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Accounting and Finance

  1. Working paper
  2. Published

    Consequences for option pricing of a long memory in volatility

    Taylor, S. J., 2001, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. Published

    The binomial Black-Scholes model and the Greeks

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

    Research output: Working paper

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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

  14. 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

  15. 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

  16. Published

    Efficient quadratic approximation of floating strike Asian option values

    Chung, S. L., 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

  17. 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

  18. 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

  19. 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

  20. 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

  21. 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

  22. Published

    Understanding the equity home bias: evidence from survey data

    Strong, N. & Xu, X., 1999, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  23. Published

    Pricing FTSE 100 Index options under stochastic volatility

    Xu, X., Strong, N. & Lin, Y. N., 1999, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  24. Published

    Hedging level risk for a firm in incomplete markets

    Wojakowski, R. M., 1998, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  25. 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

  26. 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

  27. Published

    Accounting for goodwill: what factors influence management preferences?

    Tahib, F. M., Taylor, P. A. & Gore, J. P. O., 1998, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  28. 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

  29. 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

  30. 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

  31. 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

  32. Published

    Stock returns, earnings classification and persistence

    Yaansah, R. A., Poon, S. & O'Hanlon, J. F., 1997, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  33. 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

  34. 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

  35. 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

  36. 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

  37. 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

  38. Book
  39. 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

  40. Published

    Sustainability Accounting and Accountability

    Bebbington, J. (ed.), Unerman, J. (ed.) & O’Dwyer, B. (ed.), 05/2014, 2nd ed. ed. London: Routledge. 300 p.

    Research output: Book/Report/ProceedingsBook

  41. Published

    Corporate Governance: Mechanisms and Systems

    Thomsen, S. & Conyon, M., 2012, London: McGraw Hill. 504 p.

    Research output: Book/Report/ProceedingsBook

  42. Published

    Financial accounting theory: European edition

    Deegan, C. & Unerman, J., 2011, McGraw-Hill. 556 p.

    Research output: Book/Report/ProceedingsBook

  43. Published

    Reaching key financial reporting decisions: how UK directors and auditors interact

    Beattie, V., Fearnley, S. & Hines, T., 2011, Chichester: Wiley. 384 p.

    Research output: Book/Report/ProceedingsBook

  44. 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

  45. Published

    Accounting for Sustainability: Practical Insights

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

    Research output: Book/Report/ProceedingsBook

  46. Published

    The Relevance and Utility of Leading Accounting Research

    Unerman, J. & O'Dwyer, B., 2010, London: Certified Accountants Educational Trust. (ACCA research report)

    Research output: Book/Report/ProceedingsBook

  47. Published

    NGO accountability: Its impact on aid delivery

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

    Research output: Book/Report/ProceedingsBook

  48. Published

    The impact of changes to the non-audit services regime on finance directors, audit committee chairs and audit partners of UK listed companies

    Beattie, V., Fearnley, S. & Hines, T., 2009, London: Institute of Chartered Accountants in England and Wales. 23 p.

    Research output: Book/Report/ProceedingsBook

  49. 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

  50. Published

    A study of Administration Cases

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

    Research output: Book/Report/ProceedingsBook

  51. Published

    Auditor/company interactions in the 2007 UK regulatory environment: discussion and negotiation on financial statement issues reported by finance directors, audit committee chairs and audit engagement partners

    Beattie, V., Fearnley, S. & Hines, T., 2008, London: Institute of Chartered Accountants in England and Wales. 15 p.

    Research output: Book/Report/ProceedingsBook

  52. Published

    Modelling Financial Time Series (Second Edition)

    Taylor, S. J., 2008, 2nd ed. Singapore: World Scientific Publishing. 296 p.

    Research output: Book/Report/ProceedingsBook

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