Chris Veld

718 total citations
7 papers, 465 citations indexed

About

Chris Veld is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Chris Veld has authored 7 papers receiving a total of 465 indexed citations (citations by other indexed papers that have themselves been cited), including 7 papers in Finance, 4 papers in Economics and Econometrics and 3 papers in Accounting. Recurrent topics in Chris Veld's work include Financial Markets and Investment Strategies (5 papers), Market Dynamics and Volatility (3 papers) and Stochastic processes and financial applications (3 papers). Chris Veld is often cited by papers focused on Financial Markets and Investment Strategies (5 papers), Market Dynamics and Volatility (3 papers) and Stochastic processes and financial applications (3 papers). Chris Veld collaborates with scholars based in Netherlands, United Kingdom and Canada. Chris Veld's co-authors include F.A. de Roon, Theo Nijman, Jenke ter Horst, Igor Lončarski, Patrick Verwijmeren, Marie Dutordoir, Geoffrey Poitras and Bruce D. Grundy and has published in prestigious journals such as The Journal of Finance, Journal of Banking & Finance and Journal of Financial and Quantitative Analysis.

In The Last Decade

Chris Veld

7 papers receiving 438 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Chris Veld Netherlands	5	345	321	180	118	54	7	465
Kuang‐Liang Chang Taiwan	12	423 1.2×	248 0.8×	173 1.0×	73 0.6×	60 1.1×	35	471
James T. Moser United States	10	254 0.7×	266 0.8×	96 0.5×	146 1.2×	49 0.9×	36	390
C. Sherman Cheung Canada	8	217 0.6×	231 0.7×	74 0.4×	105 0.9×	18 0.3×	29	338
B. Rajesh Kumar India	8	234 0.7×	174 0.5×	117 0.7×	62 0.5×	12 0.2×	26	290
Mondher Bellalah France	12	256 0.7×	252 0.8×	70 0.4×	59 0.5×	19 0.4×	61	366
Krista Schwarz United States	10	291 0.8×	449 1.4×	191 1.1×	70 0.6×	31 0.6×	15	535
Ludwig B. Chincarini United States	10	194 0.6×	180 0.6×	48 0.3×	65 0.6×	31 0.6×	46	299
Marta Szymanowska Netherlands	8	301 0.9×	256 0.8×	167 0.9×	45 0.4×	33 0.6×	13	357
Tibebe A. Assefa United States	6	290 0.8×	116 0.4×	130 0.7×	42 0.4×	75 1.4×	10	340
Ivelina Pavlova United States	11	288 0.8×	212 0.7×	114 0.6×	63 0.5×	33 0.6×	22	396

Countries citing papers authored by Chris Veld

Since Specialization

Citations

This map shows the geographic impact of Chris Veld's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Chris Veld with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Chris Veld more than expected).

Fields of papers citing papers by Chris Veld

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Chris Veld. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Chris Veld. The network helps show where Chris Veld may publish in the future.

Co-authorship network of co-authors of Chris Veld

This figure shows the co-authorship network connecting the top 25 collaborators of Chris Veld. A scholar is included among the top collaborators of Chris Veld based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Chris Veld. Chris Veld is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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7 of 7 papers shown

1.

Grundy, Bruce D., et al.. (2013). Why are conversion-forcing call announcements associated with negative wealth effects?. Journal of Corporate Finance. 24. 149–157. 5 indexed citations

2.

Dutordoir, Marie, et al.. (2012). Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation. Journal of Banking & Finance. 36(11). 2884–2899. 49 indexed citations

3.

Poitras, Geoffrey, et al.. (2009). European Put-Call Parity and the Early Exercise Premium for American Currency Options. Multinational Finance Journal. 13(1/2). 39–54. 3 indexed citations

4.

Lončarski, Igor, Jenke ter Horst, & Chris Veld. (2009). The Rise and Demise of the Convertible Arbitrage Strategy. Financial Analysts Journal. 65(5). 35–50. 50 indexed citations

5.

Poitras, Geoffrey, et al.. (2007). Put-call parity and the early exercise premium for currency options. Stirling Online Research Repository (University of Stirling). 16. 159–169. 2 indexed citations

6.

Roon, F.A. de, Theo Nijman, & Chris Veld. (2000). Hedging Pressure Effects in Futures Markets. The Journal of Finance. 55(3). 1437–1456. 342 indexed citations

7.

Roon, F.A. de, Theo Nijman, & Chris Veld. (1998). Pricing Term Structure Risk in Futures Markets. Journal of Financial and Quantitative Analysis. 33(1). 139–139. 14 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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