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Accounting and Finance

  1. 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

  2. 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

  3. 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 journalJournal articlepeer-review

  4. 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 journalJournal articlepeer-review

  5. 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 journalJournal articlepeer-review

  6. 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 journalJournal articlepeer-review

  7. 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 journalJournal articlepeer-review

  8. 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 journalJournal articlepeer-review

  9. 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 journalJournal articlepeer-review

  10. 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 journalJournal articlepeer-review

  11. 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 journalJournal articlepeer-review

  12. 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 journalJournal articlepeer-review

  13. 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

  14. 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

  15. 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 journalJournal articlepeer-review

  16. 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 journalJournal articlepeer-review

  17. 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 journalJournal articlepeer-review

  18. 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 journalJournal articlepeer-review

  19. 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 journalJournal articlepeer-review

  20. 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 journalJournal articlepeer-review

  21. 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 journalJournal articlepeer-review

  22. 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 journalJournal articlepeer-review

  23. 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 journalJournal articlepeer-review

  24. 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 journalJournal articlepeer-review

  25. Published

    Executive Compensation and Incentives

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

    Research output: Contribution to journalJournal articlepeer-review

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