IDEAS home Printed from https://ideas.repec.org/e/pve142.html
   My authors  Follow this author

Chris Veld

Personal Details

First Name:Chris
Middle Name:
Last Name:Veld
Suffix:
RePEc Short-ID:pve142
[This author has chosen not to make the email address public]

Affiliation

Department of Banking and Finance
Monash Business School
Monash University

Caulfield, Australia
http://business.monash.edu/banking-and-finance
RePEc:edi:dfmonau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Loncarski, I. & Ter Horst, J.R. & Veld, C.H., 2006. "The Convertible Arbitrage Strategy Analyzed," Discussion Paper 2006-98, Tilburg University, Center for Economic Research.
  2. Loncarski, I. & Ter Horst, J.R. & Veld, C.H., 2006. "Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market," Discussion Paper 2006-65, Tilburg University, Center for Economic Research.
  3. Dong, M. & Robinson, C. & Veld, C.H., 2003. "Why Individual Investors want Dividends," Discussion Paper 2003-28, Tilburg University, Center for Economic Research.
  4. Ter Horst, J.R. & Veld, C.H., 2002. "Behavioral Preferences for Individual Securities : The Case for Call Warrants and Call Options," Discussion Paper 2002-95, Tilburg University, Center for Economic Research.
  5. Veld, C.H. & Merkoulova, Y.V., 2001. "Do Spin-offs really Create Value? The European Case," Discussion Paper 2001-76, Tilburg University, Center for Economic Research.
  6. de Jong, A. & van Dijk, R. & Veld, C.H., 2001. "The Dividend and Share Repurchase Policies of Canadian Firms," ERIM Report Series Research in Management ERS-2001-88-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  7. de Jong, A. & van Dijk, R. & Veld, C.H., 2000. "The Dividend and Share Repurchase Policies of Canadian Firms : Empirical Evidence based on New Research Design," Discussion Paper 2000-16, Tilburg University, Center for Economic Research.
  8. de Roon, F.A. & Nijman, T.E. & Veld, C.H., 2000. "Hedging pressure effects in futures markets," Other publications TiSEM 3dfe2c9f-3194-4751-9b34-1, Tilburg University, School of Economics and Management.
  9. de Jong, A. & Veld, C.H., 1998. "An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment," Discussion Paper 1998-83, Tilburg University, Center for Economic Research.
  10. de Roon, F.A. & Nijman, T.E. & Veld, C.H., 1997. "Analyzing specification errors in models for futures risk premia with hedging pressure," Discussion Paper 1997-102, Tilburg University, Center for Economic Research.
  11. Nijman, T.E. & de Roon, F.A. & Veld, C.H., 1996. "Pricing Term Structure Risk in Futures Markets," Discussion Paper 1996-78, Tilburg University, Center for Economic Research.
  12. de Roon, F.A. & Veld, C.H. & Wei, J., 1996. "A Study on the Efficiency of the Market for Dutch Long Term Call Options," Discussion Paper 1996-33, Tilburg University, Center for Economic Research.
  13. Brouwer, I. & van der Put, J. & Veld, C.H., 1996. "Contrarian Investment Strategies in a European Context," Discussion Paper 1996-36, Tilburg University, Center for Economic Research.
  14. Boersma, J. & Veld, C.H., 1995. "Het gebruik van financiële derivaten door grote Nederlandse ondernemingen," Research Memorandum FEW 700, Tilburg University, School of Economics and Management.
  15. Grazell, J. & Veld, C.H., 1995. "Alternatieve perspectieven in de theorie van de ondernemersfinanciering," Research Memorandum 690, Tilburg University, School of Economics and Management.
  16. de Roon, F.A. & Veld, C.H., 1995. "Announcement effects of convertible bond loans versus warrant-bond loans : An empirical analysis for the Dutch market," Discussion Paper 1995-9, Tilburg University, Center for Economic Research.
  17. de Jong, A. & de Roon, F.A. & Veld, C.H., 1995. "An empirical analysis of the hedging effectiveness of currency futures," Discussion Paper 1995-119, Tilburg University, Center for Economic Research.
  18. de Roon, F.A. & Veld, C.H., 1994. "An empirical investigation of the factors that determine the pricing of Dutch index warrants," Discussion Paper 1994-110, Tilburg University, Center for Economic Research.
  19. Veld, C.H., 1994. "Warrant pricing : A review of empirical research," Discussion Paper 1994-34, Tilburg University, Center for Economic Research.
  20. de Roon, F.A. & Veld, C.H., 1994. "Put-call parities and the value of early exercise for put options on a performance index," Research Memorandum FEW 639, Tilburg University, School of Economics and Management.
  21. Veld, C.H. & Verboven, A.H.F., 1993. "An empirical analysis of warrant prices versus long term call option prices," Research Memorandum FEW 594, Tilburg University, School of Economics and Management.
  22. Veld, C.H., 1991. "Warrant pricing : A review of theoretical and empirical research," Research Memorandum FEW 479, Tilburg University, School of Economics and Management.
  23. Grazell, J. & Veld, C.H., 1991. "Motieven voor de uitgifte van converteerbare obligatieleningen en warrant-obligatieleningen : Een agency-theoretische benadering," Research Memorandum FEW 470, Tilburg University, School of Economics and Management.
  24. Veld, C.H., 1991. "Motives for the use of equity-warrants by Dutch companies," Research Memorandum FEW 503, Tilburg University, School of Economics and Management.
  25. Veld, C.H. & Grazell, J., 1990. "Motieven voor de uitgifte van converteerbare obligatieleningen en warrantobligatieleningen," Research Memorandum FEW 439, Tilburg University, School of Economics and Management.
  26. Veld, C.H. & Verboven, A.H.F., 1990. "De waardering van conversierechten van Nederlandse converteerbare obligaties," Research Memorandum FEW 441, Tilburg University, School of Economics and Management.
  27. Veld, C.H. & Duffhues, P.J.W., 1990. "Verslaggevingsaspecten van aandelenwarrants," Research Memorandum FEW 442, Tilburg University, School of Economics and Management.
  28. Veld, C.H. & Verboven, A.H.F., 1990. "De waardering van aandelenwarrants en langlopende call-opties," Research Memorandum FEW 428, Tilburg University, School of Economics and Management.
  29. Veld, C.H., 1989. "The use of the implied standard deviation as a predictor of future stock price variability : A review of empirical tests," Research Memorandum FEW 410, Tilburg University, School of Economics and Management.

Articles

  1. Pham, Mia Hang & Merkoulova, Yulia & Veld, Chris, 2024. "Award-winning CEOs and corporate innovation," Journal of Banking & Finance, Elsevier, vol. 159(C).
  2. Mia Hang Pham & Yulia Merkoulova & Chris Veld, 2023. "Credit risk assessment and executives’ legal expertise," Review of Accounting Studies, Springer, vol. 28(4), pages 2361-2400, December.
  3. Neeru Chaudhry & Chris Veld, 2023. "Political uncertainty and investments by private and state‐owned enterprises," International Review of Finance, International Review of Finance Ltd., vol. 23(3), pages 584-614, September.
  4. Merkoulova, Yulia & Veld, Chris, 2022. "Does it pay to invest? The personal equity risk premium and stock market participation," Journal of Banking & Finance, Elsevier, vol. 136(C).
  5. Merkoulova, Yulia & Veld, Chris, 2022. "Stock return ignorance," Journal of Financial Economics, Elsevier, vol. 144(3), pages 864-884.
  6. Merkoulova, Yulia & Veld, Chris, 2022. "Why do individuals not participate in the stock market?," International Review of Financial Analysis, Elsevier, vol. 83(C).
  7. de Jong, Abe & Kooijmans, Tim & Veld, Chris, 2022. "Legal risk and information spillover through private lender reports," Journal of Financial Markets, Elsevier, vol. 60(C).
  8. Dutordoir, Marie & Merkoulova, Yulia & Veld, Chris, 2022. "How do investors perceive convertible bond issuing decisions?," Finance Research Letters, Elsevier, vol. 44(C).
  9. Gyimah, Daniel & Siganos, Antonios & Veld, Chris, 2021. "Effects of financial constraints and product market competition on share repurchases," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
  10. Stephen Brown & Chris Veld & Yulia Veld‐Merkoulova, 2020. "Credit Cards: Transactional Convenience or Debt‐Trap?," International Review of Finance, International Review of Finance Ltd., vol. 20(2), pages 295-322, June.
  11. Chris Veld & Patrick Verwijmeren & Yuriy Zabolotnyuk, 2020. "Wealth Effects of Seasoned Equity Offerings: A Meta‐Analysis," International Review of Finance, International Review of Finance Ltd., vol. 20(1), pages 77-131, March.
  12. Dong, Ming & Dutordoir, Marie & Veld, Chris, 2019. "How can we improve inferences from surveys? A new look at the convertible debt questions from the Graham and Harvey survey data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 213-222.
  13. Brown, Stephen & Dutordoir, Marie & Veld, Chris & Veld-Merkoulova, Yulia, 2019. "What is the role of institutional investors in corporate capital structure decisions? A survey analysis," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 270-286.
  14. Li, Hui & Liu, Hong & Veld, Chris, 2019. "The effects of bank regulation stringency on seasoned equity offering announcements," Journal of International Money and Finance, Elsevier, vol. 91(C), pages 71-85.
  15. Daniel Chai & Ziyang Lin & Chris Veld, 2018. "Value-creation through spin-offs: Australian evidence," Australian Journal of Management, Australian School of Business, vol. 43(3), pages 353-372, August.
  16. Neeru Chaudhry & Hue Hwa Au Yong & Chris Veld, 2017. "How does the Funding Status of Defined Benefit Pension Plans Affect Investment Decisions of Firms in the United States?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 44(1-2), pages 196-235, January.
  17. Chaudhry, Neeru & Au Yong, Hue Hwa & Veld, Chris, 2017. "Tax avoidance in response to a decline in the funding status of defined benefit pension plans," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 99-116.
  18. Kaplanski, Guy & Levy, Haim & Veld, Chris & Veld-Merkoulova, Yulia, 2016. "Past returns and the perceived Sharpe ratio," Journal of Economic Behavior & Organization, Elsevier, vol. 123(C), pages 149-167.
  19. Lee, Boram & Rosenthal, Leonard & Veld, Chris & Veld-Merkoulova, Yulia, 2015. "Stock market expectations and risk aversion of individual investors," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 122-131.
  20. Kaplanski, Guy & Levy, Haim & Veld, Chris & Veld-Merkoulova, Yulia, 2015. "Do Happy People Make Optimistic Investors?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 50(1-2), pages 145-168, April.
  21. Lewis, Craig M. & Veld, Chris, 2014. "Convertible bond financing," Journal of Corporate Finance, Elsevier, vol. 24(C), pages 1-2.
  22. Norhuda Abdul Rahim & Alan Goodacre & Chris Veld, 2014. "Wealth effects of convertible-bond and warrant-bond offerings: a meta-analysis," The European Journal of Finance, Taylor & Francis Journals, vol. 20(4), pages 380-398, April.
  23. Grundy, Bruce D. & Veld, Chris & Verwijmeren, Patrick & Zabolotnyuk, Yuriy, 2014. "Why are conversion-forcing call announcements associated with negative wealth effects?," Journal of Corporate Finance, Elsevier, vol. 24(C), pages 149-157.
  24. Dutordoir, Marie & Lewis, Craig & Seward, James & Veld, Chris, 2014. "What we do and do not know about convertible bond financing," Journal of Corporate Finance, Elsevier, vol. 24(C), pages 3-20.
  25. Chris Veld & Betty H.T. Wu, 2014. "What Drives Executive Stock Option Backdating?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(7-8), pages 1042-1070, September.
  26. Chris Veld & Yuriy Zabolotnyuk, 2012. "The optimal call policy for convertible bonds: Is there a market memory effect?," Applied Economics Letters, Taylor & Francis Journals, vol. 19(7), pages 661-664, May.
  27. Ming Dong & Igor Loncarski & Jenke ter Horst & Chris Veld, 2012. "What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both?," Financial Management, Financial Management Association International, vol. 41(3), pages 637-663, September.
  28. Duca, Eric & Dutordoir, Marie & Veld, Chris & Verwijmeren, Patrick, 2012. "Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 2884-2899.
  29. Yuriy Zabolotnyuk & Robert Jones & Chris Veld, 2010. "An Empirical Comparison of Convertible Bond Valuation Models," Financial Management, Financial Management Association International, vol. 39(2), pages 675-706, June.
  30. Marta Szymanowska & Jenke Ter Horst & Chris Veld, 2009. "Reverse convertible bonds analyzed," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 29(10), pages 895-919, October.
  31. Geoffrey Poitras & Chris Veld & Yuriy Zabolotnyuk, 2009. "European Put-Call Parity and the Early Exercise Premium for American Currency Options," Multinational Finance Journal, Multinational Finance Journal, vol. 13(1-2), pages 39-54, March-Jun.
  32. Veld, Chris & Veld-Merkoulova, Yulia V., 2008. "The risk perceptions of individual investors," Journal of Economic Psychology, Elsevier, vol. 29(2), pages 226-252, April.
  33. Jenke ter Horst & Chris Veld, 2008. "An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options," European Financial Management, European Financial Management Association, vol. 14(2), pages 288-314, March.
  34. Chris Veld & Yulia V. Veld‐Merkoulova, 2008. "An Empirical Analysis of the Stockholder‐Bondholder Conflict in Corporate Spin‐Offs," Financial Management, Financial Management Association International, vol. 37(1), pages 103-124, March.
  35. Dong, Ming & Robinson, Chris & Veld, Chris, 2005. "Why individual investors want dividends," Journal of Corporate Finance, Elsevier, vol. 12(1), pages 121-158, December.
  36. Veld, Chris & Veld-Merkoulova, Yulia V., 2004. "Do spin-offs really create value? The European case," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 1111-1135, May.
  37. de Jong, Abe & van Dijk, Ronald & Veld, Chris, 2003. "The dividend and share repurchase policies of Canadian firms: empirical evidence based on an alternative research design," International Review of Financial Analysis, Elsevier, vol. 12(4), pages 349-377.
  38. Chris Veld, 2003. "Warrant pricing: a review of empirical research," The European Journal of Finance, Taylor & Francis Journals, vol. 9(1), pages 61-91.
  39. C. Veld, 2003. "Analysis of a practical formula for the valuation of employee stock options," Applied Economics Letters, Taylor & Francis Journals, vol. 10(4), pages 205-208.
  40. de Jong, Abe & Veld, Chris, 2001. "An empirical analysis of incremental capital structure decisions under managerial entrenchment," Journal of Banking & Finance, Elsevier, vol. 25(10), pages 1857-1895, October.
  41. Frans A. De Roon & Theo E. Nijman & Chris Veld, 2000. "Hedging Pressure Effects in Futures Markets," Journal of Finance, American Finance Association, vol. 55(3), pages 1437-1456, June.
  42. de Roon, Frans A. & Nijman, Theo E. & Veld, Chris, 1998. "Pricing Term Structure Risk in Futures Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 33(1), pages 139-157, March.
  43. F. De Roon & C. Veld & J. Wei, 1998. "A study on the efficiency of the market for Dutch long-term call options," The European Journal of Finance, Taylor & Francis Journals, vol. 4(2), pages 93-111.
  44. Abe De Jong & Frans De Roon & Chris Veld, 1997. "Out‐of‐sample hedging effectiveness of currency futures for alternative models and hedging strategies," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 17(7), pages 817-837, October.
  45. Frans De Roon & Chris Veld, 1996. "Put‐call parities and the value of early exercise for put options on a performance index," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(1), pages 71-80, February.
  46. Frans De Roon & Chris Veld, 1996. "An empirical investigation of the factors that determine the pricing of Dutch index warrants," European Financial Management, European Financial Management Association, vol. 2(1), pages 97-112, March.
  47. Veld, Chris & Verboven, Adri, 1993. "Testing option pricing models for several contingent claims using a generalized methodology," Economics Letters, Elsevier, vol. 41(3), pages 293-299.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ACC: Accounting and Auditing (1) 2004-12-12
  2. NEP-FIN: Finance (1) 2004-12-12

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Chris Veld should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.