon & Chris Veld
• An Empirical Analysis of the Stockholder‐Bondholder Conflict in Corporate Spin‐Offs (RePEc:bla:finmgt:v:37:y:2008:i:1:p:103-124)
  by Chris Veld & Yulia V. Veld‐Merkoulova
• An Empirical Comparison of Convertible Bond Valuation Models (RePEc:bla:finmgt:v:39:y:2010:i:2:p:675-706)
  by Yuriy Zabolotnyuk & Robert Jones & Chris Veld
• What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both? (RePEc:bla:finmgt:v:41:y:2012:i:3:p:637-663)
  by Ming Dong & Igor Loncarski & Jenke ter Horst & Chris Veld
• Wealth Effects of Seasoned Equity Offerings: A Meta‐Analysis (RePEc:bla:irvfin:v:20:y:2020:i:1:p:77-131)
  by Chris Veld & Patrick Verwijmeren & Yuriy Zabolotnyuk
• Credit Cards: Transactional Convenience or Debt‐Trap? (RePEc:bla:irvfin:v:20:y:2020:i:2:p:295-322)
  by Stephen Brown & Chris Veld & Yulia Veld‐Merkoulova
• Political uncertainty and investments by private and state‐owned enterprises (RePEc:bla:irvfin:v:23:y:2023:i:3:p:584-614)
  by Neeru Chaudhry & Chris Veld
• What Drives Executive Stock Option Backdating? (RePEc:bla:jbfnac:v:41:y:2014:i:7-8:p:1042-1070)
  by Chris Veld & Betty H.T. Wu
• How does the Funding Status of Defined Benefit Pension Plans Affect Investment Decisions of Firms in the United States? (RePEc:bla:jbfnac:v:44:y:2017:i:1-2:p:196-235)
  by Neeru Chaudhry & Hue Hwa Au Yong & Chris Veld
• Hedging Pressure Effects in Futures Markets (RePEc:bla:jfinan:v:55:y:2000:i:3:p:1437-1456)
  by Frans A. De Roon & Theo E. Nijman & Chris Veld
• Pricing Term Structure Risk in Futures Markets (RePEc:cup:jfinqa:v:33:y:1998:i:01:p:139-157_02)
  by de Roon, Frans A. & Nijman, Theo E. & Veld, Chris
• Do Happy People Make Optimistic Investors? (RePEc:cup:jfinqa:v:50:y:2015:i:1-2:p:145-168_00)
  by Kaplanski, Guy & Levy, Haim & Veld, Chris & Veld-Merkoulova, Yulia
• Why individual investors want dividends (RePEc:eee:corfin:v:12:y:2005:i:1:p:121-158)
  by Dong, Ming & Robinson, Chris & Veld, Chris
• Convertible bond financing (RePEc:eee:corfin:v:24:y:2014:i:c:p:1-2)
  by Lewis, Craig M. & Veld, Chris
• Why are conversion-forcing call announcements associated with negative wealth effects? (RePEc:eee:corfin:v:24:y:2014:i:c:p:149-157)
  by Grundy, Bruce D. & Veld, Chris & Verwijmeren, Patrick & Zabolotnyuk, Yuriy
• What we do and do not know about convertible bond financing (RePEc:eee:corfin:v:24:y:2014:i:c:p:3-20)
  by Dutordoir, Marie & Lewis, Craig & Seward, James & Veld, Chris
• What is the role of institutional investors in corporate capital structure decisions? A survey analysis (RePEc:eee:corfin:v:58:y:2019:i:c:p:270-286)
  by Brown, Stephen & Dutordoir, Marie & Veld, Chris & Veld-Merkoulova, Yulia
• Testing option pricing models for several contingent claims using a generalized methodology (RePEc:eee:ecolet:v:41:y:1993:i:3:p:293-299)
  by Veld, Chris & Verboven, Adri
• The dividend and share repurchase policies of Canadian firms: empirical evidence based on an alternative research design (RePEc:eee:finana:v:12:y:2003:i:4:p:349-377)
  by de Jong, Abe & van Dijk, Ronald & Veld, Chris
• Stock market expectations and risk aversion of individual investors (RePEc:eee:finana:v:40:y:2015:i:c:p:122-131)
  by Lee, Boram & Rosenthal, Leonard & Veld, Chris & Veld-Merkoulova, Yulia
• Why do individuals not participate in the stock market? (RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002484)
  by Merkoulova, Yulia & Veld, Chris
• How do investors perceive convertible bond issuing decisions? (RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001161)
  by Dutordoir, Marie & Merkoulova, Yulia & Veld, Chris
• Legal risk and information spillover through private lender reports (RePEc:eee:finmar:v:60:y:2022:i:c:s1386418122000027)
  by de Jong, Abe & Kooijmans, Tim & Veld, Chris
• Tax avoidance in response to a decline in the funding status of defined benefit pension plans (RePEc:eee:intfin:v:48:y:2017:i:c:p:99-116)
  by Chaudhry, Neeru & Au Yong, Hue Hwa & Veld, Chris
• How can we improve inferences from surveys? A new look at the convertible debt questions from the Graham and Harvey survey data (RePEc:eee:intfin:v:61:y:2019:i:c:p:213-222)
  by Dong, Ming & Dutordoir, Marie & Veld, Chris
• Effects of financial constraints and product market competition on share repurchases (RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001098)
  by Gyimah, Daniel & Siganos, Antonios & Veld, Chris
• Does it pay to invest? The personal equity risk premium and stock market participation (RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621001795)
  by Merkoulova, Yulia & Veld, Chris
• Award-winning CEOs and corporate innovation (RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002704)
  by Pham, Mia Hang & Merkoulova, Yulia & Veld, Chris
• An empirical analysis of incremental capital structure decisions under managerial entrenchment (RePEc:eee:jbfina:v:25:y:2001:i:10:p:1857-1895)
  by de Jong, Abe & Veld, Chris
• Do spin-offs really create value? The European case (RePEc:eee:jbfina:v:28:y:2004:i:5:p:1111-1135)
  by Veld, Chris & Veld-Merkoulova, Yulia V.
• Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation (RePEc:eee:jbfina:v:36:y:2012:i:11:p:2884-2899)
  by Duca, Eric & Dutordoir, Marie & Veld, Chris & Verwijmeren, Patrick
• Past returns and the perceived Sharpe ratio (RePEc:eee:jeborg:v:123:y:2016:i:c:p:149-167)
  by Kaplanski, Guy & Levy, Haim & Veld, Chris & Veld-Merkoulova, Yulia
• Stock return ignorance (RePEc:eee:jfinec:v:144:y:2022:i:3:p:864-884)
  by Merkoulova, Yulia & Veld, Chris
• The effects of bank regulation stringency on seasoned equity offering announcements (RePEc:eee:jimfin:v:91:y:2019:i:c:p:71-85)
  by Li, Hui & Liu, Hong & Veld, Chris
• The risk perceptions of individual investors (RePEc:eee:joepsy:v:29:y:2008:i:2:p:226-252)
  by Veld, Chris & Veld-Merkoulova, Yulia V.
• The Dividend and Share Repurchase Policies of Canadian Firms (RePEc:ems:eureri:149)
  by de Jong, A. & van Dijk, R. & Veld, C.H.
• European Put-Call Parity and the Early Exercise Premium for American Currency Options (RePEc:mfj:journl:v:13:y:2009:i:1-2:p:39-54)
  by Geoffrey Poitras & Chris Veld & Yuriy Zabolotnyuk
• Value-creation through spin-offs: Australian evidence (RePEc:sae:ausman:v:43:y:2018:i:3:p:353-372)
  by Daniel Chai & Ziyang Lin & Chris Veld
• Credit risk assessment and executives’ legal expertise (RePEc:spr:reaccs:v:28:y:2023:i:4:d:10.1007_s11142-022-09699-9)
  by Mia Hang Pham & Yulia Merkoulova & Chris Veld
• Analysis of a practical formula for the valuation of employee stock options (RePEc:taf:apeclt:v:10:y:2003:i:4:p:205-208)
  by C. Veld
• The optimal call policy for convertible bonds: Is there a market memory effect? (RePEc:taf:apeclt:v:19:y:2012:i:7:p:661-664)
  by Chris Veld & Yuriy Zabolotnyuk
• Wealth effects of convertible-bond and warrant-bond offerings: a meta-analysis (RePEc:taf:eurjfi:v:20:y:2014:i:4:p:380-398)
  by Norhuda Abdul Rahim & Alan Goodacre & Chris Veld
• A study on the efficiency of the market for Dutch long-term call options (RePEc:taf:eurjfi:v:4:y:1998:i:2:p:93-111)
  by F. De Roon & C. Veld & J. Wei
• Warrant pricing: a review of empirical research (RePEc:taf:eurjfi:v:9:y:2003:i:1:p:61-91)
  by Chris Veld
• Behavioral Preferences for Individual Securities : The Case for Call Warrants and Call Options (RePEc:tiu:tiucen:06981751-3bba-4b81-ac6d-7dc163a71407)
  by Ter Horst, J.R. & Veld, C.H.
• An empirical investigation of the factors that determine the pricing of Dutch index warrants (RePEc:tiu:tiucen:0f073a3a-28ea-495e-a119-bc30939d0230)
  by de Roon, F.A. & Veld, C.H.
• Announcement effects of convertible bond loans versus warrant-bond loans : An empirical analysis for the Dutch market (RePEc:tiu:tiucen:18640aac-0a97-4ab2-90a3-f234941bd6b8)
  by de Roon, F.A. & Veld, C.H.
• The Convertible Arbitrage Strategy Analyzed (RePEc:tiu:tiucen:1ed5c7ae-011b-4948-b459-e759b5c2d8dd)
  by Loncarski, I. & Ter Horst, J.R. & Veld, C.H.
• Analyzing specification errors in models for futures risk premia with hedging pressure (RePEc:tiu:tiucen:2c531bb0-c2ca-457b-aa10-d2f353053afb)
  by de Roon, F.A. & Nijman, T.E. & Veld, C.H.
• Do Spin-offs really Create Value? The European Case (RePEc:tiu:tiucen:2ffa9db2-da2e-42a3-8978-9134b91a9749)
  by Veld, C.H. & Merkoulova, Y.V.
• The Dividend and Share Repurchase Policies of Canadian Firms : Empirical Evidence based on New Research Design (RePEc:tiu:tiucen:46dc60fc-de95-4aaa-9e3c-fa42731977dd)
  by de Jong, A. & van Dijk, R. & Veld, C.H.
• Warrant pricing : A review of empirical research (RePEc:tiu:tiucen:4778fd27-f1e8-429c-9d5e-34913e5daf97)
  by Veld, C.H.
• Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market (RePEc:tiu:tiucen:6036423f-db13-4e07-b9d1-7a882bcb3c0c)
  by Loncarski, I. & Ter Horst, J.R. & Veld, C.H.
• A Study on the Efficiency of the Market for Dutch Long Term Call Options (RePEc:tiu:tiucen:6d44d9a4-a512-4921-958a-3cbe2a56d8c9)
  by de Roon, F.A. & Veld, C.H. & Wei, J.
• Why Individual Investors want Dividends (RePEc:tiu:tiucen:bc3ca858-a344-4489-8627-a158611d89b9)
  by Dong, M. & Robinson, C. & Veld, C.H.
• Pricing Term Structure Risk in Futures Markets (RePEc:tiu:tiucen:d25a4674-f58e-49cd-b80a-f837f7c358d4)
  by Nijman, T.E. & de Roon, F.A. & Veld, C.H.
• An empirical analysis of the hedging effectiveness of currency futures (RePEc:tiu:tiucen:df8474ef-6869-447c-a779-7b2d9a442df3)
  by de Jong, A. & de Roon, F.A. & Veld, C.H.
• Contrarian Investment Strategies in a European Context (RePEc:tiu:tiucen:f1f6a974-06e5-4a74-b581-816407104768)
  by Brouwer, I. & van der Put, J. & Veld, C.H.
• An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment (RePEc:tiu:tiucen:fda95a61-68cd-4c97-a2f4-30729ec6bb2d)
  by de Jong, A. & Veld, C.H.
• The use of the implied standard deviation as a predictor of future stock price variability : A review of empirical tests (RePEc:tiu:tiurem:08556ccd-9dff-4b7e-8de8-2c0521f8202c)
  by Veld, C.H.
• De waardering van aandelenwarrants en langlopende call-opties (RePEc:tiu:tiurem:0afe8f62-c8e6-4c2a-9281-283bbee37f26)
  by Veld, C.H. & Verboven, A.H.F.
• Motieven voor de uitgifte van converteerbare obligatieleningen en warrantobligatieleningen (RePEc:tiu:tiurem:0c833a96-3e2e-49cc-bd01-3f0441cae774)
  by Veld, C.H. & Grazell, J.
• Motives for the use of equity-warrants by Dutch companies (RePEc:tiu:tiurem:65df228c-ddcd-4604-882e-21e99212d79d)
  by Veld, C.H.
• Alternatieve perspectieven in de theorie van de ondernemersfinanciering (RePEc:tiu:tiurem:6fe6e381-3610-4cb6-bfb8-8976587cdae4)
  by Grazell, J. & Veld, C.H.
• Verslaggevingsaspecten van aandelenwarrants (RePEc:tiu:tiurem:76af649c-9c34-46fe-bcb6-1bd8e0aa7e7a)
  by Veld, C.H. & Duffhues, P.J.W.
• Het gebruik van financiële derivaten door grote Nederlandse ondernemingen (RePEc:tiu:tiurem:9cc083d3-7a30-4deb-9495-811ac1f18bb1)
  by Boersma, J. & Veld, C.H.
• Warrant pricing : A review of theoretical and empirical research (RePEc:tiu:tiurem:ac252bad-d1c0-45d6-832a-f8b558675548)
  by Veld, C.H.
• Motieven voor de uitgifte van converteerbare obligatieleningen en warrant-obligatieleningen : Een agency-theoretische benadering (RePEc:tiu:tiurem:d849484b-e8c9-483b-b3e5-b3d9f3c04f93)
  by Grazell, J. & Veld, C.H.
• De waardering van conversierechten van Nederlandse converteerbare obligaties (RePEc:tiu:tiurem:da363b47-b9c1-4547-9f04-3fcbdd009917)
  by Veld, C.H. & Verboven, A.H.F.
• An empirical analysis of warrant prices versus long term call option prices (RePEc:tiu:tiurem:f7168f53-297f-409c-807c-9f3d41e22db8)
  by Veld, C.H. & Verboven, A.H.F.
• Put-call parities and the value of early exercise for put options on a performance index (RePEc:tiu:tiurem:fe78b828-fae3-4ccd-b7b8-bd92b6b754ef)
  by de Roon, F.A. & Veld, C.H.
• Behavioral Preferences for Individual Securities : The Case for Call Warrants and Call Options (RePEc:tiu:tiutis:06981751-3bba-4b81-ac6d-7dc163a71407)
  by Ter Horst, J.R. & Veld, C.H.
• The use of the implied standard deviation as a predictor of future stock price variability : A review of empirical tests (RePEc:tiu:tiutis:08556ccd-9dff-4b7e-8de8-2c0521f8202c)
  by Veld, C.H.
• De waardering van aandelenwarrants en langlopende call-opties (RePEc:tiu:tiutis:0afe8f62-c8e6-4c2a-9281-283bbee37f26)
  by Veld, C.H. & Verboven, A.H.F.
• Motieven voor de uitgifte van converteerbare obligatieleningen en warrantobligatieleningen (RePEc:tiu:tiutis:0c833a96-3e2e-49cc-bd01-3f0441cae774)
  by Veld, C.H. & Grazell, J.
• An empirical investigation of the factors that determine the pricing of Dutch index warrants (RePEc:tiu:tiutis:0f073a3a-28ea-495e-a119-bc30939d0230)
  by de Roon, F.A. & Veld, C.H.
• Announcement effects of convertible bond loans versus warrant-bond loans : An empirical analysis for the Dutch market (RePEc:tiu:tiutis:18640aac-0a97-4ab2-90a3-f234941bd6b8)
  by de Roon, F.A. & Veld, C.H.
• The Convertible Arbitrage Strategy Analyzed (RePEc:tiu:tiutis:1ed5c7ae-011b-4948-b459-e759b5c2d8dd)
  by Loncarski, I. & Ter Horst, J.R. & Veld, C.H.
• Analyzing specification errors in models for futures risk premia with hedging pressure (RePEc:tiu:tiutis:2c531bb0-c2ca-457b-aa10-d2f353053afb)
  by de Roon, F.A. & Nijman, T.E. & Veld, C.H.
• Do Spin-offs really Create Value? The European Case (RePEc:tiu:tiutis:2ffa9db2-da2e-42a3-8978-9134b91a9749)
  by Veld, C.H. & Merkoulova, Y.V.
• Hedging pressure effects in futures markets (RePEc:tiu:tiutis:3dfe2c9f-3194-4751-9b34-12828163330e)
  by de Roon, F.A. & Nijman, T.E. & Veld, C.H.
• The Dividend and Share Repurchase Policies of Canadian Firms : Empirical Evidence based on New Research Design (RePEc:tiu:tiutis:46dc60fc-de95-4aaa-9e3c-fa42731977dd)
  by de Jong, A. & van Dijk, R. & Veld, C.H.
• Warrant pricing : A review of empirical research (RePEc:tiu:tiutis:4778fd27-f1e8-429c-9d5e-34913e5daf97)
  by Veld, C.H.
• Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market (RePEc:tiu:tiutis:6036423f-db13-4e07-b9d1-7a882bcb3c0c)
  by Loncarski, I. & Ter Horst, J.R. & Veld, C.H.
• Motives for the use of equity-warrants by Dutch companies (RePEc:tiu:tiutis:65df228c-ddcd-4604-882e-21e99212d79d)
  by Veld, C.H.
• A Study on the Efficiency of the Market for Dutch Long Term Call Options (RePEc:tiu:tiutis:6d44d9a4-a512-4921-958a-3cbe2a56d8c9)
  by de Roon, F.A. & Veld, C.H. & Wei, J.
• Alternatieve perspectieven in de theorie van de ondernemersfinanciering (RePEc:tiu:tiutis:6fe6e381-3610-4cb6-bfb8-8976587cdae4)
  by Grazell, J. & Veld, C.H.
• Verslaggevingsaspecten van aandelenwarrants (RePEc:tiu:tiutis:76af649c-9c34-46fe-bcb6-1bd8e0aa7e7a)
  by Veld, C.H. & Duffhues, P.J.W.
• Het gebruik van financiële derivaten door grote Nederlandse ondernemingen (RePEc:tiu:tiutis:9cc083d3-7a30-4deb-9495-811ac1f18bb1)
  by Boersma, J. & Veld, C.H.
• Warrant pricing : A review of theoretical and empirical research (RePEc:tiu:tiutis:ac252bad-d1c0-45d6-832a-f8b558675548)
  by Veld, C.H.
• Why Individual Investors want Dividends (RePEc:tiu:tiutis:bc3ca858-a344-4489-8627-a158611d89b9)
  by Dong, M. & Robinson, C. & Veld, C.H.
• Pricing Term Structure Risk in Futures Markets (RePEc:tiu:tiutis:d25a4674-f58e-49cd-b80a-f837f7c358d4)
  by Nijman, T.E. & de Roon, F.A. & Veld, C.H.
• Motieven voor de uitgifte van converteerbare obligatieleningen en warrant-obligatieleningen : Een agency-theoretische benadering (RePEc:tiu:tiutis:d849484b-e8c9-483b-b3e5-b3d9f3c04f93)
  by Grazell, J. & Veld, C.H.
• De waardering van conversierechten van Nederlandse converteerbare obligaties (RePEc:tiu:tiutis:da363b47-b9c1-4547-9f04-3fcbdd009917)
  by Veld, C.H. & Verboven, A.H.F.
• An empirical analysis of the hedging effectiveness of currency futures (RePEc:tiu:tiutis:df8474ef-6869-447c-a779-7b2d9a442df3)
  by de Jong, A. & de Roon, F.A. & Veld, C.H.
• Contrarian Investment Strategies in a European Context (RePEc:tiu:tiutis:f1f6a974-06e5-4a74-b581-816407104768)
  by Brouwer, I. & van der Put, J. & Veld, C.H.
• An empirical analysis of warrant prices versus long term call option prices (RePEc:tiu:tiutis:f7168f53-297f-409c-807c-9f3d41e22db8)
  by Veld, C.H. & Verboven, A.H.F.
• An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment (RePEc:tiu:tiutis:fda95a61-68cd-4c97-a2f4-30729ec6bb2d)
  by de Jong, A. & Veld, C.H.
• Put-call parities and the value of early exercise for put options on a performance index (RePEc:tiu:tiutis:fe78b828-fae3-4ccd-b7b8-bd92b6b754ef)
  by de Roon, F.A. & Veld, C.H.
• Put‐call parities and the value of early exercise for put options on a performance index (RePEc:wly:jfutmk:v:16:y:1996:i:1:p:71-80)
  by Frans De Roon & Chris Veld
• Out‐of‐sample hedging effectiveness of currency futures for alternative models and hedging strategies (RePEc:wly:jfutmk:v:17:y:1997:i:7:p:817-837)
  by Abe De Jong & Frans De Roon & Chris Veld
• Reverse convertible bonds analyzed (RePEc:wly:jfutmk:v:29:y:2009:i:10:p:895-919)
  by Marta Szymanowska & Jenke Ter Horst & Chris Veld
• Why Individual Investors Want Dividends (RePEc:wpa:wuwpfi:0412009)
  by Ming Dong & Chris Robinson & Chris Veld