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Chris Veld
Chris Veld
Professor of Finance, Monash University
Verified email at monash.edu
Title
Cited by
Cited by
Year
Hedging pressure effects in futures markets
FA De Roon, TE Nijman, C Veld
The Journal of Finance 55 (3), 1437-1456, 2000
5972000
Why individual investors want dividends
M Dong, C Robinson, C Veld
Journal of Corporate Finance 12 (1), 121-158, 2005
2362005
Why individual investors want dividends
M Dong, C Robinson, C Veld
Journal of Corporate Finance 12 (1), 121-158, 2005
2362005
Do spin-offs really create value? The European case
C Veld, YV Veld-Merkoulova
Journal of Banking & Finance 28 (5), 1111-1135, 2004
1982004
The risk perceptions of individual investors
C Veld, YV Veld-Merkoulova
Journal of Economic Psychology 29 (2), 226-252, 2008
1822008
Do happy people make optimistic investors?
G Kaplanski, H Levy, C Veld, Y Veld-Merkoulova
Journal of Financial and Quantitative Analysis 50 (1-2), 145-168, 2015
1642015
An empirical analysis of incremental capital structure decisions under managerial entrenchment
A De Jong, C Veld
Journal of Banking & Finance 25 (10), 1857-1895, 2001
1572001
An empirical analysis of incremental capital structure decisions under managerial entrenchment
A De Jong, C Veld
Journal of Banking & Finance 25 (10), 1857-1895, 2001
1572001
Announcement effects of convertible bond loans and warrant-bond loans: An empirical analysis for the Dutch market
F De Roon, C Veld
Journal of Banking & Finance 22 (12), 1481-1506, 1998
1491998
Contrarian investment strategies in a European context
IJC Brouwer Van Der Put Veld
Journal of Business Finance & Accounting 24 (9‐10), 1353-1366, 1997
1061997
What we do and do not know about convertible bond financing
M Dutordoir, C Lewis, J Seward, C Veld
Journal of Corporate Finance 24, 3-20, 2014
1052014
What drives security issuance decisions: Market timing, pecking order, or both?
M Dong, I Loncarski, J Horst, C Veld
Financial Management 41 (3), 637-663, 2012
1032012
What drives security issuance decisions: Market timing, pecking order, or both?
M Dong, I Loncarski, J Horst, C Veld
Financial Management 41 (3), 637-663, 2012
1032012
Value creation through spin‐offs: A review of the empirical evidence
C Veld, YV Veld‐Merkoulova
International Journal of Management Reviews 11 (4), 407-420, 2009
982009
Out-of-sample hedging effectiveness of currency futures for alternative models and hedging strategies
A De Jong, F De Roon, C Veld
The Journal of Futures Markets (1986-1998) 17 (7), 817, 1997
941997
Reverse convertible bonds analyzed
M Szymanowska, JT Horst, C Veld
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009
922009
Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation
E Duca, M Dutordoir, C Veld, P Verwijmeren
Journal of Banking & Finance 36 (11), 2884-2899, 2012
912012
The rise and demise of the convertible arbitrage strategy
I Loncarski, J Ter Horst, C Veld
Financial Analysts Journal 65 (5), 35-50, 2009
772009
The rise and demise of the convertible arbitrage strategy
I Loncarski, J Ter Horst, C Veld
Financial Analysts Journal 65 (5), 35-50, 2009
772009
The rise and demise of the convertible arbitrage strategy
I Loncarski, J Ter Horst, C Veld
Financial Analysts Journal 65 (5), 35-50, 2009
772009
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