Items where Department is "Accounting & Finance" and Year is 2022

Journal Article

Ahn, Jae Hwan (2022) The road not taken: A comparison of Accounting and Auditing Enforcement Releases and securities class actions : A comparison of Accounting and Auditing Enforcement Releases and securities class actions. Journal of Business Finance and Accounting, 49 (9-10). pp. 1489-1529. ISSN 0306-686X

Banerjee, Shantanu and Homroy, Swarnodeep and Slechten, Aurelie (2022) Stakeholder Preference and Strategic Corporate Social Responsibility. Journal of Corporate Finance, 77: 102286. ISSN 0929-1199

Bianchi, Daniele and Babiak, Mykola (2022) On the performance of cryptocurrency funds. Journal of Banking and Finance, 138: 106467. ISSN 0378-4266

Bianchi, Daniele and Babiak, Mykola and Dickerson, Alexander (2022) Trading volume and liquidity provision in cryptocurrency markets. Journal of Banking and Finance, 142: 106547. ISSN 0378-4266

Couzoff, Panagiotis and Banerjee, Shantanu and Pawlina, Grzegorz (2022) Effectiveness of Monitoring, Managerial Entrenchment, and Corporate Cash Holdings. Journal of Corporate Finance, 77: 102258. ISSN 0929-1199

Driouchi, Tarik and Chen, Mingyu and Lyu, Zhuo and Bennett, David and So, Raymond (2022) Ambiguity, managerial ability, and growth options. British Journal of Management, 33 (3). pp. 1323-1345. ISSN 1045-3172

Gao, Zhan and Quan, Xiaofeng and Xv, Xinmei (2022) Under watchful eyes : Analyst site visits and firm earnings management. International Review of Financial Analysis, 83: 102269. ISSN 1057-5219

Green, Colin and Homroy, Swarnodeep (2022) Incorporated in Westminster : Channels and Returns to Political Connection in the United Kingdom. Economica, 89 (354). pp. 377-408. ISSN 0013-0427

Hammer, Benjamin and Hinrichs, Heiko and Schweizer, Denis (2022) What is different about private equity-backed acquirers? Review of Financial Economics, 40 (2). pp. 117-149. ISSN 1058-3300

Hammer, Benjamin and Marcotty-Dehm, Nikolaus and Schweizer, Denis and Schwetzler, Bernhard (2022) Pricing and value creation in private equity-backed buy-and-build strategies. Journal of Corporate Finance, 77: 102285. ISSN 0929-1199

Hammer, Benjamin and Pettkus, Silke and Schweizer, Denis and Wünsche, Norbert (2022) The More the Merrier? : Diversity and Private Equity Performance. British Journal of Management, 33 (1). pp. 231-265. ISSN 1467-8551

Hashim, Noor and Li, Weijia and O'Hanlon, John (2022) The development of expected-loss methods of accounting for credit losses : A review with analysis of comment letters. Accounting Horizons, 36 (3). pp. 71-102. ISSN 0888-7993

Hizmeri, Rodrigo and Izzeldin, Marwan and Nolte, Ingmar and Pappas, Vasileios (2022) A Generalized Heterogeneous Autoregressive Model using the Market Index. Quantitative Finance, 22 (8). pp. 1513-1534. ISSN 1469-7688

Hizmeri, Rodrigo and Izzeldin, Marwan and Nolte, Ingmar and Pappas, Vasileios (2022) A generalized heterogeneous autoregressive model using market information. Quantitative Finance, 22 (8). pp. 1513-1534. ISSN 1469-7688

Kolle, Janina and Lohre, Harald and Radatz, Erhard and Rother, Carsten (2022) Factor Investing in Paris : Managing Climate Change Risk in Portfolio Construction. Journal of Investment Management, 20 (4). pp. 35-51.

Kolokolova, Olga and Le Courtois, Olivier and Xu, Xia (2022) Is the index efficient? : A worldwide tour with stochastic dominance. Journal of Financial Markets, 59 (Part B): 100660. ISSN 1386-4181

Li, Yifan and Nolte, Ingmar and Vasios, Michalis and Voev, Valeri and Xu, Qi (2022) Weighted Least Squares Realized Covariation Estimation. Journal of Banking and Finance, 137: 106420. ISSN 0378-4266

MacKenzie, Alison and Bacalja, Alexander and Annamali, Devisakti and Panaretou, Argyro and Girme, Prajakta and Cutajar, Maria and Abegglen, Sandra and Evens, Marshall and Neuhaus, Fabian and Wilson, Kylie and Psarikidou, Katerina and Koole, Marguerite and Hrastinski, Stefan and Sturm, Sean and Adachi, Chie and Schnaider, Karoline and Bozkurt, Aras and Rapanta, Chrysi and Themelis, Chryssa and Thestrup, Klaus and Gislev, Tom and Örtegren, Alex and Costello, Eamon and Dishon, Gideon and Hoechsmann, Michael and Bucio, Jackeline and Vadillo, Guadalupe and Sánchez-Mendiola, Melchor and Goetz, Greta and Gusso, Helder Lima and Arantes, Janine Aldous and Kishore, Pallavi and Lodahl, Mikkel and Suoranta, Juha and Markauskaite, Lina and Mörtsell, Sara and O’Reilly, Tanya and Reed, Jack and Bhatt, Ibrar and Brown, Cheryl and MacCallum, Kathryn and Ackermann, Cecile and Alexander, Carolyn and Payne, Ameena Leah and Bennett, Rebecca and Stone, Cathy and Collier, Amy and Watulak, Sarah Lohnes and Jandrić, Petar and Peters, Michael and Gourlay, Lesley (2022) Dissolving the Dichotomies Between Online and Campus-Based Teaching : a Collective Response to The Manifesto for Teaching Online (Bayne et al. 2020). Postdigital Science and Education, 4 (2). pp. 271-329. ISSN 2524-4868

Rawsthorne, Sam (2022) Book Review: Lorenzo Simoni, Business models and corporate reporting: defining the platform to illustrate value creation. Financial Reporting, 1. pp. 167-172. ISSN 2036-6779

Shackleton, Mark and Yan, Jiali and Yao, Yaqiong (2022) What Drives a Firm's ES Performance? : Evidence from Stock Returns. Journal of Banking and Finance, 136: 106304. ISSN 0378-4266

Swade, Alexander and Lohre, Harald and Shackleton, Mark and Nolte, Sandra and Hixon, Scott and Raol, Jay (2022) Macro Factor Investing with Style. Journal of Portfolio Management, 48 (2). pp. 80-104. ISSN 0095-4918

Tommar, Sara Ain and Kolokolova, Olga and Mura, Roberto (2022) When Paid Work Gives in to Unpaid Care Work : Evidence from the Hedge Fund Industry under COVID-19. Management Science, 68 (8). pp. 6250-6267. ISSN 0025-1909

Tsionas, Mike G and Baltas, Konstantinos N (2022) On identifying risk-adjusted efficiency gains or losses ofprospective mergers and acquisitions. Annals of Operations Research, 318 (1). pp. 619-683. ISSN 0254-5330

Monograph

Swade, Alexander and Nolte, Sandra and Shackleton, Mark and Lohre, Harald (2022) Why do equally weighted portfolios beat value-weighted ones? Working Paper. Portfolio Management Research. (In Press)

Tang, Dragon and Yan, Jiali and Yao, Chelsea (2022) The Determinants of ESG Ratings : Rater Ownership Matters. Working Paper. SSRN Working Paper. (Unpublished)

Thesis

Happersberger, David and Nolte, Ingmar and Lohre, Harald (2022) Advancing Systematic and Factor Investing Strategies using Alternative Data and Machine Learning. PhD thesis, Lancaster University.

Ho, Thang and Kagkadis, Anastasios and Wang, George (2022) Essays on Empirical Asset Pricing. PhD thesis, Lancaster University.

Report

Young, Steven and Gad, Mahmoud (2022) Modern Slavery Reporting Practices in the UK : Evidence from Modern Slavery Statements and Annual Reports. [Report]