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  1. Published

    Time-Series Momentum in Nearly 100 Years of Stock Returns

    Lim, B., Wang, J. & Yao, Y., 1/12/2018, In: Journal of Banking and Finance. 97, p. 283-296 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. E-pub ahead of print

    Buyback behaviour and the option funding hypothesis

    Sonika, R. & Shackleton, M., 3/03/2020, (E-pub ahead of print) In: Journal of Banking and Finance.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    Forward foreign exchange rates and risk premia - a reappraisal

    Pope, P. F. & Peel, D., 1991, In: Journal of International Money and Finance. 10, 3, p. 443-456 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    Day of the week effects on stock returns: international evidence

    Ward, C., Condoyanni, L. & O'Hanlon, J. F., 1987, In: Journal of Business Finance and Accounting. 14, 2, p. 159-174 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Market recognition of differences in earnings persistence: UK evidence

    Poon, S., Yaansah, R. A. & O'Hanlon, J. F., 1992, In: Journal of Business Finance and Accounting. 19, 4, p. 625-639 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    Investment trust discounts and abnormal returns: UK evidence

    Cheng, A., Copeland, L. & O'Hanlon, J. F., 1994, In: Journal of Business Finance and Accounting. 21, 6, p. 813-831 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

    The expected return and exercise time of Merton-style real options

    Shackleton, M. B. & Wojakowski, R. M., 2002, In: Journal of Business Finance and Accounting. 29, 3-4, p. 541-555 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    Valuing the strategic option to terminate a life insurance business: theory and evidence

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

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    Modelling S&P 100 volatility: the information content of stock returns

    Blair, B. J., Poon, S. & Taylor, S. J., 2001, In: Journal of Banking and Finance. 25, 9, p. 1665-1679 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    Do share buybacks provide price support? Evidence from mandatory non-trading periods

    Keswani, A., Yang, J. & Young, S. E., 2007, In: Journal of Business Finance and Accounting. 34, 5-6, p. 840-860 21 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  11. Published

    Generalised Geske-Johnson interpolation of option prices

    Chung, S. L. & Shackleton, M. B., 2007, In: Journal of Business Finance and Accounting. 34, 5-6, p. 976-1001 26 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  12. Published

    Strategic entry and market leadership in a two-player real options game

    Shackleton, M. B., Tsekrekos, A. & Wojakowski, R. M., 2004, In: Journal of Banking and Finance. 28, 1, p. 179-201 23 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  13. Published

    Intraweek and intraday seasonalities in stock market risk premia: cash vs futures

    Pope, P. F. & Yadav, P. K., 1992, In: Journal of Banking and Finance. 16, 1, p. 233-270 38 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

    Stock index futures mispricing

    Pope, P. F. & Yadav, P. K., 1994, In: Journal of Banking and Finance. 18, 5, p. 921-953 33 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  15. Published

    Anarbitrage rationale for tests of mutual fund performance

    Peasnell, K., Sherratt, L. & Taylor, P., 1979, In: Journal of Business Finance and Accounting. 6, p. 1-29 29 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  16. Published

    The search for financial stability: Models, policies and prospects

    Duygun, M., Nolte, I., Sá, F. & Shaban, M., 1/12/2014, In: Journal of Banking and Finance. 49, p. 323-325 3 p.

    Research output: Contribution to Journal/MagazineEditorialpeer-review

  17. Published

    The economic value of volatility timing with realized jumps

    Nolte, I. & Xu, Q., 12/2015, In: Journal of Empirical Finance. 34, p. 45-59 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  18. Published

    Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices

    Taylor, S. J., 2018, Volatility. Andersen, T. & Bollerslev, T. (eds.). Cheltenham: Edward Elgar, p. 423-446 24 p. (The International Library of Critical Writings in Economics ).

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

  19. Published

    Time for a change: loan conditions and bank behavior when firms switch banks

    Ioannidou, V. & Ongena, S., 2010, In: Journal of Finance. 65, 5, p. 1847–1877 31 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  20. Published

    Optimal regional policies with education, labour mobility and occupational choice

    Johnes, G., 2003, In: Public Finance. 53, p. 489-494 6 p.

    Research output: Contribution to Journal/MagazineJournal article

  21. Published

    Earnings conservatism and equity raisings of cross-listed firms

    Lubberink, M. & Huijgen, C., 2010, What is Value?: liber amicrum for Frans Tempelaar. Feenstra, D., Kramer, M., Schipperijn, J. & Smid, P. (eds.). Groningen

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

  22. Published

    Corporate Governance in Singapore: A Case Analysis

    Conyon, M., 2006, International Corporate Governance: A Case Study Approach. Mallin, C. A. (ed.). Cheltenham: Edward Elgar Publishing, p. 187-217 31 p.

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

  23. Published

    Compensation Committees and CEO Pay

    Conyon, M., 2010, Handbook On International Corporate Governance: Country Analyses. Mallin, C. A. (ed.). Edward Elgar Publishing

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

  24. Published

    International differences in corporate social reporting and ethical relativism

    Lewis, L. & Unerman, J., 1998, Organisational Discourse: Pretexts, Subtexts and Contexts. KMCP

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

  25. Published

    Apskaita ir Infliacija: respublikinės mokslinės konferencijos medžiaga, Vilnius, 1994

    Unerman, J., 1994, Lietuvos Ukis Ir Ekonomikos Mokslas: respublikinės mokslinės konferencijos medžiaga, Vilnius, 1994. Brazaitis, Z. (ed.). Vilnius University, Lithuania

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

  26. Published

    Stock price volatility

    Taylor, S. J., 2008, The New Palgrave Dictionary of Economics (Vol 8). Basingstoke: Palgrave Macmillan, Vol. 8. p. 8-10 3 p.

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

  27. Published

    Accounting-based equity valuation

    Pope, P. F., 2004, The Blackwell Encyclopaedia of Management. 2 ed. Oxford: Blackwell, Vol. 1. p. 4-11 8 p.

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

  28. Published

    United Kingdom – group accounts

    Taylor, P. A., 2001, Transnational Accounting, 2nd Edition. London: Palgrave, p. 2717-2849 133 p.

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

  29. Published

    Kapitel 17, Behandlung Von Fremdwährungspositionen in Unternehmensabschlüssen

    Taylor, P. A., 2000, Unternehmenspublizität im Internationalen Wettbewerb. Stuttgart: Schäffer-Poeschel, p. 807-868 62 p.

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

  30. Published

    La conversion des operations et des comptes en monnaies etrangeres (foreign currency translation)

    Taylor, P. A., 1997, Comptabilite Internationale. Paris: Vuibert, p. 451-482 32 p.

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

  31. Published

    Sources and Applications of Funds 1980

    Taylor, P., 1981, Survey of Published Accounts 1980. Skerratt, L. (ed.). London: Institiute of Chartered Accountants in England and Wales, p. 270-288 19 p.

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

  32. Published

    Sources and Applications of Funds 1979.

    Taylor, P., 1980, Survey of Published Accounts 1979. Skerratt, L. (ed.). London: Institiute of Chartered Accountants in England and Wales, p. 208-220 13 p.

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

  33. Published

    Foreign currency translation

    Taylor, P. A., 1998, International Accounting. London: International Thomson Business Press, Vol. 1st ed. p. 356-388 33 p.

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

  34. Published

    United Kingdom - Group Accounts (1995)

    Taylor, P., 1995, Transnational Accounting (TRANSACC) 1st Edition. Ordelheide, D. (ed.). UK: Macmillan, Vol. 2. p. 2801-2957 157 p.

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

  35. Published

    Management control assurance in the different cultures and institutions of China and the UK

    Williamson, D., 2005, Challenges for China's Development: an Enterprise Perspective. London and New York: Routledge

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

  36. Published

    Trends in budgetary control and responsibility accounting

    Otley, D. T., 2006, Contemporary Issues in Management Accounting. Maidenhead: Open University Press, p. 291-307 17 p.

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

  37. Published

    Foreign currency translation and hedging

    Taylor, P. A., 2003, International Accounting. 2 ed. London: Thomson Learning, p. 403-443 41 p.

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

  38. Published

    Forecasting the volatility of currency exchange rates

    Taylor, S. J., 2003, Financial Forecasting. Cheltenham: Edward Elgar, p. 389-400 12 p.

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

  39. Published

    Boom time for buybacks

    Young, S. E., 2004, The UK Stock Exchange Almanac 2005. Petersfield: Harriman House, p. 106 106 p.

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

  40. Published

    Earnings management and corporate governance

    Young, S. E., 2004, The Blackwell Encyclopaedia of Management. 2 ed. Oxford: Blackwell, Vol. 1. p. 166-170 5 p.

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

  41. Published

    Have the standard-setters gone too far, or not far enough, with fair value accounting?”

    Peasnell, K., 8/06/2018, The Routledge Companion to Fair Value Accounting. Livne, G. & Markarian, G. (eds.). 1 ed. London and New York: Routledge, p. 56-72 17 p.

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

  42. Published

    technological change and other aspects of the definition of replacement cost for managerial purposes

    Peasnell, K., 1/03/1984, Replacement Costs for Managerial Purposes . Klaassen, J. & Verburg, P. (eds.). 1984 ed. Amsterdam: North-Holland, Vol. 6. p. 170-206 36 p.

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

  43. Published

    Accounting and accountability for NGOs

    Unerman, J. & O'Dwyer, B., 2012, Handbook of Accounting and Development. Hopper, T., Tsamenyi, M., Uddin, S. & Wickramasinghe, D. (eds.). Cheltenham: Edward Elgar Publishing Ltd., p. 143-161 19 p.

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

  44. Published

    Evolution of risk, opportunity and the business case in embedding connected reporting at BT

    Unerman, J. & O'Dwyer, B., 2010, Accounting for Sustainability: Practical Insights. Hopwood, A., Unerman, J. & Fries, J. (eds.). Earthscan, p. 149-171 23 p.

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

  45. Published

    Introduction to the accounting for sustainability: case studies

    Hopwood, A. & Unerman, J., 2010, Accounting for Sustainability: Practical Insights. Hopwood, A., Unerman, J. & Fries, J. (eds.). Earthscan, p. 1-28 28 p.

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

  46. Published

    Measuring performance: the accounting perspective

    Otley, D. T., 2002, Business Performance Measurement: Theory and Practice. Cambridge: Cambridge University Press, p. 3-21 19 p.

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

  47. Published

    Corporate governance and executive compensation: an institutional overview

    Bartram, S. & Zakaria, I., 2008, Markets and Compensation for Executives in Europe. Bingley: Emerald Group Publishing Ltd.

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

  48. Published

    Research News Story

    Wang, D., 21/05/2025

    Research output: Exhibits, objects and web-based outputsDigital or Visual Products

  49. Published

    Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns

    Blair, B. J., Poon, S. & Taylor, S. J., 2010, Handbook of Quantitative Finance and Risk Management. Lee, C.-F., Lee, A. C. & Lee, J. (eds.). Berlin: Springer, p. 1333-1344 12 p.

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

  50. Published

    Corporate fraud and bank loan contracting: Chinese evidence

    Hass, L. H., Müller, M. & Zhang, Z., 16/07/2015, Sustainable entrepreneurship in China: ethics, corporate governance, and institutional reforms. Cumming, D., Firth, M., Hou, W. & Lee, E. (eds.). London: Palgrave Macmillan

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

  51. Unpublished

    The Spread of Corporate Misconduct: Determinants, Consequences and Regulatory Responses

    Marangoni, C., 07/2021, (Unpublished) Lancaster University.

    Research output: ThesisDoctoral Thesis

  52. Published

    Explaining Adverse Behavioural Impact of Performance Management Systems in a Professional Accounting Firm

    Ururuka, V., Otley, D. T. & Beekes, W. A., 2009, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  53. Published

    Tournament incentives and corporate fraud

    Hass, L. H., Müller, M. & Vergauwe, S., 10/2015, In: Journal of Corporate Finance. 34, p. 251-267 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  54. Published

    Public real estate and the term structure of interest rates: a cross-country study

    Akimov, A., Stevenson, S. & Zagonov, M., 11/2015, In: Journal of Real Estate Finance and Economics. 51, 4, p. 503-540 38 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  55. Published

    The Information Content of Dividends Hypothesis: Back to the Drawing Board?

    Taylor, P., 1979, In: Journal of Business Finance and Accounting. 6, 4, p. 495-525 31 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  56. Published

    The utility of gambling and the favourite long-shot bias

    Peel, D., 2004, In: European Journal of Finance. 10, 5, p. 370-390 21 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  57. Unpublished
  58. Published

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

    Ford, C. J., 6/08/2021, ICAEW. 9 p. (Innovation Know-How Series; no. 3 of 3)

    Research output: Book/Report/ProceedingsCommissioned report

  59. Published

    Target behavior and financing: how conclusive is the evidence?

    Chang, X. & Dasgupta, S., 08/2009, In: Journal of Finance. 64, 4, p. 1767-1796 30 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  60. Published

    Analyst coverage and financing decisions

    Chang, X., Dasgupta, S. & Hilary, G., 12/2006, In: Journal of Finance. 61, 6, p. 3009-3048 40 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  61. Published

    Optimal regional fiscal policies and workers' education, location and occupation: a note

    Johnes, G., 2004, In: Public Finance. 53, 3-4, p. 489-494 6 p.

    Research output: Contribution to Journal/MagazineJournal article

  62. Unpublished

    Can measurement-related disclosures enhance the credibility of fair value choices?

    Vergauwe, S. & Gaeremynck, A., 2015, (Unpublished).

    Research output: Working paper

  63. Published

    Reaching key financial reporting decisions: how UK directors and auditors interact

    Beattie, V., Fearnley, S. & Hines, T., 2011, Chichester: Wiley. 384 p.

    Research output: Book/Report/ProceedingsBook

  64. Published

    About publishing: reviewer shortage creates crisis for journal peer review system

    Beattie, V., 2014, European Accounting Association Newsletter, 46, 2, p. 10-12 3 p.

    Research output: Contribution to specialist publicationArticle

  65. Published

    In the Path of the Storm: Does Distress Risk Cause Industrial Firms to Risk-Shift?

    Aretz, K., Banerjee, S. & Pryshchepa, O., 31/10/2019, In: Review of Finance. 23, 6, p. 1115-1154 40 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  66. Published

    Starting on the Wrong Foot: Seasonality in Mutual Fund Performance

    Brown, S. J., Sotes-Paladino, J., Wang, J. & Yao, Y., 09/2017, In: Journal of Banking and Finance. 82, p. 133-150 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  67. Published

    Chinese executive compensation: where do we stand?

    Conyon, M. & He, L., 25/10/2013, Developing China's capital market: experiences and challenges. Cumming, D., Guariglia, A., Hou, W. & Lee, E. (eds.). Basingstoke: Palgrave

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

  68. Published

    Compensation Committees in the United States

    Conyon, M. & Kuchinskas, D., 2011, Handbook On International Corporate Governance: Country Analyses. Mallin, C. A. (ed.). 2nd ed. ed. Cheltenham: Edward Elgar Publishing

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

  69. Published

    Modelling stochastic volatility: a review and comparative study

    Taylor, S. J., 1998, Volatility: New Estimation Techniques for Pricing Derivatives. London: Risk Books, p. 95-108 14 p.

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

  70. Published

    The term structure of volatility implied by foreign exchange options

    Taylor, S. J., 1998, Currency Derivatives: Pricing Theory, Exotic Options, Hedging Applications. Chichester: John Wiley and Sons Ltd, p. 181-200 20 p.

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

  71. Published

    Financial reporting: the search for a conceptual framework

    Gore, J. P. O., 2000, The Current State of Business Disciplines. India: Spellbound Pubns Pvt Ltd, p. 179-200 22 p.

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

  72. Published

    International differences in the timeliness, conservatism and classification of earnings

    Pope, P. F., 2004, Developments in International Accounting: General Issues and Classification. Cheltenham: Edward Elgar

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

  73. Published

    Conjectured models for trends in financial prices, tests and forecasts

    Taylor, S. J., 2002, Forecasting Financial Markets (Volume 1). Cheltenham: Edward Elgar, Vol. 1. p. 212-236 25 p.

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

  74. Published

    Forecasting the volatility of currency exchange rates

    Taylor, S. J., 2002, Forecasting Financial Markets (Volume 2). Cheltenham: Edward Elgar, Vol. 2. p. 125-136 12 p.

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

  75. 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

  76. 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

  77. 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

  78. 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

  79. 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

  80. 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

  81. 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

  82. 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

  83. 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

  84. 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

  85. 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

  86. 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

  87. 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

  88. 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

  89. 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

  90. 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)

  91. 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

  92. 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

  93. 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

  94. 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

  95. 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

  96. 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

  97. 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

  98. 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

  99. 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

  100. Published

    The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates

    Taylor, S. J., 1998, Currency Derivatives: Pricing Theory, Exotic Options, Hedging Applications. Chichester: John Wiley and Sons Ltd, p. 165-180 16 p.

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

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