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Accounting and Finance

  1. Published

    The realized volatility of FTSE-100 futures prices

    Areal, N. M. P. C. & Taylor, S. J., 2002, In: Journal of Futures Markets. 22, 7, p. 627-648 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Published

    Extending quadrature methods to value multi-asset and complex path-dependent options

    Andricopoulos, A. D., Widdicks, M., Newton, D. P. & Duck, P. W., 2007, In: Journal of Financial Economics. 83, 2, p. 471-499 29 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    Universal option pricing using quadrature

    Andricopoulos, A. D., Widdicks, M., Duck, P. W. & Newton, D. P., 2003, In: Journal of Financial Economics. 67, 3, p. 447-471 25 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    Curtailing the range for lattice and grid methods

    Andricopoulos, A. D., Widdicks, M., Duck, P. W. & Newton, D. P., 2004, In: Journal of Derivatives. 11, 4, p. 55-61 7 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Differences in options investors’ expectations and the cross-section of stock returns

    Andreou, P., Kagkadis, A., Philip, D. & Tuneshev, R., 09/2018, In: Journal of Banking and Finance. 94, p. 315-336 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    The information content of forward moments

    Andreou, P. C., Kagkadis, A., Philip, D. & Taamouti, A., 1/09/2019, In: Journal of Banking and Finance. 106, p. 527-541 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

    Dispersion in options investors' versus analysts' expectations: Predictive inference for stock returns

    Andreou, P. C., Kagkadis, A., Maio, P. & Philip, D., 1/04/2021, In: Critical Finance Review. 10, 1, p. 65-81 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    A descriptive study of high-frequency trade and quote option data

    Andersen, T., Archakov, I., Grund, L., Hautsch, N., Li, Y., Nasekin, S., Nolte, I., Pham, M., Taylor, S. & Todorov, V., 31/01/2021, In: Journal of Financial Econometrics. 19, 1, p. 128-177 50 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    Diversifying Macroeconomic Factors — For Better or for Worse

    Amato, L. & Lohre, H., 8/01/2021, 54 p.

    Research output: Working paper

  10. Published

    Corporate Governance and Transparency in Japan

    Aman, H., Beekes, W. A. & Brown, P., 2011, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  11. Unpublished

    Corporate governance and transparency in Japan

    Aman, H., Beekes, W. A. & Brown, P. R., 7/12/2016, (Unpublished) 48 p.

    Research output: Working paper

  12. Published

    The role of credibility in the relation between management forecasts and analyst forecasts in Japan

    Aman, H., Beekes, W., Chang, M. & Wee, M., 1/06/2019, In: Pacific-Basin Finance Journal. 55, p. 29-45 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  13. Published

    Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework

    Aman, H., Beekes, W., Berkman, H., Bohmann, M., Bradbury, M., Chapple, E., Chang, M., Clout, V., Faff, R., Han, J., Hillier, D., Hodgson, A., Howieson, B., Jona, J., Linnenluecke, M., Loncan, T., McCredie, B., Michayluk, D., Mroczkowski, N., PAN, ZHEYAO., & 8 othersPatel, V., Podolski, E., Soderstrom, N., Smith, T., Tanewski, G., Walsh, K., Wee, M. & Wright, S., 1/09/2019, In: Pacific-Basin Finance Journal. 56, p. 129-150 21 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

    Corporate governance and transparency in Japan

    Aman, H., Beekes, W. & Brown, P., 13/01/2021, In: The International Journal of Accounting. 56, 1, 2150003.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  15. Published

    The use of the R2 as a measure of firm-specific information: A cross-country critique

    Alves, P., Peasnell, K. & Taylor, P., 01/2010, In: Journal of Business Finance and Accounting. 37, 1, p. 1-26 26 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  16. Published

    Cross-border information transfers: evidence from profit warnings issued by European firms

    Alves, P., Pope, P. F. & Young, S. E., 2009, In: Accounting and Business Research. 39, 5, p. 449-472 24 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. Published

    Research and development activity and expected returns in the United Kingdom

    Al-Horani, A., Pope, P. F. & Stark, A. W., 2003, In: Review of Finance. 7, 1, p. 27-46 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  18. Published

    On measuring concentration in banking systems

    Alegria, C. & Schaeck, K., 1/03/2008, In: Finance Research Letters. 5, 1, p. 59-67 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  19. Published

    Synchronisation and commonalities in metropolitan housing market cycles

    Akimov, A., Stevenson, S. & Young, J., 07/2015, In: Urban Studies. 52, 9, p. 1665-1682 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  20. Published

    Public real estate and the term structure of interest rates: a cross-country study

    Akimov, A., Stevenson, S. & Zagonov, M., 11/2015, In: Journal of Real Estate Finance and Economics. 51, 4, p. 503-540 38 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  21. Published

    The interaction of volatility, volume and skewness: empirical evidence from REITs

    Akimov, A., Hutson, E. & Stevenson, S., 1/06/2016, In: Journal of Real Estate Portfolio Management. 22, 1, p. 1-17 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  22. Published

    Interest Rate Sensitivity in European Public Real Estate Markets

    Akimov, A., Lee, C. L. & Stevenson, S., 1/09/2020, In: Journal of Real Estate Portfolio Management. 25, 2, p. 138-150 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  23. Published

    The road not taken: A comparison of Accounting and Auditing Enforcement Releases and securities class actions: A comparison of Accounting and Auditing Enforcement Releases and securities class actions

    Ahn, J. H., 31/10/2022, In: Journal of Business Finance and Accounting. 49, 9-10, p. 1489-1529 41 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  24. Published

    Decomposition of Managerial Shareholding: Role of Monetary Incentives and Control Rights in Financial Misreporting

    Ahn, J. H., 31/10/2021, In: Korean Accounting Review. 46, 5, p. 165-197 33 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  25. 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/MagazineJournal articlepeer-review

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