Lorne Switzer
Names
first:
Lorne
middle:
Nelson
last:
Switzer
Contact
email:
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homepage:
http://www.concordia.ca/jmsb/faculty.html?fpid=lorne-switzer
phone:
+1-514-848-2424x2960
postal address:
Lorne N. Switzer, Ph.D.
Professor of Finance
The Van Berkom Endowed Chair in Small-Cap Equities
John Molson School of Business
Concordia University
1455 de Maisonneuve Blvd. W.
Montreal, Quebec, CANADA H3G 1M8
Affiliations
Concordia University
→ John Molson School of Business
→ Department of Finance (weight: 95%)
Institut de Préparation à l'Administration et à la Gestion (IPAG) (weight: 5%)
Research profile
author of:
The stock market's valuation of R&D spending and market concentration by Doukas, John & Switzer, Lorne
The Determinants of Industrial R&D: A Funds Flow Simultaneous Equation Approach. by Switzer, Lorne
The interactions between trading volume and volatility: evidence from the equity options markets by Tae Park & Lorne Switzer & Robert Bedrossian
Stock market crash behavior of screen-sorted portfolios by Kryzanowski, Lawrence & Switzer, Lorne & Jiang, Li
How Effective Are Canada's Direct Tax Incentives for R and D? by Edwin Mansfield & Lorne Switzer
R&D price indexes and real R&D expenditures in the United States by Mansfield, Edwin & Romeo, Anthony & Switzer, Lorne
The effects of R&D tax credits and allowances in Canada by Mansfield, Edwin & Switzer, Lorne
Shareholder interests vs board of director members' interests and company performance: A new look by Lorne N. Switzer & Yu Cao
Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment by Lorne N. Switzer & Haibo Fan
Effects of Federal Support on Company-Financed R and D: The Case of Energy by Edwin Mansfield & Lorne Switzer
Macroeconomic news effects on conditional volatilities in the bond and stock markets by Bala Arshanapalli & Edmond d'Ouville & Frank Fabozzi & Lorne Switzer
An Economic Analysis of Real Estate Swaps. by Tae H. Park & Lorne N. Switzer
The effects of macroeconomic announcements on equity returns and their connections to Fama-French factors by Bala Arshanapalli & William Nelson & Lorne Switzer
Risk Management of Real Estate: The Case of Real Estate Swaps. by Park, Tae H. & Switzer, Lorne N.
Corporate governance, Sarbanes-Oxley, and small-cap firm performance by Switzer, Lorne N.
The behaviour of small cap vs. large cap stocks in recessions and recoveries: Empirical evidence for the United States and Canada by Switzer, Lorne N.
Currency-free evaluation of investment results and the R index: an addendum by Switzer, LN & Ladany, SP
Standard and Poor’s depository receipts and the performance of the S&P 500 index futures market by Lorne N. Switzer & Paula L. Varson & Samia Zghidi
Special issue: Ethical finance and governance. Introduction 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 by Diego Cueto & Lorne Switzer
Index participation units and the performance of index futures markets: Evidence from the Toronto 35 index participation units market by Tae H. Park & Lorne N. Switzer
Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note by Tae H. Park & Lorne N. Switzer
Mean reversion of interest‐rate term premiums and profits from trading strategies with treasury futures spreads by Tae H. Park & Lorne N. Switzer
Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets by Lorne N. Switzer & Mario El‐Khoury
Stock market liquidity and economic cycles: A non-linear approach by Switzer, Lorne N. & Picard, Alan
The benefits of international diversification: market development, corporate governance, market cap, and structural change effects by Switzer, Lorne N. & Tahaoglu, Cagdas
Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets by Lorne Switzer & Alan Picard
Institutional investment horizon, the information environment, and firm credit risk by Switzer, Lorne N. & Wang, Jun
An event based approach for quantifying the effects of securities fraud in the IT industry by Lorne N. Switzer & Jun Wang
An event based approach for quantifying the effects of securities fraud in the IT industry by Lorne N. Switzer & Jun Wang
Corporate governance mechanisms and the performance of small-cap firms in Canada by Lorne N. Switzer & Catherine Kelly
Corporate governance, compliance and valuation effects of Sarbanes-Oxley on US and foreign firms by Lorne N. Switzer & Hui Lin