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Accounting and Finance

  1. 2017
  2. Published
  3. Published

    Empirical essays on inferring information from options and other financial derivatives

    Zhang, J., 2017, Lancaster University. 256 p.

    Research output: ThesisDoctoral Thesis

  4. Published

    Essays in volatility research

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

    Research output: ThesisDoctoral Thesis

  5. Published

    Essays on CEO compensation and corporate governance

    Zhang, Z., 2017, Lancaster University. 131 p.

    Research output: ThesisDoctoral Thesis

  6. Published

    Essays on financial econometrics: variance and covariance estimation using price durations

    Zhao, X., 2017, Lancaster University. 179 p.

    Research output: ThesisDoctoral Thesis

  7. Published

    How Much is the Gap? Efficient Overnight Jump Risk-Adjusted Valuation of Leveraged Certificates

    Zhang, Q. & Thul, M., 2017, In: Quantitative Finance. 17, 9, p. 1387-1401 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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 Unpublished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    Hansen, P., Li, Y., Lunde, A. & Patton, A., 2017, (Unpublished).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

  9. 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 Journal/MagazineJournal articlepeer-review

  10. Unpublished

    The price of correlation risk: evidence from commodity options

    Xu, Y., 2017, (Unpublished) Lancaster University.

    Research output: ThesisMaster's Thesis

  11. Unpublished

    The value of growth: changes in profitability and future stock returns

    Sotes-Paladino, J., Wang, J. & Yao, Y., 2017, (Unpublished).

    Research output: Working paper

  12. 2016
  13. Unpublished

    Corporate governance and transparency in Japan

    Aman, H., Beekes, W. A. & Brown, P. R., 7/12/2016, (Unpublished) 48 p.

    Research output: Working paper

  14. Published

    On the non-exclusivity of loan contracts: an empirical investigation

    Degryse, H., Ioannidou, V. & von Schedvin, E., 12/2016, In: Management Science. 62, 12, p. 3510-3533 24 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  15. Published

    Data masking by noise addition and the estimation of nonparametric regression models

    Lechner, S. & Pohlmeier, W., 21/11/2016, Econometrics of Anonymized Micro Data: Sonderheft 5/2005 Jahrbücher für Nationalökonomie und Statistik. De Gruyter, p. 517-528 12 p.

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

  16. Published

    Asymmetric effects of volatility risk on stock returns: evidence from VIX and VIX futures

    Fu, X., Sandri, M. & Shackleton, M. B., 11/2016, In: Journal of Futures Markets. 36, 11, p. 1029-1056 28 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. 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 Journal/MagazineJournal articlepeer-review

  18. 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 Journal/MagazineJournal articlepeer-review

  19. Published

    The economic consequences of extending the use of fair value accounting in regulatory capital calculations

    Chircop, J. & Novotny-Farkas, Z., 11/2016, In: Journal of Accounting and Economics. 62, 2-3, p. 183-203 21 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  20. Published

    ‘Mixing’ and ‘Bending’: The recontextualisation of discourses of sustainability in integrated reporting

    Zappettini, F. & Unerman, J., 10/2016, In: Discourse and Communication. 10, 5, p. 521-542 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  21. Published

    Discipline or disruption? stakeholder relationships and the effect of takeover threat

    Cen, L., Dasgupta, S. & Sen, R., 10/2016, In: Management Science. 62, 10, p. 2820-2841 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  22. Published

    Reducing the impact of real estate foreclosures with Amortizing Participation Mortgages

    Wojakowski, R., Ebrahim, S. & Shackleton, M. B., 10/2016, In: Journal of Banking and Finance. 71, p. 62-74 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  23. 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 Journal/MagazineJournal articlepeer-review

  24. 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 Journal/MagazineJournal articlepeer-review

  25. Published

    The effects of government interventions in the financial sector on banking competition and the evolution of zombie banks

    Calderon, C. & Schaeck, K., 08/2016, In: Journal of Financial and Quantitative Analysis. 51, 4, p. 1391-1436 46 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  26. Published

    Small Deviations in L2-norm for Gaussian Dependent Sequences

    Hong, S. Y., Lifshits, M. & Nazarov, A., 1/06/2016, In: Electronic Communications in Probability. 21, 41, p. 1-9 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  27. Published

    The interaction of volatility, volume and skewness: empirical evidence from REITs

    Akimov, A., Hutson, E. & Stevenson, S., 1/06/2016, In: Journal of Real Estate Portfolio Management. 22, 1, p. 1-17 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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