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Chris Veld

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First Name:Chris
Middle Name:
Last Name:Veld
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RePEc Short-ID:pve142
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Location: Caulfield, Australia
Homepage: http://www.buseco.monash.edu.au/baf/
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Phone: +61 3 9903 2616
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Postal: PO Box 197, Caulfield East, VIC 3145
Handle: RePEc:edi:dfmonau (more details at EDIRC)
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  1. 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.
  2. 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.
  3. Ming Dong & Chris Robinson & Chris Veld, 2004. "Why Individual Investors Want Dividends," Finance 0412009, EconWPA.
  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 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.
  8. 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.
  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. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. Grazell, J. & Veld, C.H., 1995. "Alternatieve perspectieven in de theorie van de ondernemersfinanciering," Research Memorandum 690, Tilburg University, School of Economics and Management.
  18. Veld, C.H., 1994. "Warrant pricing : A review of empirical research," Discussion Paper 1994-34, Tilburg University, Center for Economic Research.
  19. 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.
  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. & Duffhues, P.J.W., 1990. "Verslaggevingsaspecten van aandelenwarrants," Research Memorandum FEW 442, 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. & Verboven, A.H.F., 1990. "De waardering van aandelenwarrants en langlopende call-opties," Research Memorandum FEW 428, Tilburg University, School of Economics and Management.
  28. 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.
  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.
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  1. 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.
  2. 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, 09.
  3. 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.
  4. 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.
  5. Lewis, Craig M. & Veld, Chris, 2014. "Convertible bond financing," Journal of Corporate Finance, Elsevier, vol. 24(C), pages 1-2.
  6. 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, 09.
  7. 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.
  8. 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.
  9. 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, 06.
  10. 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.
  11. 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.
  12. 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.
  13. 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, 03.
  14. 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.
  15. Dong, Ming & Robinson, Chris & Veld, Chris, 2005. "Why individual investors want dividends," Journal of Corporate Finance, Elsevier, vol. 12(1), pages 121-158, December.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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, 06.
  21. 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(01), pages 139-157, March.
  22. 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.
  23. 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.
  24. Frans 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.
  25. 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, 02.
  26. 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.
7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2004-12-12
  2. NEP-CFN: Corporate Finance (4) 1999-03-01 2003-04-13 2006-09-16 2006-10-28. Author is listed
  3. NEP-EEC: European Economics (1) 2001-10-22
  4. NEP-FIN: Finance (6) 2002-11-10 2003-04-13 2004-12-12 2004-12-15 2006-09-16 2006-10-28. Author is listed
  5. NEP-FMK: Financial Markets (3) 1999-03-08 2002-11-10 2006-09-16. Author is listed
  6. NEP-RMG: Risk Management (1) 2003-04-13

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