Items where Author is "Strong, N"

Walker, M and Strong, N and Demirakos, E (2004) What valuation models do analysts use? Accounting Horizons, 18 (4). pp. 221-240. ISSN 0888-7993

Strong, N and Xu, X and Liu, W (2003) Post earnings announcement drift in the UK. European Financial Management, 9 (1). 28, 89. ISSN 1354-7798

Strong, N and Lin, Y N and Xu, G X (2001) Pricing FTSE 100 index options under stochastic volatility. Journal of Futures Markets, 21 (3). pp. 197-211. ISSN 0270-7314

Liu, W and Strong, N and Xu, X (2000) Post-earnings-announcement drift in the UK. Working Paper. The Department of Accounting and Finance, Lancaster University.

Strong, N and Xu, G X (1999) Do S&P 500 index options violate Martingale restriction? Journal of Futures Markets, 19 (5). pp. 499-521. ISSN 0270-7314

Xu, X and Strong, N and Lin, Y N (1999) Pricing FTSE 100 Index options under stochastic volatility. Working Paper. The Department of Accounting and Finance, Lancaster University.

Strong, N and Xu, X (1999) Understanding the equity home bias: evidence from survey data. Working Paper. The Department of Accounting and Finance, Lancaster University.

Strong, N and Liu, W and Xu, G X (1999) The profitability of momentum investing. Journal of Business Finance and Accounting, 26. pp. 1043-1091. ISSN 1468-5957

Strong, N and Xu, G X (1997) Explaining the cross-section of UK expected stock returns. British Accounting Review, 29 (1). pp. 1-23. ISSN 0890-8389