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Items where Department is "Lancaster University Management School > Accounting & Finance" and Year is 2007

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Number of items: 42.

A

Andricopoulos, A D and Widdicks, M and Newton, D P and Duck, P W (2007) Extending quadrature methods to value multi-asset and complex path-dependent options. Journal of Financial Economics, 83 (2). pp. 471-499. ISSN 0304-405X

Aretz, K and Bartram, S and Dufey, G (2007) Why hedge? Rationales for corporate hedging and value implications. Working Paper. The Department of Accounting and Finance, Lancaster University.

Aretz, K and Bartram, S and Dufey, G (2007) Why hedge? Rationales for corporate hedging and value implications. The Journal of Risk Finance, 8 (5). pp. 434-449. ISSN 1526-5943

Aretz, Kevin and Peel, David (2007) Some implications of a quartic loss function. Economics Bulletin, 7 (13). pp. 1-7. ISSN 1545-2921

Arisoy, Y E and Salih, A and Akdeniz, L (2007) Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options. Journal of Futures Markets, 27. pp. 617-642. ISSN 0270-7314

B

Banerjee, Shantanu and Mukherjee, Arijit (2007) Knowledge spillover and information sharing : the case of uncertain R&D. The Indian Economic Journal, 55 (1). pp. 157-163. ISSN 0019-4662

Bartram, S (2007) Corporate cash flow and stock price exposures to foreign exchange rate risk. Journal of Corporate Finance, 13 (5). pp. 981-994. ISSN 0929-1199

Bartram, S and Bodnar, G M (2007) The foreign exchange exposure puzzle. Managerial Finance, 33 (9). pp. 642-666. ISSN 0307-4358

Bartram, S and Brown, G W and Hund, J E (2007) Estimating systemic risk in the international financial system. In: European Central Bank (ed): "Risk Measurement and Systemic Risk", (European Central Bank), 2007, Proceedings of the Fourth Joint Central Bank Conference 8-9 November 2005, in Co-operation with the Committee on the Global Financial System :. unknown, N/A, pp. 210-218.

Bartram, S and Brown, G W and Hund, J E (2007) Estimating systemic risk in the international financial system. Journal of Financial Economics, 86 (3). pp. 835-869. ISSN 0304-405X

Bartram, S and Fehle, F R (2007) Competition without fungibility: evidence from alternative market structures for derivatives. Journal of Banking and Finance, 31 (3). pp. 659-677. ISSN 0378-4266

Bartram, S and Taylor, S J and Wang, Y (2007) The Euro and European financial market dependence. Journal of Banking and Finance, 51 (5). pp. 1461-1481. ISSN 0378-4266

Beattie, Vivien and McInnes, Bill and Pierpoint, Jacqueline (2007) Communication between management and stakeholders : a case study. Institute of Chartered Accountants in England and Wales. ISBN 978-1-84152-515-0

Beattie, Vivien and Thomson, Sarah (2007) Lifting the lid on the use of content analysis to investigate intellectual capital disclosures in corporate annual reports. Accounting Forum, 31 (2). pp. 129-163. ISSN 0155-9982

Beekes, W A and Otley, D T and Ururuka, V (2007) Balancing act. CIMA Excellence in Leadership Series, Performance Management (4). pp. 28-31.

C

Carline, N F and Tonge, R and Brocklehurst, F and Willett, C (2007) Managing in a 'quasi'-market: using cost structure information to provide insights from recent history. Journal of Finance and Management in Public Services, 6 (2). pp. 47-60.

Chang, Yuk Ying and Dasgupta, Sudipto (2007) Beyond internal capital markets:the in-house transmission of adverse sales shocks and the collateral channel. Journal of Corporate Finance, 13 (5). pp. 743-770. ISSN 0929-1199

Choi, Y S and Lin, S and Walker, M and Young, S E (2007) Disagreement over the persistence of earnings components: evidence on the properties of management-specific adjustments to GAAP earnings. Review of Accounting Studies, 12 (4). pp. 595-622. ISSN 1380-6653

Chung, S L and Shackleton, M B (2007) Generalised Geske-Johnson interpolation of option prices. Journal of Business Finance and Accounting, 34 (5-6). pp. 976-1001. ISSN 1468-5957

Clatworthy, M A and Peel, D and Pope, P F (2007) Evaluating the properties of analysts' forecasts: a bootstrap approach. British Accounting Review, 39 (1). pp. 3-13. ISSN 0890-8389

D

Dasgupta, Sudipto (2007) Financial constraints, competition and hedging in industry equilibrium. Journal of Finance, 62 (5). pp. 2445-2473. ISSN 0022-1082

Dasgupta, Sudipto and Hansen, Robert G. (2007) Auctions in corporate finance. In: Handbook of corporate finance : empirical corporate finance. North-Holland. ISBN 9780444508980

Dasgupta, Sudipto and Sengupta, Kunal (2007) Corporate liquidity, investment and financial constraints:implications from a multi-period model. Journal of Financial Intermediation, 16 (2). pp. 151-174. ISSN 1042-9573

G

Goncharov, Igor and Zimmermann, Jochen (2007) Do accounting standards influence the level of earnings management? : evidence from Germany. Die Unternehmung, 61 (5). pp. 371-388.

Goncharov, Igor and Zimmermann, Jochen (2007) The supply of and demand for accounting information:the case of bank financing in Russia. Economics of Transition, 15 (2). pp. 257-283. ISSN 0967-0750

Gore, J P O and Pope, P F and Singh, A (2007) Earnings management and the distribution of earnings relative to targets: UK evidence. Accounting and Business Research, 37 (2). pp. 123-150. ISSN 2159-4260

H

Hara, C and Huang, J and Kuzmics, C (2007) Representative consumer’s risk aversion and efficient risk-sharing rules. Journal of Economic Theory, 137 (1). pp. 652-672. ISSN 0022-0531

Henderson, Vicky and Hobson, D and Shaw, W and Wojakowski, R M (2007) Bounds for in-progress floating-strike Asian options using symmetry. Annals of Operations Research, 151 (1). pp. 81-98. ISSN 0254-5330

Hsu, Y and Lambrecht, B M (2007) Preemptive patenting under uncertainty and asymmetric information. Annals of Operations Research, 151 (1). pp. 5-28. ISSN 0254-5330

Huang, J and Franke, G and Stapleton, R C (2007) Two-dimensional risk neutral valuation relationships for the pricing of options. Review of Derivatives Research, 9. pp. 213-237. ISSN 1380-6645

K

Katz, A and Mumford, M J (2007) Study of administrations cases. Recovery. p. 41.

Keswani, A and Yang, J and Young, S E (2007) Do share buybacks provide price support? Evidence from mandatory non-trading periods. Journal of Business Finance and Accounting, 34 (5-6). pp. 840-860. ISSN 1468-5957

Kiosse, Vicky and Lubberink, Martien and Peasnell, Ken (2007) How does the market price pension accruals? Working Paper. The Department of Accounting and Finance, Lancaster University.

L

Lambrecht, B M and Myers, S C (2007) A theory of takeovers and disinvestment. Journal of Finance, 62 (2). pp. 809-845. ISSN 0022-1082

Liu, X and Shackleton, M B and Taylor, S J and Xu, X (2007) Closed-form transformations from risk-neutral to real-world distributions. Journal of Banking and Finance, 31 (5). pp. 1501-1520. ISSN 0378-4266

Lui, D and Markov, S and Tamayo, A (2007) What makes a stock risky? Evidence from sell-side analysts' risk ratings. Journal of Accounting Research, 45 (3). pp. 629-665. ISSN 0021-8456

M

McInnes, Bill and Beattie, Vivien and Pierpoint, Jacky (2007) Communication between management and stakeholders : a case study. Institute of Chartered Accountants in England and Wales. ISBN 978-1-84152-514-3

McMeeking, K P and Peasnell, K V and Pope, P F (2007) The effect of large audit firm mergers on audit pricing in the UK. Accounting and Business Research, 37 (4). pp. 301-319. ISSN 2159-4260

Mercieca, Steve and Schaeck, Klaus and Wolfe, Simon (2007) Small European banks:benefits from diversification? Journal of Banking and Finance, 31 (7). pp. 1975-1998. ISSN 0378-4266

N

Nolte, Ingmar and Pohlmeier, Winfried (2007) Using forecasts of forecasters to forecast. International Journal of Forecasting, 23 (1). pp. 15-28. ISSN 0169-2070

O

O'Hanlon, J F and Taylor, P A (2007) The value relevance of disclosures of liabilities of equity-accounted investees: UK evidence. Accounting and Business Research, 37 (4). pp. 267-284. ISSN 2159-4260

S

Shackleton, M B and Wojakowski, R M (2007) Finite maturity caps and floors on continuous flows. Journal of Economic Dynamics and Control, 31 (12). pp. 3843-3859. ISSN 0165-1889

This list was generated on Thu Sep 21 02:28:18 2017 BST.