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  1. Working paper
  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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

  14. 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

  15. 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

  16. 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

  17. 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

  18. 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

  19. 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

  20. 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

  21. 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

  22. 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

  23. 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

  24. 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

  25. 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

  26. 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

  27. Editorial
  28. Published

    Editorial: 2024 Best Paper Award

    Frenkel, M., Nolte, S. & Prantl, S., 26/06/2025, In: Jahrbuecher fuer Nationaloekonomie und Statistik. 245, 3, p. 247-249 3 p.

    Research output: Contribution to Journal/Magazine › Editorial › peer-review

  29. Published

    Introduction to the Symposium on Contemporary Banking Research: The Use of Fixed Effects to Disentangle Loan Demand from Loan Supply

    Jakovljević, S., Degryse, H. & Ongena, S., 1/04/2020, In: Economic Inquiry. 58, 2, p. 917-920 4 p.

    Research output: Contribution to Journal/Magazine › Editorial › peer-review

  30. 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

  31. Published

    The search for financial stability: Models, policies and prospects

    Duygun, M., Nolte, I., Sá, F. & Shaban, M., 1/12/2014, In: Journal of Banking and Finance. 49, p. 323-325 3 p.

    Research output: Contribution to Journal/Magazine › Editorial › peer-review

  32. Published

    Social and Environmental Accounting Research: Homogeneity, Faddishness and Herding at the Expense Social Significance?

    Ferguson, J. & Unerman, J., 2013, In: Social and Environmental Accountability Journal. 33, 3, p. 131-133 3 p.

    Research output: Contribution to Journal/Magazine › Editorial

  33. Published

    Editorial

    Ferguson, J. & Unerman, J., 1/04/2012, In: Social and Environmental Accountability Journal. 32, 1, p. 1-2 2 p.

    Research output: Contribution to Journal/Magazine › Editorial

  34. Published

    The importance of peer-reviewed social and environmental accountability research in advancing sustainability

    Bebbington, J. & Unerman, J., 1/04/2011, In: Social and Environmental Accountability Journal. 31, 1, p. 1-6 6 p.

    Research output: Contribution to Journal/Magazine › Editorial › peer-review

  35. Published

    Using accounting data to measure the economic performance of firms

    Peasnell, K., 31/12/1996, In: Journal of Accounting and Public Policy. 15, 4, p. 291-303 13 p.

    Research output: Contribution to Journal/Magazine › Editorial

  36. Book/Film/Article review
  37. Published

    Book Review: Lorenzo Simoni, Business models and corporate reporting: defining the platform to illustrate value creation

    Rawsthorne, S., 1/06/2022, In: Financial Reporting. 1, p. 167-172 6 p.

    Research output: Contribution to Journal/Magazine › Book/Film/Article review › peer-review

  38. Comment/debate
  39. Published

    Discussion of Financial reporting for employee stock options: liabilities or equity

    Peasnell, K., 09/2013, In: Review of Accounting Studies. 18, 3, p. 683-691 9 p.

    Research output: Contribution to Journal/Magazine › Comment/debate › peer-review

  40. 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

  41. Published

    Current cost of a quoted long-term liability: a comment

    Peasnell, K. & Archer, S., 31/12/1985, In: Accounting and Business Research. 15, 58, p. 87-90 4 p.

    Research output: Contribution to Journal/Magazine › Comment/debate › peer-review

  42. Published

    Statement on Accounting Theory and Theory Acceptance: a review article

    Peasnell, K., 31/12/1978, In: Accounting and Business Research. 8, 31, p. 217-225 9 p.

    Research output: Contribution to Journal/Magazine › Comment/debate › peer-review

  43. Published

    Performance of a relative decline model: an efficient markets interpretation of some results of Jones, Tweedie and Whittington

    Peasnell, K. & Skerratt, L., 30/06/1978, In: Journal of Business Finance and Accounting. 5, 2, p. 261-267 7 p.

    Research output: Contribution to Journal/Magazine › Comment/debate › peer-review

  44. 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

  45. Published

    Long term debt and shareholder wealth: a comment

    Peasnell, K. & Skerratt, L., 30/09/1976, In: Journal of Business Finance and Accounting. 3, 3, p. 137-141 5 p.

    Research output: Contribution to Journal/Magazine › Comment/debate › peer-review

  46. Published

    The objectives of published accounting reports: a comment

    Peasnell, K., 1974, In: Accounting and Business Research. 5, p. 71-76 6 p.

    Research output: Contribution to Journal/Magazine › Comment/debate › peer-review

  47. Journal article
  48. Published

    Topological chaos in oligopoly competition

    Li, X. & Zhang, A. Q., 30/06/2025, In: Economics Letters. 252, 4 p., 112330.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  49. Published

    Bear Factor and Hedge Fund Performance

    Ho, T., Kagkadis, A. & Wang, G., 30/06/2025, In: Journal of Empirical Finance. 82, 101611.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  50. Published

    Do hedge funds still manipulate stock prices?

    Cui, X. & Kolokolova, O., 30/06/2025, In: Journal of Corporate Finance. 92, 102765.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  51. Forthcoming

    The importance of sell-side analysts’ specialised education in technical sectors: Evidence from the chemical manufacturing industry

    Wang, Y., 7/06/2025, (Accepted/In press) In: Accounting and Business Research.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  52. 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

  53. Published

    Worldwide Soundscapes: A Synthesis of Passive Acoustic Monitoring Across Realms

    Darras, K. F. A., Rountree, R. A., Van Wilgenburg, S. L., Cord, A. F., Pitz, F., Chen, Y., Dong, L., Rocquencourt, A., Desjonquères, C., Diaz, P. M., Lin, T., Turco, T., Emmerson, L., Bradfer‐Lawrence, T., Gasc, A., Marley, S., Salton, M., Schillé, L., Wensveen, P. J. & Wu, S. & 560 others, Acero‐Murcia, A. C., Acevedo‐Charry, O., Adam, M., Aguzzi, J., Akoglu, I., Amorim, M. C. P., Anders, M., André, M., Antonelli, A., Do Nascimento, L. A., Appel, G., Archer, S., Astaras, C., Atemasov, A., Atkinson, J., Attia, J., Baltag, E., Barbaro, L., Basan, F., Batist, C., Baumgarten, J. E., Bayle Sempere, J. T., Bellisario, K., David, A. B., Berger‐Tal, O., Bertucci, F., Betts, M. G., Bhalla, I. S., Bicudo, T., Bolgan, M., Bombaci, S., Bota, G., Boullhesen, M., Briers, R. A., Buchan, S., Budka, M., Burchard, K., Buscaino, G., Calvente, A., Campos‐Cerqueira, M., Gonçalves, M. I. C., Ceraulo, M., Cerezo‐Araujo, M., Cerwén, G., Chaskda, A. A., Chistopolova, M., Clark, C. W., Cox, K. D., Cretois, B., Czarnecki, C., da Silva, L. P., da Silva, W., De Clippele, L. H., de la Haye, D., de Oliveira Tissiani, A. S., de Zwaan, D., Degano, M. E., Deichmann, J., del Rio, J., Devenish, C., Díaz‐Delgado, R., Diniz, P., Oliveira‐Júnior, D. D., Dorigo, T., Dröge, S., Duarte, M., Duarte, A., Dunleavy, K., Dziak, R., Elise, S., Enari, H., Enari, H. S., Erbs, F., Eriksson, B. K., Ertör‐Akyazi, P., Ferrari, N. C., Ferreira, L., Fleishman, A. B., Fonseca, P. J., Freitas, B., Friedman, N. R., Froidevaux, J., Gogoleva, S., Gonzaga, C., Correa, J. M. G., Goodale, E., Gottesman, B., Grass, I., Greenhalgh, J., Gregoire, J., Haché, S., Hagge, J., Halliday, W., Hammer, A., Hanf‐Dressler, T., Haupert, S., Haver, S., Heath, B., Hending, D., Hernandez‐Blanco, J., Higgs, D., Hiller, T., Huang, J. C., Hutchinson, K. L., Hyacinthe, C., Ieronymidou, C., Iniunam, I. A., Jackson, J., Jacot, A., Jahn, O., Juanes, F., Kanes, K. S. J., Kenchington, E., Kepfer‐Rojas, S., Kitzes, J., Kusuminda, T., Lehnardt, Y., Lei, J., Leitman, P., León, J., Li, D., Lima‐Santos, C. S., Lloyd, K. J., Looby, A., López‐Baucells, A., López‐Bosch, D., Louth‐Robins, T., Maeda, T., Malige, F., Mammides, C., Marcacci, G., Markolf, M., Marques, M. I., Martin, C. W., Martin, D. A., Martin, K., McArthur, E., McKown, M., McLeod, L. J. T., Médoc, V., Metcalf, O., Meyer, C. F. J., Mikusinski, G., Miller, B., Monteiro, J., Mooney, T. A., Moreira, S., Sugai, L. S. M., Morris, D., Müller, S., Muñoz‐Duque, S., Murchy, K. A., Nagelkerken, I., Mas, M., Nouioua, R., Ocampo‐Ariza, C., Olden, J. D., Oppel, S., Osiecka, A. N., Papale, E., Parsons, M., Pashkevich, M., Patris, J., Marques, J. P., Pérez‐Granados, C., Piatti, L., Pichorim, M., Pine, M. K., Pinheiro, T., Pradervand, J., Quinn, J., Quintella, B., Radford, C. A., Raick, X., Rainho, A., Ramalho, E., Ramesh, V., Rétaux, S., Reynolds, L. K., Riede, K., Rimmer, T., Ríos, N., Rocha, R., Rocha, L., Roe, P., Ross, S. R. P. ‐., Rosten, C. M., Ryan, J., Salustio‐Gomes, C., Samarra, F. I. P., Samartzis, P., Santos, J., Sattler, T., Scharffenberg, K., Schoeman, R. P., Schuchmann, K., Sebastián‐González, E., Seibold, S., Sethi, S., Shabangu, F. W., Shaw, T., Shen, X., Singer, D., Širović, A., Slater, M., Spriel, B., Stanley, J., Sueur, J., Tavares, V., Thomisch, K., Thorn, S., Tong, J., Torrent, L., Traba, J., Tremblay, J. A., Trevelin, L., Tseng, S., Tuanmu, M., Valverde, M., Vernasco, B., Vieira, M., da Paz, R. V., Ward, M., Watson, M., Weldy, M. J., Wiel, J., Willie, J., Wood, H., Xu, J., Zhou, W., Li, S., Sousa‐Lima, R., Wanger, T. C., Seybert, A., Charbonneau, A., López‐Baucells, A., Aryawan, A., Paquette, A., García, A., Rosario, A. A., Lees, A. C., Buitrago‐Cardona, A., Zúñiga, A., Oliveira, A. G., Farina, A., Zongo, A. N., Oden, A., Palmeirim, A. F., Molin, A. D., Viricheva, A., Gavio, A., Gweh, A. N., Gianuca, A. T., Beard, A., Sourdril, A., Kok, A., Tan, A., Truskinger, A., Rege, A., Wenzel, A., Skrindo, A. B., Castagneyrol, B., Maas, B., Freeman, B., Gómez‐Valencia, B., Dziak, B., Estabrook, B. J., Milá, B., Maher, B., Mahon, C. L., Fieker, C. Z., Rosten, C., Adshead, C., Potvin, C., Westphal, C., Amarasinghe, C., Huijbers, C., Griffiths, C., Roemer, C., Lee, C., Thébaud, C., Chen, C., Cassin, C., Erbe, C., Clark, C., Simao, C., Attridge, C., Medina‐Uribe, C. A., Ascencio‐Elizondo, C., Lemarchand, C., Bates, C., Wen, C. K., Partaker, C., Radford, C. A., Nunes, C. A., Albert, C., Gervaise, C., Putra, D. D., Dent, D., Buchori, D., Warren, D., Toma, D. M., Rieker, D., Swainson, D., Lecchini, D., Tucker, D., Watson, D., Yemane, D., Clement, D., Rahman, D., Risch, D., Kühnel, D., Hodder, D., Casane, D., Gómez‐Montes, D. A., Balbuena, D., Gil, D., Jórdan, D. P., Provete, D., Diogenes, D., Whalen, D., Turner, E., Prabowo, E. W., Martinez, E. R., Schutz, E., Clingham, E., Oliveira, E., Kay, E., Revilla, E., Baltag, E. S., Sokolowska, E., Tan, E., Liu, E., Martinez, E., Parmentier, E., Rakotomalala, E., Fischer, E., Tedesco, E., Berenguer, E., Ecoturismo, E. M., Economo, E., Cabrera, F. D. L., Khan, F. A. A., Lin, F., Shabangu, F. W., Hidalgo, F., Murakami, F., de Deus, F. F., de Deus, F. F., Rodrigues, F., Sinniger, F., Fossøy, F., Sèbe, F., Huihui, F., Leite, G. A., Leite, G., Best, G., Mahung, G., Pérez‐Rosales, G., Silva, G., Morgan, L., de Guyane, G. C., McPherson, G., Davies, H., Reyes, H., Smit‐Robinson, H., Papadopoulos, H., Randrianarison, H., Jourdan, H., Shamon, H., Watanabe, H. K., Kreft, H., Rouzé, H., Bick, I. A., Karmiris, I., Fitriawan, I., Côté, I., Rondon, I. A. A., Raj, I. W., LeBien, J., Kuenbou, J. K., Tougaard, J., Ratliff, J., Lee, J. S. H., Gedamke, J., Namuche, J. P. C., Royer, J., Robinson, J., Clark, J., Fischer, J., Qualley, J., Pereira, J., Diepstraten, J., Järnegren, J., Ewen, J., Hildebrand, J., Barlow, J., Hernandez‐Blanco, J. A., Ochoa‐Quintero, J. M., Mena, J. L., Santos, J. N., Ribeiro, J. W., Monteiro, J. G., Tovar, J. D., García, J. C. H., Perrot, J., Baumgarten, J., Tremblay, J., Magbanua, J., Anso, J., Froidevaux, J., Sueur, J., Beard, K. H., Huong, K., Innes, K., Otter, K., Findlay, K. P., Dudley, K., Borja‐Acosta, K. G., Cox, K., Buda, K., Harmon, K., Harmon, K., Sayigh, L., Hédouin, L., Desutter‐Grandcolas, L., Symes, L., Kuehne, L., Legendre, L., Henry, L., Hatch, L., Brousset, L., Rossi, L. C., Schwarzkopf, L., Padovese, L., Loseto, L., Medrano, L. M., Iacobucci, L., Di Iorio, L., Nacimento, L., Crochard, L., Lego, L., René‐Trouillefou, M., Tuanmuu, M., Fernandez, M., Lammers, M., Maia, M., Campos‐Cerqueira, M., Vaira, M., Rowcliffe, M., Bazterrica, M. C., Beauchaud, M., Puebla‐Aparicio, M., Muller, M., Melo, M., Bianco, M. J. G., Igulu, M., Carandell, M., Weldy, M. J., Akmentins, M., Ritts, M., Scherer‐Lorenzen, M., Towsey, M., Pais, M. P., van der Schaar, M., Ribeiro, M. C., Jusrin, M. J. M., Pieretti, N., Andriamavosoloarisoa, N. N. M., Brown, N., Gardner, N., Farrugia, N., Hette‐Tronquart, N., Pajusco, N., Fakotakis, N., Leader, N., Ríos, N., Faria, N., Zulkifli, N., Boebel, O., Castillo, O. H. M., McDonald, P., Lopes, P. B., Ellis, P., Taylor, P., Eichinski, P., Choksi, P., Xaraés, P., Zdroik, P., Murakami, R., Caiman, R. E., da Ilha Ecolodge, R., Andrew, R. K., Duarte, R., Fuller, R., Kinsey, R., Rempel, R., Young, R. J., McCauley, R., Spaan, R., Young, R. J., Silva, R., Andriafanomezantsoa, R., Harii, S., Challéat, S., Mueller, S., Gonçalves, S., Rowley, S., Khanwilkar, S., Connell, S., Martin, S., Duque, S. M., MacPhee, S., Kawagucci, S., Hunicutt, S., Jarriel, S., Balshine, S., Childerhouse, S., Weier, S., Van Parijs, S., Gaston, S., Dosso, S., Wroza, S., Plön, S., Insley, S., Marsden, S., Jacquet, S., Père, S., Piovano, S., Tende, T., Atemasova, T., Miwa, T., Ventura, T. M., Ganchev, T., Altamirano, T., Osiejuk, T. S., Melo, T., de Melo, T. N., Akamatsu, T., Rossi, T., Gunnarsson, T. G., Ottoson, U., Chevalier, V., Linden, V., Tavares, V., Thong, V. D., Nguyen, V. T., Tsai, W., Duguid, W., Liu, Y., Herrera‐Varón, Y., Joel, Y., Chen, Y., Qiu, Y., Song, Y., Sigal, Z., Colón‐Piñeiro, Z., Burivalova, Z., Akçay, Ç. & Parmentier, É., 31/05/2025, In: Global Ecology and Biogeography. 34, 5, e70021.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  54. Published

    Effectiveness of biomarker-guided duration of antibiotic treatment in children hospitalised with confirmed or suspected bacterial infection: the BATCH RCT

    Waldron, C.-A., Pallmann, P., Schoenbuchner, S., Harris, D., Brookes-Howell, L., Mateus, C., Bernatoniene, J., Cathie, K., Faust, S. N., Henley, J., Hinds, L., Hood, K., Huang, C., Jones, S., Kotecha, S., Milosevic, S., Nabwera, H., Patel, S., Paulus, S. & Powell, C. V. & 4 others, Preston, J., Xiang, H., Thomas-Jones, E. & Carrol, E. D., 31/05/2025, In: Health Technology Assessment. 29, 16, p. 1-125 125 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  55. E-pub ahead of print

    Realized candlestick wicks

    Li, Y., Nolte, I., Nolte, S. & Yu, S., 31/07/2025, In: Journal of Econometrics. 250, 106014.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  56. E-pub ahead of print

    Business group affiliation and misreporting: evidence from Korean chaebols

    Ahn, J. H., Ali Shah, S. Z. & Imam, S., 6/05/2025, (E-pub ahead of print) In: Accounting and Business Research. p. 1-37 37 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  57. Forthcoming

    Decoupling Interday and Intraday Volatility Dynamics with Price Durations

    Li, Y., Nolte, I., Nolte, S. & Yu, S., 5/05/2025, (Accepted/In press) In: Journal of Time Series Analysis.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  58. Published

    Understanding stock price behavior around external financing

    Cao, M., Martin, S. & Yao, C., 30/04/2025, In: Journal of Corporate Finance. 91, 102730.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  59. Forthcoming

    Use of Proceeds in Private Equity-Backed Initial Public Offerings

    Hammer, B., Marcotty-Dehm, N. & Martin, J., 23/04/2025, (Accepted/In press) In: British Accounting Review. 101672.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  60. E-pub ahead of print

    Sustainability (Environmental, Social, and Governance) Reporting: Tracing Materiality’s Visionary and Relational Role over 25 Years through Boundary Objects and Boundary Work

    Wang, D., Cooper, S. M., Chapman, C. S. & Calace, D., 31/07/2025, In: The Accounting Review. 100, 4, p. 417–441 25 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  61. Published

    Oncology professionals’ perceptions and recommendations to improve wellbeing and health at work in times of crisis: Qualitative thematic analysis from the ESMO Resilience Task Force survey series

    Hardy, C., Thorne, E., O'Connor, M., Elez, E., Kamposioras, K., Punie, K., Oing, C., Murali, K., Haanen, J. B. A. G., Lim, K. H. J. & Banerjee, S., 31/03/2025, In: ESMO Open. 10, 3, 6 p., 104298.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  62. Published

    Partner wealth and audit quality: evidence from the United States

    He, S., Jiang, J. X. & Wang, K. P., 31/03/2025, In: Review of Accounting Studies. 30, 1, p. 702-737 36 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  63. Published

    Causal Network Representations in Factor Investing

    Howard, C., Lohre, H. & Mudde, S., 31/03/2025, In: Intelligent Systems in Accounting, Finance and Management. 32, 1, e70001.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  64. Published

    Beyond GMV: the relevance of covariance matrix estimation for risk-based portfolio construction

    Dom, M. S., Howard, C., Jansen, M. & Lohre, H., 31/03/2025, In: Quantitative Finance. 25, 3, p. 403-419 17 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  65. Published

    Construction, Real Uncertainty, and Stock-Level Investment Anomalies

    Aretz, K. & Kagkadis, A., 31/03/2025, In: Journal of Financial and Quantitative Analysis. 60, 2, p. 1042-1073 32 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  66. Published

    Resolving Tensions between Heterogeneous Investors in a Startup

    Chen, S. & Lambrecht , B., 1/03/2025, In: Management Science. 71, 3, p. 2678-2695 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  67. Published

    Procalcitonin-guided duration of antibiotic treatment in children hospitalised with confirmed or suspected bacterial infection in the UK (BATCH): a pragmatic, multicentre, open-label, two-arm, individually randomised, controlled trial

    Waldron, C.-A., Pallmann, P., Schoenbuchner, S., Harris, D., Brookes-Howell, L., Mateus, C., Bernatoniene, J., Cathie, K., Faust, S. N., Hinds, L., Hood, K., Huang, C., Jones, S., Kotecha, S., Nabwera, H., Patel, S., Paulus, S., Powell, C., Preston, J. & Xiang, H. & 2 others, Thomas-Jones, E. & Carrol, E. D., 28/02/2025, In: The Lancet Child & Adolescent Health. 9, 2, p. 121-130 10 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  68. Published

    Corporate social responsibility and insider horizon

    Shackleton, M., Yao, C. & Zuo, Z., 28/02/2025, In: Journal of Corporate Finance. 90, 102696.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  69. E-pub ahead of print

    The Nexus of Corporate Disclosure and Investors’ Information Needs: An Analysis Using Topic Modeling

    Lui, D., Moraru‐Arfire, A. & Tao, C., 12/02/2025, (E-pub ahead of print) In: Journal of Business Finance and Accounting.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  70. Forthcoming

    Writing method sections in qualitative accounting research: Engaging with landmark citations through ‘instructively selective elaboration’

    Chapman, C. S. & Wang, D., 10/02/2025, (Accepted/In press) In: British Accounting Review. 101591.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  71. E-pub ahead of print

    Influence of price elasticity of demand on monopoly games under different returns to scale

    Li, X., Yang, J. & Zhang, A. Q., 31/07/2025, In: Mathematics and Computers in Simulation. 233, p. 75-98 24 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  72. E-pub ahead of print

    Do Audit Firms’ Financial Statements Provide Information about Audit Quality?

    He, S., Lisic, L. L., Tan, L. & Wang, K. P., 23/01/2025, (E-pub ahead of print) In: The Accounting Review. 29 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  73. Published

    CEO risk taking equity incentives and workplace misconduct

    Chircop, J., Tarsalewska, M. & Trzeciakiewicz, A., 1/01/2025, In: The Accounting Review. 100, 1, p. 139-167 29 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  74. Published

    Does Company Reputation Matter for Voluntary Disclosure Quality? Evidence from Management Earnings Forecasts

    Cao, Y., Gao, Z., Myers, L. & Omar, T., 31/12/2024, In: Journal of Accounting and Public Policy. 48, 6, 107259.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  75. Published

    Does the Publication or the Implementation of IAS 19(R) Have Real Economic Consequences?

    Chircop, J. & Kiosse, P. V., 31/12/2024, In: Abacus. 60, 4, p. 777-815 39 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  76. Published

    Planning policies to restrict fast food and inequalities in child weight in England: A quasi-experimental analysis

    Xiang, H., Goffe, L., Albani, V., Akhter, N., Lake, A. & Brown, H., 31/12/2024, In: Obesity. 32, 12, p. 2345-2353 9 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  77. 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

  78. Published

    Performance management in the prosocial market economy: a new paradigm for economic performance and sustainability

    Pfister, J., Otley, D., Ahrens, T., Dambrin, C., Darwin, S., Granlund, M., Jack, S., Lassila, E., Millo, Y., Peda, P., Sherman, Z. & Sloan Wilson, D., 19/11/2024, In: Qualitative Research in Accounting and Management. 21, 5, p. 397-443 47 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  79. Published

    The evolution of fair value measurement

    Fontes, J., Panaretou, A. & Shakespeare, C., 9/11/2024, In: Accounting and Business Research. 54, 7, p. 760-774 15 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  80. Published

    Can Capital Adjustment Costs Explain the Decline in Investment-Cash Flow Sensitivity?

    Liao, S., Nolte, I. & Pawlina, G., 31/08/2024, In: Journal of Financial and Quantitative Analysis. 59, 5, p. 2399-2424 25 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  81. Published

    Two-tier board characteristics and expanded audit reporting: Evidence from China

    Noureldeen, E., Elsayed, M., A. Elamer, A. & Ye, J., 31/07/2024, In: Review of Quantitative Finance and Accounting. 63, 1, p. 195–235 41 p.

    Research output: Contribution to Journal/Magazine › Journal article

  82. Published

    Classification and Measurement under IFRS 9: A Commentary and Suggestions for Future Research

    Kvaal, E., Löw, E., Novotny-Farkas, Z., Panaretou, A., Renders, A. & Sampers, P., 31/07/2024, In: Accounting in Europe. 21, 2, p. 154-175 22 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  83. Published

    Born after the Volcker Rule: Regulatory change, managerial remuneration and hedge fund performance

    Bowe , M., Kolokolova, O. & Yu, L., 30/06/2024, In: European Financial Management. 30, 3, p. 1668-1707 40 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  84. Published

    On the Other Side of Hedge Fund Equity Trades

    Cui, X., Kolokolova, O. & Wang, G., 30/06/2024, In: Management Science. 70, 6, p. 3684-3710 27 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  85. Published

    Generalized Disappointment Aversion and the Variance Term Structure

    Babiak, M., 30/06/2024, In: Journal of Financial and Quantitative Analysis. 59, 4, p. 1796-1820 24 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  86. Published

    Parameter learning in production economies

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

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  87. Published

    Do industry-specific accounting standards matter for capital allocation decisions?

    Fiechter, P., Landsman, W. R., Peasnell, K. & Renders, A., 30/04/2024, In: Journal of Accounting and Economics. 77, 2-3, 101670.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  88. Published

    Parametric Risk-Neutral Density Estimation via Finite Lognormal-Weibull Mixtures

    Li, Y., Nolte, I. & Pham, M., 30/04/2024, In: Journal of Econometrics. 241, 2, 105748.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  89. 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

  90. Published

    Firm‐Level Political Risk and Credit Markets

    Gad, M., Nikolaev, V., van Lent , L. & Tahoun, A., 1/04/2024, In: Journal of Accounting and Economics. 77, 2-3, 1 p., 101642.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  91. Published

    Transaction Cost-Optimized Equity Factors Around the World

    Basic, F., Lohre, H., Martin Utrera, A., Nolte, I. & Nolte, S., 1/04/2024, In: Journal of Portfolio Management. 50, 6, p. 40-73

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  92. Published

    Enhancing betting against beta with stochastic dominance

    Kolokolova, O. & Xu, X., 31/03/2024, In: Journal of Empirical Finance. 76, 101465.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  93. Published

    Is firm-level political risk priced in the equity option market?

    Ho, T., Kagkadis, A. & Wang, G., 31/03/2024, In: Review of Asset Pricing Studies. 14, 1, p. 153-195 43 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  94. Published

    Factor Timing with Portfolio Characteristics

    Kagkadis, A., Nolte, I., Nolte, S. & Vasilas, N., 31/03/2024, In: Review of Asset Pricing Studies. 14, 1, p. 84-118 35 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  95. 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

  96. Published

    Bonus incentives and losses from early debt extinguishment

    Ahn, J. H., Choi, S., Kim, G. H. & Kwon, S., 31/01/2024, In: International Review of Financial Analysis. 91, 103018.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  97. Published

    Capital market response to high quality annual reporting: evidence from UK annual report awards

    Chircop, J., Gagnon, J. & Young, S., 15/01/2024, In: Accounting and Business Research. 45, 2, p. 1-43 43 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  98. Published

    The Value of Growth: Changes in Profitability and Future Stock Returns

    Wang, G., Yao, C., Sotes-Paladino, J. & Lim, B., 1/01/2024, In: Journal of Banking and Finance. 158, 52 p., 107036.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  99. Published

    The Relation Between Accounting Comparability and Firm Productivity

    Chircop, J., 1/01/2024, In: Journal of Accounting, Auditing and Finance. 39, 1, p. 29 - 56 28 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  100. Published

    It's Hard to Hit a Target that Doesn't Exist: A Novel Conceptual Framework for ESG Ratings

    Cruz-Lopez, J., Neyland, J. B. & Smirnow, D., 2024, In: The Business, Entrepreneurship & Tax Law Review (“BETR”). 8, 1, 5.

    Research output: Contribution to Journal/Magazine › Journal article

  101. Published

    The Golden Rule of Investing

    Van Vliet, P. & Lohre, H., 31/12/2023, In: Journal of Alternative Investments. 26, 3, p. 23-40 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  102. Published

    What can we learn about credit risk from debt valuation adjustments?

    Lin, W., Panaretou, A., Pawlina, G. & Shakespeare, C., 31/12/2023, In: Review of Accounting Studies. 28, 4, p. 2556–2588

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  103. E-pub ahead of print

    Reproducibility in Management Science

    Fišar, M., Greiner, B., Huber, C., Katok, E., Ozkes, A. I. & Management Science Reproducibility Collaboration, 22/12/2023, (E-pub ahead of print) In: Management Science. 70, 3, p. 1343-1356 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  104. Published

    CEO Compensation Incentives and Playing It Safe: Evidence from FAS 123R

    Carline, N. F., Pryshchepa, O. & Wang, B., 30/11/2023, In: Journal of Financial and Quantitative Analysis. 58, 7, p. 2993 - 3026 34 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  105. Published

    Factor Zoo (.zip)

    Swade, A., Hanauer, M., Lohre, H. & Blitz, D., 24/11/2023, In: Journal of Portfolio Management. 55, 3, p. 11-31 21 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

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