Faculty profile

Lorne Switzer

ResearcherFinance, Banking, InsuranceConcordia University

This profile is built from public research funding records (CIHR, NSERC and SSHRC). We have not imported them from a Concordia University directory, so their publications, courses and email address may be missing. Find their university profile.

Signals and details

Research

short selling circuit breaker options trading trading costs M&A informed trading volatility of implied volatility cryptocurrency derivatives

Latest funding

Options Trading Around Accounting Restatements
SSHRC · 2022 · Co-investigator
$17,422
Interactions Between Asset Markets and Derivatives Markets
SSHRC · 2020 · Principal investigator
$90,079
Does Dual Holding by Institutional Investors Make a Big Difference?
SSHRC · 2016 · Co-investigator
$49,626

All 9 grants and awards

Options Trading Around Accounting Restatements

Co-investigatorSSHRC2022Insight Development Grant

Principal investigators: El Meslmani, Nabil

Keywords: Accounting Restatements; Options Trading; Implied Volatility Skews; Implied Volatility Spreads; Trading Costs; Corporate Transparency; Financial Reporting Quality

$17,422

Interactions Between Asset Markets and Derivatives Markets

Principal investigatorSSHRC2020Insight Grants

Principal investigators: Switzer, Lorne N.

Keywords: short selling; circuit breaker; options trading; trading costs; M&A; informed trading; volatility of implied volatility; cryptocurrency derivatives

$90,079

Does Dual Holding by Institutional Investors Make a Big Difference?

Co-investigatorSSHRC2016Insight Development Grant

Principal investigators: Wang, Jun

Keywords: (1) dual/simultaneous holding; (2) institutional investors; (3) corporate governance; (4) investment outlays; (5) capital structure; (6) dividends; (7) cash holdings; (8) stock returns; (9) risk profile; (10) business cycle

$49,626

Volatility of returns across asset classes, and the effects of business cycle and corporate governance

Principal investigatorSSHRC2011

Principal investigators: Switzer, Lorne N.

Keywords: asset market volatility; business cycle effects; governance

$48,521

Internal vs. external corporate governance mechanisms and long term company performance

Principal investigatorSSHRC2007Research Grants - Management, Business and Finance

Principal investigators: Switzer, Lorne N.

Keywords: corporate governance; company performance; agency costs

$112,376

Liquidity, volatility, efficiency, and the hedging effectiveness of exchange traded derivative products

Principal investigatorSSHRC2007Standard Research Grants

Principal investigators: Switzer, Lorne N.

Keywords: derivatives; market microstructure; volatility; market efficiency; hedging

$59,000

Sources of time varying volatility of assets: the role of news and news measurement in a multi-asset framework

Principal investigatorSSHRC2001Standard Research Grants

Principal investigators: Switzer, Lorne

Keywords: time varying volatility; volatility persistance; macroeconomic news;

$71,334

Stochastic dominance bounds on option prices under transactions costs: extensions, numerical algorithms and empirical implications

Co-investigatorSSHRC2001Standard Research Grants

Principal investigators: Perrakis, Stylianos

Keywords: option pricing; transactions costs; stochastic dominance

$87,600

Index participations, mutual funds and redundant securities: theory and empirical tests

Principal investigatorSSHRC1996Standard Research Grants

Principal investigators: Switzer, Lorne

Keywords: passive portfolio strategies; index trading; transactions costs; market efficiency

$20,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Something wrong or missing on this profile? Suggest a correction