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  1. Published

    Why hedge? Rationales for corporate hedging and value implications

    Aretz, K., Bartram, S. & Dufey, G., 2007, In: The Journal of Risk Finance. 8, 5, p. 434-449 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Valuing the strategic option to sell life insurance business: Theory and evidence

    Klumpes, P. J. M. & Shackleton, M. B., 1/10/2000, In: Journal of Banking and Finance. 24, 10, p. 1681-1702 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    Efficient quadratic approximation of floating strike Asian option values

    Chung, S. L., Shackleton, M. B. & Wojakowski, R. M., 2003, In: Finance. 24, 1, p. 49-62 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    Managing in a 'quasi'-market: using cost structure information to provide insights from recent history

    Carline, N. F., Tonge, R., Brocklehurst, F. & Willett, C., 2007, In: Journal of Finance and Management in Public Services. 6, 2, p. 47-60 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Monetary Transmission and Regulatory Impacts: Empirical Evidence from the Post-Crisis Banking Literature

    Jakovljević, S., Degryse, H. & Ongena, S., 2016, The Handbook of Post Crisis Financial Modelling. Haven, E., Molyneux, P., Wilson, J., Fedotov, S. & Duygun, M. (eds.). London: Palgrave Macmillan, p. 18-41 24 p.

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

  6. Published

    Liability exposure effects on earnings conservatism: the case of cross-listed firms

    Lubberink, M. & Huijgen, C., 2000, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  7. Published

    How Do Laws and Institutions Affect Recovery Rates for Collateral?

    Degryse, H., Ioannidou, V., Liberti, J. M. & Sturgess, J., 1/03/2020, In: Review of Corporate Finance Studies. 9, 1, p. 1-43 43 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    Cross hedging under multiplicative basis risk

    Adam-Müller, A. & Nolte, I., 11/2011, In: Journal of Banking and Finance. 35, 11, p. 2956-2964 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    Predictable dynamics in implied volatility surfaces from OTC currency options

    Chalamandaris, G. & Tsekrekos, A., 06/2010, In: Journal of Banking and Finance. 34, 6, p. 1175-1188 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    Modelling stochastic volatility: a review and comparative study

    Taylor, S. J., 04/1994, In: Mathematical Finance. 4, 2, p. 183-204 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  11. Published

    Stock-return volatility and daily equity trading by investor groups in Korea

    Umutlu, M. & Shackleton, M., 1/09/2015, In: Pacific-Basin Finance Journal. 34, p. 43-70 28 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  12. Published

    Time variation in the price of catastrophe reinsurance

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

    Research output: Working paper

  13. Published

    Estimating a risky term structure of brady bonds

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

    Research output: Working paper

  14. Published

    Platform Businesses - A Guide: ICAEW Know-How from the Business & Management Faculty

    Ford, C. J., 5/08/2021, ICAEW. 10 p. (Innovation Know-How Series ; no. 2 of 3)

    Research output: Book/Report/ProceedingsCommissioned report

  15. Published

    Business Ecosystems - A Guide: ICAEW Know-How from the Business & Management Faculty

    Ford, C. J., 1/06/2021, London: ICAEW. 11 p. (Innovation Know-How Series; no. 1 of 3)

    Research output: Book/Report/ProceedingsCommissioned report

  16. Published

    The Role of Alternative Investments in Strategic Asset Allocation

    Cumming, D., Hass, L. H. & Schweizer, D., 04/2013, Alternative Investments: Instruments, Performance, Benchmarks, and Strategies. Baker, H. K. & Filbeck, G. (eds.). Chichester: John Wiley & Sons, (Robert W. Kolb Series).

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

  17. Published

    Financial experts on the top management team: Do they reduce investment inefficiency?

    Li, Z., Pryshchepa, O. & Wang, B., 7/02/2023, In: Journal of Business Finance and Accounting. 50, 1-2, p. 198-235 38 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  18. Published

    The Value of Growth: Changes in Profitability and Future Stock Returns

    Wang, G., Yao, C., Sotes-Paladino, J. & Lim, B., 1/01/2024, In: Journal of Banking and Finance. 158, 52 p., 107036.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  19. Published

    Banking union: risks and challenges

    Ioannidou, V., 2015, European Banking Union: The New Regime. Hinojosa , L. & Beneyto, J. M. (eds.). Kluwer Law International, p. 7-16 9 p.

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

  20. Published

    A review of the literature on control and accountability

    Merchant, K. & Otley, D. T., 2006, Handbook of Management Accounting Research. London, New York and Amsterdam: Elsevier, p. 785-802 18 p.

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

  21. Published

    Understanding stock price behavior around external financing

    Cao, M., Martin, S. & Yao, C., 30/04/2025, In: Journal of Corporate Finance. 91, 102730.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  22. Published

    Options de change: évaluation (Foreign exchange options: Pricing)

    Chesney, M., Marois, B. & Wojakowski, R. M., 1997, Encyclopédie des Marchés Financiers. Paris: Economica, p. 1398-1422 25 p.

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

  23. Published

    Links between accounting numbers and economic fundamentals

    Rees, W. P. & O'Hanlon, J. F., 1995, Financial Analysis. London: Prentice Hall

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

  24. Published

    Diskussion von "Warum optimale Entlohnungsveträge keine Aktienoptionen enthalten" von Ingolf Dittmann und Ernst Maug

    Adam-Müller, A. F. A., 2005, Funktionsfähigkeit und Stabilität von Finanzmärkten. Tübingen: Mohr Siebeck, p. 21-25 5 p.

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

  25. Published

    The incremental volatility information in one million foreign exchange quotations

    Xu, X. & Taylor, S. J., 1999, Financial Markets Tick by Tick. Chichester: John Wiley and Sons Ltd, p. 65-90 26 p.

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