Home > Research > Accounting and Finance > Publications & Outputs
View graph of relations

Accounting and Finance

  1. E-pub ahead of print

    Generalized Disappointment Aversion and the Variance Term Structure

    Babiak, M., 27/03/2023, (E-pub ahead of print) In: Journal of Financial and Quantitative Analysis. p. 1-25 25 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. E-pub ahead of print

    Parameter learning in production economies

    Babiak, M. & Kozhan, R., 31/05/2024, In: Journal of Monetary Economics. 144, 103555.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    Annual Report Commentary on the Value Creation Process

    Athanasakou, V., El-Haj, M., Rayson, P., Walker, M. & Young, S., 2020, p. 1-63, 63 p.

    Research output: Working paper

  4. Published

    Residual income valuation models and inflation

    Ashton, D. J., Peasnell, K. V. & Wang, P., 09/2011, In: European Accounting Review. 20, 3, p. 459-483 25 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    British research in accounting and finance (2001–2007): The 2008 research assessment exercise

    Ashton, D., Beattie, V., Broadbent, J., Brooks, C., Draper, P., Ezzamel, M., Gwilliam, D., Hodgkinson, R., Hoskin, K., Pope, P. & Stark, A., 1/12/2009, In: British Accounting Review. 41, 4, p. 199-207 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    Volatility Risk and the Value Premium: Evidence from the French Stock Market

    Arisoy, Y. E., 2010, In: Journal of Banking and Finance. 34, p. 975-983 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

    Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options

    Arisoy, Y. E., Salih, A. & Akdeniz, L., 2007, In: Journal of Futures Markets. 27, p. 617-642 26 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    Backtesting VaR and ES under the magnifying glass

    Argyropoulos, C. & Panopoulou, E., 1/07/2019, In: International Review of Financial Analysis. 64, p. 22-37 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    Measuring the market risk of freight rates: A forecast combination approach

    Argyropoulos, C. & Panopoulou, E., 1/03/2018, In: Journal of Forecasting. 37, 2, p. 201-224 24 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    Macroeconomic risks and characteristic-based factor models.

    Aretz, K., Bartram, S. & Pope, P., 2010, In: Journal of Banking and Finance. 34, 6, p. 1383-1399 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

Back to top