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Accounting and Finance

  1. 2017
  2. Published

    Cash holdings and labor heterogeneity: the role of skilled labor

    Ghaly, M., Anh Dang, V. & Stathopoulos, K., 10/2017, In: Review of Financial Studies. 30, 10, p. 3636–3668 33 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    Strategizing open innovation: How middle managers work with performance indicators

    Pfister, J. A., Jack, S. L. & Darwin, S. N., 30/09/2017, In: Scandinavian Journal of Management. 33, 3, p. 139-150 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    Starting on the Wrong Foot: Seasonality in Mutual Fund Performance

    Brown, S. J., Sotes-Paladino, J., Wang, J. & Yao, Y., 09/2017, In: Journal of Banking and Finance. 82, p. 133-150 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Inorganic growth strategies and the evolution of the private equity business model

    Hammer, B., Knauer, A., Pflücke, M. & Schwetzler, B., 1/08/2017, In: Journal of Corporate Finance. 45, p. 31-63 33 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    Private lenders’ demand for audit

    Baylis, R., Burnap, P., Clatworthy, M., Gad Mahmoud, M. & Pong, C., 08/2017, In: Journal of Accounting and Economics. 64, 1, p. 78-97 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. E-pub ahead of print

    Managing to make markets: Marketization and the conceptualization work of strategic nets in the life science sector

    Mason, K., Friesl, M. & Ford, C. J., 19/07/2017, (E-pub ahead of print) In: Industrial Marketing Management. 67, p. 52-69 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    The Trend Is Your Friend: Time-Series Momentum Strategies across Equity and Commodity Markets

    Georgopoulou, A. & Wang, J., 1/07/2017, In: Review of Finance. 21, 4, p. 1557-1592 36 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    Equity premium estimates from economic fundamentals under structural breaks

    Smith, S. C., 07/2017, In: International Review of Financial Analysis. 52, p. 49-61 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    Seeking “conversations for accountability”: Mediating the impact of non-governmental organization (NGO) upward accountability processes

    Agyemang, G., O’Dwyer, B., Unerman, J. & Awumbila, M., 19/06/2017, In: Accounting, Auditing and Accountability Journal. 30, 5, p. 982-1007 26 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  11. Published

    Diversifying away the risk of war and cross-border political crisis

    Omar, A., Wisniewski, T. & Nolte, S., 05/2017, In: Energy Economics. 64, p. 494-510 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  12. Published

    An Investigation into Multivariate Variance Ratio Statistics and their Application to Stock Market Predictability

    Hong, S. Y., Linton, O. & Zhang, H. J., 21/03/2017, In: Journal of Financial Econometrics. 15, 2, p. 173-222 50 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  13. Published

    The impact of the institutional environment on the value relevance of fair values

    Fiechter, P. & Novotny-Farkas, Z., 03/2017, In: Review of Accounting Studies. 22, 1, p. 392-429 38 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

    A Transaction-Cost Perspective on the Multitude of Firm Characteristics

    Martin Utrera, A., DeMiguel, V., Uppal, R. & Nogales, F. J., 8/02/2017.

    Research output: Working paper

  15. Published

    Higher-order risk vulnerability

    Huang, X. & Stapleton, R. C., 02/2017, In: Economic Theory. 63, 2, p. 387-406 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  16. Published

    Does branch religiosity influence bank risk taking?

    Chircop, J., Fabrizi, M., Ipino, E. & Parbonetti, A., 01/2017, In: Journal of Business Finance and Accounting. 44, 1-2, p. 271-294 24 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. Published
  18. Published

    Empirical essays on inferring information from options and other financial derivatives

    Zhang, J., 2017, Lancaster University. 256 p.

    Research output: ThesisDoctoral Thesis

  19. Published

    Essays in volatility research

    Linke, T., 2017, Lancaster University. 287 p.

    Research output: ThesisDoctoral Thesis

  20. Published

    Essays on CEO compensation and corporate governance

    Zhang, Z., 2017, Lancaster University. 131 p.

    Research output: ThesisDoctoral Thesis

  21. Published

    Essays on financial econometrics: variance and covariance estimation using price durations

    Zhao, X., 2017, Lancaster University. 179 p.

    Research output: ThesisDoctoral Thesis

  22. Published

    How Much is the Gap? Efficient Overnight Jump Risk-Adjusted Valuation of Leveraged Certificates

    Zhang, Q. & Thul, M., 2017, In: Quantitative Finance. 17, 9, p. 1387-1401 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  23. Unpublished

    Mind the Gap: An Early Empirical Analysis of SEC's “Tick Size Pilot Program”

    Hansen, P., Li, Y., Lunde, A. & Patton, A., 2017, (Unpublished).

    Research output: Working paper

  24. Published

    Re-theorizing the configuration of organizational fields: the IIRC and the pursuit of ‘Enlightened’ corporate reporting

    Humphrey, C., O’Dwyer, B. & Unerman, J., 2017, In: Accounting and Business Research. 47, 1, p. 30-63 34 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  25. Unpublished

    The price of correlation risk: evidence from commodity options

    Xu, Y., 2017, (Unpublished) Lancaster University.

    Research output: ThesisMaster's Thesis

  26. Unpublished

    The value of growth: changes in profitability and future stock returns

    Sotes-Paladino, J., Wang, J. & Yao, Y., 2017, (Unpublished).

    Research output: Working paper

  27. 2016
  28. 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

  29. 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

  30. Published

    Data masking by noise addition and the estimation of nonparametric regression models

    Lechner, S. & Pohlmeier, W., 21/11/2016, Econometrics of Anonymized Micro Data: Sonderheft 5/2005 Jahrbücher für Nationalökonomie und Statistik. de Gruyter, p. 517-528 12 p.

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

  31. Published

    Asymmetric effects of volatility risk on stock returns: evidence from VIX and VIX futures

    Fu, X., Sandri, M. & Shackleton, M. B., 11/2016, In: Journal of Futures Markets. 36, 11, p. 1029-1056 28 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  32. Published

    Disagreement versus uncertainty: evidence from distribution forecasts

    Krueger, F. & Nolte, I., 11/2016, In: Journal of Banking and Finance. 72, Suppl., p. 172-186 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  33. Published

    Equity incentives and corporate fraud in China

    Hass, L. H., Tarsalewska, M. & Zhan, F., 11/2016, In: Journal of Business Ethics. 138, 4, p. 723-742 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  34. Published

    The economic consequences of extending the use of fair value accounting in regulatory capital calculations

    Chircop, J. & Novotny-Farkas, Z., 11/2016, In: Journal of Accounting and Economics. 62, 2-3, p. 183-203 21 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  35. Published

    ‘Mixing’ and ‘Bending’: The recontextualisation of discourses of sustainability in integrated reporting

    Zappettini, F. & Unerman, J., 10/2016, In: Discourse and Communication. 10, 5, p. 521-542 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  36. Published

    Discipline or disruption? stakeholder relationships and the effect of takeover threat

    Cen, L., Dasgupta, S. & Sen, R., 10/2016, In: Management Science. 62, 10, p. 2820-2841 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  37. Published

    Reducing the impact of real estate foreclosures with Amortizing Participation Mortgages

    Wojakowski, R., Ebrahim, S. & Shackleton, M. B., 10/2016, In: Journal of Banking and Finance. 71, p. 62-74 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  38. Published

    The effectiveness of public enforcement: evidence from the resolution of tunneling in China

    Hass, L. H., Johan, S. & Müller, M., 09/2016, In: Journal of Business Ethics. 134, 4, p. 649-668 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  39. 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

  40. Published

    The effects of government interventions in the financial sector on banking competition and the evolution of zombie banks

    Calderon, C. & Schaeck, K., 08/2016, In: Journal of Financial and Quantitative Analysis. 51, 4, p. 1391-1436 46 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  41. Published

    Small Deviations in L2-norm for Gaussian Dependent Sequences

    Hong, S. Y., Lifshits, M. & Nazarov, A., 1/06/2016, In: Electronic Communications in Probability. 21, 41, p. 1-9 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  42. 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

  43. Published

    Starting on the Wrong Foot: Seasonality in Mutual Fund Performance

    Brown, S. J., Sotes-Paladino, J., Yao, Y. & Wang, J., 06/2016.

    Research output: Contribution to conference - Without ISBN/ISSN Conference paperpeer-review

  44. Published

    The contingency theory of management accounting and control: 1980-2014

    Otley, D. T., 06/2016, In: Management Accounting Research. 31, p. 45-62 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  45. Published
  46. Published

    Domain adaptation using stock market prices to refine sentiment dictionaries

    Moore, A., Rayson, P. E. & Young, S. E., 23/05/2016, Proceedings of the 10th edition of Language Resources and Evaluation Conference (LREC2016). European Language Resources Association (ELRA), 4 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paperpeer-review

  47. Published

    Learning tone and attribution for financial text mining

    El-Haj, M., Rayson, P. E., Young, S. E., Walker, M., Moore, A., Athanasakou, V. & Schleicher, T., 23/05/2016, Proceedings of LREC 2016, Tenth International Conference on Language Resources and Evaluation. Calzolari, N., Choukri, K., Declerck, T., Grobelnik, M., Maegaard, B., Mariani, J., Moreno, A., Odijk, J. & Piperidis, S. (eds.). European Language Resources Association (ELRA), p. 1820-1825 6 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paperpeer-review

  48. Published

    Detecting jumps in high-frequency prices under stochastic volatility: a data-driven approach

    Tsai, P.-C. & Shackleton, M., 05/2016, Handbook of high-frequency trading and modeling in finance. Florescu, I., Mariani, M. C., Stanley, H. E. & Viens, F. G. (eds.). Chichester: John Wiley, p. 137-165 39 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)peer-review

  49. Published

    Equity style allocation: a nonparametric approach

    Subbiah, M. & Fabozzi, F. J., 05/2016, In: Journal of Asset Management. 17, 3, p. 141-164 24 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  50. Published

    Hedge fund allocation: evaluating parametric and nonparametric forecasts using alternative portfolio construction techniques

    Subbiah, M. & Fabozzi, F. J., 05/2016, In: International Review of Financial Analysis. 45, p. 189-201 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  51. Published

    Making, buying and concurrent sourcing: implications for operating leverage and stock beta

    Lambrecht, B., Pawlina, G. & Teixeira, J., 05/2016, In: Review of Finance. 20, 3, p. 1013-1043 31 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  52. 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/MagazineJournal articlepeer-review

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