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Accounting and Finance

  1. 1994
  2. Published

    Investment trust discounts and abnormal returns: UK evidence

    Cheng, A., Copeland, L. & O'Hanlon, J. F., 1994, In: Journal of Business Finance and Accounting. 21, 6, p. 813-831 19 p.

    Research output: Contribution to journalJournal articlepeer-review

  3. Published

    Stock index futures mispricing

    Pope, P. F. & Yadav, P. K., 1994, In: Journal of Banking and Finance. 18, 5, p. 921-953 33 p.

    Research output: Contribution to journalJournal articlepeer-review

  4. Published

    Sur la structure par terme et des options (on term structure and options), in French

    Quittard-Pinon, F. & Wojakowski, R. M., 1994, In: Note de recherche GRID No 94-10, Ecole Normale Superieure.

    Research output: Contribution to journalJournal articlepeer-review

  5. Published

    The impact of short sales constraints on stock index futures prices: direct empirical evidence

    Pope, P. F. & Yadav, P. K., 1994, In: Journal of Derivatives. 1, 4, p. 15-26 12 p.

    Research output: Contribution to journalJournal articlepeer-review

  6. Published

    The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates

    Xu, G. & Taylor, S. J., 1994, In: Review of Futures Markets. 13, p. 355-380 26 p.

    Research output: Contribution to journalJournal articlepeer-review

  7. Published

    The term structure of volatility implied by foreign exchange options

    Xu, X. & Taylor, S. J., 1994, In: Journal of Financial and Quantitative Analysis. 29, p. 57-74 18 p.

    Research output: Contribution to journalJournal articlepeer-review

  8. Published

    Threshold autoregressive modelling in finance: the pricing of equivalent assets

    Paudyal, K., Pope, P. F. & Yadav, P. K., 1994, In: Mathematical Finance. 4, 2, p. 205-221 17 p.

    Research output: Contribution to journalJournal articlepeer-review

  9. 1993
  10. Published

    Capitalisation of Interest

    Peasnell, K., 03/1993, In: British Accounting Review. 25, 1, p. 17-42 26 p.

    Research output: Contribution to journalJournal articlepeer-review

  11. Published

    Sunk investment, bargaining, and choice of capital structure

    Dasgupta, S. & Sengupta, K., 02/1993, In: International Economic Review. 34, 1, p. 203-220 18 p.

    Research output: Contribution to journalJournal articlepeer-review

  12. Published

    Bargaining and brinkmanship: capital structure choice by regulated firms

    Dasgupta, S. & Nanda, V., 1993, In: International Journal of Industrial Organization. 11, 4, p. 215-234 20 p.

    Research output: Contribution to journalJournal articlepeer-review

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