Lorne Nelson Switzer
Personal Details
First Name: | Lorne |
Middle Name: | Nelson |
Last Name: | Switzer |
Suffix: | |
RePEc Short-ID: | psw50 |
[This author has chosen not to make the email address public] | |
http://www.concordia.ca/jmsb/faculty.html?fpid=lorne-switzer | |
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, CANAD | |
+1-514-848-2424x2960 |
Affiliation
(5%) Institut de Préparation à l'Administration et à la Gestion (IPAG)
Paris, Francehttp://www.ipag.edu/
RePEc:edi:ipagpfr (more details at EDIRC)
(95%) Department of Finance
John Molson School of Business
Concordia University
Montréal, Canadahttps://www.concordia.ca/jmsb/about/departments/finance.html
RePEc:edi:dfconca (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- Switzer, Lorne N. & Tu, Qiao, 2024. "The impact of position limits on options trading," Finance Research Letters, Elsevier, vol. 61(C).
- Switzer, Lorne N. & Wang, Jun & Jiang, Yuehao, 2024. "The impact of corporate governance and state ownership on the default probabilities of Chinese firms," Emerging Markets Review, Elsevier, vol. 60(C).
- Switzer, Lorne N., 2023. "Circumventing SEC Rule 201 short sale restrictions with options," Finance Research Letters, Elsevier, vol. 55(PB).
- Pollock, Susan & Switzer, Lorne N. & Wang, Jun, 2023. "The dynamics of CEO equity vs. inside debt and firm performance," Research in International Business and Finance, Elsevier, vol. 64(C).
- Betton, Sandra & El Meslmani, Nabil & Switzer, Lorne N., 2022. "Volatility of implied volatility and mergers and acquisitions," Journal of Corporate Finance, Elsevier, vol. 75(C).
- Ajirloo, Bahman Fathi & Switzer, Lorne N., 2022. "Self-disclosed peer effects on corporate capital structure," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
- Switzer, Lorne N. & El Meslmani, Nabil & Zhai, Xinkai, 2022. "IPO performance and the size effect: Evidence for the US and Canada," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Lee, Seungho & Meslmani, Nabil El & Switzer, Lorne N., 2020. "Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets," Research in International Business and Finance, Elsevier, vol. 53(C).
- Lee, Seungho & Switzer, Lorne N. & Wang, Jun, 2019. "Risk, culture and investor behavior in small (but notorious) Eurozone countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 60(C), pages 89-110.
- Switzer, Lorne N. & Tu, Qiao & Wang, Jun, 2018. "Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 52(C), pages 196-210.
- Switzer, Lorne N. & Wang, Jun, 2017. "Institutional investment horizon, the information environment, and firm credit risk," Journal of Financial Stability, Elsevier, vol. 29(C), pages 57-71.
- Lorne N. Switzer & Jun Wang & Seungho Lee, 2017. "Extreme risk and small investor behavior in developed markets," Journal of Asset Management, Palgrave Macmillan, vol. 18(6), pages 457-475, October.
- Switzer, Lorne N. & Tahaoglu, Cagdas & Zhao, Yun, 2017.
"Volatility measures as predictors of extreme returns,"
Review of Financial Economics, Elsevier, vol. 35(C), pages 1-10.
- Lorne N. Switzer & Cagdas Tahaoglu & Yun Zhao, 2017. "Volatility measures as predictors of extreme returns," Review of Financial Economics, John Wiley & Sons, vol. 35(1), pages 1-10, November.
- Switzer, Lorne N. & Picard, Alan, 2016. "Stock market liquidity and economic cycles: A non-linear approach," Economic Modelling, Elsevier, vol. 57(C), pages 106-119.
- Diego Cueto & Lorne Switzer, 2015. "Intraday market liquidity, corporate governance, and ownership structure in markets with weak shareholder protection: evidence from Brazil and Chile," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 19(2), pages 395-419, May.
- Switzer, Lorne N. & Tahaoglu, Cagdas, 2015. "The benefits of international diversification: market development, corporate governance, market cap, and structural change effects," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 76-97.
- Lorne Switzer & Alan Picard, 2015. "Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 19(3), pages 169-221, September.
- Jean-Michel Sahut & Lorne Switzer, 2015. "Special issue: Ethical finance and governance. Introduction," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 19(2), pages 255-257, May.
- Lorne N. Switzer & Yu Cao, 2011. "Shareholder interests vs board of director members' interests and company performance," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 10(3), pages 228-245, August.
- Lorne N. Switzer & Haibo Fan, 2010. "Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment," International Econometric Review (IER), Econometric Research Association, vol. 2(1), pages 11-35, April.
- Switzer, Lorne N., 2010. "The behaviour of small cap vs. large cap stocks in recessions and recoveries: Empirical evidence for the United States and Canada," The North American Journal of Economics and Finance, Elsevier, vol. 21(3), pages 332-346, December.
- Lorne N. Switzer & Hui Lin, 2009. "Corporate governance, compliance and valuation effects of Sarbanes-Oxley on US and foreign firms," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, vol. 4(4), pages 400-426.
- Switzer, Lorne N., 2007. "Corporate governance, Sarbanes-Oxley, and small-cap firm performance," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(5), pages 651-666, December.
- Lorne N. Switzer & Mario El‐Khoury, 2007. "Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(1), pages 61-84, January.
- Bala G Arshanapalli & Lorne N Switzer & Karim Panju, 2007. "Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes," Journal of Asset Management, Palgrave Macmillan, vol. 8(1), pages 9-23, May.
- Lorne N. Switzer & Catherine Kelly, 2006. "Corporate governance mechanisms and the performance of small-cap firms in Canada," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, vol. 2(3/4), pages 294-328.
- Lorne N. Switzer & Paula L. Varson & Samia Zghidi, 2000. "Standard and Poor’s depository receipts and the performance of the S&P 500 index futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 20(8), pages 705-716, September.
- Tae H. Park & Lorne N. Switzer, 1996. "Mean reversion of interest‐rate term premiums and profits from trading strategies with treasury futures spreads," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(3), pages 331-352, May.
- Tae H. Park & Lorne N. Switzer, 1996. "An Economic Analysis of Real Estate Swaps," Canadian Journal of Economics, Canadian Economics Association, vol. 29(s1), pages 527-533, April.
- Kryzanowski, Lawrence & Switzer, Lorne & Jiang, Li, 1995. "Stock market crash behavior of screen-sorted portfolios," International Review of Economics & Finance, Elsevier, vol. 4(3), pages 227-244.
- Park, Tae H & Switzer, Lorne N, 1995. "Risk Management of Real Estate: The Case of Real Estate Swaps," The Journal of Real Estate Finance and Economics, Springer, vol. 11(3), pages 219-233, November.
- Tae H. Park & Lorne N. Switzer, 1995. "Index participation units and the performance of index futures markets: Evidence from the Toronto 35 index participation units market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(2), pages 187-200, April.
- Tae H. Park & Lorne N. Switzer, 1995. "Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(1), pages 61-67, February.
- Switzer, LN & Ladany, SP, 1994. "Currency-free evaluation of investment results and the R index: an addendum," Omega, Elsevier, vol. 22(5), pages 535-536, September.
- Doukas, John & Switzer, Lorne, 1992. "The stock market's valuation of R&D spending and market concentration," Journal of Economics and Business, Elsevier, vol. 44(2), pages 95-114, May.
- Edwin Mansfield & Lorne Switzer, 1985. "How Effective Are Canada's Direct Tax Incentives for R and D?," Canadian Public Policy, University of Toronto Press, vol. 11(2), pages 241-246, June.
- Mansfield, Edwin & Switzer, Lorne, 1985. "The effects of R&D tax credits and allowances in Canada," Research Policy, Elsevier, vol. 14(2), pages 97-107, April.
- Edwin Mansfield & Lorne Switzer, 1984. "Effects of Federal Support on Company-Financed R and D: The Case of Energy," Management Science, INFORMS, vol. 30(5), pages 562-571, May.
- Switzer, Lorne, 1984. "The Determinants of Industrial R&D: A Funds Flow Simultaneous Equation Approach," The Review of Economics and Statistics, MIT Press, vol. 66(1), pages 163-168, February.
- Mansfield, Edwin & Romeo, Anthony & Switzer, Lorne, 1983.
"R&D price indexes and real R&D expenditures in the United States,"
Research Policy, Elsevier, vol. 12(2), pages 105-112, April.
RePEc:taf:apfiec:v:9:y:1999:i:6:p:627-637 is not listed on IDEAS
RePEc:taf:apfiec:v:20:y:2010:i:16:p:1257-1267 is not listed on IDEAS
RePEc:taf:apfiec:v:16:y:2006:i:5:p:377-384 is not listed on IDEAS - Lorne N. Switzer & Jun Wang, 0.
"An event based approach for quantifying the effects of securities fraud in the IT industry,"
Information Systems Frontiers, Springer, vol. 0, pages 1-11.
- Lorne N. Switzer & Jun Wang, 2017. "An event based approach for quantifying the effects of securities fraud in the IT industry," Information Systems Frontiers, Springer, vol. 19(3), pages 457-467, June.
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