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Published
Perceptions of factors affecting audit quality in the post-SOX UK regulatory environment
Beattie, V., Fearnley, S. & Hines, T., 1/02/2013, In: Accounting and Business Research. 43, 1, p. 56-81 26 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Perceptions of auditor independence: UK evidence
Beattie, V., Brandt, R. & Fearnley, S., 1999, In: Journal of International Accounting, Auditing and Taxation. 8, 1, p. 67-107 41 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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
Published
Payout, debt and takeovers in declining industries
Myers, S. C. & Lambrecht, B. M., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).
Research output: Working paper
Published
Pay at the Top: A Study of the Sensitivity of Top Director Remuneration to Company Specific Shocks
Conyon, M. & Gregg, P., 08/1994, In: National Institute Economic Review. 149, 1, p. 83-92 10 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
E-pub ahead of print
Partner wealth and audit quality: evidence from the United States
He, S., Jiang, J. X. & Wang, K. P., 26/06/2024, (E-pub ahead of print) In: Review of Accounting Studies.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Participating mortgages and the efficiency of financial intermediation
Ebrahim, S., Shackleton, M. B. & Wojakowski, R. M., 11/2011, In: Journal of Banking and Finance. 35, 11, p. 3042-3054 13 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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
Published
Parameter uncertainty in multiperiod portfolio optimization with transaction costs
DeMiguel, V., Martin Utrera, A. & Nogales, F. J., 12/2015, In: Journal of Financial and Quantitative Analysis. 50, 6, p. 1443-1471 29 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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
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 Journal/Magazine › Journal article › peer-review
Published
Organizational culture and the implementation of a new performance measurement system: evidence from a leading technology company
Pfister, J. A., 2011.
Research output: Working paper
Published
Options de change: évaluation (Foreign exchange options: Pricing)
Chesney, M., Marois, B. & Wojakowski, R. M., 1997, Encyclopédie des Marchés Financiers. Paris: Economica, p. 1398-1422 25 p.
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Published
Option-implied volatilities and stock returns: evidence from industry-neutral portfolios
Shackleton, M., Liu, X., Zhang, Y. & Pong, S., 2014, In: Journal of Portfolio Management. 41, 1, p. 65-77 13 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Option pricing bounds and the elasticity of the pricing kernel
Huang, J., 2002, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).
Research output: Working paper
Published
Option pricing bounds and the elasticity of the pricing kernel
Huang, J., 2004, In: Review of Derivatives Research. 7, 1, p. 25-51 27 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Option prices and risk-neutral densities for currency cross-rates
Taylor, S. J. & Wang, Y., 2010, In: Journal of Futures Markets. 30, p. 324-360 37 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Option implied volatility measures and stock return predictability
Fu, X., Arisoy, Y. E., Shackleton, M. B. & Umutlu, M., 1/08/2016, In: Journal of Derivatives. 24, 1, p. 58-78 21 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Option bounds from concurrently expiring options when relative risk aversion is bounded
Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).
Research output: Working paper
Published
Option bounds and second order arbitrage opportunities
Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, 60 p. (Accounting and Finance Working Paper Series).
Research output: Working paper
Published
Optimal Timing and Tilting of Equity Factors
Dichtl, H., Drobetz, W., Lohre, H., Rother, C. & Vosskamp, P., 2/10/2019, In: Financial Analysts Journal. 75, 4, p. 84-102 19 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Optimal regulation of MNEs and government revenues
Dasgupta, S. & Sengupta, K., 02/1995, In: Journal of Public Economics. 58, 2, p. 215-234 20 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Optimal exercise of jointly held real options: a Nash bargaining approach with value diversion
Banerjee, S., Gucbilmez, U. & Pawlina, G., 1/12/2014, In: European Journal of Operational Research. 239, 2, p. 565–578 14 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Optimal currency hedging, export, and production in the presence of idiosyncratic risk
Adam-Müller, A. F. A., 1993, In: Swiss Journal of Economics and Statistics. 192, 2, p. 197-208 12 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Opportunistic behaviors of credit rating agencies and bond issuers
Park, G. & Lee, H.-Y., 1/02/2018, In: Pacific-Basin Finance Journal. 47, p. 39-59 21 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Operating performance changes associated with corporate mergers and the role of corporate governance
Carline, N. F., Linn, S. C. & Yadav, P. K., 2009, In: Journal of Banking and Finance. 33, 10, p. 1829-1841 13 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Operating leases and the assessment of lease-debt substitutability
Beattie, V., Goodacre, A. & Thomson, S. J., 03/2000, In: Journal of Banking and Finance. 24, 3, p. 427-470 44 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Open-ended Property Funds: Risk and Return Profile - Diversification Benefits and Liquidity Risks
Hass, L. H., Johanning, L., Rudolph, B. & Schweizer, D., 01/2012, In: International Review of Financial Analysis. 21, p. 90-107 18 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Open market share reacquisitions, surplus cash, and agency problems
Oswald, D. & Young, S. E., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).
Research output: Working paper
Published
Open Innovation - A Guide: ICAEW Know-How from the Business & Management Faculty
Ford, C. J., 6/08/2021, ICAEW. 9 p. (Innovation Know-How Series; no. 3 of 3)
Research output: Book/Report/Proceedings › Commissioned report
Published
One profit number would be ideal, but not attainable (Een winstcijfer ideal, maar niet haalbar)
Lubberink, M., 2001, In: Financial Analysts Journal. 2, 6, p. 24-27 4 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
'One Aviva, Twice the Value': Connecting Sustainability at Aviva PLC
Brigham, M., Kiosse, P. & Otley, D., 2010, Accounting for Sustainability: Practical Insights. Hopwood, A., Unerman, J. & Fries, J. (eds.). Oxford: Earthscan
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter (peer-reviewed) › peer-review
Published
One Aviva, Twice the Value: Connecting Sustainability at Aviva plc
Brigham, M., Kiosse, P. & Otley, D. T., 2009, ICAEW Accounting for Sustainability Conference (London) - 2009. N/A: unknown
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
Unpublished
On the valuation of tax expense
Gao, Z., Givoly, D. & Laux, R., 2015, (Unpublished).
Research output: Working paper
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 Journal/Magazine › Journal article › peer-review
Published
On the use and improvement of Hull and White’s control variate technique
Shackleton, M. B. & Chung, S. L., 2003, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).
Research output: Working paper
Published
On the timeliness of price discovery
Beekes, W. A. & Brown, P., 2006, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).
Research output: Working paper
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
Published
On the portfolio problem with two risky and a riskless asset
Adam-Müller, A. F. A., 2005, In: Finance Research Letters. 3, 4
Research output: Contribution to Journal/Magazine › Journal article
Published
On the persistent undestatement of shareholders’ equity in Europe
Garcia Lara, J. M. & Mora, A., 2003, In: Spanish Journal of Finance and Accounting. 115, p. 44-68 25 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
On the performance of cryptocurrency funds
Bianchi, D. & Babiak, M., 31/05/2022, In: Journal of Banking and Finance. 138, 23 p., 106467.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
On the Other Side of Hedge Fund Equity Trades
Wang, G., Kolokolova, O. & Cui, X., 30/06/2024, In: Management Science. 70, 6, p. 3684-3710 27 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
On the non-exclusivity of loan contracts: an empirical investigation
Degryse, H., Ioannidou, V. & von Schedvin, E., 12/2016, In: Management Science. 62, 12, p. 3510-3533 24 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
On the expected payoff and true probability of exercise of European options
Shackleton, M. & Wojakowski, R., 1/01/2001, In: Applied Economics Letters. 8, 4, p. 269-271 3 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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
Published
On the expected payoff and true probability of European options
Shackleton, M. B. & Wojakowski, R. M., 2001, In: Applied Economics Letters. 8, 4, p. 269-271 3 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
On the errors and comparison of Vega estimation methods
Shackleton, M. B. & Chung, S. L., 2003, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).
Research output: Working paper
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 Journal/Magazine › Journal article › peer-review
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
Published
On the equivalence of floating- and fixed-strike Asian options
Henderson, V. & Wojakowski, R. M., 2002, In: Journal of Applied Probability. 39, 2, p. 391-394 4 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
On the enhanced convergence of standard lattice methods for option pricing
Widdicks, M., Andricopoulos, A. D., Newton, D. P. & Duck, P. W., 2002, In: Journal of Futures Markets. 22, 4, p. 315-338 24 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
On option expected returns
Wojakowski, R. M. & Shackleton, M. B., 2001, Mathematical Finance. Boston: Birkhauser, p. 365-374 10 p.
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
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/Magazine › Journal article › peer-review
Published
On James Bond and the importance of NGO accountability
Unerman, J. & O'Dwyer, B., 2006, In: Accounting, Auditing and Accountability Journal. 19, 3, p. 305-318 14 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
On identifying risk-adjusted efficiency gains or losses ofprospective mergers and acquisitions
Tsionas, M. G. & Baltas, K. N., 30/11/2022, In: Annals of Operations Research. 318, 1, p. 619-683 65 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
On Capital Budgeting And Income Measurement
Peasnell, K., 30/06/1981, In: Abacus. 17, 1, p. 53-67 15 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
On a tight leash: does bank organisational structure matter for macroprudential spillovers?
Danisewicz, P., Reinhardt, D. & Sowerbutts, R., 2014.
Research output: Working paper
Published
Omitted debt risk, financial distress and the cross-section of expected equity returns
Aretz, K. & Shackleton, M. B., 2011, In: Journal of Banking and Finance. 35, 5, p. 1213-1227 15 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
off-balance sheet financing
Peasnell, K. & Yaansah, R., 1988, London: Chartered Association of Certified Accountants. 39 p.
Research output: Book/Report/Proceedings › Commissioned report
Published
O efeito tamanho versus o efeito mes-do-ano no mercado de capitias Brasileiro: uma analise empirica
da Costa, N. & O'Hanlon, J. F., 1991, In: Revista Brasileira de Mercado Decapitais. p. 61-74 14 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Novel tertiary amine oxide surfaces that resist nonspecific protein adsorption
Dilly, S. J., Beecham, M. P., Brown, S. P., Griffin, J. M., Clark, A. J., Griffin, C. D., Marshall, J., Napier, R. M., Taylor, P. C. & Marsh, A., 12/09/2006, In: Langmuir. 22, 19, p. 8144-8150 7 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
Published
Noncompliance, financial reporting quality and director turnover
Zhang, X.-Y., 2016, Lancaster University. 162 p.
Research output: Thesis › Doctoral Thesis
Published
Noncompliance with Non-Accounting Securities Regulations and GAAP Violations
Choi, S. H., Young, S. E. & Zhang, X.-Y., 23/04/2019, In: Journal of Business Finance and Accounting. 46, 3-4, p. 370-399 30 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Non-Audit services, auditor independence and earnings management
Singh, A., Gore, J. P. O. & Pope, P. F., 2001, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).
Research output: Working paper
Published
Noise-proof equilibria in two-action signaling games
Carlsson, H. & Dasgupta, S., 12/1997, In: Journal of Economic Theory. 77, 2, p. 432-460 29 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
No place to hide: the global crisis in equity markets in 2008/09
Bartram, S. & Bodnar, G. M., 2009, In: Journal of International Money and Finance. 28, 8, p. 1246-1292 47 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
NGOs in Ghana: accountabilities, performance and motivations
Agyemang, G., O’Dwyer, B., Owusu, C. A. & Unerman, J., 30/07/2019, Routledge Companion to Accounting in Emerging Economies. Weetman, P. & Tsalavoutas, I. (eds.). Abingdon: Routledge
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Published
NGO accountability: Its impact on aid delivery
Agyemang, G., Awumbila, M., Unerman, J. & O'Dwyer, B., 2009, ACCA.
Research output: Book/Report/Proceedings › Book
Published
NGO accountability and sustainability issues in the changing global environment
Unerman, J. & O'Dwyer, B., 2010, In: Public Management Review. 12, 4, p. 475-486 12 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
NGO accountability: retrospective and prospective academic contributions
Agyemang, G., O'Dwyer, B. & Unerman, J., 2/12/2019, In: Accounting, Auditing and Accountability Journal. 32, 8, p. 2353-2366 14 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Newtown University: an instructional case in strategic management accounting
Miller, B., 4/12/2019, In: Journal of Business Cases and Applications. 25, 10 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
Published
New Era of IFRS: A Review of Fair Value Measurements and an Evaluation of Professional Valuers in Korea
Choi, S., Koh, S.-H., Lim, S.-Y., Lee, C.-W. & Song, I.-M., 2008, In: Accounting and Auditing Research .
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
New Economic Models In Health & Wellbeing Markets: the case of the Stevenage Bioscience Catalyst
Mason, K. J., Ford, C. J. & Friesl, M., 3/03/2016
Research output: Exhibits, objects and web-based outputs › Digital or Visual Products
Published
Networks of accountability: a case study of The descent of The Shard
Ford, C., Pfister, J. & Otley, D., 09/2013, 9th Management Control Research Conference. Nyenrode, The Netherlands
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
Published
Netting off assets and liabilities
Peasnell, K., Buchan, M. & Yaansah, R., 31/12/1992, In: Accounting and Business Research. 22, 87, p. 207-217 11 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Necessary and sufficient conditions on Gorman aggregation in securities markets with heterogeneous beliefs
Huang, J. & Adam-Mueller, A., 2012, Lancaster: Lancaster University, 11 p.
Research output: Working paper
Published
Navigating the factor zoo around the world: an institutional investor perspective
Bartram, S. M., Lohre, H., Pope, P. F. & Ranganathan, A., 31/07/2021, In: Journal of Business Economics. 91, 5, p. 655-703 49 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
NAV Inflation and Impact on Performance in China
Shackleton, M. B., Yan, J. & Yao, Y., 1/01/2020, In: European Financial Management. 26, 1, p. 118-142 25 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Narrative reporting in the UK and the US: which system works best
Beattie, V. & McInnes, B., 2006, London: Institute of Chartered Accountants in England and Wales. 20 p.
Research output: Book/Report/Proceedings › Book
Published
My Senior Fellowship Journey
Talib, S., 27/11/2018
Research output: Exhibits, objects and web-based outputs › Blog
Published
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, M., Yfanti, S. & Karoglou, M., 05/2016, In: International Review of Financial Analysis. 45, p. 332-349 18 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Multi-source data integration-based urban road GPS environment friendliness estimation
Ma, L., Wang, Y., Peng, G., Zhang, C., Chen, C., Zhao, J. & Wang, J., 2019, p. 626-633. 8 p.
Research output: Contribution to conference - Without ISBN/ISSN › Conference paper › peer-review
Published
Multinationals and Labour: Evidence from the International Acquisition of UK Firms
Conyon, M., Girma, S., Wright, P. & Thompson, S., 2003, Competition, Monopoly and Corporate Governance: Essays in Honour of Keith Cowling. Waterson, M. (ed.). Cheltenham: Edward Elgar Publishing, p. 20-41 22 p.
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Published
Multilingual Financial Narrative Processing: Analysing Annual Reports in English, Spanish and Portuguese
El Haj, M., Rayson, P. E., Young, S. E., Alves, P. & Herrero Zorita, C., 02/2019, Multilingual Text Analysis: Challenges, Models, and Approaches. Litvak, M. & Vanetik, N. (eds.). World Scientific Publishing
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter (peer-reviewed) › peer-review
Published
Multi-Asset Factor Investing Strategies and Controversy Screening using Natural Language Processing
Ranganathan, A., 2023, Lancaster University. 208 p.
Research output: Thesis › Doctoral Thesis
Published
Moving the financial accounting research front forward: the UK contribution
Beattie, V., 03/2005, In: British Accounting Review. 37, 1, p. 85-114 30 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Mortgage default and possession under recourse: a competing hazards approach
Lambrecht, B. M., Perraudin, W. R. M. & Satchell, S. E., 2003, In: Journal of Money, Credit and Banking. 35, 2, p. 425-442 18 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
More accurate volatility estimation and forecasts using price durations
Zhao, X., Taylor, S. J. & Nolte, I., 2016, 41 p.
Research output: Working paper
Published
Monte Carlo simulations and capital structure research
Chang, X. & Dasgupta, S., 03/2011, In: International Review of Finance. 11, 1, p. 19-55 37 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Monitoring matters: debt seniority, market discipline and bank conduct
Danisewicz, P., McGowan, D., Onali, E. & Schaeck, K., 2014.
Research output: Working paper
Published
Monetary Transmission and Regulatory Impacts: Empirical Evidence from the Post-Crisis Banking Literature
Jakovljević, S., Degryse, H. & Ongena, S., 2016, The Handbook of Post Crisis Financial Modelling. Haven, E., Molyneux, P., Wilson, J., Fedotov, S. & Duygun, M. (eds.). London: Palgrave Macmillan, p. 18-41 24 p.
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Published
Monetary policy, risk taking, and pricing: evidence from a quasi-natural experiment
Ioannidou, V., Ongena, S. & Peydró, J. L., 2015, In: Review of Finance. 19, 1, p. 95-144 50 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Momentum, contrarian, and the January seasonality
Yao, Y., 10/2012, In: Journal of Banking and Finance. 36, 10, p. 2757-2769 13 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Modern Slavery Reporting Practices in the UK: Evidence from Modern Slavery Statements and Annual Reports
Young, S. & Gad, M., 30/04/2022, London: Financial Reporting Council Limited. 28 p.
Research output: Book/Report/Proceedings › Commissioned report
Published
Modelling stock volatilities during financial crises: A time varying coefficient approach
Karanasos, M., Paraskevopoulos, A., Menla Ali, F., Karoglou, M. & Yfanti, S., 12/2014, In: Journal of Empirical Finance. 29, p. 113-128 16 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Modelling stochastic volatility: a review and comparative study
Taylor, S. J., 1998, Volatility: New Estimation Techniques for Pricing Derivatives. London: Risk Books, p. 95-108 14 p.
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Published
Modelling stochastic volatility: a review and comparative study
Taylor, S. J., 04/1994, In: Mathematical Finance. 4, 2, p. 183-204 22 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Modelling S&P 100 volatility: the information content of stock returns
Blair, B. J., Poon, S. & Taylor, S. J., 2001, In: Journal of Banking and Finance. 25, 9, p. 1665-1679 15 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review

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