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Accounting and Finance

  1. Published

    Singular perturbation techniques applied to multi-asset option pricing

    Duck, P. W., Newton, D. P., Widdicks, M. & Yang, C., 2009, In: Mathematical Finance. 19, 3, p. 457-486 30 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Published

    Enhancing the accuracy of pricing American/Bermudan options

    Duck, P. W., Newton, D. P., Widdicks, M. & Leung, Y., 2005, In: Journal of Derivatives. 12, 4, p. 34-44 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. 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/MagazineJournal articlepeer-review

  4. Published

    The value of statistical forecasts in the UK association football betting market

    Dixon, M. J. & Pope, P. F., 2004, In: International Journal of Forecasting. 20, 4, p. 697-711 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Novel tertiary amine oxide surfaces that resist nonspecific protein adsorption

    Dilly, S. J., Beecham, M. P., Brown, S. P., Griffin, J. M., Clark, A. J., Griffin, C. D., Marshall, J., Napier, R. M., Taylor, P. C. & Marsh, A., 12/09/2006, In: Langmuir. 22, 19, p. 8144-8150 7 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    Optimal Timing and Tilting of Equity Factors

    Dichtl, H., Drobetz, W., Lohre, H., Rother, C. & Vosskamp, P., 2/10/2019, In: Financial Analysts Journal. 75, 4, p. 84-102 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

    What drives corporate default risk premia? evidence from the CDS market

    Diaz, A., Groba, J. & Serrano, P., 10/2013, In: Journal of International Money and Finance. 37, p. 529-563 35 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. 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

  9. 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

  10. Published

    Hysteresis Effects under CIR Interest Rates

    Dias, J. C. & Shackleton, M. B., 2010, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  11. Published

    Hysteresis effects under CIR interest rates

    Dias, J. C. & Shackleton, M. B., 16/06/2011, In: European Journal of Operational Research. 211, 3, p. 594-600 7 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  12. Published

    Financial Statement Analysis and Firm Valuation

    Demirakos, E. & Patatoukas, K., 2003, Athens: Ipirotiki Software and Publications.

    Research output: Book/Report/ProceedingsBook

  13. Published

    Size matters: optimal calibration of shrinkage estimators for portfolio selection

    DeMiguel, V., Martin Utrera, A. & Nogales, F. J., 08/2013, In: Journal of Banking and Finance. 37, 8, p. 3018-3034 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

    Parameter uncertainty in multiperiod portfolio optimization with transaction costs

    DeMiguel, V., Martin Utrera, A. & Nogales, F. J., 12/2015, In: Journal of Financial and Quantitative Analysis. 50, 6, p. 1443-1471 29 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  15. Published

    On the non-exclusivity of loan contracts: an empirical investigation

    Degryse, H., Ioannidou, V. & von Schedvin, E., 12/2016, In: Management Science. 62, 12, p. 3510-3533 24 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  16. Published

    Identifying credit supply shocks with bank-firm data: Methods and applications

    Degryse, H., De Jonghe, O., Jakovljević, S., Mulier, K. & Schepens, G., 1/10/2019, In: Journal of Financial Intermediation. 40, 15 p., 100813.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. Published

    How Do Laws and Institutions affect Recovery Rates on Collateral?

    Degryse, H., Ioannidou, V., Liberti, J. & Sturgess, J., 1/03/2020, In: Review of Corporate Finance Studies. 9, 1, p. 1-43 43 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  18. Published

    How Do Laws and Institutions Affect Recovery Rates for Collateral?

    Degryse, H., Ioannidou, V., Liberti, J. M. & Sturgess, J., 1/03/2020, In: Review of Corporate Finance Studies. 9, 1, p. 1-43 43 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  19. Published

    Financial accounting theory: European edition

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

    Research output: Book/Report/ProceedingsBook

  20. Published

    Reflections on the revision of the IASB framework by EAA academics

    Dean, G., Gebhardt, G. & Peasnell, K. V., 2009, In: Abacus. 45, 4, p. 518-527 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  21. Published

    Integrated reporting: Insights, gaps and an agenda for future research

    de Villiers, C., Rinaldi, L. & Unerman, J., 2014, In: Accounting, Auditing and Accountability Journal. 27, 7, p. 1042-1067 26 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  22. Unpublished
  23. Published

    Instability in rural-urban migration

    Day, R. H., Dasgupta, S., Datta, S. K. & Nugent, J. B., 12/1987, In: Economic Journal. 97, 388, p. 940-950 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  24. Published

    Where did all the dollars go? the effect of cash flows on capital and asset structure

    Dasgupta, S., Noe, T. & Wang, Z., 10/2011, In: Journal of Financial and Quantitative Analysis. 45, 5, p. 1259-1294 36 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  25. Published

    Transparency, price informativeness, and stock return synchronicity: theory and evidence

    Dasgupta, S., 10/2010, In: Journal of Financial and Quantitative Analysis. 45, 5, p. 1189-1220 32 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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