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  1. 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

  2. Published

    Are equities real(ly) options: understanding the book-to-market, size and earnings yield factors

    Stark, A. W. & Pope, P. F., 1997, First International Quantitative Investment Seminar ( ) - 1997. N/A: unknown

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paperpeer-review

  3. Published

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

    Taylor, S. J., 2005, Stochastic Volatility: Selected Readings. Oxford: Oxford University Press, p. 60-82 23 p.

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

  4. Published

    Meervoudige beursnoteringen en conservatisme in de winstbepaling

    Huijgen, C. A. & Lubberink, M., 2003, Informatie en waarde, liber amicorum voor Prof. Dr. D.W. Feenstra. Groningen: Vakgroep Financiering, Belegging & Accounting, Faculteit der Economische Wetenschappen, Rijksuniversiteit Groningen, p. 105-116 12 p.

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

  5. Published

    Währungsmanagement

    Franke, G. & Adam-Müller, A. F. A., 2001, Handwörterbuch des Bank - und Finanzwesens. Stuttgart: Schäffer-Poeschel, p. 2179-2193 15 p.

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

  6. Published

    Strategic sequential investments and sleeping patents

    Lambrecht, B. M., 2000, Project Flexibility, Agency, and Product Market Competition: New Developments in the Theory and Application of Real Options Analysis. Oxford: Oxford University Press, p. 297-323 27 p.

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

  7. Published

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

    Taylor, S. J. & Xu, X., 2003, Financial Forecasting. Cheltenham: Edward Elgar, Vol. 2. p. 518-536 19 p.

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

  8. Published

    Stock index futures arbitrage: international evidence

    Pope, P. F. & Yadav, P. K., 1997, Futures Markets. Cheltenham: Edward Elgar

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

  9. Published

    Is that your final answer? Encouraging student participation using a personal response system

    Beekes, W. A., 2009, Enhancing Student-Centred Learning in Business and Management, Hospitality, Leisure, Sport, Tourism. Oxford: The Higher Education Academy, Oxford Brookes University, p. 76-86 11 p.

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

  10. Published

    Another look at the deprival value approach to depreciation

    Bell, P. & Peasnell, K., 10/07/1997, The Development of Accounting in an International context : A Festschrift in Honour of R.H. Parker. Cooke, T. E. & Notes, C. W. (eds.). 1997 ed. London: Routledge, p. 122-148 27 p.

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