Accounting and Finance

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Forthcoming
(Why) do central banks care about their profits?
Goncharov, I., Ioannidou, V. & Schmalz, M. C., 13/12/2021, (Accepted/In press) In: Journal of Finance.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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/Magazine › Journal article › peer-review
Published
‘Too systemically important to fail’ in banking – evidence from bank mergers and acquisitions
Molyneux, P., Schaeck, K. & Zhou, T. M., 1/12/2014, In: Journal of International Money and Finance. 49, Part B, p. 258-282 24 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
10-K Filing length and M&A returns
Chircop, J. & Tarsalewska, M., 29/02/2020, In: European Journal of Finance. 26, 6, p. 532-553 22 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
3D Investing: Jointly Optimizing Return, Risk, and Sustainability
Lohre, H., Blitz, D., Chen, M. & Howard, C., 29/04/2024, In: Financial Analysts Journal. 80, 3, p. 59-75 17 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A “matching auction” for targets with heterogeneous bidders
Dasgupta, S. & Tsui, K., 10/2003, In: Journal of Financial Intermediation. 12, 4, p. 331-364 34 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A Century of Macro Factor Investing - Diversified Multi-Asset Multi-Factor Strategies through the Cycles
Swade, A., Lohre, H., Nolte, S., Shackleton, M. & Swinkels, L., 29/02/2024, In: Journal of Portfolio Management. 50, 5, p. 37-56 20 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A class of linearly constrained nonlinear optimization problems with corner point optimal solutions and applications in finance
Huang, J., 2012, Lancaster: Lancaster University, 29 p.
Research output: Working paper
Published
A comment on replacement cost as the upper limit of value to the owner
Peasnell, K. & Gee, K., 31/12/1977, In: Accounting and Business Research. 7, 28, p. 312-312 1 p.
Research output: Contribution to Journal/Magazine › Comment/debate › peer-review
Published
A comparative study of the use of financial graphs in the corporate annual reports of major U.S. and U.K. companies
Beattie, V. & Jones, M., 02/1997, In: Journal of International Financial Management and Accounting. 8, 1, p. 33-68 36 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A comparison of the forecasting ability of immediate price impact models
Pham, M. C., Duong, H. N. & Lajbcygier, P., 12/2017, In: Journal of Forecasting. 36, 8, p. 898-918 21 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A Conceptual Development of Simons’ Levers of Control Framework
Tessier, S. & Otley, D., 09/2012, In: Management Accounting Research. 23, 3, p. 171-185 15 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A critical survey of Network Functions Virtualization (NFV)
King, D. & Ford, C., 31/05/2013, iPOP: IP Over Optical. Japan
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
Published
A descriptive study of high-frequency trade and quote option data
Andersen, T., Archakov, I., Grund, L., Hautsch, N., Li, Y., Nasekin, S., Nolte, I., Pham, M., Taylor, S. & Todorov, V., 31/01/2021, In: Journal of Financial Econometrics. 19, 1, p. 128-177 50 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach
Nolte, I., 2012, In: European Journal of Finance. 18, 10, p. 885-919 35 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A detailed investigation of the disposition effect and individual trading behavior: A panel survival approach
Nolte, I., 14/04/2016, High Frequency Trading and Limit Order Book Dynamics. Taylor and Francis Inc., p. 153-187 35 p.
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Published
A first step towards a banking union
Ioannidou, V., 01/2013, Banking union for Europe : risks and challenges. Beck, T. (ed.). London: Centre for Economic Policy Research
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Published
A generalized heterogeneous autoregressive model using market information
Hizmeri, R., Izzeldin, M., Nolte, I. & Pappas, V., 31/08/2022, In: Quantitative Finance. 22, 8, p. 1513-1534 22 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A Generalized Heterogeneous Autoregressive Model using the Market Index
Hizmeri, R., Izzeldin, M., Nolte, I. & Pappas, V., 31/08/2022, In: Quantitative Finance. 22, 8, p. 1513-1534 22 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A good analyst has power over managers
Lubberink, M., 2001, In: Financial Analysts Journal. 2, p. 46-47 2 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A grounded theory model of auditor-client negotiations
Beattie, V., Fearnley, S. & Brandt, R., 03/2004, In: International Journal of Auditing. 8, 1, p. 1-19 19 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A Least Squares Regression Realised Covariation Estimation
Nolte, I., Vasios, M., Voev, V. & Xu, Q., 3/10/2019, SSRN Working Paper, 87 p.
Research output: Working paper
Published
A Lintner Model of Payout and Managerial Rents
Lambrecht, B. & Myers, S. C., 10/2012, In: Journal of Finance. 67, 5, p. 1761-1810 50 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A methodology for analysing and evaluating narratives in annual reports: a comprehensive descriptive profile and metrics for disclosure quality attributes
Beattie, V., McInnes, B. & Fearnley, S., 09/2004, In: Accounting Forum. 28, 3, p. 205-236 32 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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/Magazine › Journal article › peer-review
Published
A multi-disciplinary identification of issues associated with 'contracting' in market oriented health service reforms
Hindle, A., Burgoyne, J. G., Mumford, M. J. & Brown, D. H., 1997, In: British Journal of Healthcare Management. 8, p. 39-49 11 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, M. B., Taylor, S. J. & Yu, P., 11/2010, In: Journal of Banking and Finance. 34, 11, p. 2678-2693 16 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A new method for ranking academic journals in accounting and finance
Beattie, V. & Goodacre, A., 2006, In: Accounting and Business Research. 36, 2, p. 65-91 27 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A new model board
Peasnell, K. V., Pope, P. F. & Young, S. E., 1998, In: Accountancy. 112, p. 115 115 p.
Research output: Contribution to Journal/Magazine › Journal article
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
Published
A Note on the Discounted Present Value Concept
Peasnell, K., 31/01/1977, In: The Accounting Review. 52, 1, p. 186-189 4 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A Portfolio Theory and Riskless CAPM Teaching Program.
Taylor, P., 1984, In: British Accounting Review. 16, 1, p. 61-66 6 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A pragmatic defence of replacement cost
Gee, K. & Peasnell, K., 31/12/1976, In: Accounting and Business Research. 6, 24, p. 242-249 8 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A primer on the exposure of nonfinancial corporations to foreign exchange rate risk
Dufey, G., Frenkel, M. & Bartram, S., 2005, In: Journal of Multinational Financial Management. 15, 4/5, p. 394-413 20 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A proposal for the study of organizational culture in management accounting research
Pfister, J. A., 2011.
Research output: Working paper
Published
A Real-life Case Study of Audit Interactions—Resolving Messy, Complex Problems
Beattie, V., Fearnley, S. & Hines, T., 1/04/2012, In: Accounting Education. 21, 2, p. 111-129 19 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A response to the revised exposure draft of the statement of principles
Page, M., Gore, J. P. O. & Mumford, M. J., 1999, Proceedings of the ACCA Conference on the ABS's 1999 Revised Draft Statement of Principles: Trying Again (London - 1999). N/A: unknown, p. 37-54 18 p.
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
Published
A Review of Compliance with Cadbury
Conyon, M. & Mallin, C., 1997, In: Journal of General Management. 22, p. 24-37 14 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A Review of Empirical Research on the Design and Impact of Regulation in the Banking Sector
Jakovljević, S., Degryse, H. & Ongena, S., 2015, In: Annual Review of Financial Economics. 7, p. 423-443 21 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A review of the literature on control and accountability
Merchant, K. & Otley, D. T., 2006, Handbook of Management Accounting Research. London, New York and Amsterdam: Elsevier, p. 785-802 18 p.
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Published
A six-country comparison of the use of graphs in annual reports
Beattie, V. & Jones, M., 05/2001, In: The International Journal of Accounting. 36, 2, p. 195-222 28 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A snakes and ladders representation of stock prices and returns
Shackleton, M. & Gager, P., 07/2011, Mathematical Gazette, 95, 533.
Research output: Contribution to specialist publication › Letter
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
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/Magazine › Journal article › peer-review
Published
A structured framework to understand CSR decision-making: A case study of multiple rationales
Brigham, M., Kiosse, P. V. & Otley, D., 30/06/2023, In: European Management Journal. 41, 3, p. 345-353 9 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A study of Administration Cases
Katz, A. & Mumford, M. J., 2008, London: The Insolvency Service.
Research output: Book/Report/Proceedings › Book
Published
A Submission in Response to the Accounting Standards Board Working Paper "Goodwill and Intangible Assets"
Gore, P., Taib, F. & Taylor, P., 1995, London : Accounting Standards Board.
Research output: Other contribution
Published
A sustainable approach to business
Beekes, W. A., 2003, In: The Utilities Journal. 6, Nov, p. 38-39 2 p.
Research output: Contribution to Journal/Magazine › Journal article
Published
A theory of net debt and transferable human capital
Lambrecht, B. & Pawlina, G., 01/2013, In: Review of Finance. 17, 1, p. 321-368 48 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A theory of takeovers and disinvestment
Lambrecht, B. M. & Myers, S. C., 2007, In: Journal of Finance. 62, 2, p. 809-845 37 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A Time to Scatter Stones, and a Time to Gather Them: Annual Cycle in Hedge Fund Risk Taking
Kolokolova, O. & Mattes, A., 30/11/2018, In: The Financial Review. 53, 4, p. 669-704 36 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A Transaction-Cost Perspective on the Multitude of Firm Characteristics
Martin Utrera, A., DeMiguel, V., Uppal, R. & Nogales, F. J., 8/02/2017.
Research output: Working paper
Published
A Transaction-Cost Perspective on the Multitude of Firm Characteristics
Martin Utrera, A., DeMiguel, V., Uppal, R. & Nogales, F. J., 1/05/2020, In: Review of Financial Studies. 33, 5, p. 2180–2222 43 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A U.K. perspective on accounting for goodwill and other intangibles
Peasnell, K., 1996, In: Issues in Accounting Education. 11, Fall, p. 487-489 3 p.
Research output: Contribution to Journal/Magazine › Comment/debate
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
Published
A wealth-based explanation for earnings conservatism
Lubberink, M. & Huijgen, C., 2001, In: Review of Finance. 5, 3, p. 323-349 27 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
About publishing: reviewer shortage creates crisis for journal peer review system
Beattie, V., 2014, European Accounting Association Newsletter, 46, 2, p. 10-12 3 p.
Research output: Contribution to specialist publication › Article
Published
Abseiling from the Shard: the assembly of capability in temporary organizations
Ford, C. & Friesl, M., 2015.
Research output: Contribution to conference - Without ISBN/ISSN › Conference paper › peer-review
Published
Abseiling from the Shard: The Cognitive Foundations of Capability Development in Temporary Organizations
Ford, C. J. & Friesl, M., 28/11/2019, In: European Management Review. 16, 3, p. 507-523 17 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Academic contributions to enhancing accounting for sustainable development
Unerman, J. & Chapman, C., 08/2014, In: Accounting, Organizations and Society. 39, 6, p. 385-394 10 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Accounting and accountability for NGOs
Unerman, J. & O'Dwyer, B., 2012, Handbook of Accounting and Development. Hopper, T., Tsamenyi, M., Uddin, S. & Wickramasinghe, D. (eds.). Cheltenham: Edward Elgar Publishing Ltd., p. 143-161 19 p.
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Published
Accounting and Business Valuation
O'Hanlon, J., 2021, Lancaster University. 339 p.
Research output: Thesis › Doctoral Thesis
Published
Accounting and finance in UK universities: Academic labour, shortages and strategies
Smith, S. J. & Urquhart, V., 11/2018, In: British Accounting Review. 50, 6, p. 588-601 14 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Accounting and Reporting Standards on Mortgage Servicing Rights
Choi, S., Hwang, L.-S., Lee, W.-J. & Lim, S.-Y., 2008, In: Korean Accounting Journal .
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Accounting choice in measurement and comparability: an examination of the effect of the fair value option
Guedes Cardoso Fontes, J., Panaretou, A. & Shakespeare, C., 1/06/2025, In: Review of Accounting Studies. 30, p. 1592-1637 46 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Accounting Comparability and Corporate Innovative Efficiency
Chircop, J., Collins, D., Hass, L. H. & Nguyen, N., 1/07/2020, In: The Accounting Review. 95, 4, p. 127–151 25 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Accounting Comparability and Customer Concentration
Chircop, J., Nguyen, N. & Nguyen, T., 31/12/2024, In: Journal of Accounting and Public Policy. 48, 107244.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Accounting comparability and the accuracy of peer-based valuation models
Young, S. & Zeng, Y., 6/08/2014, Lancaster University Management School, p. 1-50, 50 p. (Department of Accounting and Finance Working Paper Series; no. AF2014/15WP02).
Research output: Working paper
Published
Accounting comparability and the accuracy of peer-based valuation models
Young, S. & Zeng, Y., 11/2015, In: The Accounting Review. 90, 6, p. 2571-2601 31 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Accounting conservatism in Europe (I)
Garcia Lara, J. M., 2002, In: Spanish Journal of Finance and Accounting. 113, p. 961-964 4 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Accounting conservatism in Europe (II)
Garcia Lara, J. M., 2003, In: Spanish Journal of Finance and Accounting. 115, p. 379-382 4 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Accounting for Complex Enterprises: Groups and Segments
Taylor, P., 1981, Developments in the Accounting System in the UK. Oyachi, H. (ed.). Japan: Dobhun Kan, p. 101-123 23 p.
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Published
Accounting for Complex Entities:Groups and Segments
Taylor, P., 1981, In: The Hikone Ronso. 206, p. 71-88 18 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Accounting for credit losses: the development of IFRS 9 and CECL
O'Hanlon, J. F., Hashim, N. A. A. & Li, W., 2018, ICAEW.
Research output: Book/Report/Proceedings › Other report
Published
Accounting for Goodwill: An Examination of Factors Influencing Management Preferences
Taib, F., Taylor, P. & Gore, P., 2000, In: Accounting and Business Research. 30, 3, p. 213-226 14 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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
Published
Accounting for Government Grants: Standard-Setting and Accounting Choice
Stadler, C. & Nobes, C. W., 03/2018, In: Journal of Accounting and Public Policy. 37, 2, p. 113-129 17 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Accounting for Sustainability: Practical Insights
Hopwood, A. (Editor), Unerman, J. (Editor) & Fries, J. (Editor), 2010, Earthscan. 258 p.
Research output: Book/Report/Proceedings › Book
Published
Accounting in developing countries: the search for appropriate technologies
Peasnell, K., 23/12/1992, Research in Third World Accounting. London and Greenwich, Connecticut: JAI Press, Vol. 2. p. 1-16 16 p.
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Published
Accounting narratives: storytelling, philosophising and quantification
Urquhart, V. A. & Davison, J., 2015, In: Accounting and Business Research. 45, 6-7, p. 655-660 660 p.
Research output: Contribution to Journal/Magazine › Editorial
Published
Accounting narratives and the narrative turn in accounting research: issues, theory, methodology, methods and a research framework
Beattie, V., 06/2014, In: British Accounting Review. 46, 2, p. 111-134 24 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Accounting objectives: A critique of the Trueblood Report
Peasnell, K., 1974, International Centre for Research in Accounting, Lancaster University. 73 p.
Research output: Book/Report/Proceedings › Monograph
Published
Accounting performance measurement: a review of its purposes and practices
Otley, D. T., 2001, In: International Journal of Business Performance Management. 3, p. 245-260 16 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Forthcoming
Accounting policies, distribution rules, and the financial performance of central banks
Pizzo, C., Goncharov, I. & Novotny-Farkas, Z., 31/05/2025, (Accepted/In press) Central Bank Capital in Turbulent Times: The Risk Management Dimension of Novel Monetary Policy Instruments. Broeders, D., Houben, A. & Bonetti, M. (eds.). Cham: Springer, (Contributions to Finance and Accounting Series).
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Published
Accounting, legitimation and ethics: A case study of single issue, direct action politics
Unerman, J., 1996, In: Journal of Applied Accounting Research. 3, 2, p. 37-72 36 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Accounting-based equity valuation
Pope, P. F., 2004, The Blackwell Encyclopaedia of Management. 2 ed. Oxford: Blackwell, Vol. 1. p. 4-11 8 p.
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Published
Accrual management to meet earnings targets: UK evidence pre- and post-Cadbury
Peasnell, K. V., Pope, P. F. & Young, S. E., 2000, In: British Accounting Review. 32, 4, p. 415-445 31 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Achieving the United Nations Sustainable Development Goals: An enabling role for accounting research
Bebbington, J. & Unerman, J., 15/01/2018, In: Accounting, Auditing and Accountability Journal. 31, 1, p. 2-24 23 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Across the stolen Ponds: The political geography of social welfare in rural eastern India
Das, R., Dey, S. & Neogi, R., 31/10/2021, In: World Development. 146, 105544.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Advancing research into accounting and the UN sustainable development goals
Bebbington, J. & Unerman, J., 31/08/2020, In: Accounting, Auditing and Accountability Journal. 33, 7, p. 1657-1670 14 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Advancing Systematic and Factor Investing Strategies using Alternative Data and Machine Learning
Happersberger, D., 2022, Lancaster University. 204 p.
Research output: Thesis › Doctoral Thesis
Published
Aktuelle Entwicklungen in der Rechnungslegung und Wirtschaftsprüfung
Ruud, T. F., Pfister, J. A. & Hess, N., 2006, Entwicklungen im Gesellschaftsrecht. Jörg, F. & Arter, O. (eds.). Bern: Stampfli Verlag, p. 263-281 19 p.
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Published
Alternative Investments
Hass, L. H., Proelss, J. & Schweizer, D., 03/2013, Portfolio Theory and Management. Kent Baker, H. & Filbeck, G. (eds.). Oxford: Oxford University Press
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter (peer-reviewed)
Published
Ambiguity, managerial ability, and growth options
Driouchi, T., Chen, M., Lyu, Z., Bennett, D. & So, R., 31/07/2022, In: British Journal of Management. 33, 3, p. 1323-1345 23 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
An arbitrage rationale for tests of mutual fund performance
Peasnell, K., Skerratt, L. & Taylor, P., 1979, In: Journal of Business Finance and Accounting. 6, 3, p. 373-399 27 p.
Research output: Contribution to Journal/Magazine › Journal article
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
Published
An empirical analysis of alternative parametric ARCH models
Watt, W. H., Yadav, P. K. & Louden, G. F., 2000, In: Journal of Applied Econometrics. 15, p. 117-136 20 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
An empirical investigation of option returns: overpricing and the role of higher systematic moments
O'Brien, F. & Shackleton, M. B., 2004, In: Derivatives Use, Trading and Regulation. 10, 4, p. 300-330 31 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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
Published
An empirical study of graphical format choices in charity annual reports
Beattie, V. & Jones, M., 08/1994, In: Financial Accountability and Management. 10, 3, p. 215-236 22 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review

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