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Accounting and Finance

  1. 2021
  2. 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 journalJournal articlepeer-review

  3. Published

    High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model

    Li, Y., Nolte, I. & Nolte, S., 31/03/2021, In: Journal of Economic Dynamics and Control. 124, 20 p., 104077.

    Research output: Contribution to journalJournal articlepeer-review

  4. Published

    High-frequency volatility modelling: a Markov-switching autoregressive conditional intensity model

    Li, Y., Nolte, I. & Nolte, S., 31/03/2021, In: Journal of Economic Dynamics and Control. 124, 21 p., 104077.

    Research output: Contribution to journalJournal articlepeer-review

  5. E-pub ahead of print

    Volatility estimation and forecasts based on price durations

    Hong, S. Y., Nolte, I., Taylor, S. & Zhao, V., 1/03/2021, In: Journal of Financial Econometrics.

    Research output: Contribution to journalJournal articlepeer-review

  6. Published

    The (non-) effect of labor unionization on firm risk: Evidence from the options market

    Ghaly, M., Kostakis, A. & Stathopoulos, K., 1/02/2021, In: Journal of Corporate Finance. 66, 20 p., 101816.

    Research output: Contribution to journalJournal articlepeer-review

  7. 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 journalJournal articlepeer-review

  8. Published

    Managerial behavior in fund tournaments—the impact of TrueSkill

    Swade, A., Köchling, G. & Posch, P., 9/01/2021, In: Journal of Asset Management. 22, 1, p. 62-75 14 p.

    Research output: Contribution to journalJournal articlepeer-review

  9. E-pub ahead of print

    The More the Merrier? Diversity and Private Equity Performance

    Hammer, B., Pettkus, S., Schweizer, D. & Wünsche, N., 7/01/2021, In: British Journal of Management. 35 p.

    Research output: Contribution to journalJournal articlepeer-review

  10. E-pub ahead of print

    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., 6/01/2021, In: Journal of Financial Econometrics. 19, 1, p. 128-177 50 p.

    Research output: Contribution to journalJournal articlepeer-review

  11. Published

    Accounting and Business Valuation

    O'Hanlon, J., 2021, Lancaster University. 339 p.

    Research output: ThesisDoctoral Thesis

  12. 2020
  13. E-pub ahead of print

    Cross-border buyout pricing

    Hammer, B., Janssen, N. & Schwetzler, B., 23/12/2020, In: Journal of Business Economics. 27 p.

    Research output: Contribution to journalJournal articlepeer-review

  14. Forthcoming

    The Effect of Stock Liquidity on Cash Holdings: The Repurchase Motive

    Wang, J. & Nyborg, K., 2/12/2020, (Accepted/In press) In: Journal of Financial Economics. 0, p. 0-0

    Research output: Contribution to journalJournal articlepeer-review

  15. Published

    Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff

    Hong, S. Y. & Linton, O., 1/12/2020, In: Journal of Econometrics. 219, 2, p. 389-424 36 p.

    Research output: Contribution to journalJournal articlepeer-review

  16. Published

    The effects of trade size and market depth on immediate price impact in a limit order book market

    Pham, M., Anderson, H., Lajbcygier, P. & Duong, H. N., 1/11/2020, In: Journal of Economic Dynamics and Control. 120, 27 p., 103992.

    Research output: Contribution to journalJournal articlepeer-review

  17. Published

    Institutional Investors’ Horizons and Corporate Employment Decisions

    Ghaly, M., Anh Dang, V. & Stathopoulos, K., 1/10/2020, In: Journal of Corporate Finance. 64, 29 p., 101634.

    Research output: Contribution to journalJournal articlepeer-review

  18. Unpublished

    Essays on corporate social responsibility

    Yan, J., 21/09/2020, (Unpublished) Lancaster University. 103 p.

    Research output: ThesisDoctoral Thesis

  19. 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 journalJournal articlepeer-review

  20. Published

    Risks from self-referential peer review echo chambers developing in research fields

    Unerman, J., 1/09/2020, In: British Accounting Review. 52, 5, 12 p., 100910.

    Research output: Contribution to journalJournal articlepeer-review

  21. Published

    Advancing research into accounting and the UN sustainable development goals

    Bebbington, J. & Unerman, J., 31/08/2020, In: Accounting, Auditing and Accountability Journal. 33, 7, p. 1657-1670 14 p.

    Research output: Contribution to journalJournal articlepeer-review

  22. Published

    Accounting Comparability and Corporate Innovative Efficiency

    Chircop, J., Collins, D., Hass, L. H. & Nguyen, N., 1/07/2020, In: The Accounting Review. 95, 4, p. 127–151 25 p.

    Research output: Contribution to journalJournal articlepeer-review

  23. Published

    Managerial Ability and Income Smoothing

    Baik, B., Choi, S. & Farber, D. B., 1/07/2020, In: The Accounting Review. 95, 4, p. 1-22 22 p.

    Research output: Contribution to journalJournal articlepeer-review

  24. Published

    Shifting the focus of sustainability accounting from impacts to risks and dependencies: Researching the transformative potential of TCFD reporting

    O'Dwyer, B. & Unerman, J., 1/07/2020, In: Accounting, Auditing and Accountability Journal. 29 p.

    Research output: Contribution to journalJournal articlepeer-review

  25. Published

    Does religiosity influence venture capital investment decisions?

    Chircop, J., Johan, S. & Tarsalewska, M., 30/06/2020, In: Journal of Corporate Finance. 62, 14 p., 101589.

    Research output: Contribution to journalJournal articlepeer-review

  26. Published

    A Transaction-Cost Perspective on the Multitude of Firm Characteristics

    Martin Utrera, A., DeMiguel, V., Uppal, R. & Nogales, F. J., 1/05/2020, In: Review of Financial Studies. 33, 5, p. 2180–2222 43 p.

    Research output: Contribution to journalJournal articlepeer-review

  27. Published

    Does the stock market make firms more productive?

    Bennett, B., Stulz, R. & Wang, J., 1/05/2020, In: Journal of Financial Economics. 136, 2, p. 281-306 26 p.

    Research output: Contribution to journalJournal articlepeer-review

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