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  1. 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

  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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