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Accounting and Finance

  1. 2002
  2. Published

    Forecasting the volatility of currency exchange rates

    Taylor, S. J., 2002, Forecasting Financial Markets (Volume 2). Cheltenham: Edward Elgar, Vol. 2. p. 125-136 12 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  3. Published

    Impact on option prices of divergent consumer confidence

    Huang, J., 2002, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  4. Published

    Intraday volatility forecasts using different seasonality adjustment methods

    Martens, M. P. E., Chang, Y. & Taylor, S. J., 2002, In: Journal of Financial Research. 25, p. 283-297 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Linear and nonlinear foreign exchange rate exposures

    Bartram, S., 2002, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  6. Published

    Linear sharing rules

    Huang, J., 2002, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  7. Published

    Measurement distortion of graphs in corporate reports: an experimental study

    Beattie, V. & Jones, M., 2002, In: Accounting, Auditing and Accountability Journal. 15, 4, p. 546-564 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    Measuring performance: the accounting perspective

    Otley, D. T., 2002, Business Performance Measurement: Theory and Practice. Cambridge: Cambridge University Press, p. 3-21 19 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  9. 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

  10. 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

  11. 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

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