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Accounting and Finance

  1. Published

    Day of the week effects in the UK equity market: a cross-sectional analysis

    Choy, A. & O'Hanlon, J. F., 1989, In: Journal of Business Finance and Accounting. 16, 1, p. 89-104 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Published

    A structural accounting framework for estimating the expected rate of return on equity

    Christodoulou, D., Clubb, C. & McLeay, S. J., 03/2016, In: Abacus. 52, 1, p. 176-210 35 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. 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

  4. 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

  5. Published

    The binomial Black-Scholes model and the Greeks

    Chung, S. L. & Shackleton, M. B., 2002, In: Journal of Futures Markets. 22, 2, p. 143-153 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. 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 Journal/MagazineJournal articlepeer-review

  7. Published

    Pricing options with American style average reset features

    Chung, S. L., Shackleton, M. B. & Chang, C. C., 2004, In: Quantitative Finance. 4, 3, p. 292-300 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    The simplest American and real option approximations: Geske-Johnson interpolation in maturity and yield

    Chung, S. L. & Shackleton, M. B., 2003, In: Applied Economics Letters. 10, 11, p. 709-716 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    Efficient quadratic approximation of floating strike Asian option values

    Chung, S. L., Shackleton, M. B. & Wojakowski, R. M., 2003, In: Finance. 24, 1, p. 49-62 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. 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 Journal/MagazineJournal articlepeer-review

  11. Published

    Generalised Geske-Johnson interpolation of option prices

    Chung, S. L. & Shackleton, M. B., 2007, In: Journal of Business Finance and Accounting. 34, 5-6, p. 976-1001 26 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  12. Published

    Efficient quadrature and node positioning for exotic option valuation

    Chung, S. L., Ko, K., Shackleton, M. B. & Yeh, C. T., 2010, In: Journal of Futures Markets. 30, 11, p. 1026-1057 32 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  13. Published

    How well do aggregate prudential ratios identify banking system problems?

    Čihák, M. & Schaeck, K., 1/09/2010, In: Journal of Financial Stability. 6, 3, p. 130-144 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

    Corporate Governance and Directors’ Remuneration: Views from the Top

    Clarke, R. N., Conyon, M. & Peck, S. I., 12/1998, In: Business Strategy Review. 9, 4, p. 21-30 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  15. 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

  16. 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

  17. Published

    Evaluating the properties of analysts' forecasts: a bootstrap approach

    Clatworthy, M. A., Peel, D. & Pope, P. F., 2007, In: British Accounting Review. 39, 1, p. 3-13 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  18. Published

    Are US CEOs Paid More Than UK CEOs? Inferences From Risk-Adjusted Pay

    Conyon, M., Core, J. & Guay, W. R., 2011, In: Review of Financial Studies. 24 , 2, p. 402-408 7 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  19. Published

    Executive Compensation and Corporate Governance in China

    Conyon, M. & He, L., 2011, In: Journal of Corporate Finance. 17, 4, p. 1158-1175 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  20. Published

    Corporate Governance and the 2008–09 Financial Crisis

    Conyon, M., Judge, W. Q. & Useem, M., 09/2011, In: Corporate Governance: An International Review. 19, 5, p. 399-404 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  21. Published

    Executive Compensation Consultants and CEO Pay

    Conyon, M., 2011, In: Vanderbilt Law Review. 64, 2, p. 399-428 30 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  22. 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 Journal/MagazineJournal articlepeer-review

  23. Published

    Shareholder Voting and Directors' Remuneration Report Legislation: Say on Pay in the UK

    Conyon, M. & Sadler, G., 07/2010, In: Corporate Governance: An International Review. 18, 4, p. 296-312 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  24. Published

    Compensation Consultants and Executive Pay: Evidence from the United States and the United Kingdom

    Conyon, M., Peck, S. & Sadler, G., 02/2009, In: Academy of Management Perspectives. 23, 1, p. 43-55 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  25. 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 Journal/MagazineJournal articlepeer-review

  26. Published

    A Model of the Supply of Executives for Outside Directorships

    Conyon, M. & Read, L., 06/2006, In: Journal of Corporate Finance. 12, 3, p. 645-659 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  27. Published

    Executive Compensation and Incentives

    Conyon, M., 2006, In: Academy of Management Perspectives. 20, p. 25-44 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  28. Published

    The Small World of Corporate Boards

    Conyon, M. & Muldoon, M., 11/2006, In: Journal of Business Finance and Accounting. 33, 9-10, p. 1321-1343 23 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  29. Published

    The Pattern of Investment Surrounding CEO Retirements: UK Evidence

    Conyon, M. & Florou, A., 09/2006, In: British Accounting Review. 38, 3, p. 299-319 21 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  30. Published

    Compensation Committees and CEO Compensation Incentives in U.S. Entrepreneurial Firms

    Conyon, M. & He, L., 12/2004, In: Journal of Management Accounting Research. 16, 1, p. 35-56 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  31. Published

    Do Wages Rise or Fall Following Merger?

    Conyon, M., Girma, S., Thompson, S. & Wright, P., 12/2004, In: Oxford Bulletin of Economics and Statistics. 66, 5, p. 847-862 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  32. Published

    The Productivity and Wage Effects of Foreign Acquisition in the United Kingdom

    Conyon, M., Girma, S., Thompson, S. & Wright, P., 03/2002, In: Journal of Industrial Economics. 50, 1, p. 85-102 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  33. Published

    The Impact of Mergers and Acquisitions on Company Employment in the United Kingdom

    Conyon, M., Girma, S., Thompson, S. & Wright, P., 01/2002, In: European Economic Review. 46, 1, p. 31-49 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  34. Published

    The Disclosure of Directors Share Option Information in UK Companies

    Conyon, M., Mallin, C. & Sadler, G., 2002, In: Applied Financial Economics. 12, 2, p. 95-103 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  35. Published

    Top Executive Dismissal, Ownership and Corporate Performance

    Conyon, M. & Florou, A., 2002, In: Accounting and Business Research. 32, 4, p. 209-225 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  36. Published

    Corporate Tournaments and Executive Compensation: Evidence from the UK

    Conyon, M., Peck, S. & Sadler, G., 08/2001, In: Strategic Management Journal. 22, 8, p. 805-815 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  37. Published

    Do Hostile Mergers Destroy Jobs?

    Conyon, M., Girma, S., Thompson, S. & Wright, P., 08/2001, In: Journal of Economic Behavior and Organization. 45, 4, p. 427-440 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  38. Published

    The Disclosure of UK Boardroom Pay: The March 2001 DTI proposals

    Conyon, M., 10/2001, In: Corporate Governance: An International Review. 9, 4, p. 276-285 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  39. Published

    Executive Pay, Tournaments and Corporate Performance in UK Firms

    Conyon, M. & Sadler, G., 06/2001, In: International Journal of Management Reviews. 3, 2, p. 141-168 28 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  40. 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 Journal/MagazineJournal articlepeer-review

  41. Published

    CEO compensation, Option Incentives, and Information Disclosure

    Conyon, M. & Sadler, G., 2001, In: Review of Financial Economics. 10, 3, p. 251-277 27 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  42. Published

    The Prince and the Pauper? CEO Pay in the United States and United Kingdom

    Conyon, M. & Murphy, K. J., 11/2000, In: Economic Journal. 110, 467, p. 640-671 31 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  43. Published

    The Structure of Executive Compensation Contracts: UK Evidence

    Conyon, M., Peck, S., Read, L. & Sadler, G., 08/2000, In: Long Range Planning. 33, 4, p. 478-503 26 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  44. Published

    Executive Compensation: Evidence from the UK and Germany

    Conyon, M. & Schwalbach, J., 08/2000, In: Long Range Planning. 33, 4, p. 504-526 23 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  45. Published

    Econometric Modelling of UK Executive Compensation

    Conyon, M., Peck, S. & Sadler, G., 2000, In: Managerial Finance. 26, 9, p. 3-20 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  46. Published

    Discussion of the Increasing Use of Non-Executive Directors: Its Impact on UK Board Structure and Governance Arrangements

    Conyon, M., 11/2000, In: Journal of Business Finance and Accounting. 27, 9-10, p. 1343-1348 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  47. Published

    Board Control, Remuneration Committees and Top Management Compensation

    Conyon, M. & Peck, S., 04/1998, In: Academy of Management Journal. 41, 2, p. 146-157 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  48. Published

    Directors' Pay and Turnover: An Application to a Sample of Large UK Firms

    Conyon, M., 11/1998, In: Oxford Bulletin of Economics and Statistics. 60, 4, p. 485-507 23 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  49. Published

    Does the Market for Top Executives Work? CEO Pay and Turnover in Small UK Companies

    Conyon, M. & Nicolitsas, D., 09/1998, In: Small Business Economics. 11, 2, p. 145-154 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  50. Published

    Board Size and Corporate Performance: Evidence from European Countries

    Conyon, M. & Peck, S., 1998, In: European Journal of Finance. 4, 3, p. 291-304 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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