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
Volatility measures as predictors of extreme returns by Switzer, Lorne N. Tahaoglu, Cagdas Zhao, Yun
Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets by Lee, Seungho Meslmani, Nabil El Switzer, Lorne N.
Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence by Switzer, Lorne N. Tu, Qiao Wang, Jun
Extreme risk and small investor behavior in developed markets by Lorne N. Switzer Jun Wang Seungho Lee
Risk, culture and investor behavior in small (but notorious) Eurozone countries by Lee, Seungho Switzer, Lorne N. Wang, Jun
Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes by Bala G. Arshanapalli Lorne N. Switzer Karim Panju
Volatility measures as predictors of extreme returns by Lorne N. Switzer Cagdas Tahaoglu Yun Zhao