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Accounting and Finance

  1. Working paper
  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

    Reassessing the role of book-tax conformity

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

    Research output: Working paper

  4. Published

    Economic hysteresis effects and hitting time densities for CIR diffusions

    Dias, J. C. & Shackleton, M. B., 2008, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  5. Published

    Why hedge? Rationales for corporate hedging and value implications

    Aretz, K., Bartram, S. & Dufey, G., 2007, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  6. 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

  7. Published

    Are analysts’ loss functions asymmetric?

    Clatworthy, M. A., Peel, D. & Pope, P. F., 2006, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  8. Published

    Do better governed firms make more informative disclosures? Canadian evidence

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

    Research output: Working paper

  9. 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

  10. 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

  11. Published

    Investment hysteresis under stochastic interest rates

    Dias, J. C. & Shackleton, M. B., 2005, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  12. Published

    Are analysts' loss functions asymmetric?

    Clatworthy, M. A., Peel, D. & Pope, P. F., 2005, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  13. Published

    Do better governed Australian firms make more informative disclosures?

    Brown, P. & Beekes, W. A., 2005, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  14. Published

    Smooth pasting as rate of return equalization

    Sodal, S. & Shackleton, M. B., 2005, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  15. 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

  16. 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

  17. 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

  18. 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

  19. 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

  20. 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

  21. 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

  22. 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

  23. 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

  24. Published

    Earnings management in response to a windfall-tax in the water and sewerage utility companies in England and Wales

    Beekes, W. A., 2003, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  25. Published

    Earnings management in response to regulatory price review. A case study of the political cost hypothesis in the water and electricity sectors in England and Wales

    Beekes, W. A., 2003, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  26. 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

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