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Accounting and Finance

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  1. Published

    Extremal financial risk models and portfolio evaluation

    Zhang, Z. & Huang, J., 15/12/2006, In: Computational Statistics and Data Analysis. 51, 4, p. 2313-2338 26 p.

    Research output: Contribution to journal › Journal article › peer-review

  2. Published

    Financial integration and the transparency of firms in emerging capital markets

    Zhang, Q., Beekes, W. & Brown, P., 2014, 34 p.

    Research output: Working paper

  3. Published

    Investigating the information content of the model-free volatility expectation by Monte Carlo methods

    Zhang, Y., Taylor, S. J. & Wang, L., 11/2013, In: Journal of Futures Markets. 33, 11, p. 1071-1095 25 p.

    Research output: Contribution to journal › Journal article › peer-review

  4. Published

    Noncompliance, financial reporting quality and director turnover

    Zhang, X-Y., 2016, Lancaster University. 162 p.

    Research output: Thesis › Doctoral Thesis

  5. Published

    Empirical essays on inferring information from options and other financial derivatives

    Zhang, J., 2017, Lancaster University. 256 p.

    Research output: Thesis › Doctoral Thesis

  6. Published

    Essays on CEO compensation and corporate governance

    Zhang, Z., 2017, Lancaster University. 131 p.

    Research output: Thesis › Doctoral Thesis

  7. Published

    How Much is the Gap? Efficient Overnight Jump Risk-Adjusted Valuation of Leveraged Certificates

    Zhang, Q. & Thul, M., 2017, In: Quantitative Finance. 17, 9, p. 1387-1401 15 p.

    Research output: Contribution to journal › Journal article › peer-review

  8. Published

    Financial integration, investor protection and imbalanced optimistically biased information timeliness in emerging markets

    Zhang, X., Zhang, Q., Chen, D. & Gu, J., 1/07/2019, In: International Review of Financial Analysis. 64, p. 38-56 19 p.

    Research output: Contribution to journal › Journal article › peer-review

  9. Published

    More accurate volatility estimation and forecasts using price durations

    Zhao, X., Taylor, S. J. & Nolte, I., 2016, 41 p.

    Research output: Working paper

  10. Published

    Essays on financial econometrics: variance and covariance estimation using price durations

    Zhao, X., 2017, Lancaster University. 179 p.

    Research output: Thesis › Doctoral Thesis

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