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Chris Veld

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Personal Details

First Name:Chris
Middle Name:
Last Name:Veld
Suffix:
RePEc Short-ID:pve142
Email:
Homepage:
Postal Address:
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Location: Caulfield, Australia
Homepage: http://www.buseco.monash.edu.au/baf/
Email:
Phone: +61 3 9903 2616
Fax:
Postal: PO Box 197, Caulfield East, VIC 3145
Handle: RePEc:edi:dfmonau (more details at EDIRC)
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  1. Ming Dong & Chris Robinson & Chris Veld, 2004. "Why Individual Investors Want Dividends," Finance 0412009, EconWPA.
  2. 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.
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  1. 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.
  2. Lewis, Craig M. & Veld, Chris, 2014. "Convertible bond financing," Journal of Corporate Finance, Elsevier, vol. 24(C), pages 1-2.
  3. 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.
  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. 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.
  6. 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.
  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. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Dong, Ming & Robinson, Chris & Veld, Chris, 2005. "Why individual investors want dividends," Journal of Corporate Finance, Elsevier, vol. 12(1), pages 121-158, December.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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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