Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

Type of address	Postal address
Street	Bailrigg
Building	Lancaster University Management School
Postal code	LA1 4YX
City	Lancaster
Country/Territory	United Kingdom

Publications & Outputs

(511)

Published
Can Capital Adjustment Costs Explain the Decline in Investment-Cash Flow Sensitivity?
Liao, S., Nolte, I. & Pawlina, G., 31/08/2024, In: Journal of Financial and Quantitative Analysis. 59, 5, p. 2399-2424 25 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Statistical Inference with High-Frequency Financial Data: New Perspectives from Alternative Observation Schemes
Yu, S., 26/07/2024, Lancaster University. 182 p.
Research output: Thesis › Doctoral Thesis
Published
Generalized Disappointment Aversion and the Variance Term Structure
Babiak, M., 30/06/2024, In: Journal of Financial and Quantitative Analysis. 59, 4, p. 1796-1820 24 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review

(606)

NBER-NSF Time Series Conference 2024
Activity: Participating in or organising an event types › Participation in conference - Academic
1st Conference on "Econometrics with Data Science"
Activity: Participating in or organising an event types › Participation in conference - Academic
Finance, Labor, and Inequality
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

(23)