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Accounting and Finance

  1. 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/MagazineJournal articlepeer-review

  2. 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

  3. 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/ISSNChapter

  4. 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/MagazineJournal articlepeer-review

  5. 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/MagazineJournal articlepeer-review

  6. 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

  7. 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

  8. 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/MagazineJournal articlepeer-review

  9. 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/MagazineJournal articlepeer-review

  10. 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

  11. 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/MagazineJournal articlepeer-review

  12. 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/MagazineJournal articlepeer-review

  13. E-pub ahead of print

    On the Other Side of Hedge Fund Equity Trades

    Wang, G., Kolokolova, O. & Cui, X., 31/07/2023, (E-pub ahead of print) In: Management Science. 27 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. 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/MagazineJournal articlepeer-review

  15. 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/MagazineJournal articlepeer-review

  16. 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/MagazineJournal article

  17. 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

  18. 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

  19. 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

  20. 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/MagazineJournal articlepeer-review

  21. Unpublished

    On the valuation of tax expense

    Gao, Z., Givoly, D. & Laux, R., 2015, (Unpublished).

    Research output: Working paper

  22. 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/ISSNConference contribution/Paperpeer-review

  23. 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/ISSNChapter (peer-reviewed)peer-review

  24. 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/MagazineJournal articlepeer-review

  25. 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/ProceedingsCommissioned report

  26. 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

  27. 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/MagazineJournal articlepeer-review

  28. 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/MagazineJournal articlepeer-review

  29. 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/MagazineJournal articlepeer-review

  30. 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/MagazineJournal articlepeer-review

  31. 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/MagazineJournal articlepeer-review

  32. 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/MagazineJournal articlepeer-review

  33. 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/MagazineJournal articlepeer-review

  34. 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/MagazineJournal articlepeer-review

  35. 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

  36. 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

  37. 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/MagazineJournal articlepeer-review

  38. 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/MagazineJournal articlepeer-review

  39. 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

  40. 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/MagazineJournal articlepeer-review

  41. 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/MagazineJournal articlepeer-review

  42. 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/ISSNChapter

  43. Published
  44. 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/MagazineJournal articlepeer-review

  45. 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/MagazineJournal articlepeer-review

  46. 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/MagazineJournal articlepeer-review

  47. 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/MagazineJournal articlepeer-review

  48. 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

  49. 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

  50. 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/MagazineJournal articlepeer-review

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