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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)

  11. Published

    Summary and conclusions

    Hopwood, A., Unerman, J., Fries, J. & McCulloch, K., 2010, Accounting for Sustainability: Practical Insights. Hopwood, A., Unerman, J. & Fries, J. (eds.). Earthscan, p. 233-242 10 p.

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

  12. Published

    Corporate transparency and risk management disclosure of European issuers in the United States

    Bartram, S., Stadtmann, G. & Wissmann, M. F., 2006, Corporate and Institutional Transparency for Economic Growth in Europe. London, New York and Amsterdam: Elsevier, p. 311-341 31 p.

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

  13. Published

    10-K Filing length and M&A returns

    Chircop, J. & Tarsalewska, M., 29/02/2020, In: European Journal of Finance. 26, 6, p. 532-553 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

    Buyer-supplier relationships and the stakeholder theory of capital structure

    Banerjee, S., Dasgupta, S. & Kim, Y., 10/2008, In: Journal of Finance. 63, 5, p. 2507-2552 46 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  15. Published

    A Lintner Model of Payout and Managerial Rents

    Lambrecht, B. & Myers, S. C., 10/2012, In: Journal of Finance. 67, 5, p. 1761-1810 50 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  16. Published

    Corporate risk management and firm value: evidence from the UK market

    Panaretou, A., 12/2014, In: European Journal of Finance. 20, 12, p. 1161-1186 26 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. Published

    Executive board composition and bank risk taking

    Berger, A. N., Kick, T. & Schaeck, K., 1/10/2014, In: Journal of Corporate Finance. 28, p. 48-65 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  18. Published

    A Model of the Supply of Executives for Outside Directorships

    Conyon, M. & Read, L., 06/2006, In: Journal of Corporate Finance. 12, 3, p. 645-659 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  19. Published

    Momentum, contrarian, and the January seasonality

    Yao, Y., 10/2012, In: Journal of Banking and Finance. 36, 10, p. 2757-2769 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  20. Published

    Financial constraints, competition and hedging in industry equilibrium

    Dasgupta, S., 10/2007, In: Journal of Finance. 62, 5, p. 2445-2473 29 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  21. Published

    Private Equity Benchmarks and Portfolio Optimization

    Cumming, D., Hass, L. H. & Schweizer, D., 09/2013, In: Journal of Banking and Finance. 37, 9, p. 3515–3528 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  22. Published

    Corporate risk management as a lever for shareholder value creation

    Bartram, S., 2000, In: Financial Markets, Institutions and Instruments. 9, 5, p. 279-324 46 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  23. Published

    Impact on option prices of divergent consumer confidence

    Huang, J., 2003, In: Review of Derivatives Research. 6, 3, p. 165-177 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  24. Published

    Option pricing bounds and the elasticity of the pricing kernel

    Huang, J., 2004, In: Review of Derivatives Research. 7, 1, p. 25-51 27 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  25. Published

    On the performance of cryptocurrency funds

    Bianchi, D. & Babiak, M., 31/05/2022, In: Journal of Banking and Finance. 138, 23 p., 106467.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  26. Published

    Singular perturbation techniques applied to multi-asset option pricing

    Duck, P. W., Newton, D. P., Widdicks, M. & Yang, C., 2009, In: Mathematical Finance. 19, 3, p. 457-486 30 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  27. Published

    Leaders and followers in hot IPO markets

    Banerjee, S., Gucbilmez, U. & Pawlina, G., 04/2016, In: Journal of Corporate Finance. 37, p. 309-334 26 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  28. Published

    Spin-offs, externalities, and the economic justification of public expenditure on R"&"D

    Kaivanto, K., 2005, In: ICFAI Journal of Public Finance. 3, 4, p. 8-34 27 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  29. Published

    Forecasting currency volatility: a comparison of implied volatilities and AR(FI)MA models

    Pong, E., Shackleton, M. B., Taylor, S. J. & Xu, X., 2004, In: Journal of Banking and Finance. 28, 10, p. 2541-2563 23 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  30. Published

    The Euro and European financial market dependence

    Bartram, S., Taylor, S. J. & Wang, Y., 2007, In: Journal of Banking and Finance. 51, 5, p. 1461-1481 21 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  31. Published

    Deregulation and UK stock market volatility

    Pope, P. F., Yadav, P. K. & Peel, D., 1993, In: Journal of Business Finance and Accounting. 20, 3, p. 359-372 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  32. Published

    Stock market reaction to the appointment of outside directors

    Lin, S., Pope, P. F. & Young, S. E., 2003, In: Journal of Business Finance and Accounting. 30, 3,4, p. 351-382 32 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  33. Published

    The Black-Scholes equation revisited: asymptotic expansions and singular perturbations

    Widdicks, M., Duck, P. W., Andricopoulos, A. D. & Newton, D. P., 2005, In: Mathematical Finance. 15, 2, p. 373-391 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  34. Published

    Operating performance changes associated with corporate mergers and the role of corporate governance

    Carline, N. F., Linn, S. C. & Yadav, P. K., 2009, In: Journal of Banking and Finance. 33, 10, p. 1829-1841 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  35. Published

    Monte Carlo simulations and capital structure research

    Chang, X. & Dasgupta, S., 03/2011, In: International Review of Finance. 11, 1, p. 19-55 37 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  36. Published

    Trading volume and liquidity provision in cryptocurrency markets

    Bianchi, D., Babiak, M. & Dickerson, A., 30/09/2022, In: Journal of Banking and Finance. 142, 15 p., 106547.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  37. Published

    The information content of retail investors' order flow

    Nolte, I. & Nolte, S., 2016, In: European Journal of Finance. 22, 2, p. 80-104 25 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  38. Published

    Enhancing organizational global hegemony with narrative accounting disclosures: An early example

    Unerman, J., 2003, In: Accounting Forum. 27, 4, p. 425-448 24 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  39. Published

    What Drives a Firm's ES Performance? Evidence from Stock Returns

    Shackleton, M., Yan, J. & Yao, Y., 31/03/2022, In: Journal of Banking and Finance. 136, 19 p., 106304.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  40. Published

    Does branch religiosity influence bank risk taking?

    Chircop, J., Fabrizi, M., Ipino, E. & Parbonetti, A., 01/2017, In: Journal of Business Finance and Accounting. 44, 1-2, p. 271-294 24 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  41. Published

    Underinvestment, capital structure and strategic debt restructuring

    Pawlina, G., 5/12/2010, In: Journal of Corporate Finance. 16, 5, p. 679-702 24 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  42. Published

    Foreign Experience and CEO Compensation

    Conyon, M. J., Hass, L. H., Vergauwe, S. N. & Zhang, Z., 1/08/2019, In: Journal of Corporate Finance. 57, p. 102-121 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  43. Published

    Opportunistic behaviors of credit rating agencies and bond issuers

    Park, G. & Lee, H.-Y., 1/02/2018, In: Pacific-Basin Finance Journal. 47, p. 39-59 21 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  44. Published

    Differences in options investors’ expectations and the cross-section of stock returns

    Andreou, P., Kagkadis, A., Philip, D. & Tuneshev, R., 09/2018, In: Journal of Banking and Finance. 94, p. 315-336 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  45. Published

    Is Business Formation Driven by Sentiment or Fundamentals?

    Kaivanto, K. & Zhang, P., 22/07/2021, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  46. Published

    Board Size and Corporate Performance: Evidence from European Countries

    Conyon, M. & Peck, S., 1998, In: European Journal of Finance. 4, 3, p. 291-304 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  47. Published

    Executive Compensation and Corporate Governance in China

    Conyon, M. & He, L., 2011, In: Journal of Corporate Finance. 17, 4, p. 1158-1175 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  48. Published

    Corporate governance and the informativeness of disclosures in Australia: a re-examination

    Beekes, W., Brown, P. & Zhang, Q., 12/2015, In: Accounting and Finance. 55, 4, p. 931-963 33 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  49. Published

    The Structure of Corporate Holdings and Corporate Governance: Evidence from India

    Homroy, S. & Banerjee, S., 2015, Lancaster University, Department of Economics, (Economics Working Paper Series; vol. 2015, no. 13).

    Research output: Working paper

  50. Published

    How Do Laws and Institutions affect Recovery Rates on Collateral?

    Degryse, H., Ioannidou, V., Liberti, J. & 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

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