Lancaster EPrints

Items where Department is "Lancaster University Management School > Accounting & Finance" and Year is 2016

Up a level
Export as [feed] RSS 2.0 [feed] RSS 1.0 [feed] Atom
Group by: Creators | Item Type | No Grouping
Jump to: A | B | C | D | E | F | H | I | K | L | M | N | O | P | S | T | W | Y | Z
Number of items: 49.

A

Akimov, Alexey and Hutson, Elaine and Stevenson, Simon (2016) The interaction of volatility, volume and skewness:empirical evidence from REITs. Journal of Real Estate Portfolio Management, 22 (1). pp. 1-17. ISSN 1083-5547

Aman, Hiroyuki and Beekes, Wendy Anne and Brown, Philip Ronald (2016) Corporate governance and transparency in Japan. Working Paper. . (Unpublished)

B

Banerjee, Shantanu and Gucbilmez, Ufuk and Pawlina, Grzegorz (2016) Leaders and followers in hot IPO markets. Journal of Corporate Finance, 37. pp. 309-334. ISSN 0929-1199

Banerjee, Shantanu and Homroy, Swarnodeep and Slechten, Aurelie Cecile Dominique (2016) Why don't all firms do 'good' equally? Working Paper. Lancaster University, Department of Economics, Lancaster.

Beekes, Wendy Anne and Brown, Philip Ronald and Zhan, Wenwen and Zhang, Qiyu (2016) Corporate governance, companies’ disclosure practices, and market transparency:a cross country study. Journal of Business Finance and Accounting, 43 (3-4). pp. 263-297. ISSN 0306-686X

Berger, Allen N. and Bouwman, Christa H. S. and Kick, Thomas and Schaeck, Klaus (2016) Bank liquidity creation following regulatory interventions and capital support. Journal of Financial Intermediation, 26. pp. 115-141. ISSN 1042-9573

Berger, Allen N. and Frame, W. Scott and Ioannidou, Vasso (2016) Reexamining the empirical relation between loan risk and collateral:the roles of collateral liquidity and types. Journal of Financial Intermediation, 26. pp. 28-46. ISSN 1042-9573

Brown, Stephen and Sotes-Paladino, Juan and Wang, George and Yao, Yaqiong (2016) Starting on the Wrong Foot: Seasonality in Mutual Fund Performance. Working Paper. . (Unpublished)

C

Calderon, Cesar and Schaeck, Klaus (2016) The effects of government interventions in the financial sector on banking competition and the evolution of zombie banks. Journal of Financial and Quantitative Analysis, 51 (4). pp. 1391-1436. ISSN 0022-1090

Cen, Ling and Dasgupta, Sudipto and Elkamhi, Redouane and Pungaliya, Raunaq S. (2016) Reputation and loan contract terms:the role of principal customers. Review of Finance, 20 (2). pp. 501-533. ISSN 1572-3097

Cen, Ling and Dasgupta, Sudipto and Sen, Rik (2016) Discipline or disruption?:stakeholder relationships and the effect of takeover threat. Management Science, 62 (10). pp. 2820-2841. ISSN 0025-1909

Chen, Peter F. and He, Shaohua and Ma, Zhiming and Stice, Derrald (2016) The information role of audit opinions in debt contracting. Journal of Accounting and Economics, 61 (1). pp. 121-144. ISSN 0165-4101

Chircop, Justin and Novotny-Farkas, Zoltan (2016) The economic consequences of extending the use of fair value accounting in regulatory capital calculations. Journal of Accounting and Economics, 62 (2-3). pp. 183-203. ISSN 0165-4101

Christodoulou, Demetris and Clubb, Colin and McLeay, Stuart James (2016) A structural accounting framework for estimating the expected rate of return on equity. Abacus, 52 (1). pp. 176-210. ISSN 0001-3072

Conyon, Martin and He, Lerong (2016) Executive compensation and corporate fraud in China. Journal of Business Ethics, 134 (4). pp. 669-691. ISSN 0167-4544

Cordeiro, James and He, Lerong and Conyon, Martin James and Shankar Shaw, Tara (2016) Chinese executive compensation:the role of asymmetric performance benchmarks. European Journal of Finance, 22 (4-6). pp. 484-505. ISSN 1351-847X

D

Danisewicz, Piotr Jan and McGowan, Danny and Onali, Enrico and Schaeck, Klaus (2016) The real effects of banking supervision:evidence from enforcement actions. Journal of Financial Intermediation. ISSN 1042-9573

Degryse, Hans and Ioannidou, Vasso and von Schedvin, Erik (2016) On the non-exclusivity of loan contracts:an empirical investigation. Management Science, 62 (12). pp. 3510-3533. ISSN 0025-1909

D’Souza, Ian and Srichanachaitrchok, Voraphat and Wang, George and Yao, Yaqiong (2016) Time-Series Stock Momentum in 100 Years of Stock Returns. Working Paper. . (Unpublished)

E

El-Haj, Mahmoud and Rayson, Paul Edward and Young, Steven Eric and Walker, Martin and Moore, Andrew and Athanasakou, Vasiliki and Schleicher, Thomas (2016) Learning tone and attribution for financial text mining. In: Proceedings of LREC 2016, Tenth International Conference on Language Resources and Evaluation :. European Language Resources Association (ELRA), pp. 1820-1825. ISBN 9782951740891

F

Fan, Rui and Taylor, Stephen (2016) Essays on financial econometrics : cojump detection and density forecasting. PhD thesis, Lancaster University.

Ford, Christopher James (2016) Managing the performance of collaborative innovation. PhD thesis, .

Fu, Xi and Arisoy, Y. Eser and Shackleton, Mark Broughton and Umutlu, Mehmet (2016) Option implied volatility measures and stock return predictability. Journal of Derivatives, 24 (1). pp. 58-78. ISSN 1074-1240

Fu, Xi and Sandri, Matteo and Shackleton, Mark Broughton (2016) Asymmetric effects of volatility risk on stock returns:evidence from VIX and VIX futures. Journal of Futures Markets, 36 (11). pp. 1029-1056. ISSN 0270-7314

Fu, Xi and Shackleton, Mark (2016) Empirical essays on option-implied information and asset pricing. PhD thesis, Lancaster University.

H

Hashim, Noor Abdelgadir Ahmed and O'Hanlon, John Francis and Li, Weijia (2016) Expected-loss-based accounting for impairment of financial instruments:the FASB and IASB proposals 2009-2016. Accounting in Europe, 13 (2). pp. 229-267. ISSN 1744-9480

Hass, Lars Helge and Johan, Sofia and Müller, Maximilian (2016) The effectiveness of public enforcement:evidence from the resolution of tunneling in China. Journal of Business Ethics, 134 (4). pp. 649-668. ISSN 0167-4544

Hass, Lars Helge and Johan, Sofia and Schweizer, Denis (2016) Is corporate governance in China related to performance persistence? Journal of Business Ethics, 134 (4). pp. 575-592. ISSN 0167-4544

Hass, Lars Helge and Tarsalewska, Monika and Zhan, Feng (2016) Equity incentives and corporate fraud in China. Journal of Business Ethics, 138 (4). pp. 723-742. ISSN 0167-4544

I

Izadi Zadeh Darjezi, Javad (2016) The role of accrual estimation errors to determine accrual and earnings quality. International Journal of Accounting and Information Management, 24 (2). pp. 98-115.

K

Krueger, Fabian and Nolte, Ingmar (2016) Disagreement versus uncertainty:evidence from distribution forecasts. Journal of Banking and Finance, 72 (Suppl.). pp. 172-186. ISSN 0378-4266

L

Lambrecht, Bart and Pawlina, Grzegorz and Teixeira, Joao (2016) Making, buying and concurrent sourcing:implications for operating leverage and stock beta. Review of Finance, 20 (3). pp. 1013-1043. ISSN 1572-3097

Li, Yifan and Nolte, Ingmar and Nolte, Sandra (2016) High-frequency volatility modelling : a Markov-switching autoregressive conditional intensity model. Working Paper. .

Luo, Cheng and Shackleton, Mark and Pawlina, Grzegorz (2016) Discrete capacity choice problems in repeated and scaled investment. Masters thesis, Lancaster University.

M

Martínez Ferrero, Jennifer and Banerjee, Shantanu and María García Sánchez, Isabel (2016) Corporate social responsibility as a strategic shield against costs of earnings management practices. Journal of Business Ethics, 133 (2). pp. 305-324. ISSN 0167-4544

Mason, Katherine Jane and Ford, Christopher James and Friesl, Martin (2016) New Economic Models In Health & Wellbeing Markets : the case of the Stevenage Bioscience Catalyst. NEMODE.

Moore, Andrew and Rayson, Paul Edward and Young, Steven Eric (2016) Domain adaptation using stock market prices to refine sentiment dictionaries. In: Proceedings of the 10th edition of Language Resources and Evaluation Conference (LREC2016) :. European Language Resources Association (ELRA). (In Press)

N

Nolte, Ingmar and Nolte, Sandra (2016) The information content of retail investors' order flow. European Journal of Finance, 22 (2). pp. 80-104. ISSN 1351-847X

Novotny-Farkas, Zoltan (2016) The interaction of the Ifrs 9 expected loss approach with supervisory rules and implications for financial stability. Accounting in Europe, 13 (2). pp. 197-227. ISSN 1744-9480

O

Otley, David Templeton (2016) The contingency theory of management accounting and control:1980-2014. Management Accounting Research, 31. pp. 45-62. ISSN 1044-5005

P

Peasnell, Kenneth Vincent and Yin, Yuan and Lubberink, Martien (2016) Analysts' stock recommendations, earnings growth and risk. Accounting and Finance. ISSN 0810-5391

Pinto, João and Alves, Paulo Alexandre (2016) The economics of securitization:evidence from the European markets. Investment Management and Financial Innovations, 13 (1). pp. 112-126. ISSN 1810-4967

S

Subbiah, Mohan and Fabozzi, Frank J. (2016) Equity style allocation:a nonparametric approach. Journal of Asset Management, 17 (3). pp. 141-164. ISSN 1479-179X

Subbiah, Mohan and Fabozzi, Frank J. (2016) Hedge fund allocation:evaluating parametric and nonparametric forecasts using alternative portfolio construction techniques. International Review of Financial Analysis, 45. pp. 189-201. ISSN 1057-5219

T

Tsai, Ping-Chen and Shackleton, Mark (2016) Detecting jumps in high-frequency prices under stochastic volatility : a data-driven approach. In: Handbook of high-frequency trading and modeling in finance :. John Wiley, Chichester, pp. 137-165. ISBN 9781118443989

W

Wojakowski, Rafal and Ebrahim, Shahid and Shackleton, Mark Broughton (2016) Reducing the impact of real estate foreclosures with Amortizing Participation Mortgages. Journal of Banking and Finance, 71. pp. 62-74. ISSN 0378-4266

Y

Yin, Yuan and Peasnell, Kenneth Vincent and Hunt, Herbert G. (2016) How do sell-side analysts obtain price-earnings multiples to value firms? Accounting and Business Research. ISSN 0001-4788

Z

Zhang, Xiu-Ye and Young, Steven and Choi, Sunhwa (2016) Noncompliance, financial reporting quality and director turnover. PhD thesis, Lancaster University.

Zhao, Xiaolu and Taylor, Stephen John and Nolte, Ingmar (2016) More accurate volatility estimation and forecasts using price durations. Working Paper. .

This list was generated on Thu Sep 21 02:28:17 2017 BST.