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Accounting and Finance

  1. 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

  2. Published

    Postscript and conclusions

    Bebbington, J., O'Dwyer, B. & Unerman, J., 2007, Sustainability Accounting and Accountability. Unerman, J., Bebbington, J. & O'Dwyer, B. (eds.). Routledge, p. 345-349 5 p.

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

  3. 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

  4. Published

    Post earnings announcement drift in the UK

    Strong, N., Xu, X. & Liu, W., 2003, In : European Financial Management. 9, 1, p. 28, 89

    Research output: Contribution to journalJournal article

  5. Published

    Positioning organizational culture in accounting research

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

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

  6. Published

    Portfoliooptimierung: Korrelationen von Immobilien mit anderen Maerkten und Assetklassen: Effiziente Portfoliodiversifikation unter Beruecksichtigung von Downside-Risiken

    Benk, K., Hass, L. H., Johanning, L., Rudolph, B. & Schweizer, D., 2009, Praxishandbuch Immobilienmarktrisiken. Junius, K. & Piazolo, D. (eds.). Immobilienmanager Verlag

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

  7. Published

    Portfolio theory applied to on-line financial information: a computer based graphical approach

    Bielinski, B., Whiddett, D., Ho, S. & O'Hanlon, J. F., 1993, In : Accounting Education. 2, 2, p. 123-142 20 p.

    Research output: Contribution to journalJournal article

  8. Published

    Point process based high frequency volatility estimation: theory and applications

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

    Research output: ThesisDoctoral Thesis

  9. Published

    Perturbation by multiplicative noise and the Simulation Extrapolation method

    Biewen, E., Nolte, S. & Rosemann, M., 12/2008, In : AStA Advances in Statistical Analysis. 92, 4, p. 375-389 15 p.

    Research output: Contribution to journalJournal article

  10. Published

    Perspectives on the Governance of Executive Compensation

    Conyon, M., 2003, Competition, Monopoly and Corporate Governance: Essays in Honour of Keith Cowling. Waterson, M. (ed.). Cheltenham: Edward Elgar Publishing, p. 228-258 31 p.

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

  11. Published

    Personal skills development and first year undergraduate accounting education: A teaching note

    Agyemang, G. & Unerman, J., 1998, In : Accounting Education. 7, 1, p. 87-92 6 p.

    Research output: Contribution to journalJournal article

  12. Published

    Performance reporting - the IASB's proposed formats of financial statements in the exposure draft of IAS 1

    Thinggaard, F., Wagenhofer, A., Evans, L., Gebhardt, G., Hoogendoorn, M., Marton, J., Di Pietra, R., Mora, A. & Peasnell, K. V., 2006, In : Accounting in Europe. 3, 1, p. 35 - 63 29 p.

    Research output: Contribution to journalJournal article

  13. Published

    Performance periods in CEO performance-based equity awards: theory and evidence

    Evans III, J. H., Gao, Z., Hwang, Y. & Wu, W-T., 1/03/2018, In : The Accounting Review. 93, 2, p. 161-190 30 p.

    Research output: Contribution to journalJournal article

  14. Published

    Performance Pay and Corporate Structure in UK Firms

    Conyon, M., Peck, S. & Read, L., 02/2001, In : European Management Journal. 19, 1, p. 73-82 10 p.

    Research output: Contribution to journalJournal article

  15. Published
  16. 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

  17. 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

  18. Published

    Performance indices and related measures of journal reputation in accounting

    Beattie, V. & Ryan, B., 09/1989, In : British Accounting Review. 21, 3, p. 267-278 12 p.

    Research output: Contribution to journalJournal article

  19. 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

  20. Published

    Perceptions of Trade Credit Control in Mainland China and the United Kingdom

    Emmanuel, C. R., Williamson, D. & Zhao, M., 2001, London: CIMA Publishing. 58 p.

    Research output: Book/Report/ProceedingsBook

  21. Published

    Perceptions of factors affecting audit quality in the post-SOX UK regulatory environment

    Beattie, V., Fearnley, S. & Hines, T., 1/02/2013, In : Accounting and Business Research. 43, 1, p. 56-81 26 p.

    Research output: Contribution to journalJournal article

  22. Published

    Perceptions of auditor independence: UK evidence

    Beattie, V., Brandt, R. & Fearnley, S., 1999, In : Journal of International Accounting, Auditing and Taxation. 8, 1, p. 67-107 41 p.

    Research output: Contribution to journalJournal article

  23. 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

  24. 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

  25. Published

    Pay at the Top: A Study of the Sensitivity of Top Director Remuneration to Company Specific Shocks

    Conyon, M. & Gregg, P., 08/1994, In : National Institute Economic Review. 149, 1, p. 83-92 10 p.

    Research output: Contribution to journalJournal article

  26. Published

    Participating mortgages and the efficiency of financial intermediation

    Ebrahim, S., Shackleton, M. B. & Wojakowski, R. M., 11/2011, In : Journal of Banking and Finance. 35, 11, p. 3042-3054 13 p.

    Research output: Contribution to journalJournal article

  27. Published

    Parameter uncertainty in multiperiod portfolio optimization with transaction costs

    DeMiguel, V., Martin Utrera, A. & Nogales, F. J., 12/2015, In : Journal of Financial and Quantitative Analysis. 50, 6, p. 1443-1471 29 p.

    Research output: Contribution to journalJournal article

  28. Published

    Ownership and Control: A Small-World Analysis

    Conyon, M. & Muldoon, M., 2008, In : Advances in Strategic Management. 25, p. 31-66 36 p.

    Research output: Contribution to journalJournal article

  29. Published
  30. Published

    Options de change: évaluation (Foreign exchange options: Pricing)

    Chesney, M., Marois, B. & Wojakowski, R. M., 1997, Encyclopédie des Marchés Financiers. Paris: Economica, p. 1398-1422 25 p.

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

  31. 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

  32. 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

  33. 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

  34. Published

    Option prices and risk-neutral densities for currency cross-rates

    Taylor, S. J. & Wang, Y., 2010, In : Journal of Futures Markets. 30, p. 324-360 37 p.

    Research output: Contribution to journalJournal article

  35. 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

  36. 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

  37. 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

  38. Published

    Optimal regulation of MNEs and government revenues

    Dasgupta, S. & Sengupta, K., 02/1995, In : Journal of Public Economics. 58, 2, p. 215-234 20 p.

    Research output: Contribution to journalJournal article

  39. Published

    Optimal exercise of jointly held real options: a Nash bargaining approach with value diversion

    Banerjee, S., Gucbilmez, U. & Pawlina, G., 1/12/2014, In : European Journal of Operational Research. 239, 2, p. 565–578 14 p.

    Research output: Contribution to journalJournal article

  40. Published

    Optimal currency hedging, export, and production in the presence of idiosyncratic risk

    Adam-Müller, A. F. A., 1993, In : Swiss Journal of Economics and Statistics. 192, 2, p. 197-208 12 p.

    Research output: Contribution to journalJournal article

  41. 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

  42. Published

    Operating performance changes associated with corporate mergers and the role of corporate governance

    Carline, N. F., Linn, S. C. & Yadav, P. K., 2009, In : Journal of Banking and Finance. 33, 10, p. 1829-1841 13 p.

    Research output: Contribution to journalJournal article

  43. Published

    Operating leases and the assessment of lease-debt substitutability

    Beattie, V., Goodacre, A. & Thomson, S. J., 03/2000, In : Journal of Banking and Finance. 24, 3, p. 427-470 44 p.

    Research output: Contribution to journalJournal article

  44. 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

  45. 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

  46. 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

  47. Published

    'One Aviva, Twice the Value': Connecting Sustainability at Aviva PLC

    Brigham, M., Kiosse, P. & Otley, D., 2010, Accounting for Sustainability: Practical Insights. Hopwood, A., Unerman, J. & Fries, J. (eds.). Oxford: Earthscan

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

  48. Published

    One Aviva, twice the value: connecting sustainability at Aviva plc

    Brigham, M., Kiosse, P. & Otley, D. T., 2009, ICAEW Accounting for Sustainability Conference (London) - 2009. N/A: unknown

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

  49. Unpublished

    On the valuation of tax expense

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

    Research output: Working paper

  50. Published

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

    Chung, S. L. & Shackleton, M. B., 2005, In : Applied Financial Economics. 15, 16, p. 1171-1179 9 p.

    Research output: Contribution to journalJournal article

  51. 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

  52. Published

    On the timeliness of price discovery

    Beekes, W. A. & Brown, P., 2006, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  53. Published

    On the relevance of earnings components: valuation and forecasting links

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

    Research output: Working paper

  54. Published

    On the portfolio problem with two risky and a riskless asset

    Adam-Müller, A. F. A., 2005, In : Finance Research Letters. 3, 4

    Research output: Contribution to journalJournal article

  55. 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

  56. 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 journalJournal article

  57. 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

  58. 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

  59. 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

  60. 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

  61. Published

    On the errors and comparison of Vega estimation methods

    Chung, S. L. & Shackleton, M. B., 2005, In : Journal of Futures Markets. 25, 1, p. 21-38 18 p.

    Research output: Contribution to journalJournal article

  62. 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

  63. 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

  64. Published

    On the enhanced convergence of standard lattice methods for option pricing

    Widdicks, M., Andricopoulos, A. D., Newton, D. P. & Duck, P. W., 2002, In : Journal of Futures Markets. 22, 4, p. 315-338 24 p.

    Research output: Contribution to journalJournal article

  65. Published

    On option expected returns

    Wojakowski, R. M. & Shackleton, M. B., 2001, Mathematical Finance. Boston: Birkhauser, p. 365-374 10 p.

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

  66. Published

    On measuring concentration in banking systems

    Alegria, C. & Schaeck, K., 1/03/2008, In : Finance Research Letters. 5, 1, p. 59-67 8 p.

    Research output: Contribution to journalJournal article

  67. Published

    On James Bond and the importance of NGO accountability

    Unerman, J. & O'Dwyer, B., 2006, In : Accounting, Auditing and Accountability Journal. 19, 3, p. 305-318 14 p.

    Research output: Contribution to journalJournal article

  68. Published
  69. Published

    Omitted debt risk, financial distress and the cross-section of expected equity returns

    Aretz, K. & Shackleton, M. B., 2011, In : Journal of Banking and Finance. 35, 5, p. 1213-1227 15 p.

    Research output: Contribution to journalJournal article

  70. Published

    O efeito tamanho versus o efeito mes-do-ano no mercado de capitias Brasileiro: uma analise empirica

    da Costa, N. & O'Hanlon, J. F., 1991, In : Revista Brasileira de Mercado Decapitais. p. 61-74 14 p.

    Research output: Contribution to journalJournal article

  71. Published

    Novel tertiary amine oxide surfaces that resist nonspecific protein adsorption

    Dilly, S. J., Beecham, M. P., Brown, S. P., Griffin, J. M., Clark, A. J., Griffin, C. D., Marshall, J., Napier, R. M., Taylor, P. C. & Marsh, A., 12/09/2006, In : Langmuir. 22, 19, p. 8144-8150 7 p.

    Research output: Contribution to journalJournal article

  72. Published

    Noncompliance, financial reporting quality and director turnover

    Zhang, X-Y., 2016, Lancaster University. 162 p.

    Research output: ThesisDoctoral Thesis

  73. Published

    Noncompliance with Non-Accounting Securities Regulations and GAAP Violations

    Choi, S. H., Young, S. E. & Zhang, X-Y., 23/04/2019, In : Journal of Business Finance and Accounting. 46, 3-4, p. 370-399 30 p.

    Research output: Contribution to journalJournal article

  74. Published

    Non-Audit services, auditor independence and earnings management

    Singh, A., Gore, J. P. O. & Pope, P. F., 2001, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  75. Published

    Noise-proof equilibria in two-action signaling games

    Carlsson, H. & Dasgupta, S., 12/1997, In : Journal of Economic Theory. 77, 2, p. 432-460 29 p.

    Research output: Contribution to journalJournal article

  76. Published

    No place to hide: the global crisis in equity markets in 2008/09

    Bartram, S. & Bodnar, G. M., 2009, In : Journal of International Money and Finance. 28, 8, p. 1246-1292 47 p.

    Research output: Contribution to journalJournal article

  77. Published

    NGOs in Ghana: accountabilities, performance and motivations

    Agyemang, G., O’Dwyer, B., Owusu, C. A. & Unerman, J., 30/07/2019, Routledge Companion to Accounting in Emerging Economies. Weetman, P. & Tsalavoutas, I. (eds.). Abingdon: Routledge

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

  78. Published

    NGO accountability: Its impact on aid delivery

    Agyemang, G., Awumbila, M., Unerman, J. & O'Dwyer, B., 2009, ACCA.

    Research output: Book/Report/ProceedingsBook

  79. Published

    NGO accountability and sustainability issues in the changing global environment

    Unerman, J. & O'Dwyer, B., 2010, In : Public Management Review. 12, 4, p. 475-486 12 p.

    Research output: Contribution to journalJournal article

  80. E-pub ahead of print

    NGO accountability: retrospective and prospective academic contributions

    Agyemang, G., O'Dwyer, B. & Unerman, J., 16/07/2019, In : Accounting, Auditing and Accountability Journal.

    Research output: Contribution to journalJournal article

  81. Published

    New Perspectives on the Governance of Executive Compensation: Examining the Role and Effect of Compensation Consultants

    Conyon, M., Peck, S. & Sadler, G., 2011, In : Journal of Management and Governance. 15, 1, p. 29-58 30 p.

    Research output: Contribution to journalJournal article

  82. Published

    New Era of IFRS: A Review of Fair Value Measurements and an Evaluation of Professional Valuers in Korea

    Choi, S., Koh, S-H., Lim, S-Y., Lee, C-W. & Song, I-M., 2008, In : Accounting and Auditing Research .

    Research output: Contribution to journalJournal article

  83. 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

  84. Published

    Networks of accountability: a case study of The descent of The Shard

    Ford, C., Pfister, J. & Otley, D., 09/2013, 9th Management Control Research Conference. Nyenrode, The Netherlands

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

  85. Published
  86. E-pub ahead of print

    NAV Inflation and Impact on Performance in China

    Shackleton, M. B., Yan, J. & Yao, Y., 4/12/2018, In : European Financial Management.

    Research output: Contribution to journalJournal article

  87. Published

    Narrative reporting in the UK and the US: which system works best

    Beattie, V. & McInnes, B., 2006, London: Institute of Chartered Accountants in England and Wales. 20 p.

    Research output: Book/Report/ProceedingsBook

  88. 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

  89. Published

    Multinationals and Labour: Evidence from the International Acquisition of UK Firms

    Conyon, M., Girma, S., Wright, P. & Thompson, S., 2003, Competition, Monopoly and Corporate Governance: Essays in Honour of Keith Cowling. Waterson, M. (ed.). Cheltenham: Edward Elgar Publishing, p. 20-41 22 p.

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

  90. Published

    Multilingual Financial Narrative Processing: Analysing Annual Reports in English, Spanish and Portuguese

    El Haj, M., Rayson, P. E., Young, S. E., Alves, P. & Herrero Zorita, C., 02/2019, Multilingual Text Analysis: Challenges, Models, and Approaches. Litvak, M. & Vanetik, N. (eds.). World Scientific Publishing

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

  91. Published

    Moving the financial accounting research front forward: the UK contribution

    Beattie, V., 03/2005, In : British Accounting Review. 37, 1, p. 85-114 30 p.

    Research output: Contribution to journalJournal article

  92. 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

  93. Published
  94. Published

    Monte Carlo simulations and capital structure research

    Chang, X. & Dasgupta, S., 03/2011, In : International Review of Finance. 11, 1, p. 19-55 37 p.

    Research output: Contribution to journalJournal article

  95. Published

    Monitoring matters: debt seniority, market discipline and bank conduct

    Danisewicz, P., McGowan, D., Onali, E. & Schaeck, K., 2014.

    Research output: Working paper

  96. 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

  97. 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

  98. Published

    Momentum, contrarian, and the January seasonality

    Yao, Y., 10/2012, In : Journal of Banking and Finance. 36, 10, p. 2757-2769 13 p.

    Research output: Contribution to journalJournal article

  99. 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

  100. Published

    Modelling stochastic volatility: a review and comparative study

    Taylor, S. J., 1998, Volatility: New Estimation Techniques for Pricing Derivatives. London: Risk Books, p. 95-108 14 p.

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

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