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  1. 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

  2. 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

  3. Published

    DARA and DRRA option bounds from concurrently expiring options

    Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  4. Published

    Evidence of a bank lending channel in the UK

    Huang, Z., 2002, In: Journal of Banking and Finance. 27, 3, p. 491-510 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Consequences for option pricing of a long memory in volatility

    Taylor, S. J., 2001, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  6. 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

  7. Published

    Couverture dynamique optimale du risque de change de long terme pour une entreprise (Hedging level risk for a firm)

    Wojakowski, R. M., 1997, 14ème Conférence Internationale de Finance: AFFI Conference Proceedings (Ecole Supérieure des Affaires, Grenoble, Association Française de Finance. N/A: unknown, p. 1-20 20 p.

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

  8. Published

    Stochastic dominance option bounds and Nth order arbitrage opportunities

    Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  9. Published

    A snakes and ladders representation of stock prices and returns

    Gager, P. & Shackleton, M. B., 2009, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  10. Published

    Who buys options from whom? The role of options in an economy with heterogeneous

    Huang, J., 2000, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper