Lawrence Kryzanowski

Concordia University, Quebec - John Molson School of Business

Senior Concordia University Research Chair in Finance

1455 de Maisonneuve Blvd. W.

Montreal, Quebec H3G 1M8

Canada

SCHOLARLY PAPERS

29

DOWNLOADS
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Top 16,583

in Total Papers Downloads

3,705

SSRN CITATIONS
Rank 24,305

SSRN RANKINGS

Top 24,305

in Total Papers Citations

17

CROSSREF CITATIONS

23

Scholarly Papers (29)

1.

Policy Uncertainty and Corporate Credit Spreads

Journal of Financial Economics (JFE), Vol. 138, No. 3, 2020
Number of pages: 87 Posted: 11 Mar 2017 Last Revised: 15 Jun 2021
Mahsa Kaviani, Lawrence Kryzanowski, Hosein Maleki and Pavel G. Savor
University of Delaware, Concordia University, Quebec - John Molson School of Business, Florida State University - College of Business and DePaul University - Kellstadt Graduate School of Business
Downloads 665 (48,575)
Citation 17

Abstract:

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credit spreads, policy uncertainty, regulation

2.

Limit vs. Market Order Trading on the Saudi Stock Market

Number of pages: 32 Posted: 28 May 2001
Mohammad Al-Suhaibani and Lawrence Kryzanowski
Imam University - Department of Economics and Concordia University, Quebec - John Molson School of Business
Downloads 513 (67,449)

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Market Microstructure, Order-driven Market, Order Placement, Order Performance.

3.

Do Country-level Creditor Protections Affect Firm-level Debt Structure?

Fox School of Business Research Paper No. 18-012
Number of pages: 75 Posted: 26 Jan 2017 Last Revised: 25 Oct 2018
Kose John, Mahsa Kaviani, Lawrence Kryzanowski and Hosein Maleki
New York University (NYU) - Department of Finance, University of Delaware, Concordia University, Quebec - John Molson School of Business and Florida State University - College of Business
Downloads 481 (73,096)
Citation 1

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reditor rights, debt structure, capital structure, inefficient liquidation

4.

Timing the Stock Market: Does it Really Make No Sense?

Number of pages: 47 Posted: 29 Jul 2013 Last Revised: 11 Aug 2015
Hubert Dichtl, Wolfgang Drobetz and Lawrence Kryzanowski
dichtl research & consulting GmbH, University of Hamburg and Concordia University, Quebec - John Molson School of Business
Downloads 316 (118,426)
Citation 1

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Market timing, expected utility theory, regret theory, anticipated utility theory, cumulative prospect theory, bootstrap simulation

5.

Should Minimum Portfolio Sizes Be Prescribed for Achieving Sufficiently Well-Diversified Equity Portfolios?

Frontiers in Finance and Economics, Vol. 7, No. 2, 1-37, October 2010
Number of pages: 37 Posted: 17 Dec 2010
Lawrence Kryzanowski and Shishir Singh
Concordia University, Quebec - John Molson School of Business and affiliation not provided to SSRN
Downloads 233 (161,620)

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diversification benefits, portfolio size, dispersion, Sharpe and Sortino ratios

Financial Oligopolies: Theory and Empirical Evidence in the Credit Default Swap Markets

Number of pages: 69 Posted: 17 May 2013 Last Revised: 11 Nov 2017
Lawrence Kryzanowski, Stylianos Perrakis and Rui Zhong
Concordia University, Quebec - John Molson School of Business, Concordia University, Quebec - John Molson School of Business and The University of Western Australia - UWA Business School
Downloads 136 (259,774)

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Oligopolies, Market Structure, Barriers to Entry, (Loan) Credit Default Swaps, Limits to Arbitrage

Financial Oligopolies: Theory and Empirical Evidence in the Credit Default Swap Markets

Number of pages: 69 Posted: 10 Nov 2017
Lawrence Kryzanowski, Stylianos Perrakis and Rui Zhong
Concordia University, Quebec - John Molson School of Business, Concordia University, Quebec - John Molson School of Business and The University of Western Australia - UWA Business School
Downloads 39 (528,443)
Citation 1

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Oligopolies, Market Structure, Barriers to Entry, (Loan) Credit Default Swaps, Limits to Arbitrage

Capacity Effects and Winner Fund Performance: The Relevance and Interactions of Fund and Family Characteristics

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 40 Posted: 16 Sep 2011 Last Revised: 08 Dec 2011
Wolfgang Bessler, Lawrence Kryzanowski, Philipp Kurmann and Peter Lueckoff
Justus-Liebig-University Giessen, Concordia University, Quebec - John Molson School of Business, University of Giessen - Center for Finance and Banking and Justus-Liebig-University Giessen
Downloads 109 (305,764)
Citation 2

Abstract:

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mutual funds, capacity effects

Capacity Effects and Winner Fund Performance: The Relevance and Interactions of Fund and Family Characteristics

Number of pages: 45 Posted: 11 Jun 2012
Wolfgang Bessler, Lawrence Kryzanowski, Philipp Kurmann and Peter Lückoff
Justus-Liebig-University Giessen, Concordia University, Quebec - John Molson School of Business, University of Giessen - Center for Finance and Banking and Justus-Liebig-University Giessen
Downloads 61 (434,232)

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mutual fund performance, fund and family characteristics, capacity effects

8.

Is There an International Trade-Venue Clientele Effect for Canadian Shares Cross-Listed in the United States?

Number of pages: 47 Posted: 19 Jun 2002
Lawrence Kryzanowski and Arturo Rubalcava
Concordia University, Quebec - John Molson School of Business and University of Regina
Downloads 164 (222,097)

Abstract:

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9.

Does Social Performance Affect the Risk of Financial Firms?

Number of pages: 66 Posted: 26 Dec 2011
Kais Bouslah, Lawrence Kryzanowski and Bouchra Mzali
University of St Andrews, Concordia University, Quebec - John Molson School of Business and University of Quebec at Montreal
Downloads 158 (229,169)

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Financial firms, Volatility, Value at Risk, Social performance, Strengths, Concerns

10.

Conflicts of Interest and Agent Heterogeneity in Buyer Brokerage

Number of pages: 72 Posted: 18 Mar 2021 Last Revised: 28 Jun 2021
Lawrence Kryzanowski, Yanting Wu and Tingyu Zhou
Concordia University, Quebec - John Molson School of Business, John Molson School of Business, Concordia University and Florida State University
Downloads 123 (279,139)

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Real estate, Housing, Conflict of interests, Buyer brokerage, Non-binding principal-agent relationships

11.

Price Discovery in Equity and CDS Markets

Journal of Financial Markets, Forthcoming
Number of pages: 61 Posted: 22 Sep 2016 Last Revised: 06 Jun 2017
Lawrence Kryzanowski, Stylianos Perrakis and Rui Zhong
Concordia University, Quebec - John Molson School of Business, Concordia University, Quebec - John Molson School of Business and The University of Western Australia - UWA Business School
Downloads 101 (320,193)
Citation 1

Abstract:

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Price discovery; Information shares; Information shock

12.

Currency Hedging of International Bond Portfolios: Effects of Unconventional Monetary Policy Regimes

Number of pages: 60 Posted: 23 Feb 2018 Last Revised: 04 Jun 2018
Lawrence Kryzanowski, Jie Zhang and Rui Zhong
Concordia University, Quebec - John Molson School of Business, Trent University and The University of Western Australia - UWA Business School
Downloads 91 (342,197)
Citation 1

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Currency Hedging, International Bond Portfolios, Quantitative Easing, Federal Reserve’s security-type holdings

13.

Trading Activity, Quoted Liquidity, and Stock Volatility

Multinational Finance Journal, Vol. 1, No. 3, p. 199-227, 1997
Number of pages: 29 Posted: 18 Jul 2015
Li Jiang and Lawrence Kryzanowski
Hong Kong Polytechnic University and Concordia University, Quebec - John Molson School of Business
Downloads 87 (351,894)
Citation 1

Abstract:

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volatility; volatility determinants; and market microstructure

14.

Episodic Stability in Capital Structure: The Role of Credit Market Segmentation

Fox School of Business Research Paper No. 18-039
Number of pages: 60 Posted: 02 Aug 2018 Last Revised: 28 May 2021
Jess Cornaggia, Mahsa Kaviani, Lawrence Kryzanowski and Hosein Maleki
Pennsylvania State University - Department of Finance, University of Delaware, Concordia University, Quebec - John Molson School of Business and Florida State University - College of Business
Downloads 86 (354,367)

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capital structure stability, access to credit, credit market segmentation, credit ratings

15.

Governance and Short Sales

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 36 Posted: 23 Sep 2012 Last Revised: 20 Jul 2014
Daniel Dupuis and Lawrence Kryzanowski
American University of Sharjah - School of Business and Management and Concordia University, Quebec - John Molson School of Business
Downloads 74 (386,839)
Citation 1

Abstract:

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short sales, corporate governance

16.

Board Diversity and Cost of Equity (CoE)

Number of pages: 67 Posted: 09 Jul 2020
Ashrafee T Hossain and Lawrence Kryzanowski
Memorial University of Newfoundland (MNU) - Faculty of Business Administration and Concordia University, Quebec - John Molson School of Business
Downloads 63 (424,795)

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Diversity, Board of Directors, Governance, Cost of Equity (CoE)

17.

The Relationship between Overallotment Options, Underwriting Fees and Price Stabilization for Canadian IPOs

Multinational Finance Journal, Vol. 4, No. 1/2, p. 5-34, 2000
Number of pages: 30 Posted: 08 Jul 2015
Richard Chung, Lawrence Kryzanowski and Ian Rakita
Griffith University - Department of Accounting, Finance and Economics, Concordia University, Quebec - John Molson School of Business and Concordia University, Quebec
Downloads 55 (449,916)

Abstract:

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initial public offerings; overallotment options; price stabilization; underwriting fees

18.

Dual-price Integration Risks and Closed-end Fund Premiums

Number of pages: 56 Posted: 01 Sep 2012 Last Revised: 17 Oct 2016
Anas Aboulamer and Lawrence Kryzanowski
Duff and Phelps and Concordia University, Quebec - John Molson School of Business
Downloads 53 (457,375)

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Closed-end funds, Idiosyncratic volatility, Arbitrage risk and cost, Limits to arbitrage, Integration test

19.

Redefining Short Sales Constraints

Number of pages: 48 Posted: 20 Jul 2014
Daniel Dupuis and Lawrence Kryzanowski
American University of Sharjah - School of Business and Management and Concordia University, Quebec - John Molson School of Business
Downloads 42 (503,221)

Abstract:

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short sales, asset pricing, constraints

20.

The Behavior of Prices, Trades and Spreads for Canadian IPO's

Multinational Finance Journal, Vol. 9, No. 3/4, p. 215-236, 2005
Number of pages: 22 Posted: 01 Jul 2015
Lawrence Kryzanowski, Skander Lazrak and Ian Rakita
Concordia University, Quebec - John Molson School of Business, Brock University and Concordia University, Quebec
Downloads 33 (547,544)

Abstract:

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initial public offerings; microstructure; spreads; decimalization

21.

Are the Market Effects Associated with Revisions to the TSE300 Index Robust?

Multinational Finance Journal, Vol. 2, No. 1, p. 1-36, 1998
Number of pages: 37 Posted: 17 Jul 2015
Richard Chung and Lawrence Kryzanowski
Griffith University - Department of Accounting, Finance and Economics and Concordia University, Quebec - John Molson School of Business
Downloads 15 (664,127)

Abstract:

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index revision, abnormal returns, liquidity, event study

22.

Signaling Effects of Recurrent List-price Reductions on the Likelihood of House Sales

Number of pages: 46 Posted: 14 Jul 2021
Lawrence Kryzanowski and Yanting Wu
Concordia University, Quebec - John Molson School of Business and John Molson School of Business, Concordia University
Downloads 5 (741,277)

Abstract:

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Recurrent list-price reductions, House sale likelihood, Signaling, Joint frailty model, Time-varying coefficients

23.

Optimal Investment Decisions for Two Positioned Firms Competing in a Duopoly Market with Hidden Competitors

European Financial Management, Vol. 17, No. 2, pp. 305-330, 2011
Number of pages: 26 Posted: 01 Mar 2011
Manuel Rocha Armada, Lawrence Kryzanowski and Paulo Jorge Pereira
affiliation not provided to SSRN, Concordia University, Quebec - John Molson School of Business and University of Minho - School of Economics and Management
Downloads 2 (766,489)
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Abstract:

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real options, hidden competition, strategic investment, duopoly, investment costs

24.

International Trade-Venue Clienteles and Order-Flow Competitiveness

Posted: 16 May 2004
Lawrence Kryzanowski and Arturo Rubalcava
Concordia University, Quebec - John Molson School of Business and University of Regina

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Clienteles, order-flow competitiveness, bid-ask spreads, share float, decimalization, international financial markets

25.

Market Quote and Spread Component Cost Behavior Around Trading Halts for Stocks Interlisted on the Montreal and Toronto Stock Exchanges

Posted: 13 Sep 2001
Howard B. Nemiroff and Lawrence Kryzanowski
Carleton University - Sprott School of Business and Concordia University, Quebec - John Molson School of Business

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26.

The Information Content of Orders on the Saudi Stock Market

Posted: 16 Sep 1999
Mohammad Al-Suhaibani and Lawrence Kryzanowski
Imam University - Department of Economics and Concordia University, Quebec - John Molson School of Business

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27.

Perspectives on Canadian Bank Insolvency During the 1930s

Posted: 04 Sep 1998
Lawrence Kryzanowski and Gordon S. Roberts
Concordia University, Quebec - John Molson School of Business and York University - Schulich School of Business

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28.

Price Discovery Around Trading Halts Using Trade-by-Trade Data

Posted: 16 Jun 1998
Lawrence Kryzanowski and Howard B. Nemiroff
Concordia University, Quebec - John Molson School of Business and Carleton University - Sprott School of Business

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29.

Performance Attribution Using an Apt with Prespecified Macrofactors and Time-Varying Risk Premia and Betas

J. OF FINANCIAL AND QUANTITATIVE ANALYSIS, June 1997
Posted: 18 Jun 1997
Lawrence Kryzanowski, Simon Lalancette and Minh Chau To
Concordia University, Quebec - John Molson School of Business, University of Quebec at Montreal and Ecole des Hautes Etudes Commerciales de Montreal

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