Home > Research > Accounting and Finance > Publications & Outputs
View graph of relations

Accounting and Finance

  1. Published

    Option implied volatility measures and stock return predictability

    Fu, X., Arisoy, Y. E., Shackleton, M. B. & Umutlu, M., 1/08/2016, In : Journal of Derivatives. 24, 1, p. 58-78 21 p.

    Research output: Contribution to journalJournal article

  2. Published

    A snakes and ladders representation of stock prices and returns

    Gager, P. & Shackleton, M. B., 2009, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  3. Published

    Value-at-risk disclosure and cost of equity capital

    Gao, Z. & Chen, H., 2010, In : Global Economy and Finance Journal. 3, 2, p. 61-75 15 p.

    Research output: Contribution to journalJournal article

  4. Published

    Dividend policy irrelevancy and the construct of earnings

    Gao, Z., Ohlson, J. & Ostaszewski, A., 06/2013, In : Journal of Business Finance and Accounting. 40, 5-6, p. 673-694 22 p.

    Research output: Contribution to journalJournal article

  5. Published

    Predicting long-term earnings growth from multiple information sources

    Gao, Z. & Wu, W-T., 03/2014, In : International Review of Financial Analysis. 32, p. 71-84 14 p.

    Research output: Contribution to journalJournal article

  6. Unpublished

    On the valuation of tax expense

    Gao, Z., Givoly, D. & Laux, R., 2015, (Unpublished).

    Research output: Working paper

  7. Published

    Contractual features of CEO performance-vested equity compensation

    Gao, Z., Hwang, Y. & Wu, W-T., 12/2017, In : Journal of Contemporary Accounting and Economics . 13, 3, p. 282-303 22 p.

    Research output: Contribution to journalJournal article

  8. Published

    Can A Hybrid Method Improve Equity Valuation? An Empirical Evaluation of the Ohlson and Johannesson (2016) Model

    Gao, Z., Myers, J., Myers, L. & Wu, W-T., 1/11/2019, In : The Accounting Review. 94, 6, p. 227-252 6 p.

    Research output: Contribution to journalJournal article

  9. Published

    The Informativeness of U.S. Banks’ Statements of Cash Flows

    Gao, Z., Li, W. & O'Hanlon, J. F., 1/12/2019, In : Journal of Accounting Literature. 43, p. 1-18 18 p.

    Research output: Contribution to journalJournal article

  10. Published

    Balance sheet versus earnings conservatism in Europe

    Garcia Lara, J. M. & Mora, A., 2004, In : European Accounting Review. 13, 2, p. 261-292 32 p.

    Research output: Contribution to journalJournal article

  11. Published

    On the persistent undestatement of shareholders’ equity in Europe

    Garcia Lara, J. M. & Mora, A., 2003, In : Spanish Journal of Finance and Accounting. 115, p. 44-68 25 p.

    Research output: Contribution to journalJournal article

  12. Published

    Accounting conservatism in Europe (II)

    Garcia Lara, J. M., 2003, In : Spanish Journal of Finance and Accounting. 115, p. 379-382 4 p.

    Research output: Contribution to journalJournal article

  13. Published

    The asymmetric timeliness of earnings in a European context

    Garcia Lara, J. M. & Mora, A., 2003, In : Spanish Journal of Finance and Accounting. 116, p. 235-264 30 p.

    Research output: Contribution to journalJournal article

  14. Published

    Accounting conservatism in Europe (I)

    Garcia Lara, J. M., 2002, In : Spanish Journal of Finance and Accounting. 113, p. 961-964 4 p.

    Research output: Contribution to journalJournal article

  15. Published

    Mandatory IFRS Adoption and Accounting Quality of European Banks

    Gebhardt, G. & Novotny-Farkas, Z., 04/2011, In : Journal of Business Finance and Accounting. 38, 3-4, p. 289-333 45 p.

    Research output: Contribution to journalJournal article

  16. Published

    The Trend Is Your Friend: Time-Series Momentum Strategies across Equity and Commodity Markets

    Georgopoulou, A. & Wang, J. G., 1/07/2017, In : Review of Finance. 21, 4, p. 1557-1592 36 p.

    Research output: Contribution to journalJournal article

  17. Published

    Cash holdings and employee welfare

    Ghaly, M., Anh Dang, V. & Stathopoulos, K., 08/2015, In : Journal of Corporate Finance. 33, p. 53-70

    Research output: Contribution to journalJournal article

  18. Published

    Cash holdings and labor heterogeneity: the role of skilled labor

    Ghaly, M., Anh Dang, V. & Stathopoulos, K., 10/2017, In : Review of Financial Studies. 30, 10, p. 3636–3668 33 p.

    Research output: Contribution to journalJournal article

  19. Forthcoming

    Institutional Investors’ Horizons and Corporate Employment Decisions

    Ghaly, M., Anh Dang, V. & Stathopoulos, K., 3/05/2020, (Accepted/In press) In : Journal of Corporate Finance.

    Research output: Contribution to journalJournal article

  20. Published

    Cojumps in stock prices: empirical evidence

    Gilder, D., Shackleton, M. & Taylor, S. J., 2014, In : Journal of Banking and Finance. 40, p. 443-459 17 p.

    Research output: Contribution to journalJournal article

  21. Published

    Do high interest rates defend currencies during speculative attacks? new evidence

    Goderis, B. & Ioannidou, V. P., 01/2008, In : Journal of International Economics. 74, 1, p. 158-169 12 p.

    Research output: Contribution to journalJournal article

  22. Published

    The dark side of stress tests: Negative effects of information disclosure

    Goncharenko, R., Hledik, J. & Pinto, R., 08/2018, In : Journal of Financial Stability. 37, p. 49-59 11 p.

    Research output: Contribution to journalJournal article

  23. Published

    Why do countries mandate accrual accounting for tax purposes?

    Goncharov, I. & Jacob, M., 12/2014, In : Journal of Accounting Research. 52, 5, p. 1127-1163 37 p.

    Research output: Contribution to journalJournal article

  24. Published

    The supply of and demand for accounting information: the case of bank financing in Russia

    Goncharov, I. & Zimmermann, J., 04/2007, In : Economics of Transition. 15, 2, p. 257-283 27 p.

    Research output: Contribution to journalJournal article

  25. Published

    Do fair value adjustments influence dividend policy?

    Goncharov, I. & van Triest, S., 2011, In : Accounting and Business Research. 41, 1, p. 51-68 18 p.

    Research output: Contribution to journalJournal article

  26. Published

    Stale and scale effects in markets-based accounting research: evidence from the valuation of dividends

    Goncharov, I. & Veenman, D., 2014, In : European Accounting Review. 23, 1, p. 25-55 31 p.

    Research output: Contribution to journalJournal article

  27. Published

    Does compliance with the German corporate governance code have an impact on stock valuation? an empirical analysis

    Goncharov, I., Werner, J. R. & Zimmermann, J., 09/2006, In : Corporate Governance: An International Review. 14, 5, p. 432-445 14 p.

    Research output: Contribution to journalJournal article

  28. Published

    Unintended consequences of changing accounting standards: the case of fair value accounting and mandatory dividends

    Goncharov, I. & van Triest, S., 09/2014, In : Abacus. 50, 3, p. 342-368 27 p.

    Research output: Contribution to journalJournal article

  29. Published

    Fair value and audit fees

    Goncharov, I., Riedl, E. J. & Sellhorn, T., 03/2014, In : Review of Accounting Studies. 19, 1, p. 210-241 31 p.

    Research output: Contribution to journalJournal article

  30. Published

    Asymmetric trading by insiders: comparing abnormal returns and earnings prediction in Spain and Australia

    Goncharov, I., Hodgson, A. C., Lhaopadchan, S. & Sanabria Garcia, S., 03/2013, In : Accounting and Finance. 53, 1, p. 163-184 22 p.

    Research output: Contribution to journalJournal article

  31. Published

    Measuring and reporting income in Europe

    Goncharov, I. & Hodgson, A. C., 2011, In : Journal of International Accounting Research. 10, 1, p. 27-59 33 p.

    Research output: Contribution to journalJournal article

  32. Published

    Legislative demands and economic realities: company and group accounts compared

    Goncharov, I., Werner, J. R. & Zimmermann, J., 12/2009, In : The International Journal of Accounting. 44, 4, p. 334-362 29 p.

    Research output: Contribution to journalJournal article

  33. Published

    Earnings management when incentives compete: the role of tax accounting in Russia

    Goncharov, I. & Zimmermann, J., 2006, In : Journal of International Accounting Research. 5, 1, p. 45-61 17 p.

    Research output: Contribution to journalJournal article

  34. Published

    Do accounting standards influence the level of earnings management? evidence from Germany

    Goncharov, I. & Zimmermann, J., 2007, In : Die Unternehmung. 61, 5, p. 371-388 18 p.

    Research output: Contribution to journalJournal article

  35. Published

    Reassessing the role of book-tax conformity

    Goncharov, I. & Werner, J. R., 2009.

    Research output: Working paper

  36. Published

    Does reporting transparency affect industry coordination? Evidence from the duration of international cartels

    Goncharov, I. & Peter, C. D., 1/05/2019, In : The Accounting Review. 94, 3, p. 149-175 27 p.

    Research output: Contribution to journalJournal article

  37. Published

    Accounting Profitability and the Political Process: The Case of R&D Accounting in the Pharmaceutical Industry

    Goncharov, I., Mahlich, J. & Yurtoglu, B. B., 28/01/2020, p. 1-38, 38 p.

    Research output: Working paper

  38. Published

    Does goodwill accounting matter?

    Gore, P., Taib, F. & Taylor, P., 03/1996, In : Accountancy. 117, 1231, p. 124-125 2 p.

    Research output: Contribution to journalJournal article

  39. Published

    A Submission in Response to the Accounting Standards Board Working Paper "Goodwill and Intangible Assets"

    Gore, P., Taib, F. & Taylor, P., 1995, London : Accounting Standards Board.

    Research output: Other contribution

  40. Published

    Auditor liability and the impact of the ASB's statement of principles: an examination of lobbying

    Gore, J. P. O., 1999, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  41. Published

    Financial reporting: the search for a conceptual framework

    Gore, J. P. O., 2000, The Current State of Business Disciplines. India: Spellbound Pubns Pvt Ltd, p. 179-200 22 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  42. Published

    Earnings management and the distribution of earnings relative to targets: UK evidence

    Gore, J. P. O., Pope, P. F. & Singh, A., 2007, In : Accounting and Business Research. 37, 2, p. 123-150 28 p.

    Research output: Contribution to journalJournal article

  43. Published

    The impact of distressed economies on the EU sovereign market

    Groba, J., Lafuente, J. A. & Serrano, P., 07/2013, In : Journal of Banking and Finance. 37, 7, p. 2520-2532 13 p.

    Research output: Contribution to journalJournal article

  44. Published

    Foreign Monetary Policy and Firms' Default Risk

    Groba, J. & Serrano, P., 10/10/2017, Lancaster: Lancaster University, Department of Accounting and Finance, 86 p.

    Research output: Working paper

  45. Published
  46. Published

    Essays on corporate governance and firm performance

    Guo, R., 2020, Lancaster University. 100 p.

    Research output: ThesisDoctoral Thesis

  47. Published

    Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets

    Haerdle, W., Lee Kuo Chuen, D., Nasekin, S. & Petukhina, A., 1/01/2018, In : Journal of Asset Management. 19, 1, p. 49-63 15 p.

    Research output: Contribution to journalJournal article

  48. Published

    Practice developments in budgeting: an overview and research perspective

    Hansen, S. C., Otley, D. T. & Van der Stede, W. A., 2003, In : Journal of Management Accounting Research. 15, p. 95-116 22 p.

    Research output: Contribution to journalJournal article

  49. Unpublished

    Mind the Gap: An Early Empirical Analysis of SEC's “Tick Size Pilot Program”

    Hansen, P., Li, Y., Lunde, A. & Patton, A., 2017, (Unpublished).

    Research output: Working paper

  50. E-pub ahead of print

    Estimating Portfolio Risk for Tail Risk Protection Strategies

    Happersberger, D., Lohre, H. & Nolte, I., 3/02/2020, In : European Financial Management. 40 p.

    Research output: Contribution to journalJournal article

  51. Published

    Representative consumer’s risk aversion and efficient risk-sharing rules

    Hara, C., Huang, J. & Kuzmics, C., 2007, In : Journal of Economic Theory. 137, 1, p. 652-672 21 p.

    Research output: Contribution to journalJournal article

  52. Published

    Effects of background risks on cautiousness with an application to a portfolio choice problem

    Hara, C., Huang, J. & Kuzmics, C., 01/2011, In : Journal of Economic Theory. 146, 1, p. 346-358 13 p.

    Research output: Contribution to journalJournal article

  53. Published

    Analyst target price accuracy and the incidence of cash flow forecasts

    Hashim, N. & Strong, N., 02/2015, Lancaster: The Department of Accounting and Finance, 31 p.

    Research output: Working paper

  54. Published

    Do formal risk assessments improve analysts’ target price accuracy?

    Hashim, N. & Strong, N., 2015, Lancaster: The Department of Accounting and Finance, 45 p.

    Research output: Working paper

  55. Published

    Does analyst ranking affect how informative target prices are to institutional investors?

    Hashim, N., 2015, Lancaster: The Department of Accounting and Finance, 37 p.

    Research output: Working paper

  56. Published

    Expected-loss-based accounting for the impairment of financial instruments: : the FASB and IASB IFRS 9 Approaches

    Hashim, N., O'Hanlon, J. & Li, W., 2015, Brussels: European Parliament.

    Research output: Book/Report/ProceedingsCommissioned report

  57. Published

    Expected-loss-based accounting for impairment of financial instruments: the FASB and IASB proposals 2009-2016

    Hashim, N. A. A., O'Hanlon, J. F. & Li, W., 2016, In : Accounting in Europe. 13, 2, p. 229-267 39 p.

    Research output: Contribution to journalJournal article

  58. Published

    Do analysts’ cash flow forecasts improve their target price accuracy?

    Hashim, N. A. A. & Strong, N., 12/2018, In : Contemporary Accounting Research. 35, 4, p. 1816-1842 27 p.

    Research output: Contribution to journalJournal article

  59. Published

    Reflections on the development of the FASB's and IASB's expected-loss methods of accounting for credit losses

    Hashim, N. A. A., Li, W. & O'Hanlon, J. F., 1/06/2019, In : Accounting and Business Research. 49, 6, p. 682-725 44 p.

    Research output: Contribution to journalJournal article

  60. Published

    Open-ended Property Funds: Risk and Return Profile - Diversification Benefits and Liquidity Risks

    Hass, L. H., Johanning, L., Rudolph, B. & Schweizer, D., 01/2012, In : International Review of Financial Analysis. 21, p. 90-107 18 p.

    Research output: Contribution to journalJournal article

  61. Published

    What drives contagion in financial markets? liquidity versus information spill-over

    Hass, L. H., Koziol, C. & Schweizer, D., 06/2014, In : European Financial Management. 20, 3, p. 548-573 26 p.

    Research output: Contribution to journalJournal article

  62. Published

    Das Diversifikations- und Downside Protection-Potenzial von Rohstoffen in Multi-Asset-Portfolios

    Hass, L. H. & Schweizer, D., 2009, Management von Rohstoffrisiken: Strategien, Chancen, Risiken, Märkte und Produkte. Eller, R., Heinrich, M., Perrot, R. & Reif, M. (eds.). Gabler Verlag

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  63. Published

    Alternative Investments

    Hass, L. H., Proelss, J. & Schweizer, D., 03/2013, Portfolio Theory and Management. Kent Baker, H. & Filbeck, G. (eds.). Oxford: Oxford University Press

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  64. Published

    The effectiveness of public enforcement: evidence from the resolution of tunneling in China

    Hass, L. H., Johan, S. & Müller, M., 09/2016, In : Journal of Business Ethics. 134, 4, p. 649-668 20 p.

    Research output: Contribution to journalJournal article

  65. Published

    Is corporate governance in China related to performance persistence?

    Hass, L. H., Johan, S. & Schweizer, D., 04/2016, In : Journal of Business Ethics. 134, 4, p. 575-592 18 p.

    Research output: Contribution to journalJournal article

  66. Published

    Corporate governance and the information environment: evidence from Chinese stock markets

    Hass, L. H., Vergauwe, S. & Zhang, Q., 12/2014, In : International Review of Financial Analysis. 36, p. 106-119 14 p.

    Research output: Contribution to journalJournal article

  67. Published

    Equity incentives and corporate fraud in China

    Hass, L. H., Tarsalewska, M. & Zhan, F., 11/2016, In : Journal of Business Ethics. 138, 4, p. 723-742 20 p.

    Research output: Contribution to journalJournal article

  68. Published

    Corporate fraud and bank loan contracting: Chinese evidence

    Hass, L. H., Müller, M. & Zhang, Z., 16/07/2015, Sustainable entrepreneurship in China: ethics, corporate governance, and institutional reforms. Cumming, D., Firth, M., Hou, W. & Lee, E. (eds.). London: Palgrave Macmillan

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  69. Published

    Tournament incentives and corporate fraud

    Hass, L. H., Müller, M. & Vergauwe, S., 10/2015, In : Journal of Corporate Finance. 34, p. 251-267 17 p.

    Research output: Contribution to journalJournal article

  70. Published

    State-ownership and bank loan contracting: evidence from corporate fraud

    Hass, L. H., Vergauwe, S. & Zhang, Z., 2019, In : European Journal of Finance. 25, 6, p. 550-567 18 p.

    Research output: Contribution to journalJournal article

  71. Published

    Venture capital and financial reporting in newly public firms

    Hass, L. H. & Tarsalewska, M., 1/01/2019, The Oxford Handbook of IPOs. Cumming, D. (ed.). Oxford University Press, p. 412-429 18 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  72. Published

    CEO Compensation, Incentives and Governance in New Enterprise Firms

    He, L. & Conyon, M., 2004, In : Journal of Derivatives Accounting. 1, 1, p. 47-60 14 p.

    Research output: Contribution to journalJournal article

  73. Published

    Short Selling and Price Discovery in Corporate Bonds

    Hendershott, T., Kozhan, R. & Raman, V., 1/02/2020, In : Journal of Financial and Quantitative Analysis. 55, 1, p. 77-115 39 p.

    Research output: Contribution to journalJournal article

  74. Published

    On the equivalence of floating and fixed-strike Asian options

    Henderson, V. & Wojakowski, R. M., 2000, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  75. Published

    On the equivalence of floating- and fixed-strike Asian options

    Henderson, V. & Wojakowski, R. M., 2002, In : Journal of Applied Probability. 39, 2, p. 391-394 4 p.

    Research output: Contribution to journalJournal article

  76. Published

    Bounds for in-progress floating-strike Asian options using symmetry

    Henderson, V., Hobson, D., Shaw, W. & Wojakowski, R. M., 2007, In : Annals of Operations Research. 151, 1, p. 81-98 18 p.

    Research output: Contribution to journalJournal article

  77. Published

    A multi-disciplinary identification of issues associated with 'contracting' in market oriented health service reforms

    Hindle, A., Burgoyne, J. G., Mumford, M. J. & Brown, D. H., 1997, In : British Journal of Healthcare Management. 8, p. 39-49 11 p.

    Research output: Contribution to journalJournal article

  78. Unpublished

    Bear market risk and and the cross-section of hedge fund returns

    Ho, T., Kagkadis, A. & Wang, G., 31/10/2019, (Unpublished) 56 p.

    Research output: Working paper

  79. Published

    Explicit and Implicit Subject Bias in the ABS Journal Quality Guide

    Hoepner, A. G. F. & Unerman, J., 2012, In : Accounting Education. 21, 1, p. 3-15 13 p.

    Research output: Contribution to journalJournal article

  80. Published

    The Structure of Corporate Holdings and Corporate Governance: Evidence from India

    Homroy, S. & Banerjee, S., 2015, Lancaster University, Department of Economics, (Economics Working Paper Series; vol. 2015, no. 13).

    Research output: Working paper

  81. Published

    An Investigation into Multivariate Variance Ratio Statistics and their Application to Stock Market Predictability

    Hong, S. Y., Linton, O. & Zhang, H. J., 21/03/2017, In : Journal of Financial Econometrics. 15, 2, p. 173-222 50 p.

    Research output: Contribution to journalJournal article

  82. E-pub ahead of print

    Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff

    Hong, S. Y. & Linton, O., 29/03/2020, In : Journal of Econometrics.

    Research output: Contribution to journalJournal article

  83. Published

    Summary and conclusions

    Hopwood, A., Unerman, J., Fries, J. & McCulloch, K., 2010, Accounting for Sustainability: Practical Insights. Hopwood, A., Unerman, J. & Fries, J. (eds.). Earthscan, p. 233-242 10 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  84. Published

    Accounting for Sustainability: Practical Insights

    Hopwood, A. (ed.), Unerman, J. (ed.) & Fries, J. (ed.), 2010, Earthscan. 258 p.

    Research output: Book/Report/ProceedingsBook

  85. Published

    Introduction to the accounting for sustainability: case studies

    Hopwood, A. & Unerman, J., 2010, Accounting for Sustainability: Practical Insights. Hopwood, A., Unerman, J. & Fries, J. (eds.). Earthscan, p. 1-28 28 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  86. Published

    Preemptive patenting under uncertainty and asymmetric information

    Hsu, Y. & Lambrecht, B. M., 2007, In : Annals of Operations Research. 151, 1, p. 5-28 24 p.

    Research output: Contribution to journalJournal article

  87. Published

    Financial distress and the earnings-sensitivity-difference measure of conservatism

    Hsu, A., O'Hanlon, J. F. & Peasnell, K. V., 09/2011, In : Abacus. 47, 3, p. 284-314 31 p.

    Research output: Contribution to journalJournal article

  88. Published

    The Basu measure as an indicator of conditional conservatism: Evidence from U.K. earnings components

    Hsu, A., O'Hanlon, J. F. & Peasnell, K. V., 2012, In : European Accounting Review. 21, 1, p. 87-113 27 p.

    Research output: Contribution to journalJournal article

  89. Published

    Deriving preference-free asset prices in a general equilibrium framework

    Huang, J., 2000, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  90. Published

    Relationships between risk aversion, prudence, and cautiousness

    Huang, J., 2000, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  91. Published

    Who buys options from whom? The role of options in an economy with heterogeneous

    Huang, J., 2000, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  92. Published

    Existence of an optimal portfolio for every investor in an Arrow-Bebreu economy

    Huang, J., 2002, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  93. Published

    The role of options in an economy with background risk: a note

    Huang, J., 2002, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  94. Published

    Linear sharing rules

    Huang, J., 2002, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  95. Published

    Impact on option prices of divergent consumer confidence

    Huang, J., 2002, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  96. Published

    Option pricing bounds and the elasticity of the pricing kernel

    Huang, J., 2002, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  97. Published

    Cautiousness and tendency to buy options

    Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  98. Published

    Risk neutral probabilities and option bounds: a geometric approach

    Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  99. Published

    Option bounds and second order arbitrage opportunities

    Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, 60 p. (Accounting and Finance Working Paper Series).

    Research output: Working paper

  100. Published

    Stochastic dominance option bounds and Nth order arbitrage opportunities

    Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  101. Published

    DARA and DRRA option bounds from concurrently expiring options

    Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  102. Published

    Option bounds from concurrently expiring options when relative risk aversion is bounded

    Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  103. Published

    Evidence of a bank lending channel in the UK

    Huang, Z., 2002, In : Journal of Banking and Finance. 27, 3, p. 491-510 20 p.

    Research output: Contribution to journalJournal article

  104. Published

    Impact on option prices of divergent consumer confidence

    Huang, J., 2003, In : Review of Derivatives Research. 6, 3, p. 165-177 13 p.

    Research output: Contribution to journalJournal article

  105. Published

    Option pricing bounds and the elasticity of the pricing kernel

    Huang, J., 2004, In : Review of Derivatives Research. 7, 1, p. 25-51 27 p.

    Research output: Contribution to journalJournal article

  106. Published

    Two-dimensional risk neutral valuation relationships for the pricing of options

    Huang, J., Franke, G. & Stapleton, R. C., 2007, In : Review of Derivatives Research. 9, p. 213-237 25 p.

    Research output: Contribution to journalJournal article

  107. Published

    Some new results on when extra risk strictly increases an option's value

    Huang, J. & Zhang, D., 01/2013, In : Journal of Futures Markets. 33, 1, p. 44-54 11 p.

    Research output: Contribution to journalJournal article

  108. Published

    Cautiousness in the small and in the large

    Huang, J. & Stapleton, R., 2012, Lancaster: Lancaster University, 37 p.

    Research output: Working paper

  109. Published

    Changes in risk and valuation of options: a unified approach to option pricing bounds

    Huang, J., 2012, Lancaster: Lancaster University, 37 p.

    Research output: Working paper

  110. Published
  111. Published

    What can the option-implied risk aversion really tell us?

    Huang, J., 2012, Lancaster: Lancaster University, 36 p.

    Research output: Working paper

  112. Published

    Are we extracting the true risk neutral density from option prices? a question with no easy answer

    Huang, J., 2012, Lancaster: Lancaster University, 40 p.

    Research output: Working paper

  113. Published
  114. Published

    The relationship between risk aversion and cautiousness

    Huang, J., 2012, Lancaster: Lancaster University, 38 p.

    Research output: Working paper

  115. Published

    The relationship between relative prudence and relative risk aversion

    Huang, J. & Zhang, Z., 2012, Lancaster: Lancaster University, 34 p.

    Research output: Working paper

  116. Published
  117. Published

    Cautiousness, skewness preference, and demand for options

    Huang, J. & Stapleton, R., 2014, In : Review of Finance. 18, 6, p. 2375-2395 21 p.

    Research output: Contribution to journalJournal article

  118. Published

    Convex and decreasing absolute risk aversion is proper

    Huang, J., 10/2014, In : Economics Letters. 125, 1, p. 123-125 3 p.

    Research output: Contribution to journalJournal article

  119. Published

    The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence

    Huang, J. & Stapleton, R., 09/2015, In : Economics Letters. 134, p. 34-36 3 p.

    Research output: Contribution to journalJournal article

  120. Published

    Higher-order risk vulnerability

    Huang, X. & Stapleton, R. C., 02/2017, In : Economic Theory. 63, 2, p. 387-406 20 p.

    Research output: Contribution to journalJournal article

  121. Published

    Meervoudige beursnoteringen en conservatisme in de winstbepaling

    Huijgen, C. A. & Lubberink, M., 2003, Informatie en waarde, liber amicorum voor Prof. Dr. D.W. Feenstra. Groningen: Vakgroep Financiering, Belegging & Accounting, Faculteit der Economische Wetenschappen, Rijksuniversiteit Groningen, p. 105-116 12 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  122. Published

    Earnings conservatism, litigation, and contracting: the case of cross-listed firms

    Huijgen, C. & Lubberink, M., 2005, In : Journal of Business Finance and Accounting. 32, 7-8, p. 1275-1309 35 p.

    Research output: Contribution to journalJournal article

  123. Published

    Strategic investment under uncertainty: merging real options with game theory

    Huisman, K. J. M., Kort, P. M., Pawlina, G. & Thijssen, J. J. J., 2004, In : Zeitschrift für Betriebswirtschaft . 67, 3, p. 97-123 27 p.

    Research output: Contribution to journalJournal article

  124. Published

    Strategic investment under uncertainty: a survey of game theoretic real option models

    Huisman, K. J. M., Kort, P. M., Pawlina, G. & Thijssen, J. J. J., 2005, In : Journal of Financial Transformation. 13, p. 111-118 8 p.

    Research output: Contribution to journalJournal article

  125. Published

    Re-theorizing the configuration of organizational fields: the IIRC and the pursuit of ‘Enlightened’ corporate reporting

    Humphrey, C., O’Dwyer, B. & Unerman, J., 2017, In : Accounting and Business Research. 47, 1, p. 30-63 34 p.

    Research output: Contribution to journalJournal article

  126. Published

    CAPM, higher co-moment and factor models of UK stock returns

    Hung, D. C. H., Shackleton, M. & Xu, X., 2004, In : Journal of Business Finance and Accounting. 31, 1-2, p. 87-112 26 p.

    Research output: Contribution to journalJournal article

  127. Published

    Credit where it's due: How to revive bank lending to British Small and Medium Sized Entreprises

    Hutton, W. & Peasnell, K., 11/2011, London: The Work Foundation. 19 p.

    Research output: Book/Report/ProceedingsOther report

  128. Published

    Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits

    Hwang, S., Keswani, A. & Shackleton, M. B., 2008, In : Journal of Banking and Finance. 32, 5, p. 643-653 11 p.

    Research output: Contribution to journalJournal article

  129. Published

    Did Accelerated Filing Requirements and SOX Section 404 Affect the Timeliness of 10-K Filings?

    Impink, J., Lubberink, M., van Praag, B. & Veenman, D., 06/2012, In : Review of Accounting Studies. 17, 2, p. 227–253 27 p.

    Research output: Contribution to journalJournal article

  130. Published

    Time for a change: loan conditions and bank behavior when firms switch banks

    Ioannidou, V. & Ongena, S., 2010, In : Journal of Finance. 65, 5, p. 1847–1877 31 p.

    Research output: Contribution to journalJournal article

  131. Published

    Deposit insurance and bank risk-taking: evidence from internal loan ratings

    Ioannidou, V. P. & Penas, M. F., 01/2010, In : Journal of Financial Intermediation. 19, 1, p. 95-115 21 p.

    Research output: Contribution to journalJournal article

  132. Published

    A first step towards a banking union

    Ioannidou, V., 01/2013, Banking union for Europe : risks and challenges. Beck, T. (ed.). London: Centre for Economic Policy Research

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  133. Published

    The Impact of Short‐term Interest Rates on Risk Taking: Hard Evidence

    Ioannidou, V., Ongena, S. & Luis Peydró, J., 2008, The First Global Financial Crisis of the 21st Century. Felton, A. & Reinhart, C. (eds.). London: Centre for Economic Policy Research, p. 41-45 5 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  134. Published

    Does monetary policy affect the central bank's role in bank supervision?

    Ioannidou, V., 01/2005, In : Journal of Financial Intermediation. 14, 1, p. 58-85 28 p.

    Research output: Contribution to journalJournal article

  135. Published

    Monetary policy, risk taking, and pricing: evidence from a quasi-natural experiment

    Ioannidou, V., Ongena, S. & Peydró, J. L., 2015, In : Review of Finance. 19, 1, p. 95-144 50 p.

    Research output: Contribution to journalJournal article

  136. Published

    Banking union: risks and challenges

    Ioannidou, V., 2015, European Banking Union: The New Regime. Hinojosa, L. & Beneyto, J. M. (eds.). Kluwer Law International, p. 7-16 9 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  137. Published

    Bank-firm relationships: a review of the implications for firms and banks in normal and crisis times

    Ioannidou, V., Degryse, H. & Ongena, S., 2015, The Economics of Network. Watanabe, T., Uesugi, I. & Ono, A. (eds.). Springer Japan 2015

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  138. Published

    Intended and unintended consequences of government credit guarantee programmes

    Ioannidou, V., Liberti, J. M., Mosk, T. & Sturgess, J., 2018, Finance and Investment: The European Case. Oxford: Oxford University Press Inc, p. 317-325 9 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  139. Published

    Dirty surplus accounting flows: international evidence

    Isidro, H. D., O'Hanlon, J. F. & Young, S. E., 2004, In : Accounting and Business Research. 34, 3, p. 383-410 28 p.

    Research output: Contribution to journalJournal article

  140. Published

    Dirty surplus accounting flows and valuation errors

    Isidro, H. D., O'Hanlon, J. F. & Young, S. E., 2006, In : Abacus. 42, 3-4, p. 302-344 43 p.

    Research output: Contribution to journalJournal article

  141. Published

    The role of accrual estimation errors to determine accrual and earnings quality

    Izadi Zadeh Darjezi, J., 2016, In : International Journal of Accounting and Information Management. 24, 2, p. 98-115 18 p.

    Research output: Contribution to journalJournal article

  142. Published

    A Review of Empirical Research on the Design and Impact of Regulation in the Banking Sector

    Jakovljević, S., Degryse, H. & Ongena, S., 2015, In : Annual Review of Financial Economics. 7, p. 423-443 21 p.

    Research output: Contribution to journalJournal article

  143. Published

    Monetary Transmission and Regulatory Impacts: Empirical Evidence from the Post-Crisis Banking Literature

    Jakovljević, S., Degryse, H. & Ongena, S., 2016, The Handbook of Post Crisis Financial Modelling. Haven, E., Molyneux, P., Wilson, J., Fedotov, S. & Duygun, M. (eds.). London: Palgrave Macmillan, p. 18-41 24 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  144. Published

    Introduction to the Symposium on Contemporary Banking Research: The Use of Fixed Effects to Disentangle Loan Demand from Loan Supply

    Jakovljević, S., Degryse, H. & Ongena, S., 1/04/2020, In : Economic Inquiry. 58, 2, p. 917-920 4 p.

    Research output: Contribution to journalJournal article

  145. Published

    The determinants of audit committees: evidence from the charity sector

    Jetty, J. & Beattie, V., 1/09/2012, In : Public Money and Management. 32, 5, p. 371-378 8 p.

    Research output: Contribution to journalJournal article

  146. Published

    Charity Reporting – A Study of Disclosure Practices and Policies of UK Charities

    Jetty, J. & Beattie, V., 2009, Association of Chartered Certified Accountants.

    Research output: Book/Report/ProceedingsOther report

  147. Published

    Macroeconomic risk and seasonality in momentum profits

    Ji, X., Spencer Martin, J. & Yao, Y., 11/2017, In : Journal of Financial Markets. 36, p. 76-90 15 p.

    Research output: Contribution to journalJournal article

  148. Published

    The management of accounting numbers: case study evidence from the crash of an airline

    Jorissen, A. & Otley, D., 2010, In : Accounting and Business Research. 40, 1, p. 3-38 36 p.

    Research output: Contribution to journalJournal article

  149. Unpublished

    Empirical studies on economic consequences of accounting standards

    Kalogirou, F., 2012, (Unpublished) Lancaster University.

    Research output: ThesisDoctoral Thesis

  150. Published

    Informational efficiency in the UK, US, Canadian and Japanese equity markets: a note

    Kamarotou, H. & O'Hanlon, J. F., 1989, In : Journal of Business Finance and Accounting. 16, 2, p. 183-192 10 p.

    Research output: Contribution to journalJournal article

  151. Published

    Modelling stock volatilities during financial crises: A time varying coefficient approach

    Karanasos, M., Paraskevopoulos, A., Menla Ali, F., Karoglou, M. & Yfanti, S., 12/2014, In : Journal of Empirical Finance. 29, p. 113-128 16 p.

    Research output: Contribution to journalJournal article

  152. Published

    Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis

    Karanasos, M., Yfanti, S. & Karoglou, M., 05/2016, In : International Review of Financial Analysis. 45, p. 332-349 18 p.

    Research output: Contribution to journalJournal article

  153. Published

    Comparative study of administration and administrative receivership as business rescue vehicles (executive summary)

    Katz, A. & Mumford, M. J., 2003, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  154. Published

    Comparative study of administration and administrative receivership as business rescue vehicles

    Katz, A. & Mumford, M. J., 2003, London: ICAEW.

    Research output: Book/Report/ProceedingsBook

  155. Published

    Comparative study of administration and administrative receivership as business rescue vehicles: an update

    Katz, A. & Mumford, M. J., 2003, In : Insolvency Law and Practice. 19, 6, p. 238-240 3 p.

    Research output: Contribution to journalJournal article

  156. Published

    A study of Administration Cases

    Katz, A. & Mumford, M. J., 2008, London: The Insolvency Service.

    Research output: Book/Report/ProceedingsBook

  157. Published

    Study of administrations cases

    Katz, A. & Mumford, M. J., 2007, In : Recovery. p. 41 41 p.

    Research output: Contribution to journalJournal article

  158. Published

    When can pessimism add value? How real option disinvestment flexibility augments project NPV

    Keswani, A. & Shackleton, M. B., 2002, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  159. Published

    How real option disinvestment flexibility augments project NPV

    Keswani, A. & Shackleton, M. B., 2006, In : European Journal of Operational Research. 168, 1, p. 240-252 13 p.

    Research output: Contribution to journalJournal article

  160. Published

    Do share buybacks provide price support? Evidence from mandatory non-trading periods

    Keswani, A., Yang, J. & Young, S. E., 2007, In : Journal of Business Finance and Accounting. 34, 5-6, p. 840-860 21 p.

    Research output: Contribution to journalJournal article

  161. Published

    A critical survey of Network Functions Virtualization (NFV)

    King, D. & Ford, C., 31/05/2013, iPOP: IP Over Optical. Japan

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paper

  162. Published

    How does the market price pension accruals?

    Kiosse, V., Lubberink, M. & Peasnell, K., 2007, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  163. Published

    Discussion of U.S. managers' use of 'pro-forma' adjustments to meet strategic earnings targets

    Kiosse, P., 2009, In : Journal of Business Finance and Accounting. 36, 3-4, p. 327-335 9 p.

    Research output: Contribution to journalJournal article

  164. Published

    Have changes in pension accounting changed pension provision? a review of the evidence

    Kiosse, P. & Peasnell, K. V., 2009, In : Accounting and Business Research. 39, 3, p. 255-267 13 p.

    Research output: Contribution to journalJournal article

  165. Published

    The determinants of the intermediary spread: evidence from Australian, UK and USA-based international equity funds

    Klumpes, P. J. M., 1996, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  166. Published

    Determinants of voluntary accounting policy choices by Australian life insurers

    Klumpes, P. J. M., 1997, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  167. Published

    Determinants of the use of financial reporting standards by Australian pension plans

    Klumpes, P. J. M., 1997, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  168. Published

    Pension underfunding in the Australian public sector: a generational accounting perspective

    Klumpes, P. J. M. & McCrae, M., 1998, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  169. Published

    Evaluating the financial performance of pension funds: an individual investor's perspective

    Klumpes, P. J. M. & McCrae, M., 1998, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  170. Published

    Competition among accounting standard setters: a property rights analysis

    Klumpes, P. J. M., 1998, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  171. Published

    Competition among pressure groups for political influence over the determination of accounting standards

    Klumpes, P. J. M., 1998, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  172. Published

    Valuing the strategic option to terminate a life insurance business: theory and evidence

    Klumpes, P. J. M. & Shackleton, M. B., 2000, In : Journal of Banking and Finance. 24, 10, p. 1681-1702 22 p.

    Research output: Contribution to journalJournal article

  173. Published

    Bicameral Conflict Resolution in the European Union: An Empirical Analysis of Conciliation Committee Bargains

    Koenig, T., Lindberg, B., Nolte (Lechner), S. & Pohlmeier, W., 04/2007, In : British Journal of Political Science. 37, 2, p. 281–312 31 p.

    Research output: Contribution to journalJournal article

  174. Published

    Investment bank reputation and initial public offerings

    Kolff, L., Huijgen, C. & Lubberink, M., 2001, In : Tijdschrift voor Corporate Finance. 6, 3, p. 6-15 10 p.

    Research output: Contribution to journalJournal article

  175. Published

    Uncertainty and stepwise investment

    Kort, P. M., Murto, P. & Pawlina, G., 1/04/2010, In : European Journal of Operational Research. 202, 1, p. 196-203 8 p.

    Research output: Contribution to journalJournal article

  176. Published

    Putting our money where their mouth is: alignment of charitable aims with charity investments – tensions in policy and practice

    Kreander, N., Beattie, V. & Mcphail, K., 1/09/2009, In : British Accounting Review. 41, 3, p. 154-168 15 p.

    Research output: Contribution to journalJournal article

  177. Published

    UK charity ethical investment: policy, practice and disclosure

    Kreander, N., Beattie, V. & Mcphail, K., 2006, London: Certified Accountants Educational Trust. 128 p.

    Research output: Book/Report/ProceedingsBook

  178. Published

    Disagreement versus uncertainty: evidence from distribution forecasts

    Krueger, F. & Nolte, I., 11/2016, In : Journal of Banking and Finance. 72, Suppl., p. 172-186 15 p.

    Research output: Contribution to journalJournal article

  179. Published

    Commonalities Between Added Value Ratios and Traditional Return on Capital Employed

    Kwong, C., Munro, J. & Peasnell, K., 1995, In : Accounting and Business Research. 26, 1, p. 51-67 17 p.

    Research output: Contribution to journalJournal article

  180. Published

    Mortgage default and possession under recourse: a competing hazards approach

    Lambrecht, B. M., Perraudin, W. R. M. & Satchell, S. E., 2003, In : Journal of Money, Credit and Banking. 35, 2, p. 425-442 18 p.

    Research output: Contribution to journalJournal article

  181. Published

    Real options and preemption under incomplete information

    Lambrecht, B. M. & Perraudin, W. R. M., 2003, In : Journal of Economic Dynamics and Control. 27, 4, p. 619-643 25 p.

    Research output: Contribution to journalJournal article

  182. Published

    The impact of debt financing on entry and exit in a duopoly

    Lambrecht, B. M., 2001, In : Review of Financial Studies. 14, 3, p. 765-804 40 p.

    Research output: Contribution to journalJournal article

  183. Published

    The timing of arbitrage: an options approach

    Lambrecht, B. M., 2000, In : Finance. 21, 2, p. 131-167 37 p.

    Research output: Contribution to journalJournal article

  184. Published

    Strategic sequential investments and sleeping patents

    Lambrecht, B. M., 2000, Project Flexibility, Agency, and Product Market Competition: New Developments in the Theory and Application of Real Options Analysis. Oxford: Oxford University Press, p. 297-323 27 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  185. Published

    The timing and terms of mergers motivated by economies of scale

    Lambrecht, B. M., 2004, In : Journal of Financial Economics. 72, 1, p. 41-62 22 p.

    Research output: Contribution to journalJournal article

  186. Published

    Book Review: Lectures on corporate finance by Peter L. Bossaerts and Bernt Arne Odegaard

    Lambrecht, B. M., 2003, In : Journal of Finance. 58, 1, p. 467-469 3 p.

    Research output: Contribution to journalJournal article

  187. Published

    A theory of takeovers and disinvestment

    Lambrecht, B. M. & Myers, S. C., 2007, In : Journal of Finance. 62, 2, p. 809-845 37 p.

    Research output: Contribution to journalJournal article

  188. Published

    Corporate finance and the (in)efficient exercise of real options

    Lambrecht, B. M. & Pawlina, G., 2010, In : Multinational Finance Journal. 14, 1/2, p. 129-156 28 p.

    Research output: Contribution to journalJournal article

  189. Published

    Mergers and acquisitions as a response to economic change

    Lambrecht, B. M., 2005, In : Journal of Financial Transformation. 13, p. 73-76 4 p.

    Research output: Contribution to journalJournal article

  190. Published

    Debt and managerial rents in a real-options model of the firm

    Lambrecht, B. M. & Myers, S. C., 2008, In : Journal of Financial Economics. 89, 2, p. 209-231 23 p.

    Research output: Contribution to journalJournal article

  191. Published

    Discussion of the role of collateral in entrepreneurial finance

    Lambrecht, B. M., 2009, In : Journal of Business Finance and Accounting. 36, 3-4, p. 456-460 5 p.

    Research output: Contribution to journalJournal article

  192. Published

    A Lintner Model of Payout and Managerial Rents

    Lambrecht, B. & Myers, S. C., 10/2012, In : Journal of Finance. 67, 5, p. 1761-1810 50 p.

    Research output: Contribution to journalJournal article

  193. Published

    A theory of net debt and transferable human capital

    Lambrecht, B. & Pawlina, G., 01/2013, In : Review of Finance. 17, 1, p. 321-368 48 p.

    Research output: Contribution to journalJournal article

  194. Published

    Making, buying and concurrent sourcing: implications for operating leverage and stock beta

    Lambrecht, B., Pawlina, G. & Teixeira, J., 05/2016, In : Review of Finance. 20, 3, p. 1013-1043 31 p.

    Research output: Contribution to journalJournal article

  195. Published

    Which approach to accounting for employee stock options best reflects market pricing?

    Landsman, W. R., Peasnell, K. V., Pope, P. F. & Yeh, S., 2006, In : Review of Accounting Studies. 11, 2-3, p. 203-245 43 p.

    Research output: Contribution to journalJournal article

  196. Published

    Are asset securitizations sales or loans?

    Landsman, W. R., Peasnell, K. V. & Shakespeare, C., 2008, In : The Accounting Review. 83, 5, p. 1251-1272 22 p.

    Research output: Contribution to journalJournal article

  197. Published

    Do investors understand really dirty surplus?

    Landsman, W. R., Miller, B. L., Peasnell, K. V. & Yeh, S., 2011, In : The Accounting Review. 86, 1, p. 237-258 22 p.

    Research output: Contribution to journalJournal article

  198. Published

    The impact of fund inflows on staging and investment behaviour

    Lauterbach, R., Hass, L. H. & Schweizer, D., 09/2014, In : International Small Business Journal. 32, 6, p. 644-666 23 p.

    Research output: Contribution to journalJournal article

  199. Published

    Failure of Control Environment of Daewoo Shipbuilding & Marine Engineering Co., Ltd.

    Lee, H., Wan Eun, S., Lee, H-Y. & Park, G., 1/12/2019, In : Asian Case Research Journal. 23, 2, p. 561-593 33 p.

    Research output: Contribution to journalJournal article

  200. Published

    TIPS, break-even inflation, and inflation forecasts

    Lehnert, T. & Bardong, F., 2005, In : Journal of Fixed Income. 14, 3, p. 15-48 34 p.

    Research output: Contribution to journalJournal article

  201. Published

    Ethical relativism: A reason for differences in corporate social reporting?

    Lewis, L. & Unerman, J., 08/1999, In : Critical Perspectives on Accounting. 10, 4, p. 521-547 27 p.

    Research output: Contribution to journalJournal article

  202. Published

    International differences in corporate social reporting and ethical relativism

    Lewis, L. & Unerman, J., 1998, Organisational Discourse: Pretexts, Subtexts and Contexts. KMCP

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  203. Published

    Fad or Future? Automated Analysis of Financial Text and its Implications for Corporate Reporting

    Lewis, C. & Young, S., 29/05/2019, In : Accounting and Business Research. 49, 5, p. 587-615 29 p.

    Research output: Contribution to journalJournal article

  204. Published

    Litigation Risk and Auditor Conservatism: A UK-US Comparison

    Li, S., Beekes, W. A. & Peasnell, K. V., 2009, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  205. Published
  206. Published
  207. Unpublished

    Renewal Based Volatility Estimation

    Li, Y., Nolte, I. & Nolte, S., 12/01/2019, (Unpublished) SSRN Working Paper.

    Research output: Working paper

  208. Published

    Point process based high frequency volatility estimation: theory and applications

    Li, Y., 2018, Lancaster University. 246 p.

    Research output: ThesisDoctoral Thesis

  209. Published

    Three essays in corporate finance

    Liao, S., 2019, Lancaster University. 150 p.

    Research output: ThesisDoctoral Thesis

  210. Published

    Modelling financial transaction price movements: a dynamic integer count data model

    Liesenfeld, R., Nolte, I. & Pohlmeier, W., 01/2006, In : Empirical Economics. 30, 4, p. 795-825 31 p.

    Research output: Contribution to journalJournal article

  211. Published

    Time-Series Momentum in Nearly 100 Years of Stock Returns

    Lim, B., Wang, J. & Yao, Y., 12/2018, In : Journal of Banking and Finance. 97, p. 283-296 14 p.

    Research output: Contribution to journalJournal article

  212. Published

    Fixed asset revaluation and equity depletion in the UK

    Lin, Y. C. & Peasnell, K. V., 1998, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  213. Published

    Asset revaluation and current cost accounting: UK corporate disclosure decisions in 1983

    Lin, Y. N. & Peasnell, K. V., 2000, In : British Accounting Review. 32, p. 161-187 27 p.

    Research output: Contribution to journalJournal article

  214. Published

    Fixed asset revaluation and equity depletion in the UK

    Lin, Y. N. & Peasnell, K. V., 2000, In : Journal of Business Finance and Accounting. 27, p. 359-394 36 p.

    Research output: Contribution to journalJournal article

  215. Published

    Are NEDs good for your wealth?

    Lin, S., Pope, P. F. & Young, S. E., 2000, In : Accountancy. 126, p. 129 129 p.

    Research output: Contribution to journalJournal article

  216. Published

    Stock market reaction to the appointment of outside directors

    Lin, S., Pope, P. F. & Young, S. E., 2003, In : Journal of Business Finance and Accounting. 30, 3,4, p. 351-382 32 p.

    Research output: Contribution to journalJournal article

  217. Unpublished

    Do debt valuation adjustments reflect changes in credit risk?

    Lin, W., Panaretou, A., Pawlina, G. & Shakespeare, C., 2017, (Unpublished) Lancaster: The Department of Accounting and Finance.

    Research output: Working paper

  218. Unpublished

    Asymmetric estimation of DVAs: Evidence based on structural credit risk models

    Lin, W., Panaretou, A. & Pawlina, G., 2018, (Unpublished) Lancaster: The Department of Accounting and Finance.

    Research output: Working paper

  219. Published

    What Can We Learn About Credit Risk From Debt Valuation Adjustments?

    Lin, W., Panaretou, A., Pawlina, G. & Shakespeare, C., 17/06/2019.

    Research output: Contribution to conference - Without ISBN/ISSN Conference paper

  220. Published

    Essays in volatility research

    Linke, T., 2017, Lancaster University. 287 p.

    Research output: ThesisDoctoral Thesis

  221. Published

    Post-earnings-announcement drift in the UK

    Liu, W., Strong, N. & Xu, X., 2000, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  222. Published

    Closed-form transformations from risk-neutral to real-world distributions

    Liu, X., Shackleton, M. B., Taylor, S. J. & Xu, X., 2007, In : Journal of Banking and Finance. 31, 5, p. 1501-1520 20 p.

    Research output: Contribution to journalJournal article

  223. Published

    Empirical pricing kernels obtained from the UK index options market

    Liu, X., Shackleton, M. B., Taylor, S. J. & Xu, X., 2006, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  224. Published

    Two essays on earnings comparability

    Liu, J., 2018, Lancaster University. 185 p.

    Research output: ThesisDoctoral Thesis

  225. Published

    Discounting in Corporate Financial Reporting

    Lovejoy, C., Peasnell, K., Taylor, P. & Talukdar, Y., 1989, London: Institute of Chartered Accountants in England and Wales. 97 p.

    Research output: Book/Report/ProceedingsBook

  226. Published

    A wealth based explanation for earnings conservatism

    Lubberink, M. & Huijgen, C., 2000, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  227. Published

    Liability exposure effects on earnings conservatism: the case of cross-listed firms

    Lubberink, M. & Huijgen, C., 2000, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  228. Published

    A wealth-based explanation for earnings conservatism

    Lubberink, M. & Huijgen, C., 2001, In : Review of Finance. 5, 3, p. 323-349 27 p.

    Research output: Contribution to journalJournal article

  229. Published

    A good analyst has power over managers

    Lubberink, M., 2001, In : Financial Analysts Journal. 2, p. 46-47 2 p.

    Research output: Contribution to journalJournal article

  230. Published

    Financial statement information: the influence of investors and managers

    Lubberink, M., 2001, In : Tijdschrift voor Bedrijfsadministratie (Dutch Journal of Accounting). 105, 1224, p. 220-223 4 p.

    Research output: Contribution to journalJournal article

  231. Published

    One profit number would be ideal, but not attainable (Een winstcijfer ideal, maar niet haalbar)

    Lubberink, M., 2001, In : Financial Analysts Journal. 2, 6, p. 24-27 4 p.

    Research output: Contribution to journalJournal article

  232. Published

    The undervalued role of feedback in the relation managers – investors

    Lubberink, M., 2001, In : Tijdschrift voor Corporate Finance. 6, 1, p. 6-10 5 p.

    Research output: Contribution to journalJournal article

  233. Published

    De waarderelevantie van jaarrekeninggegevens in de periode 1983 – 1995’ (The value relevance of financial statement information over the years 1983 – 1995)

    Lubberink, M., 1998, In : Tijdschrift voor Bedrijfsadministratie (Dutch Journal of Accounting). 102, 1209, p. 12-18 7 p.

    Research output: Contribution to journalJournal article

  234. Published

    Earnings management: empirical evidence on value relevance and income smoothing by Dr Bart van Praag. A discussion

    Lubberink, M., 2002, In : Tijdschrift voor Bedrijfsadministratie (Dutch Journal of Accounting).

    Research output: Contribution to journalJournal article

  235. Published

    Financial Statement Information: the Impact of Investors and Managers

    Lubberink, M., 2000, Netherlands: Rijksuniversiteit Groningen.

    Research output: Book/Report/ProceedingsBook

  236. Published

    Financial statement information: the impact of investors and managers

    Lubberink, M., 21/09/2000, Rijksuniversiteit Groningen.

    Research output: ThesisDoctoral Thesis

  237. Published

    The role of fair value accounting during the financial crisis

    Lubberink, M., de Kogel, R. & Numan, W., 2010, In het spoor van de crisis [Tracing the crisis]. De Nederlandsche Bank (ed.). Amsterdam: De Nederlandsche Bank

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  238. Published

    De Nederlandsche Bank en IFRS

    Lubberink, M., 2010, Zicht op Schilder : Ethiek, controle en toezicht. Wallage, P. & Langendijk, H. (eds.). Amsterdam: Universiteit van Amsterdam

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  239. Published

    Earnings conservatism and equity raisings of cross-listed firms

    Lubberink, M. & Huijgen, C., 2010, What is Value?: liber amicrum for Frans Tempelaar. Feenstra, D., Kramer, M., Schipperijn, J. & Smid, P. (eds.). Groningen

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  240. Published

    Auditor independence and incentives

    Lubberink, M. & Yin, J., 1/10/2013, In : International Research Journal of Applied Finance. IV, 10, p. 1326-1334 9 p.

    Research output: Contribution to journalJournal article

  241. Published

    Financial integration and emerging markets capital structure

    Lucey, B. & Zhang, Q., 05/2011, In : Journal of Banking and Finance. 35, 5, p. 1228-1238 11 p.

    Research output: Contribution to journalJournal article

  242. Published

    Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world

    Lucey, B. & Zhang, Q., 03/2010, In : Emerging Markets Review. 11, 1, p. 62-78 17 p.

    Research output: Contribution to journalJournal article

  243. Published

    What makes a stock risky? Evidence from sell-side analysts' risk ratings

    Lui, D., Markov, S. & Tamayo, A., 2007, In : Journal of Accounting Research. 45, 3, p. 629-665 37 p.

    Research output: Contribution to journalJournal article

  244. Published

    Discrete capacity choice problems in repeated and scaled investment

    Luo, C., 26/03/2016, Lancaster University. 64 p.

    Research output: ThesisMaster's Thesis

  245. Published

    Predicting corporate failure in the UK: a multidimensional scaling approach

    Mar Molinero, C. & Neophytou, E., 2004, In : Journal of Business Finance and Accounting. 31, 5,6, p. 677-710 34 p.

    Research output: Contribution to journalJournal article

  246. Published

    Intraday volatility forecasts using different seasonality adjustment methods

    Martens, M. P. E., Chang, Y. & Taylor, S. J., 2002, In : Journal of Financial Research. 25, p. 283-297 15 p.

    Research output: Contribution to journalJournal article

  247. Published

    A Transaction-Cost Perspective on the Multitude of Firm Characteristics

    Martin Utrera, A., DeMiguel, V., Uppal, R. & Nogales, F. J., 8/02/2017.

    Research output: Working paper

  248. Published

    Maximum Mispricing on Announcement Days

    Martin Utrera, A., 31/08/2018.

    Research output: Working paper

  249. Published

    A Transaction-Cost Perspective on the Multitude of Firm Characteristics

    Martin Utrera, A., DeMiguel, V., Uppal, R. & Nogales, F. J., 1/05/2020, In : Review of Financial Studies. 33, 5, p. 2180–2222 43 p.

    Research output: Contribution to journalJournal article

  250. Published

    Corporate social responsibility as a strategic shield against costs of earnings management practices

    Martínez Ferrero, J., Banerjee, S. & María García Sánchez, I., 01/2016, In : Journal of Business Ethics. 133, 2, p. 305-324 20 p.

    Research output: Contribution to journalJournal article

  251. Published

    Foreign exchange exposure on the Spanish stock market: sources of risk and hedging

    Martinez-Solano, P., 1998, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  252. Published

    New Economic Models In Health & Wellbeing Markets: the case of the Stevenage Bioscience Catalyst

    Mason, K. J., Ford, C. J. & Friesl, M., 3/03/2016

    Research output: Exhibits, objects and web-based outputsDigital or Visual Products

  253. E-pub ahead of print

    Managing to make markets: Marketization and the conceptualization work of strategic nets in the life science sector

    Mason, K., Friesl, M. & Ford, C. J., 19/07/2017, In : Industrial Marketing Management. 67, p. 52-69 18 p.

    Research output: Contribution to journalJournal article

  254. Published

    Markets under the Microscope: Making Scientific Discoveries Valuable through Choreographed Contestations

    Mason, K. J., Friesl, M. & Ford, C. J., 1/07/2019, In : Journal of Management Studies. 56, 5, p. 966-999 34 p.

    Research output: Contribution to journalJournal article

  255. Published

    Fair Value Accounting: Current Practice and Perspectives for Future Research

    McDonough, R., Panaretou, A. & Shakespeare, C., 22/05/2019.

    Research output: Contribution to conference - Without ISBN/ISSN Conference paper

  256. Forthcoming

    Fair Value Accounting: Current Practice and Perspectives for Future Research

    McDonough, R., Panaretou, A. & Shakespeare, C., 31/01/2020, (Accepted/In press) In : Journal of Business Finance and Accounting.

    Research output: Contribution to journalJournal article

  257. Published

    Communication between management and stakeholders: a case study

    McInnes, B., Beattie, V. & Pierpoint, J., 11/2007, London: Institute of Chartered Accountants in England and Wales. 142 p.

    Research output: Book/Report/ProceedingsBook

  258. Published

    Constituent lobbying and its impact on the development of financial reporting regulations: evidence from Germany

    McLeay, S., Ordelheide, D. & Young, S. E., 2000, In : Accounting, Organizations and Society. 25, 1, p. 79-98 20 p.

    Research output: Contribution to journalJournal article

  259. Published

    The determinants of the UK Big Firm premium

    McMeeking, K. P., Peasnell, K. V. & Pope, P. F., 2006, In : Accounting and Business Research. 36, 3, p. 207-231 25 p.

    Research output: Contribution to journalJournal article

  260. Published

    The effect of large audit firm mergers on audit pricing in the UK

    McMeeking, K. P., Peasnell, K. V. & Pope, P. F., 2007, In : Accounting and Business Research. 37, 4, p. 301-319 19 p.

    Research output: Contribution to journalJournal article

  261. Published

    A review of the literature on control and accountability

    Merchant, K. & Otley, D. T., 2006, Handbook of Management Accounting Research. London, New York and Amsterdam: Elsevier, p. 785-802 18 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  262. Published

    Bank market structure, competition, and SME financing relationships in European regions

    Mercieca, S., Schaeck, K. & Wolfe, S., 1/12/2009, In : Journal of Financial Services Research. 36, 2-3, p. 137-155 18 p.

    Research output: Contribution to journalJournal article

  263. Published

    Small European banks: benefits from diversification?

    Mercieca, S., Schaeck, K. & Wolfe, S., 1/07/2007, In : Journal of Banking and Finance. 31, 7, p. 1975-1998 23 p.

    Research output: Contribution to journalJournal article

  264. Published

    Strategic trading behaviour and price distortion in a manipulated market: anatomy of a squeeze

    Merrick, J., Naik, N. Y. & Yadav, P. K., 2005, In : Journal of Financial Economics. 77, 1, p. 171-218 48 p.

    Research output: Contribution to journalJournal article

  265. Published

    Skills for sale: what is being commodified in higher education?

    Miller, B., 05/2010, In : Journal of Further and Higher Education. 34, 2, p. 199-206 8 p.

    Research output: Contribution to journalJournal article

  266. Published

    The price of higher education: how rational is British tuition fee policy?

    Miller, B., 02/2010, In : Journal of Higher Education Policy and Management. 32, 1, p. 85-95 11 p.

    Research output: Contribution to journalJournal article

  267. Published

    Free to manage? a neo-liberal defence of academic freedom in British higher education

    Miller, B., 04/2014, In : Journal of Higher Education Policy and Management. 36, 2, p. 143-154 12 p.

    Research output: Contribution to journalJournal article

  268. Published

    Newtown University: an instructional case in strategic management accounting

    Miller, B., 4/12/2019, In : Journal of Business Cases and Applications. 25, 10 p.

    Research output: Contribution to journalJournal article

  269. Published

    ‘Too systemically important to fail’ in banking – evidence from bank mergers and acquisitions

    Molyneux, P., Schaeck, K. & Zhou, T. M., 1/12/2014, In : Journal of International Money and Finance. 49, Part B, p. 258-282 24 p.

    Research output: Contribution to journalJournal article

  270. Published

    Domain adaptation using stock market prices to refine sentiment dictionaries

    Moore, A., Rayson, P. E. & Young, S. E., 23/05/2016, Proceedings of the 10th edition of Language Resources and Evaluation Conference (LREC2016). European Language Resources Association (ELRA), 4 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paper

  271. Published

    Conditions for relational contracts to succeed

    Mumford, M. J., 1997, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  272. Published

    Strategic directions for corporate governance

    Mumford, M. J., 2000, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  273. Published

    Corporate governance and financial distress: when structures have to change

    Mumford, M. J., 2003, In : Corporate Governance: An International Review. 11, 1, p. 52-64 13 p.

    Research output: Contribution to journalJournal article

  274. Published

    Proceedings of the ACCA Conference on the ABS's 1999 Revised Draft Statement of Principles: Trying Again (London - 1999)

    Mumford, M. J. & Page, M., 1999, N/A: unknown.

    Research output: Book/Report/ProceedingsBook

  275. Published

    Lessons for accounting measurement from transaction cost economics

    Mumford, M. J., 2000, In : Australian Accounting Review. 11, 2, p. 51-57 7 p.

    Research output: Contribution to journalJournal article

  276. Published

    Capital market outcomes and linguistic attributes of high-quality annual report narratives

    Munro, J., 2019, Lancaster University. 229 p.

    Research output: ThesisDoctoral Thesis

  277. Published

    Payout, debt and takeovers in declining industries

    Myers, S. C. & Lambrecht, B. M., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  278. Published

    Risk management with derivatives by dealers and market quality in government bond markets

    Naik, N. Y. & Yadav, P. K., 2003, In : Journal of Finance. 58, 5, p. 1873-1904 32 p.

    Research output: Contribution to journalJournal article

  279. Published

    Do dealer firms manage inventory on a stock-by-stock or a portfolio basis

    Naik, N. Y. & Yadav, P. K., 2003, In : Journal of Financial Economics. 69, 2, p. 325-353 29 p.

    Research output: Contribution to journalJournal article

  280. Published

    Real R&D Options

    Newton, D. P., Paxson, D. A. & Widdicks, M., 2004, In : International Journal of Management Reviews. 5-6, 2, p. 113-130 18 p.

    Research output: Contribution to journalJournal article

  281. Published

    How arbitrary are international accounting classifications? lessons from centuries of classifying in many disciplines, and experiments with IFRS data

    Nobes, C. & Stadler, C., 11/2013, In : Accounting, Organizations and Society. 38, 8, p. 573-595 23 p.

    Research output: Contribution to journalJournal article

  282. Published

    The qualitative characteristics of financial information, and managers’ accounting decisions: evidence from IFRS policy changes

    Nobes, C. & Stadler, C., 2015, In : Accounting and Business Research. 45, 5, p. 572-601 30 p.

    Research output: Contribution to journalJournal article

  283. Published
  284. Published

    Impaired translations: IFRS from English and annual reports into English

    Nobes, C. & Stadler, C., 17/09/2018, In : Accounting, Auditing and Accountability Journal. 31, 7, p. 1981-2005 25 p.

    Research output: Contribution to journalJournal article

  285. Published

    Investigating international differences in financial reporting: data problems and some proposed solutions

    Nobes, C. & Stadler, C., 11/2018, In : British Accounting Review. 50, 6, p. 602-614 13 p.

    Research output: Contribution to journalJournal article

  286. Published

    A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach

    Nolte, I., 2012, In : European Journal of Finance. 18, 10, p. 885-919 35 p.

    Research output: Contribution to journalJournal article

  287. Published

    Least Squares inference on integrated volatility and the relationship between efficient Prices and noise

    Nolte, I. & Voev, V., 2012, In : Journal of Business and Economic Statistics. 30, 1, p. 94-108 15 p.

    Research output: Contribution to journalJournal article

  288. Published

    How do individual investors trade?

    Nolte, I. & Nolte, S., 2012, In : European Journal of Finance. 18, 10, p. 921-947 27 p.

    Research output: Contribution to journalJournal article

  289. Published

    Trading dynamics in the foreign exchange market: a latent factor panel intensity approach

    Nolte, I. & Voev, V., 2011, In : Journal of Financial Econometrics. 9, 4, p. 685-716 32 p.

    Research output: Contribution to journalJournal article

  290. Published

    Modeling a multivariate transaction process

    Nolte, I., 2008, In : Journal of Financial Econometrics. 6, 1, p. 143-170 28 p.

    Research output: Contribution to journalJournal article

  291. Published

    Make assurance double sure: combination of two disclosure limitation methods and estimation of general regression models

    Nolte, S. & Flossmann, A., 12/2008, In : AStA Advances in Statistical Analysis. 92, 4, p. 405-422 18 p.

    Research output: Contribution to journalJournal article

  292. Published

    Measurement error in nonlinear models: an application to disclosure limitation techniques

    Nolte, S., 2010, Berlin: Lit Verlag. 149 p.

    Research output: Book/Report/ProceedingsBook

  293. Published

    Using forecasts of forecasters to forecast

    Nolte, I. & Pohlmeier, W., 01/2007, In : International Journal of Forecasting. 23, 1, p. 15-28 14 p.

    Research output: Contribution to journalJournal article

  294. Published

    Sell-side analysts' career concerns during banking stresses

    Nolte, I., Nolte, S. & Vasios, M., 12/2014, In : Journal of Banking and Finance. 49, p. 424-441 18 p.

    Research output: Contribution to journalJournal article

  295. Published

    The information content of retail investors' order flow

    Nolte, I. & Nolte, S., 2016, In : European Journal of Finance. 22, 2, p. 80-104 25 p.

    Research output: Contribution to journalJournal article

  296. Published

    High frequency trading and limit order book dynamics

    Nolte, I. (ed.), Salmon, M. (ed.) & Adcock, C. (ed.), 25/11/2014, London: Routledge. 320 p.

    Research output: Book/Report/ProceedingsBook

  297. Published

    How do individual investors trade?

    Nolte, I. & Nolte, S., 2014, High frequency trading and limit order book dynamics. Nolte, I., Salmon, M. & Adcock, C. (eds.). London: Routledge, p. 189-215 27 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  298. Published

    The economic value of volatility timing with realized jumps

    Nolte, I. & Xu, Q., 12/2015, In : Journal of Empirical Finance. 34, p. 45-59 15 p.

    Research output: Contribution to journalJournal article

  299. Published

    A Least Squares Regression Realised Covariation Estimation

    Nolte, I., Vasios, M., Voev, V. & Xu, Q., 3/10/2019, SSRN Working Paper, 87 p.

    Research output: Working paper

  300. Published
  301. Published

    What determines forecasters’ forecasting errors?

    Nolte, I., Nolte, S. & Pohlmeier, W., 01/2019, In : International Journal of Forecasting. 35, 1, p. 11-24 14 p.

    Research output: Contribution to journalJournal article

  302. Published

    Data Masking by Noise Addition and the Estimation of Nonlinear Regression Models

    Nolte (Lechner), S. & Pohlmeier, W., 1/10/2005, In : Jahrbuecher fuer Nationaloekonomie und Statistik. 225, 5, p. 517-528 12 p.

    Research output: Contribution to journalJournal article

  303. Published

    The interaction of the Ifrs 9 expected loss approach with supervisory rules and implications for financial stability

    Novotny-Farkas, Z., 2016, In : Accounting in Europe. 13, 2, p. 197-227 31 p.

    Research output: Contribution to journalJournal article

  304. Published

    Realizing the potential of interdisciplinarity in accounting research

    O’Dwyer, B. & Unerman, J., 2014, In : Accounting, Auditing and Accountability Journal. 27, 8, p. 1227-1232 6 p.

    Research output: Contribution to journalJournal article

  305. Published

    An empirical investigation of option returns: overpricing and the role of higher systematic moments

    O'Brien, F. & Shackleton, M. B., 2004, In : Derivatives Use, Trading and Regulation. 10, 4, p. 300-330 31 p.

    Research output: Contribution to journalJournal article

  306. Published

    User needs in sustainability reporting: Perspectives of stakeholders in Ireland

    O'Dwyer, B., Unerman, J. & Hession, E., 2005, In : European Accounting Review. 14, 4, p. 759-787 29 p.

    Research output: Contribution to journalJournal article

  307. Published

    Perceptions on the emergence and future development of corporate social disclosure in Ireland: Engaging the voices of non-governmental organisations

    O'Dwyer, B., Unerman, J. & Bradley, J., 1/01/2005, In : Accounting, Auditing and Accountability Journal. 18, 1, p. 14-43 30 p.

    Research output: Contribution to journalJournal article

  308. Published

    From functional to social accountability: Transforming the accountability relationship between funders and non-governmental development organisations

    O'Dwyer, B. & Unerman, J., 2007, In : Accounting, Auditing and Accountability Journal. 20, 3, p. 446-471 26 p.

    Research output: Contribution to journalJournal article

  309. Published

    The paradox of greater NGO accountability: A case study of Amnesty Ireland

    O'Dwyer, B. & Unerman, J., 10/2008, In : Accounting, Organizations and Society. 33, 7-8, p. 801-824 24 p.

    Research output: Contribution to journalJournal article

  310. Published

    Enhancing the role of accountability in promoting the rights of beneficiaries of development NGOs

    O'Dwyer, B. & Unerman, J., 2010, In : Accounting and Business Research. 40, 5, p. 451-471 21 p.

    Research output: Contribution to journalJournal article

  311. Published

    Seeking legitimacy for new assurance forms: the case of assurance on sustainability reporting

    O'Dwyer, B., Owen, D. & Unerman, J., 01/2011, In : Accounting, Organizations and Society. 36, 1, p. 31-52 22 p.

    Research output: Contribution to journalJournal article

  312. Published

    Foreword

    O'Dwyer, B. & Unerman, J., 10/2014, Performance Management in Nonprofit Organizations: Global Perspectives. Hoque, Z. & Parker, L. (eds.). New York: Routledge, p. xix-xx

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNForeword/postscript

  313. Published

    Fostering rigour in accounting for social sustainability

    O'Dwyer, B. & Unerman, J., 02/2016, In : Accounting, Organizations and Society. 49, p. 32-40 9 p.

    Research output: Contribution to journalJournal article

  314. Published

    Shifting the focus of sustainability accounting from impacts to risks and dependencies: Researching the transformative potential of TCFD reporting

    O'Dwyer, B. & Unerman, J., 1/07/2020, In : Accounting, Auditing and Accountability Journal. 29 p.

    Research output: Contribution to journalJournal article

  315. Published

    The value relevance of disclosures of liabilities of equity-accounted investees: UK evidence

    O'Hanlon, J. F. & Taylor, P. A., 2007, In : Accounting and Business Research. 37, 4, p. 267-284 18 p.

    Research output: Contribution to journalJournal article

  316. Published

    An earnings-based valuation model in the presence of sustained competitive advantage

    O'Hanlon, J. F., 1996, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  317. Published

    Residual income and EVA

    O'Hanlon, J. F. & Peasnell, K. V., 2000, In : Economic and Financial Computing. 10, 2, p. 53-95 43 p.

    Research output: Contribution to journalJournal article

  318. Published

    The articulation of returns and accounting-related variables when returns lead earnings: UK evidence

    O'Hanlon, J. F., 1998, In : Journal of Business Finance and Accounting. 9, 10, p. 1163-1201 39 p.

    Research output: Contribution to journalJournal article

  319. Published

    Residual income and value creation: the missing link

    O'Hanlon, J. F. & Peasnell, K. V., 2002, In : Review of Accounting Studies. 7, 2/3, p. 229-245 17 p.

    Research output: Contribution to journalJournal article

  320. Published

    Residual income valuation: are inflation adjustments necessary?

    O'Hanlon, J. F. & Peasnell, K. V., 2004, In : Review of Accounting Studies. 9, 4, p. 375-398 24 p.

    Research output: Contribution to journalJournal article

  321. Published

    Discussion of M. Gietzmann and A. Ostazewski 'Predicting firm value: the superiority of q-theory over residual income'

    O'Hanlon, J. F., 2004, In : Accounting and Business Research. 34, 4, p. 379-382 4 p.

    Research output: Contribution to journalJournal article

  322. Published

    Residual income and EVA

    O'Hanlon, J. F. & Peasnell, K. V., 2004, The Blackwell Encyclopaedia of Management. 2 ed. Oxford: Blackwell, Vol. 1. p. 383-387 5 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  323. Published

    The relationship in time between annual accounting returns and annual stock market returns in the UK

    O'Hanlon, J. F., 1991, In : Journal of Business Finance and Accounting. 18, 3, p. 305-314 10 p.

    Research output: Contribution to journalJournal article

  324. Published

    Do UK security analysts over-react?

    O'Hanlon, J. F., 1991, In : Accounting and Business Research. 21, 85, p. 63-74 12 p.

    Research output: Contribution to journalJournal article

  325. Published

    Return/earnings regressions and residual income: empirical evidence

    O'Hanlon, J. F., 1995, In : Journal of Business Finance and Accounting. 22, 1, p. 53-66 14 p.

    Research output: Contribution to journalJournal article

  326. Published

    The univariate time series modelling of earnings: a review

    O'Hanlon, J. F., 1995, In : British Accounting Review. 27, 3, p. 187 - 210 24 p.

    Research output: Contribution to journalJournal article

  327. Published

    Discussion of: G. Whittington and M. Tippett: The components of accounting ratios as co-integrated variables

    O'Hanlon, J. F., 1999, In : Journal of Business Finance and Accounting. p. 1275-1280 6 p.

    Research output: Contribution to journalJournal article

  328. Published

    Discussion of S. Cahan et al.: Value-relevance of mandated comprehensive income disclosures

    O'Hanlon, J. F., 2000, In : Journal of Business Finance and Accounting. p. 1303-1311 9 p.

    Research output: Contribution to journalJournal article

  329. Published

    Measure for measure?

    O'Hanlon, J. F. & Peasnell, K. V., 1996, In : Accountancy. p. 50-52 3 p.

    Research output: Contribution to journalJournal article

  330. Published

    Return/earnings regressions and residual income: empirical evidence

    O'Hanlon, J. F., 1996, Clean Surplus: A Link Between Accounting and Finance. Brief, R. P. & Peasnell, K. V. (eds.). New York: Garland Publishing, (New works in accounting history).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  331. Published

    Clean Surplus: A Link Between Accounting and Finance

    O'Hanlon, J. F., 1996, Garland Publishing.

    Research output: Book/Report/ProceedingsBook

  332. Published

    Discussion of "A UK test of an inflation-adjusted Ohlson model"

    O'Hanlon, J. F., 2005, In : Journal of Business Finance and Accounting. 32, 3-4, p. 535-547 13 p.

    Research output: Contribution to journalJournal article

  333. Published

    Residual income and EVA

    O'Hanlon, J. & Peasnell, K., 22/09/2014, Wiley encyclopaedia of management. Cooper, C. L. (ed.). 3rd ed. ed. New York: Wiley

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNEntry for encyclopedia/dictionary

  334. Published

    Did loan-loss provisioning by UK banks become less timely after implementation of IAS 39?

    O'Hanlon, J., 2013, In : Accounting and Business Research. 43, 1, p. 225-258 34 p.

    Research output: Contribution to journalJournal article

  335. Published

    The time series properties of the components of clean surplus earnings: UK evidence

    O'Hanlon, J. F., 1996, In : Journal of Business Finance and Accounting. 23, 2, p. 159-183 25 p.

    Research output: Contribution to journalJournal article

  336. Published

    Accounting for credit losses: the development of IFRS 9 and CECL

    O'Hanlon, J. F., Hashim, N. A. A. & Li, W., 2018, ICAEW.

    Research output: Book/Report/ProceedingsOther report

  337. Published

    Earnings, earnings growth and value

    Ohlson, J. & Gao, Z., 2006, Hanover: Now Publishers. 77 p.

    Research output: Book/Report/ProceedingsBook

  338. Published

    Diversifying away the risk of war and cross-border political crisis

    Omar, A., Wisniewski, T. & Nolte, S., 05/2017, In : Energy Economics. 64, p. 494-510 17 p.

    Research output: Contribution to journalJournal article

  339. Published

    Open market share reacquisitions, surplus cash, and agency problems

    Oswald, D. & Young, S. E., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  340. Published

    Boom time for buybacks

    Oswald, D. & Young, S. E., 2002, In : Accountancy. 130, p. 52-53 2 p.

    Research output: Contribution to journalJournal article

  341. Published

    Cashing in

    Oswald, D. & Young, S. E., 2003, In : Accountancy. 131, p. 54-55 2 p.

    Research output: Contribution to journalJournal article

  342. Published

    What role taxes and regulation? A second look at open market share buyback activity in the U.K.

    Oswald, D. & Young, S. E., 2004, In : Journal of Business Finance and Accounting. 31, 1-2, p. 257-292 36 p.

    Research output: Contribution to journalJournal article

  343. Published

    Share reacquisitions, surplus cash, and agency problems

    Oswald, D. & Young, S. E., 2008, In : Journal of Banking and Finance. 32, 5, p. 795-806 12 p.

    Research output: Contribution to journalJournal article

  344. Published

    Extending the boundaries of management accounting research: developing systems for performance management

    Otley, D. T., 2001, In : British Accounting Review. 33, 3, p. 243-261 19 p.

    Research output: Contribution to journalJournal article

  345. Published

    Performance management: a framework for management control systems research

    Otley, D. T., 1999, In : Qualitative Research in Accounting and Management. 10, 4, p. 363-382 20 p.

    Research output: Contribution to journalJournal article

  346. Published

    Accounting performance measurement: a review of its purposes and practices

    Otley, D. T., 2001, In : International Journal of Business Performance Management. 3, p. 245-260 16 p.

    Research output: Contribution to journalJournal article

  347. Published

    British research in accounting and finance (1996-2000): the 2001 research assessment exercise

    Otley, D. T., 2002, In : British Accounting Review. 34, 4, p. 387-417 31 p.

    Research output: Contribution to journalJournal article

  348. Published

    Measuring performance: the accounting perspective

    Otley, D. T., 2002, Business Performance Measurement: Theory and Practice. Cambridge: Cambridge University Press, p. 3-21 19 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  349. Published

    The effects of interactive use of management control systems on product innovation

    Otley, D. T. & Bisbe, J., 2004, In : Accounting, Organizations and Society. 29, 8, p. 709-737 29 p.

    Research output: Contribution to journalJournal article

  350. Published

    Management control and performance management: whence and whither?

    Otley, D. T., 2003, In : British Accounting Review. 35, 4, p. 309-326 18 p.

    Research output: Contribution to journalJournal article

  351. Published

    Trends in budgetary control and responsibility accounting

    Otley, D. T., 2006, Contemporary Issues in Management Accounting. Maidenhead: Open University Press, p. 291-307 17 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  352. Published

    The design and use of performance management systems: an extended framework for analysis

    Otley, D. T. & Ferreira, A., 2009, In : Management Accounting Research. 20, 4, p. 263-282 20 p.

    Research output: Contribution to journalJournal article

  353. Published

    Did Kaplan and Johnson get it right?

    Otley, D. T., 2008, In : Accounting, Auditing and Accountability Journal. 21, 2, p. 229-239 11 p.

    Research output: Contribution to journalJournal article

  354. Published

    Emerging themes in management control: a review of recent literature

    Otley, D. T., 2009, In : British Accounting Review. 41, 1, p. 2-20 19 p.

    Research output: Contribution to journalJournal article

  355. Published

    Performance management under conditions of uncertainty: some valedictory reflections

    Otley, D., 2012, In : Pacific Accounting Review. 24, 3, p. 247-261 15 p.

    Research output: Contribution to journalJournal article

  356. Published

    The contingency theory of management accounting and control: 1980-2014

    Otley, D. T., 06/2016, In : Management Accounting Research. 31, p. 45-62 18 p.

    Research output: Contribution to journalJournal article

  357. Published

    Reviewing and theorizing the unintended consequences of performance management systems

    Otley, D. T. & Franco-Santos, M., 1/07/2018, In : International Journal of Management Reviews. 20, 3, p. 696-730 35 p.

    Research output: Contribution to journalJournal article

  358. Published

    A response to the revised exposure draft of the statement of principles

    Page, M., Gore, J. P. O. & Mumford, M. J., 1999, Proceedings of the ACCA Conference on the ABS's 1999 Revised Draft Statement of Principles: Trying Again (London - 1999). N/A: unknown, p. 37-54 18 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paper

  359. Published

    Corporate risk management and hedge accounting

    Panaretou, A., Shackleton, M. B. & Taylor, P. A., 03/2013, In : Contemporary Accounting Research. 30, 1, p. 116-139 24 p.

    Research output: Contribution to journalJournal article

  360. Published

    The value of corporate risk management: Is predictive modelling possible?

    Panaretou, A. & Kourentzes, N., 2011, 34th Annual Congress of European Accounting Association, EAA 2011.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paper

  361. Published

    Corporate risk management and firm value: evidence from the UK market

    Panaretou, A., 12/2014, In : European Journal of Finance. 20, 12, p. 1161-1186 26 p.

    Research output: Contribution to journalJournal article

  362. Published

    Opportunistic behaviors of credit rating agencies and bond issuers

    Park, G. & Lee, H-Y., 1/02/2018, In : Pacific-Basin Finance Journal. 47, p. 39-59 21 p.

    Research output: Contribution to journalJournal article

  363. Published

    Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error

    Park, S., Hong, S. Y. & Linton, O., 23/12/2015, In : Journal of Econometrics. 191, 2, p. 325-347

    Research output: Contribution to journalJournal article

  364. Published

    Threshold autoregressive modelling in finance: the pricing of equivalent assets

    Paudyal, K., Pope, P. F. & Yadav, P. K., 1994, In : Mathematical Finance. 4, 2, p. 205-221 17 p.

    Research output: Contribution to journalJournal article

  365. Published

    Strategic capital budgeting: asset replacement under market uncertainty

    Pawlina, G. & Kort, P. M., 10/2003, In : OR Spectrum. 25, 4, p. 443-479 37 p.

    Research output: Contribution to journalJournal article

  366. Published

    Investment under uncertainty and policy change

    Pawlina, G. & Kort, P. M., 07/2005, In : Journal of Economic Dynamics and Control. 29, 7, p. 1193-1209 17 p.

    Research output: Contribution to journalJournal article

  367. Published

    Real options in an asymmetric duopoly: who benefits from your competitive disadvantage?

    Pawlina, G. & Kort, P. M., 03/2006, In : Journal of Economics and Management Strategy. 15, 1, p. 1-35 35 p.

    Research output: Contribution to journalJournal article

  368. Published

    Is investment-cash flow sensitivity caused by agency costs or asymmetric information? Evidence from the UK

    Pawlina, G. & Renneboog, L. D. R., 09/2005, In : European Financial Management. 11, 4, p. 483-513 31 p.

    Research output: Contribution to journalJournal article

  369. Published

    Strategic quality choice under uncertainty: a real options approach

    Pawlina, G. & Kort, P. M., 01/2010, In : Manchester School. 78, 1, p. 1-19 19 p.

    Research output: Contribution to journalJournal article

  370. Published

    Underinvestment, capital structure and strategic debt restructuring

    Pawlina, G., 5/12/2010, In : Journal of Corporate Finance. 16, 5, p. 679-702 24 p.

    Research output: Contribution to journalJournal article

  371. Published

    An arbitrage rationale for tests of mutual fund performance

    Peasnell, K., Skerratt, L. & Taylor, P., 1979, In : Journal of Business Finance and Accounting. 6, 3, p. 373-399 27 p.

    Research output: Contribution to journalJournal article

  372. Published

    Wall Street's contribution to management accounting: the Stern Stewart EVA ® financial management system

    Peasnell, K. V. & O'Hanlon, J. F., 1998, In : Management Accounting Research. 9, p. 421-444 24 p.

    Research output: Contribution to journalJournal article

  373. Published

    Accrual management to meet earnings targets: UK evidence pre- and post-Cadbury

    Peasnell, K. V., Pope, P. F. & Young, S. E., 2000, In : British Accounting Review. 32, 4, p. 415-445 31 p.

    Research output: Contribution to journalJournal article

  374. Published

    Breaking the rules: attributes of firms censured by the review panel

    Peasnell, K. V., Pope, P. F. & Young, S. E., 2000, In : Accountancy. 125, p. 87 87 p.

    Research output: Contribution to journalJournal article

  375. Published

    Detecting earnings management using cross-sectional abnormal accruals models

    Peasnell, K. V., Pope, P. F. & Young, S. E., 2000, In : Accounting and Business Research. 30, 4, p. 313-326 14 p.

    Research output: Contribution to journalJournal article

  376. Published

    Directors: who are they?

    Peasnell, K. V., Pope, P. F. & Young, S. E., 1999, In : Accountancy. 123, p. 114 114 p.

    Research output: Contribution to journalJournal article

  377. Published

    Discussion of "Earnings management using asset sales: an international study of countries allowing asset revaluation"

    Peasnell, K. V., 1998, In : Journal of Business Finance and Accounting. 25, p. 1319-1324 6 p.

    Research output: Contribution to journalJournal article

  378. Published

    A new model board

    Peasnell, K. V., Pope, P. F. & Young, S. E., 1998, In : Accountancy. 112, p. 115 115 p.

    Research output: Contribution to journalJournal article

  379. Published

    Commentary on The Journal of Business Finance and the Journal of Business Finance and Accounting: the first 25 years, 1969-94

    Peasnell, K. V., 1997, Explorations in Financial Control. London: International Thomson Business Press, p. 74-80 7 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  380. Published

    Financial Reporting of Risk: Proposals for a Statement of Business Risk

    Peasnell, K. V., 1997, London: Institute of Chartered Accountants in England and Wales.

    Research output: Book/Report/ProceedingsBook

  381. Published

    The characteristics of firms subject to adverse rulings by the financial reporting review panel

    Peasnell, K. V., Pope, P. F. & Young, S. E., 2001, In : Accounting and Business Research. 31, 4, p. 291-311 21 p.

    Research output: Contribution to journalJournal article

  382. Published

    Managerial equity ownership and the demand for outside directors

    Peasnell, K. V., Pope, P. F. & Young, S. E., 2003, In : European Financial Management. 9, 2, p. 99-118 20 p.

    Research output: Contribution to journalJournal article

  383. Published

    Board monitoring and earnings management: do outside directors influence abnormal accruals?

    Peasnell, K. V., Pope, P. F. & Young, S. E., 2005, In : Journal of Business Finance and Accounting. 32, 7-8, p. 1311-1346 36 p.

    Research output: Contribution to journalJournal article

  384. Published

    Do outside directors limit earnings management?

    Peasnell, K. V., Pope, P. F. & Young, S. E., 2006, In : Corporate Finance Review. 10, 5, p. 5-10 6 p.

    Research output: Contribution to journalJournal article

  385. Published

    What options does the future hold?

    Peasnell, K. V., 2006, In : The HR Director. Apr, p. 25 25 p.

    Research output: Contribution to journalJournal article

  386. Published

    The fragile returns to investor relations: evidence from a period of declining market confidence

    Peasnell, K. V., Talib, S. & Young, S. E., 2011, In : Accounting and Business Research. 41, 1, p. 67-90 24 p.

    Research output: Contribution to journalJournal article

  387. Published

    The contribution of Philip W. Bell to accounting thought

    Peasnell, K. V. & Whittington, G., 2010, In : Accounting Horizons. 24, 3, p. 509-518 10 p.

    Research output: Contribution to journalJournal article

  388. Published

    A U.K. perspective on accounting for goodwill and other intangibles

    Peasnell, K., 1996, In : Issues in Accounting Education. 11, Fall, p. 487-489 3 p.

    Research output: Contribution to journalComment/debate

  389. Published

    Analytical Properties of Earned Economic Income

    Peasnell, K., 03/1995, In : British Accounting Review. 27, 1, p. 5-33 29 p.

    Research output: Contribution to journalJournal article

  390. Published

    Second Thoughts on the Analytical Properties of Earned Economic Income

    Peasnell, K., 09/1995, In : British Accounting Review. 27, 3, p. 229-239 11 p.

    Research output: Contribution to journalJournal article

  391. Published

    Capitalisation of Interest

    Peasnell, K., 03/1993, In : British Accounting Review. 25, 1, p. 17-42 26 p.

    Research output: Contribution to journalJournal article

  392. Published

    Discussion of Financial reporting for employee stock options: liabilities or equity

    Peasnell, K., 09/2013, In : Review of Accounting Studies. 18, 3, p. 683-691 9 p.

    Research output: Contribution to journalComment/debate

  393. Published

    Analysts' stock recommendations, earnings growth and risk

    Peasnell, K. V., Yin, Y. & Lubberink, M., 03/2018, In : Accounting and Finance. 58, 1, p. 217-254 38 p.

    Research output: Contribution to journalJournal article

  394. Published

    Stock Returns and Expected Inflation in the U.K.: Some New Evidence

    Peel, D. & Pope, P., 12/1988, In : Journal of Business Finance and Accounting. 15, 4, p. 459-467 9 p.

    Research output: Contribution to journalJournal article

  395. Published

    Testing the Fisherian Hypothesis: Some Methodological Issues and Further Evidence for THe U.K.

    Peel, D. & Pope, P., 06/1985, In : Journal of Business Finance and Accounting. 12, 2, p. 297-312 16 p.

    Research output: Contribution to journalJournal article

  396. Published

    Empirical evidence on the properties of exchange rate forecasts and the risk premium

    Peel, D. & Pope, P., 12/1989, In : Economics Letters. 31, 4, p. 387-391 5 p.

    Research output: Contribution to journalJournal article

  397. Published

    The policy anticipation hypothesis and the expected inflation hypothesis: Some new evidence using index linked bonds

    Peel, D., Pope, P. & Paudyal, K., 10/1990, In : Economics Letters. 34, 2, p. 121-125 5 p.

    Research output: Contribution to journalJournal article

  398. Published

    The Optimal Use of Information, Collective Bargaining and the Disclosure Debate

    Peel, D. & Pope, P., 1982, Financial Information and Industrial Relations . Maunders, K. (ed.). Hull: Barmarick Publications

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  399. Published

    Predicting Corporate Failure - Some Results for the U.K. Corporate Sector

    Peel, M. J., Peel, D. & Pope, P., 1986, In : Omega: The International Journal of Management Science. 14, 1, p. 5-12 8 p.

    Research output: Contribution to journalJournal article

  400. Published

    Creditor races and contingent claims

    Perraudin, W. R. M. & Lambrecht, B. M., 1996, In : European Economic Review. 40, p. 897-907 11 p.

    Research output: Contribution to journalJournal article

  401. Published

    Managing organizational culture for effective internal control: From practice to theory

    Pfister, J. A., 2009, Dordrecht: Springer Physica-Verlag. 245 p.

    Research output: Book/Report/ProceedingsBook

  402. Published

    XBRL als (einheitliche) Sprache für die finanzielle Berichterstattung: Interesse steigt - Setzt sich das neue, flexiblere System durch?

    Pfister, J., Venetz, S. & Ruud, T. F., 9/08/2006, Finanz und Wirtschaft, 62 0 p.

    Research output: Contribution to specialist publicationArticle

  403. Published

    Positioning organizational culture in accounting research

    Pfister, J. A., 2010. 30 p.

    Research output: Contribution to conference - Without ISBN/ISSN Conference paper

  404. Published
  405. Published
  406. Published
  407. Published

    Strategizing open innovation: How middle managers work with performance indicators

    Pfister, J. A., Jack, S. L. & Darwin, S. N., 30/09/2017, In : Scandinavian Journal of Management. 33, 3, p. 139-150 12 p.

    Research output: Contribution to journalJournal article

  408. Published

    A comparison of the forecasting ability of immediate price impact models

    Pham, M. C., Duong, H. N. & Lajbcygier, P., 12/2017, In : Journal of Forecasting. 36, 8, p. 898-918 21 p.

    Research output: Contribution to journalJournal article

  409. Published

    Developments in tax e-filing: practical views from the coalface

    Pilkington, K., Lymer, A. & Hansford, A., 26/11/2012, In : Journal of Applied Accounting Research. 13, 3, p. 212-225 14 p.

    Research output: Contribution to journalJournal article

  410. Published

    The economics of securitization: evidence from the European markets

    Pinto, J. & Alves, P. A., 2016, In : Investment Management and Financial Innovations. 13, 1, p. 112-126 15 p.

    Research output: Contribution to journalJournal article

  411. Published

    Budgetary criteria in performance evaluation: a critical appraisal using new evidence

    Pollanen, R. & Otley, D. T., 2000, In : Accounting, Organizations and Society. 25, 4/5, p. 483-496 14 p.

    Research output: Contribution to journalJournal article

  412. Published

    The effect of foreign management and board membership on the performance of foreign acquired Turkish banks

    Polovina, N. & Peasnell, K., 1/06/2015, In : International Journal of Managerial Finance. 11, 3, p. 359-387 29 p.

    Research output: Contribution to journalJournal article

  413. Published

    Forecasting currency volatility: a comparison of implied volatilities and AR(FI)MA models

    Pong, E., Shackleton, M. B., Taylor, S. J. & Xu, X., 2004, In : Journal of Banking and Finance. 28, 10, p. 2541-2563 23 p.

    Research output: Contribution to journalJournal article

  414. Published

    Distinguishing short and long memory volatility specifications

    Pong, S., Shackleton, M. B. & Taylor, S. J., 2008, In : The Econometrics Journal. 11, 3, p. 617-637 21 p.

    Research output: Contribution to journalJournal article

  415. Published

    Trading volatility spreads: a test of index option market efficiency

    Poon, S. & Pope, P. F., 2000, In : European Financial Management. 6, 2, p. 235-260 26 p.

    Research output: Contribution to journalJournal article

  416. Published

    Asymmetric and crash effects in stock volatility for the S and P 100 index and its constituents

    Poon, S., Taylor, S. J. & Blair, B. J., 2002, In : Applied Financial Economics. 12, p. 319-329 11 p.

    Research output: Contribution to journalJournal article

  417. Published

    Market recognition of differences in earnings persistence: UK evidence

    Poon, S., Yaansah, R. A. & O'Hanlon, J. F., 1992, In : Journal of Business Finance and Accounting. 19, 4, p. 625-639 15 p.

    Research output: Contribution to journalJournal article

  418. Published

    Are equities real(ly) options? Understanding the size, book-to-market and earnings-to-price factors

    Pope, P. F. & Stark, A. W., 1999, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  419. Published

    Risk adjusted equity valuation and accounting betas

    Pope, P. F. & Wang, P., 2000, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  420. Published

    The value-relevance of UK dirty surplus accounting flows

    Pope, P. F. & O'Hanlon, J. F., 1999, In : British Accounting Review. 31, 4, p. 459-482 24 p.

    Research output: Contribution to journalJournal article

  421. Published

    The relation between incremental subsidiary earnings and future stock returns in Japan

    Pope, P. F., 2001, In : Journal of Business Finance and Accounting. 28, 9/10, p. 1141-1148 8 p.

    Research output: Contribution to journalJournal article

  422. Published

    Information disclosure to employees and rational expectations: a game theoretical perspective - a comment

    Pope, P. F. & Peel, D., 10/1997, In : Journal of Business Finance and Accounting. 24, 9, p. 1433-1435 3 p.

    Research output: Contribution to journalJournal article

  423. Published

    Discussion of "Positive (Zero) NPV projects and the behavior of residual earnings"

    Pope, P. F. & Wang, P., 2003, In : Journal of Business Finance and Accounting. 30, 1,2, p. 17-24 8 p.

    Research output: Contribution to journalJournal article

  424. Published

    Discussion of "Disclosure practices, enforcement of accounting standards, and analysts"

    Pope, P. F., 2003, In : Journal of Accounting Research. 41, 2, p. 273-283 11 p.

    Research output: Contribution to journalJournal article

  425. Published

    Volatility and the big bang factor - has the big bang made UK stock prices more volatile?

    Pope, P. F., Peel, D. & Yadav, P. K., 2000, Double Takes (reprinted). Chichester: John Wiley and Sons Ltd, p. 231-235 5 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  426. Published

    Stock index futures arbitrage: international evidence

    Pope, P. F. & Yadav, P. K., 1990, In : Journal of Futures Markets. 10, 6, p. 573-603 31 p.

    Research output: Contribution to journalJournal article

  427. Published

    Testing index futures market efficiency using price differences: a critical analysis

    Pope, P. F. & Yadav, P. K., 1991, In : Journal of Futures Markets. 11, 2, p. 239-252 14 p.

    Research output: Contribution to journalJournal article

  428. Published

    Intraweek and intraday seasonalities in stock market risk premia: cash vs futures

    Pope, P. F. & Yadav, P. K., 1992, In : Journal of Banking and Finance. 16, 1, p. 233-270 38 p.

    Research output: Contribution to journalJournal article

  429. Published

    Deregulation and UK stock market volatility

    Pope, P. F., Yadav, P. K. & Peel, D., 1993, In : Journal of Business Finance and Accounting. 20, 3, p. 359-372 14 p.

    Research output: Contribution to journalJournal article

  430. Published

    Discovering errors in tracking error

    Pope, P. F. & Yadav, P. K., 1994, In : Journal of Portfolio Management. 20, 2, p. 27-32 6 p.

    Research output: Contribution to journalJournal article

  431. Published

    Stock index futures mispricing

    Pope, P. F. & Yadav, P. K., 1994, In : Journal of Banking and Finance. 18, 5, p. 921-953 33 p.

    Research output: Contribution to journalJournal article

  432. Published

    The impact of short sales constraints on stock index futures prices: direct empirical evidence

    Pope, P. F. & Yadav, P. K., 1994, In : Journal of Derivatives. 1, 4, p. 15-26 12 p.

    Research output: Contribution to journalJournal article

  433. Published

    The transparency of executive compensation

    Pope, P. F., 2003, In : Economikos Tahidromos. p. 63 63 p.

    Research output: Contribution to journalJournal article

  434. Published

    The quality of the audit review

    Pope, P. F., 2003, In : Kathimerini. p. 24 24 p.

    Research output: Contribution to journalJournal article

  435. Published

    Stock index futures arbitrage: international evidence

    Pope, P. F. & Yadav, P. K., 1997, Futures Markets. Cheltenham: Edward Elgar

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  436. Published

    Volatility and the big bang factor - has the big bang made UK stock prices more volatile?

    Pope, P. F., Yadav, P. K. & Peel, D., 1990, In : Professional Investor. p. 20-22 3 p.

    Research output: Contribution to journalJournal article

  437. Published

    Earnings components, accounting bias and equity valuation

    Pope, P. F. & Wang, P., 2005, In : Review of Accounting Studies. 10, 4, p. 387-407 21 p.

    Research output: Contribution to journalJournal article

  438. Published

    International differences in the timeliness, conservatism and classification of earnings

    Pope, P. F., 2004, Developments in International Accounting: General Issues and Classification. Cheltenham: Edward Elgar

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  439. Published

    Accounting-based equity valuation

    Pope, P. F., 2004, The Blackwell Encyclopaedia of Management. 2 ed. Oxford: Blackwell, Vol. 1. p. 4-11 8 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  440. Published

    Information, prices and efficiency in a fixed-odds betting market

    Pope, P. F. & Peel, D., 1989, In : Economica. 56, 223, p. 323-341 19 p.

    Research output: Contribution to journalJournal article

  441. Published

    Forward foreign exchange rates and risk premia - a reappraisal

    Pope, P. F. & Peel, D., 1991, In : Journal of International Money and Finance. 10, 3, p. 443-456 14 p.

    Research output: Contribution to journalJournal article

  442. Published

    Discussion of "Accruals, accounting-based valuation models, and the prediction of equity"

    Pope, P. F., 2005, In : Journal of Accounting, Auditing and Finance. 20, 4, p. 347-354 8 p.

    Research output: Contribution to journalJournal article

  443. Published

    Are boards and institutional investors active monitors? Evidence from CEO dismissal

    Pope, P. F. & Florou, A., 2008, In : Managerial Auditing Journal. 23, 9, p. 862-872 11 p.

    Research output: Contribution to journalJournal article

  444. Published

    Bridging the gap between Accounting and Finance

    Pope, P. F., 06/2010, In : British Accounting Review. 42, 2

    Research output: Contribution to journalJournal article

  445. Published

    Can investors restrict managerial behavior in distressed firms?

    Pryshchepa, O., Aretz, K. & Banerjee, S., 12/2013, In : Journal of Corporate Finance. 23, p. 222-239 18 p.

    Research output: Contribution to journalJournal article

  446. Published

    Sur la structure par terme et des options (on term structure and options), in French

    Quittard-Pinon, F. & Wojakowski, R. M., 1994, In : Note de recherche GRID No 94-10, Ecole Normale Superieure.

    Research output: Contribution to journalJournal article

  447. Published

    Links between accounting numbers and economic fundamentals

    Rees, W. P. & O'Hanlon, J. F., 1995, Financial Analysis. London: Prentice Hall

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  448. Published

    Evaluating the integrated reporting journey: insights, gaps and agendas for future research

    Rinaldi, L., Unerman, J. & de Villiers, C., 18/06/2018, In : Accounting, Auditing and Accountability Journal. 31, 5, p. 1294-1318 25 p.

    Research output: Contribution to journalJournal article

  449. Published

    The role of stakeholder engagement and dialogue within the sustainability reporting process

    Rinaldi, L., Unerman, J. & Tilt, C., 2014, Sustainability Accounting and Accountability. Bebbington, J., Unerman, J. & O'Dwyer, B. (eds.). 2nd ed ed. London: Routledge

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  450. Unpublished

    Developing stakeholder engagement as a prerequisite to sustainability reporting: the case of the UK supermarket sector

    Rinaldi, L. & Unerman, J., 2012, (Unpublished).

    Research output: Contribution to conference - Without ISBN/ISSN Conference paper

  451. Published

    Aktuelle Entwicklungen in der Rechnungslegung und Wirtschaftsprüfung

    Ruud, T. F., Pfister, J. A. & Hess, N., 2006, Entwicklungen im Gesellschaftsrecht. Jörg, F. & Arter, O. (eds.). Bern: Stampfli Verlag, p. 263-281 19 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  452. Published

    Enterprise Risk Management: Steuerungsinstrument für das Management and Input für das Auditing

    Ruud, T. F. & Pfister, J. A., 2005, Jahrbuch zum Finanz - und Rechnungswesen. Meyer, C. & Pfaff, D. (eds.). Zurich: WEKA Verlag, p. 32-50 19 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  453. Published

    Erfassung und Zuteilung der Kommunikationskosten aus konzeptioneller Perspektive

    Ruud, T. F. & Pfister, J. A., 2005, Kommumikations-Controlling. Piwinger, M. & Porak, V. (eds.). Wiesbaden: Gabler Verlag, p. 57-76 20 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  454. Published

    Die Umsetzung des Sarbanes-Oxley Act am Beispiel der NYSE-kotierten Schweizer Unternehmen

    Ruud, T. F., Pfister, J. A. & Hanselmann, Y., 2006, In : Zeitschrift Interne Revision. 4, p. 166-169 4 p.

    Research output: Contribution to journalJournal article

  455. Published

    Ein adequates Mittel zur Finanzberichterstattung? Best Practice - Umsetzung des Sarbanes-Oxley Act

    Ruud, T. F., Pfister, J. A. & Hanselmann, Y., 2006, In : IO New Management. 11, p. 30-36 7 p.

    Research output: Contribution to journalJournal article

  456. Published

    Revisionsaufsicht mit Blick auf die USA: Gilt die externe Qualitätssicherung nur für die Grossen?

    Ruud, T. F. & Pfister, J. A., 27/07/2004, Neue Zürcher Zeitung, No. 172, p. 23 1 p.

    Research output: Contribution to specialist publicationArticle

  457. Published

    Das Interne Kontrollsystem soll man ernst nehmen: Plädoyer für ein gründliches Prüfen durch die Revisoren

    Ruud, T. F. & Pfister, J. A., 26/05/2005, Neue Zürcher Zeitung, No. 120, p. 29 1 p.

    Research output: Contribution to specialist publicationArticle

  458. Published

    Does equity analyst research lack rigor and objectivity? Evidence from conference call questions and research notes

    Salzedo, C., Young, S. & El-Haj, M., 6/08/2014, Lancaster University Management School, p. 1-50, 50 p. (Department of Accounting and Finance Working Paper Series; no. AF2014/15WP01).

    Research output: Working paper

  459. Published

    Does equity analyst research lack rigour and objectivity? Evidence from conference call questions and research notes

    Salzedo, C. J., Young, S. E. & El Haj, M., 2018, In : Accounting and Business Research. 48, 1, p. 5-36 32 p.

    Research output: Contribution to journalJournal article

  460. Published

    Embedding global leadership skills for first year undergraduates: Using storyboards for virtual projects

    Salzedo, C. & Cross, C., 3/07/2019.

    Research output: Contribution to conference - Without ISBN/ISSN Conference paper

  461. Published

    Time to default in the UK mortgage market

    Satchell, S. E., Perraudin, W. R. M. & Lambrecht, B. M., 1997, In : Economic Modelling. 14, 4, p. 485-499 15 p.

    Research output: Contribution to journalJournal article

  462. Published

    Approximating the finite sample bias for maximum likelihood estimators using the score

    Satchell, S. E., Perraudin, W. R. M. & Lambrecht, B. M., 1997, In : Econometric Theory. 13, 2, p. 310-312 3 p.

    Research output: Contribution to journalJournal article

  463. Published

    British management accounting research: whence and whither? Opinions and recollections

    Scapens, R., Hopper, T. & Otley, D. T., 2001, In : British Accounting Review. 33, 3, p. 263-291 29 p.

    Research output: Contribution to journalJournal article

  464. Published

    Competition, efficiency, and stability in banking

    Schaeck, K. & Cihák, M., 2014, In : Financial Management. 43, 1, p. 215-241 26 p.

    Research output: Contribution to journalJournal article

  465. Published

    Who disciplines bank managers?

    Schaeck, K., Cihak, M., Maechler, A. & Stolz, S., 1/01/2012, In : Review of Finance. 16, 1, p. 197-243 46 p.

    Research output: Contribution to journalJournal article

  466. Published

    Are competitive banking systems more stable?

    Schaeck, K., Cihak, M. & Wolfe, S., 1/06/2009, In : Journal of Money, Credit and Banking. 41, 4, p. 711-734 23 p.

    Research output: Contribution to journalJournal article

  467. Published

    Bank liability structure, FDIC loss, and time to failure: a quantile regression approach

    Schaeck, K., 1/06/2008, In : Journal of Financial Services Research. 33, 3, p. 163-179 16 p.

    Research output: Contribution to journalJournal article

  468. Published

    Exotic options

    Schäfer, K. & Adam-Müller, A. F. A., 1998, Handbuch Corporate Finance: Konzepte, Strategien und Praxiswissen für das moderne Finanzmanagement. 2nd ed. Köln: Deutscher Wirtschaftdienst, p. 1-32 32 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  469. Published

    Exotische Optionen: Merkmale, Bewertung und Einsatz

    Schäfer, K. & Adam-Müller, A. F. A., 1998, In : Wirtschaftswissenschaftliches Studium. 27, 11, p. 559-564 6 p.

    Research output: Contribution to journalJournal article

  470. Published

    Do alternative real estate investment vehicles add value to REITs? evidence from German open-ended property funds

    Schweizer, D., Hass, L. H., Johanning, L. & Rudolph, B., 07/2013, In : Journal of Real Estate Finance and Economics. 47, 1, p. 65-82 18 p.

    Research output: Contribution to journalJournal article

  471. Published

    What is knowledge and the technology to support it worth to the firm? Review of Westland, Christopher, Valuing Technology: the new science of wealth in the knowledge economy, John Wiley and Sons (Asia) Pte Ltd, 2002.

    See-To, E. W. K. & Xu, X., 2002, In : Journal of Information Technology Theory and Application. 4, 1, p. 65-67 3 p.

    Research output: Contribution to journalJournal article

  472. Published

    A non-parametric spectral test of serial correlation

    Shackleton, M. B., 1999, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  473. Published

    On the expected payoff and true probability of exercise of European options

    Shackleton, M. B. & Wojakowski, R. M., 1999, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  474. Published

    Geske Johnson pricing of Long Maturity American and Infinite Bermudan Options

    Shackleton, M. B. & Chung, S. L., 1999, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  475. Published

    The expected return and exercise time of Merton-style real options

    Shackleton, M. B. & Wojakowski, R. M., 2000, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  476. Published

    Flow options: continuous real caps and floors

    Shackleton, M. B. & Wojakowski, R. M., 2001, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  477. Published

    On the errors and comparison of Vega estimation methods

    Shackleton, M. B. & Chung, S. L., 2003, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  478. Published

    On the use and improvement of Hull and White’s control variate technique

    Shackleton, M. B. & Chung, S. L., 2003, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  479. Published

    On the expected payoff and true probability of European options

    Shackleton, M. B. & Wojakowski, R. M., 2001, In : Applied Economics Letters. 8, 4, p. 269-271 3 p.

    Research output: Contribution to journalJournal article

  480. Published

    An empirical investigation of UK option returns: overpricing and the role of higher systematic moments

    Shackleton, M. B. & O'Brien, F., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  481. Published

    The expected return and exercise time of Merton-style real options

    Shackleton, M. B. & Wojakowski, R. M., 2002, In : Journal of Business Finance and Accounting. 29, 3-4, p. 541-555 15 p.

    Research output: Contribution to journalJournal article

  482. Published

    Reversible real options

    Shackleton, M. B. & Wojakowski, R. M., 2001, Mathematical Finance. Boston: Birkhauser, p. 339-344 6 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  483. Published

    Strategic entry and market leadership in a two-player real options game

    Shackleton, M. B., Tsekrekos, A. & Wojakowski, R. M., 2004, In : Journal of Banking and Finance. 28, 1, p. 179-201 23 p.

    Research output: Contribution to journalJournal article

  484. Published

    Smooth pasting as rate of return equalization

    Shackleton, M. B. & Sodal, S., 2005, In : Economics Letters. 89, 2, p. 200-206 7 p.

    Research output: Contribution to journalJournal article

  485. Published

    Finite maturity caps and floors on continuous flows

    Shackleton, M. B. & Wojakowski, R. M., 2007, In : Journal of Economic Dynamics and Control. 31, 12, p. 3843-3859 17 p.

    Research output: Contribution to journalJournal article

  486. Published

    Durable vs disposable equipment choice under interest rate uncertainty

    Shackleton, M. B. & Dias, J. C., 2009, In : European Journal of Finance. 15, 2, p. 157-167 11 p.

    Research output: Contribution to journalJournal article

  487. Published

    A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices

    Shackleton, M. B., Taylor, S. J. & Yu, P., 11/2010, In : Journal of Banking and Finance. 34, 11, p. 2678-2693 16 p.

    Research output: Contribution to journalJournal article

  488. Published

    Harvesting and recovery decisions under uncertainty

    Shackleton, M. B. & Sodal, S., 2010, In : Journal of Economic Dynamics and Control. 34, 12, p. 2533-2546 14 p.

    Research output: Contribution to journalJournal article

  489. Published

    Hysteresis effects under stochastic interest rates

    Shackleton, M. B. & Dias, J. C., 2011, In : European Journal of Operational Research. 211, p. 594-600 7 p.

    Research output: Contribution to journalJournal article

  490. Published

    A snakes and ladders representation of stock prices and returns

    Shackleton, M. & Gager, P., 07/2011, Mathematical Gazette, 95, 533.

    Research output: Contribution to specialist publicationLetter

  491. Published

    Empirical pricing kernels obtained from the UK index options market

    Shackleton, M., Liu, H., Taylor, S. & Xu, G., 2009, Applied Economics Letters, 16, 10, p. 989-993 5 p.

    Research output: Contribution to specialist publicationLetter

  492. Published

    Hedging efficiency in the Greek options market before and after the financial crisis of 2008

    Shackleton, M. & Voukelatos, N., 04/2013, In : Journal of Multinational Financial Management. 23, 1-2, p. 1-18 18 p.

    Research output: Contribution to journalJournal article

  493. Published

    Option-implied volatilities and stock returns: evidence from industry-neutral portfolios

    Shackleton, M., Liu, X., Zhang, Y. & Pong, S., 2014, In : Journal of Portfolio Management. 41, 1, p. 65-77 13 p.

    Research output: Contribution to journalJournal article

  494. Published

    Stock-return volatility and daily equity trading by investor groups in Korea

    Shackleton, M. & Umutlu, M., 2014, Lancaster: Lancaster University, 54 p. (Department of Accounting and Finance Working Paper Series; no. AF2014/15WP03).

    Research output: Working paper

  495. Published

    On the expected payoff and true probability of exercise of European options

    Shackleton, M. & Wojakowski, R., 1/01/2001, In : Applied Economics Letters. 8, 4, p. 269-271 3 p.

    Research output: Contribution to journalJournal article

  496. Published

    Discussion of arbitrage-free valuation of exhaustible resource firms

    Shackleton, M. B., 1/11/1998, In : Journal of Business Finance and Accounting. 25, 9-10, p. 1391-1395 5 p.

    Research output: Contribution to journalJournal article

  497. Published

    NAV Inflation and Impact on Performance in China

    Shackleton, M. B., Yan, J. & Yao, Y., 1/01/2020, In : European Financial Management. 26, 1, p. 118-142 25 p.

    Research output: Contribution to journalJournal article

  498. Published

    Continuous Workout Mortgages

    Shiller, R. J., Wojakowski, R., Ebrahim, S. & Shackleton, M., 05/2011, In : NBER Working Papers. 41 p., 17007.

    Research output: Contribution to journalJournal article

  499. Published

    Mitigating financial fragility with Continuous Workout Mortgages

    Shiller, R. J., Wojakowski, R., Ebrahim, S. & Shackleton, M., 01/2013, In : Journal of Economic Behavior and Organization. 85, p. 269-285 17 p.

    Research output: Contribution to journalJournal article

  500. Published

    Continuous Workout Mortgages: Efficient Pricing and Systemic Implications

    Shiller, R. J., Wojakowski, R., Ebrahim, S. & Shackleton, M. B., 1/01/2019, In : Journal of Economic Behavior and Organization. 157, p. 244-274 31 p.

    Research output: Contribution to journalJournal article

Back to top