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  1. Published

    The profitability of momentum investing

    Strong, N., Liu, W. & Xu, G. X., 1999, In: Journal of Business Finance and Accounting. 26, p. 1043-1091 49 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Published

    The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class

    Peel, D. & Christodoulakis, G., 2006, In: Finance Research Letters. 3, 4, p. 273-276 4 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    The Time Series Properties of Financial Ratios: Lev Revisited

    Ioannides, C., Peel, D. & Peel, M. J., 2003, In: Journal of Business Finance and Accounting. 30, 5-6, p. 699-714 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    Omitted debt risk, financial distress and the cross-section of expected equity returns

    Aretz, K. & Shackleton, M. B., 2011, In: Journal of Banking and Finance. 35, 5, p. 1213-1227 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Enhancing betting against beta with stochastic dominance

    Kolokolova, O. & Xu, X., 31/03/2024, In: Journal of Empirical Finance. 76, 101465.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    Does religiosity influence venture capital investment decisions?

    Chircop, J., Johan, S. & Tarsalewska, M., 30/06/2020, In: Journal of Corporate Finance. 62, 14 p., 101589.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Forthcoming

    Accounting policies, distribution rules, and the financial performance of central banks

    Pizzo, C., Goncharov, I. & Novotny-Farkas, Z., 31/05/2025, (Accepted/In press) Central Bank Capital in Turbulent Times: The Risk Management Dimension of Novel Monetary Policy Instruments. Broeders, D., Houben, A. & Bonetti, M. (eds.). Cham: Springer, (Contributions to Finance and Accounting Series).

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

  8. Published

    An arbitrage rationale for tests of mutual fund performance

    Peasnell, K., Skerratt, L. & Taylor, P., 1979, In: Journal of Business Finance and Accounting. 6, 3, p. 373-399 27 p.

    Research output: Contribution to Journal/MagazineJournal article

  9. Published

    Option-implied volatilities and stock returns: evidence from industry-neutral portfolios

    Shackleton, M., Liu, X., Zhang, Y. & Pong, S., 2014, In: Journal of Portfolio Management. 41, 1, p. 65-77 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    Econometric Modelling of UK Executive Compensation

    Conyon, M., Peck, S. & Sadler, G., 2000, In: Managerial Finance. 26, 9, p. 3-20 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  11. Published

    Do outside directors limit earnings management?

    Peasnell, K. V., Pope, P. F. & Young, S. E., 2006, In: Corporate Finance Review. 10, 5, p. 5-10 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  12. Published

    Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits

    Hwang, S., Keswani, A. & Shackleton, M. B., 2008, In: Journal of Banking and Finance. 32, 5, p. 643-653 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  13. Published

    Cash holdings and employee welfare

    Ghaly, M., Anh Dang, V. & Stathopoulos, K., 08/2015, In: Journal of Corporate Finance. 33, p. 53-70

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

    How should firms selectively hedge? Resolving the selective hedging puzzle.

    Wojakowski, R., 06/2012, In: Journal of Corporate Finance. 18, 3, p. 560-569 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  15. Published

    Operating leases and the assessment of lease-debt substitutability

    Beattie, V., Goodacre, A. & Thomson, S. J., 03/2000, In: Journal of Banking and Finance. 24, 3, p. 427-470 44 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  16. Published

    The fast track IPO: success factors for taking firms public with SPACs

    Cumming, D., Hass, L. H. & Schweizer, D., 10/2014, In: Journal of Banking and Finance. 47, p. 198-213 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. Published

    Second report on the roll-out of the NGfL programme in ten pathfinder LEAs

    Somekh, B., Woodrow, D., Barnes, S., Triggs, P., Sutherland, R., Passey, D., Holt, H., Harrison, C., Fisher, T., Flett, A. & Joyes, G., 2002, London: HMSO. 49 p. (ICT in schools research and evaluation)

    Research output: Book/Report/ProceedingsBook

  18. Published

    NGfL pathfinders : final report on the roll-out of the NGfL programme in ten pathfinder LEAs.

    Somekh, B., Woodrow, D., Barnes, S., Triggs, P., Sutherland, R., Passey, D., Holt, H., Harrison, C., Fisher, T., Flett, A. & Joyes, G., 2002, London: HMSO. 33 p. (ICT in schools research and evaluation)

    Research output: Book/Report/ProceedingsBook

  19. Published

    Returns synchronization and daily correlation dynamics between international stock markets

    Poon, S. & Martens, M. P. E., 1999, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  20. Published

    Who Likes It More? Using Response Times To Elicit Group Preferences in Surveys

    Alos Ferrer, C. & Garagnani, M., 4/06/2025, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  21. Published

    Hierarchical Risk Parity: Accounting for Tail Dependencies in Multi-asset Multi-factor Allocations

    Lohre, H., Rother, C. & Schäfer, K. A., 30/06/2020, Machine Learning for Asset Management: New Developments and Financial Applications. Jurczenko, E. (ed.). Chichester: John Wiley & Sons, p. 332-368 37 p. (Innovation, Entrepreneurship and Management Series).

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

  22. Published

    Managerial incentives and strategic choices of firms with different ownership structures

    Banerjee, S. & Homroy, S., 02/2018, In: Journal of Corporate Finance. 48, p. 314-330 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  23. Published

    How important is the term structure in implied volatility modelling: evidence from foreign exchange options

    Chalamandaris, G. & Tsekrekos, A., 06/2011, In: Journal of International Money and Finance. 30, 4, p. 623-640 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  24. Published

    Women and the financing of entrepreneurial ventures: More pieces for the jigsaw

    Leitch, C. & Hill, F., 2006, In: Venture Capital: An International Journal of Entrepreneurial Finance. 8, 1, p. 1-14 14 p.

    Research output: Contribution to Journal/MagazineEditorialpeer-review

  25. Published

    Closed-form transformations from risk-neutral to real-world distributions

    Liu, X., Shackleton, M. B., Taylor, S. J. & Xu, X., 2007, In: Journal of Banking and Finance. 31, 5, p. 1501-1520 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review