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  1. Unpublished

    Asymmetric estimation of DVAs: Evidence based on structural credit risk models

    Lin, W., Panaretou, A. & Pawlina, G., 2018, (Unpublished) Lancaster: The Department of Accounting and Finance.

    Research output: Working paper

  2. Published

    An adaptive procedure for estimating coherent riskmeasures based on generalized scenarios

    Lesnevski, V., Nelson, B. L. & Staum, J., 2008, In: Journal of Computational Finance. 11, p. 1-31 31 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    On the Built-in-Flexibility of Taxation and the Deterministic and the Stochastic Stability of MacroModels with Different Expectations Schemes

    Peel, D., 1979, In: Public Finance. p. 258-266 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    Operations research diffusion in healthcare management

    Langabeer, J. & Worthington, D. J., 2010, In: Journal of Health Care Finance. 36, 3, p. 73-87 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Accounting narratives: storytelling, philosophising and quantification

    Urquhart, V. A. & Davison, J., 2015, In: Accounting and Business Research. 45, 6-7, p. 655-660 660 p.

    Research output: Contribution to Journal/MagazineEditorial

  6. Published

    High frequency trading and limit order book dynamics

    Nolte, I. (Editor), Salmon, M. (Editor) & Adcock, C. (Editor), 25/11/2014, London: Routledge. 320 p.

    Research output: Book/Report/ProceedingsBook

  7. Unpublished

    The value of growth: changes in profitability and future stock returns

    Sotes-Paladino, J., Wang, J. & Yao, Y., 2017, (Unpublished).

    Research output: Working paper

  8. Published

    A Generalized Heterogeneous Autoregressive Model using the Market Index

    Hizmeri, R., Izzeldin, M., Nolte, I. & Pappas, V., 31/08/2022, In: Quantitative Finance. 22, 8, p. 1513-1534 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals

    Taylor, M. P. & Peel, D., 2000, In: Journal of International Money and Finance. p. 33-53 21 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    Corporate Accounting Data, Capital Market Information and Wage Increases of the Firm

    Peel, D. & Pope, P., 06/1984, In: Journal of Business Finance and Accounting. 11, 2, p. 177-188 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review