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  1. Published

    Do better governed Australian firms make more informative disclosures?

    Brown, P. & Beekes, W. A., 2005, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  2. Published

    Discussion of "Accruals, accounting-based valuation models, and the prediction of equity"

    Pope, P. F., 2005, In: Journal of Accounting, Auditing and Finance. 20, 4, p. 347-354 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Forthcoming

    (Why) do central banks care about their profits?

    Goncharov, I., Ioannidou, V. & Schmalz, M. C., 13/12/2021, (Accepted/In press) In: Journal of Finance.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    The future of corporate reporting: a review article

    Beattie, V., 2000, In: Irish Accounting Review. 7, 1, p. 1-36 36 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. 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

  6. Published

    Managerentlohnung mit Aktienoptionen

    Adam-Müller, A. F. A., 2001, Handbuch Corporate Finance: Konzepte, Strategien und Praxiswissen für das moderne Finanzmanagement. 2nd ed. Köln: Deutscher Wirtschaftdienst, p. 1-56 56 p.

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

  7. Published

    Stock Option Plans für das Top-Management

    Adam-Müller, A. F. A., 2001, Corporate Governance, Shareholder Value and Finance. Milestones in Management. Stuttgart: Helbing und Lichtenhahn, Vol. IX. p. 331-362 32 p.

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

  8. Published

    Reversible real options

    Shackleton, M. B. & Wojakowski, R. M., 2001, Mathematical Finance. Boston: Birkhauser, p. 339-344 6 p.

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

  9. Published

    On option expected returns

    Wojakowski, R. M. & Shackleton, M. B., 2001, Mathematical Finance. Boston: Birkhauser, p. 365-374 10 p.

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

  10. Published

    Exotic options

    Schäfer, K. & Adam-Müller, A. F. A., 1998, Handbuch Corporate Finance: Konzepte, Strategien und Praxiswissen für das moderne Finanzmanagement. 2nd ed. Köln: Deutscher Wirtschaftdienst, p. 1-32 32 p.

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

  11. Published

    Introduction

    Peasnell, K. & Brief, R., 17/12/1995, Clean Surplus: A Link Between Accounting and Finance. Brief, R. P. & Peasnell, K. V. (eds.). Routledge, p. ix-xxix 21 p. (Routledge New Works in Accounting History).

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

  12. Published

    Monetary policy, risk taking, and pricing: evidence from a quasi-natural experiment

    Ioannidou, V., Ongena, S. & Peydró, J. L., 2015, In: Review of Finance. 19, 1, p. 95-144 50 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  13. Published

    Corporate cash flow and stock price exposures to foreign exchange rate risk

    Bartram, S., 2007, In: Journal of Corporate Finance. 13, 5, p. 981-994 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

    Discussion of U.S. managers' use of 'pro-forma' adjustments to meet strategic earnings targets

    Kiosse, P., 2009, In: Journal of Business Finance and Accounting. 36, 3-4, p. 327-335 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  15. Published

    Value-at-risk disclosure and cost of equity capital

    Gao, Z. & Chen, H., 2010, In: Global Economy and Finance Journal. 3, 2, p. 61-75 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  16. Published

    Investment bank reputation and initial public offerings

    Kolff, L., Huijgen, C. & Lubberink, M., 2001, In: Tijdschrift voor Corporate Finance. 6, 3, p. 6-15 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. Published

    On the persistent undestatement of shareholders’ equity in Europe

    Garcia Lara, J. M. & Mora, A., 2003, In: Spanish Journal of Finance and Accounting. 115, p. 44-68 25 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  18. Published

    The asymmetric timeliness of earnings in a European context

    Garcia Lara, J. M. & Mora, A., 2003, In: Spanish Journal of Finance and Accounting. 116, p. 235-264 30 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  19. Published

    Are equities real(ly) options? Understanding the size, book-to-market and earnings-to-price factors

    Pope, P. F. & Stark, A. W., 1999, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  20. 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

  21. Unpublished

    Essays on Empirical Asset Pricing

    Tian, K., 8/08/2024, (Unpublished) Lancaster University. 119 p.

    Research output: ThesisDoctoral Thesis

  22. Published

    The Relevance and Utility of Leading Accounting Research

    Unerman, J. & O'Dwyer, B., 2010, London: Certified Accountants Educational Trust. (ACCA research report)

    Research output: Book/Report/ProceedingsBook

  23. Published

    Improved Portfolio Choice Using Second Order Stochastic Dominance

    Jackwerth, J. C., Hodder , J. E. & Kolokolova, O., 31/07/2015, In: Review of Finance. 19, 4, p. 1623-1647 25 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  24. Published

    Earnings management and the distribution of earnings relative to targets: UK evidence

    Singh, A., Gore, J. P. O. & Pope, P. F., 2002, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  25. Published

    Why hedge? Rationales for corporate hedging and value implications

    Aretz, K., Bartram, S. & Dufey, G., 2007, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  26. Published

    Compensation Consultants and Executive Pay

    Conyon, M., 2010, Corporate Governance: A Synthesis of Theory, Research, and Practice. Baker, H. K. & Anderson, R. (eds.). London: John Wiley & Sons, Inc., p. 285-302 18 p. (Robert W. Kolb Series).

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

  27. Unpublished

    Essays on corporate social responsibility

    Yan, J., 21/09/2020, (Unpublished) Lancaster University. 103 p.

    Research output: ThesisDoctoral Thesis

  28. Published

    Accounting comparability and the accuracy of peer-based valuation models

    Young, S. & Zeng, Y., 6/08/2014, Lancaster University Management School, p. 1-50, 50 p. (Department of Accounting and Finance Working Paper Series; no. AF2014/15WP02).

    Research output: Working paper

  29. Published

    Competition without fungibility: evidence from alternative market structures for derivatives

    Bartram, S. & Fehle, F. R., 2007, In: Journal of Banking and Finance. 31, 3, p. 659-677 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  30. Published

    The impact of the introduction of the Euro on foreign exchange rate risk exposures

    Bartram, S. & Karolyi, G. A., 2006, In: Journal of Empirical Finance. 13, 4, p. 519-549 31 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  31. Published

    Discussion of "A UK test of an inflation-adjusted Ohlson model"

    O'Hanlon, J. F., 2005, In: Journal of Business Finance and Accounting. 32, 3-4, p. 535-547 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  32. Published

    Do better-governed Australian firms make more informative disclosures?

    Beekes, W. A. & Brown, P., 2006, In: Journal of Business Finance and Accounting. 33, 3-4, p. 422-450 29 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  33. Published

    A theory of takeovers and disinvestment

    Lambrecht, B. M. & Myers, S. C., 2007, In: Journal of Finance. 62, 2, p. 809-845 37 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  34. Published

    Day of the week effects in the UK equity market: a cross-sectional analysis

    Choy, A. & O'Hanlon, J. F., 1989, In: Journal of Business Finance and Accounting. 16, 1, p. 89-104 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  35. Published

    Informational efficiency in the UK, US, Canadian and Japanese equity markets: a note

    Kamarotou, H. & O'Hanlon, J. F., 1989, In: Journal of Business Finance and Accounting. 16, 2, p. 183-192 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  36. Published

    The relationship in time between annual accounting returns and annual stock market returns in the UK

    O'Hanlon, J. F., 1991, In: Journal of Business Finance and Accounting. 18, 3, p. 305-314 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  37. Published

    Discussion of: G. Whittington and M. Tippett: The components of accounting ratios as co-integrated variables

    O'Hanlon, J. F., 1999, In: Journal of Business Finance and Accounting. p. 1275-1280 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  38. Published

    Discussion of S. Cahan et al.: Value-relevance of mandated comprehensive income disclosures

    O'Hanlon, J. F., 2000, In: Journal of Business Finance and Accounting. p. 1303-1311 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  39. Published

    Joint Venture instability in developing countries under entry

    Banerjee, S. & Mukherjee, A., 2010, In: International Review of Economics and Finance. 19, p. 603-614 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  40. Published

    Durable vs disposable equipment choice under interest rate uncertainty

    Shackleton, M. B. & Dias, J. C., 2009, In: European Journal of Finance. 15, 2, p. 157-167 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  41. Published

    Discussion of Do acquirers manage earnings prior to a share for share bid?

    Young, S. E., 2008, In: Journal of Business Finance and Accounting. 35, 5/6, p. 671-678 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  42. Published

    Return/earnings regressions and residual income: empirical evidence

    O'Hanlon, J. F., 1995, In: Journal of Business Finance and Accounting. 22, 1, p. 53-66 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  43. Published

    Intraday effects of foreign exchange intervention by the Bank of Japan

    Chang, Y. & Taylor, S. J., 1998, In: Journal of International Money and Finance. 17, p. 191-210 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  44. Published

    Conditional volatility and the informational efficiency of the PHLX currency options markets

    Xu, X. & Taylor, S. J., 1995, In: Journal of Banking and Finance. 19, p. 803-821 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  45. Published

    The incremental volatility information in one million foreign exchange quotations

    Xu, X. & Taylor, S. J., 1997, In: Journal of Empirical Finance. 4, p. 317-340 24 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  46. Published

    The increasing use of non-executive directors: its impact on UK board structure and governance arrangements

    Young, S. E., 2000, In: Journal of Business Finance and Accounting. 27, 9,10, p. 1311-1342 32 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  47. Published

    Systematic measurement error in the estimation of discretionary accruals: an evaluation of alternative modelling procedures

    Young, S. E., 1999, In: Journal of Business Finance and Accounting. 26, 7/8, p. 833-862 30 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  48. Published

    Discussion of ownership structure, firm performance and top executive change: an analysis of UK firms

    Young, S. E., 1998, In: Journal of Business Finance and Accounting. 25, 9,10, p. 1119-1126 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  49. Published

    Estimating the equity risk premium using accounting fundamentals

    Steele, A. & O'Hanlon, J. F., 2000, In: Journal of Business Finance and Accounting. 27, 9,10, p. 1051-1083 33 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  50. Published

    The articulation of returns and accounting-related variables when returns lead earnings: UK evidence

    O'Hanlon, J. F., 1998, In: Journal of Business Finance and Accounting. 9, 10, p. 1163-1201 39 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  51. Published

    Fixed asset revaluation and equity depletion in the UK

    Lin, Y. N. & Peasnell, K. V., 2000, In: Journal of Business Finance and Accounting. 27, p. 359-394 36 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  52. Published

    Discussion of "Earnings management using asset sales: an international study of countries allowing asset revaluation"

    Peasnell, K. V., 1998, In: Journal of Business Finance and Accounting. 25, p. 1319-1324 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  53. Published

    The relation between incremental subsidiary earnings and future stock returns in Japan

    Pope, P. F., 2001, In: Journal of Business Finance and Accounting. 28, 9/10, p. 1141-1148 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  54. Published

    Discussion of "Positive (Zero) NPV projects and the behavior of residual earnings"

    Pope, P. F. & Wang, P., 2003, In: Journal of Business Finance and Accounting. 30, 1,2, p. 17-24 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  55. Published

    Stock index and price dynamics in the U.K. and the U.S.: new evidence from a trading rule and statistical analysis

    Taylor, S. J., 2000, In: European Journal of Finance. 6, p. 36-69 34 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  56. Published

    Hedging price risk when real wealth matters

    Adam-Müller, A. F. A., 2000, In: Journal of International Money and Finance. 19, 4, p. 549-560 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  57. Published

    Risk management with derivatives by dealers and market quality in government bond markets

    Naik, N. Y. & Yadav, P. K., 2003, In: Journal of Finance. 58, 5, p. 1873-1904 32 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  58. Published

    Predicting corporate failure in the UK: a multidimensional scaling approach

    Mar Molinero, C. & Neophytou, E., 2004, In: Journal of Business Finance and Accounting. 31, 5,6, p. 677-710 34 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  59. Published

    No place to hide: the global crisis in equity markets in 2008/09

    Bartram, S. & Bodnar, G. M., 2009, In: Journal of International Money and Finance. 28, 8, p. 1246-1292 47 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  60. Published

    The time series properties of the components of clean surplus earnings: UK evidence

    O'Hanlon, J. F., 1996, In: Journal of Business Finance and Accounting. 23, 2, p. 159-183 25 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  61. Published

    Time series behaviour, predictability and speculation in the Hong Kong Foreign - exchange market

    Peasnell, K. & Lui, Y. H., 31/03/1989, In: Journal of Business Finance and Accounting. 16, 2, p. 145-163 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  62. Published

    Performance of a relative decline model: an efficient markets interpretation of some results of Jones, Tweedie and Whittington

    Peasnell, K. & Skerratt, L., 30/06/1978, In: Journal of Business Finance and Accounting. 5, 2, p. 261-267 7 p.

    Research output: Contribution to Journal/MagazineComment/debatepeer-review

  63. Published

    price indices for current cost accounting a reply and some further evidence

    Peasnell, K. & Skerratt, L., 31/03/1977, In: Journal of Business Finance and Accounting. 4, 1, p. 139-144 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  64. Published

    Long term debt and shareholder wealth: a comment

    Peasnell, K. & Skerratt, L., 30/09/1976, In: Journal of Business Finance and Accounting. 3, 3, p. 137-141 5 p.

    Research output: Contribution to Journal/MagazineComment/debatepeer-review

  65. Published

    The present value concept in financial reporting: a reply

    Peasnell, K. & Skerratt, L., 30/09/1978, In: Journal of Business Finance and Accounting. 5, 3, p. 389-394 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  66. Published

    La conversion des operations et des comptes en monnaies etrangeres

    Taylor, P., 1997, Comptabilite Internationale. Haller, G., Raffournier, B. & Walton, P. (eds.). Vuibert, p. 451-482 32 p.

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

  67. Published

    Accounting for Complex Enterprises: Groups and Segments

    Taylor, P., 1981, Developments in the Accounting System in the UK. Oyachi, H. (ed.). Japan: Dobhun Kan, p. 101-123 23 p.

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

  68. Published

    Price Level Accounting

    Taylor, P., 1980, Survey Of Published Accounts 1980. Skerratt, L. C. L. (ed.). London: Institiute of Chartered Accountants in England and Wales, p. 225-255 31 p.

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

  69. Published

    Inflation Accounting.

    Taylor, P., 1980, Survey of Published Accounts 1979. Skerratt, L. (ed.). London: Institiute of Chartered Accountants in England and Wales, p. 47-69 23 p.

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

  70. Published

    Empirical research in financial accounting

    Peasnell, K., 1981, Essays in British Accounting Research. Bromwich, M. & Hopwood, A. (eds.). London: Pitman, p. 104-129 26 p.

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

  71. Published

    Accounting in developing countries: the search for appropriate technologies

    Peasnell, K., 23/12/1992, Research in Third World Accounting. London and Greenwich, Connecticut: JAI Press, Vol. 2. p. 1-16 16 p.

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

  72. Published

    Future Prospects for Research

    Peasnell, K., 1/01/1989, International pressures for accounting change . Hopwood, A. (ed.). Prentice-Hall, p. 215-218 4 p.

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

  73. Published

    Forecast reporting

    Peasnell, K., 1/06/1981, Developments in financial reporting . Lee, T. A. (ed.). Philip Allan, p. 98-122 25 p.

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

  74. Published

    Introduction

    Nolte, I. & Salmon, M., 14/04/2016, High Frequency Trading and Limit Order Book Dynamics. Taylor and Francis Inc., p. 1-4 4 p.

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

  75. Published

    Who disciplines bank managers?

    Schaeck, K., Cihak, M., Maechler, A. & Stolz, S., 1/01/2012, In: Review of Finance. 16, 1, p. 197-243 46 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  76. Published

    Pricing options with American style average reset features

    Chung, S. L., Shackleton, M. B. & Chang, C. C., 2004, In: Quantitative Finance. 4, 3, p. 292-300 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  77. Published

    Non-Audit services, auditor independence and earnings management

    Singh, A., Gore, J. P. O. & Pope, P. F., 2001, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  78. Published

    The Relation Between Accounting Comparability and Firm Productivity

    Chircop, J., 1/01/2024, In: Journal of Accounting, Auditing and Finance. 39, 1, p. 29 - 56 28 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  79. Published

    The role of credibility in the relation between management forecasts and analyst forecasts in Japan

    Aman, H., Beekes, W., Chang, M. & Wee, M., 1/06/2019, In: Pacific-Basin Finance Journal. 55, p. 29-45 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  80. Published

    Litigation Risk and Auditor Conservatism: A UK-US Comparison

    Li, S., Beekes, W. A. & Peasnell, K. V., 2009, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  81. Published

    On the timeliness of price discovery

    Beekes, W. A. & Brown, P., 2006, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  82. Published

    Some recent developments in capital market theory: a survey

    Stapleton, R. C., 1998, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  83. Published

    Long run asymmetric relationships between Islamic and conventional equity indices

    Alexakis, C., Pappas, V. & Tsikouras, A., 2015, Lancaster: Lancaster University, Department of Economics, 30 p. (Economics Working Paper Series; vol. 2015, no. 2).

    Research output: Working paper

  84. Published

    Does equity analyst research lack rigor and objectivity? Evidence from conference call questions and research notes

    Salzedo, C., Young, S. & El-Haj, M., 6/08/2014, Lancaster University Management School, p. 1-50, 50 p. (Department of Accounting and Finance Working Paper Series; no. AF2014/15WP01).

    Research output: Working paper

  85. Published

    The determinants of the intermediary spread: evidence from Australian, UK and USA-based international equity funds

    Klumpes, P. J. M., 1996, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  86. Published

    Auditor liability and the impact of the ASB's statement of principles: an examination of lobbying

    Gore, J. P. O., 1999, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  87. Published

    A non-parametric spectral test of serial correlation

    Shackleton, M. B., 1999, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  88. Published

    Taking stock at the new millennium: a study of twelve stock markets

    Lin, H. & Poon, S., 2000, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  89. Published

    Efficient quadratic approximation of floating strike Asian option values

    Chung, S. L., Shackleton, M. B. & Wojakowski, R. M., 2000, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  90. Published

    Payout, debt and takeovers in declining industries

    Myers, S. C. & Lambrecht, B. M., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  91. Published

    Techniques to estimate financial exposures of nonfinancial corporations

    Bartram, S., 2000, Handbook of Risk Management. Bad Soden: Uhlenbruch, p. 1267-1294 28 p.

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

  92. Published

    How does the market price pension accruals?

    Kiosse, V., Lubberink, M. & Peasnell, K., 2007, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  93. Published

    Beyond internal capital markets: the in-house transmission of adverse sales shocks and the collateral channel

    Chang, Y. Y. & Dasgupta, S., 12/2007, In: Journal of Corporate Finance. 13, 5, p. 743-770 28 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  94. Published

    Slow- and fast-moving information content of CDS spreads: new endogenous systematic factors

    Lin, M. T., Kolokolova, O. & Poon, S. H., 31/01/2021, In: European Journal of Finance. 27, 1-2, p. 136-157 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  95. Published

    Another look at contagion across United States and European financial markets: Evidence from the credit default swaps markets

    Tsionas, M. G. & Apergis, N., 31/01/2023, In: International Journal of Finance and Economics. 28, 1, p. 1137-1155 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  96. 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

  97. Published

    Influence of media coverage and sentiment on seasoned equity offerings

    Sun, J., Zhou, Y., Wang, J. & Guo, J., 24/04/2020, In: Accounting and Finance. 60, S1, p. 557-585 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  98. Published

    The valuation of american options with stochastic interest rates: a generalization of the Geske-Johnson technique

    Ho, T. S., Stapleton, R. C. & Subrahmanyam, M. G., 1996, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  99. Published

    The risk of a currency swap: a multivariate-binomial methodology

    Subrahmanyam, M. G., Stapleton, R. C. & Ho, T. S., 1997, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  100. Published

    What role taxes and regulation? A second look at open market share buyback activity in the U.K.

    Oswald, D. & Young, S. E., 2004, In: Journal of Business Finance and Accounting. 31, 1-2, p. 257-292 36 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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