Items where Department is "Accounting & Finance" and Year is 2023

Journal Article

Aretz, Kevin and Kagkadis, Anastasios (2023) Construction, Real Uncertainty, and Stock-Level Investment Anomalies. Journal of Financial and Quantitative Analysis. ISSN 0022-1090

Banerjee, Shantanu and Dasgupta, Sudipto and Shi, Rui and Yan, Jiali (2023) Information Complementarities and the Dynamics of Transparency Shock Spillovers. Journal of Accounting Research. ISSN 0021-8456

Blitz, David and Hoogteijling, Tobias and Lohre, Harald and Messow, Philip (2023) How can machine learning advance quantitative asset management. Journal of Portfolio Management, 49 (7). ISSN 0095-4918

Brigham, Martin and Kiosse, Paraskevi Vicky and Otley, David (2023) A structured framework to understand CSR decision-making : A case study of multiple rationales. European Management Journal, 41 (3). pp. 345-353. ISSN 0263-2373

Carline, Nicholas F. and Pryshchepa, Oksana and Wang, Bo (2023) CEO Compensation Incentives and Playing It Safe : Evidence from FAS 123R. Journal of Financial and Quantitative Analysis, 58 (7). 2993 - 3026. ISSN 0022-1090

Chan, Ka Kei and Kolokolova, Olga and Lin, Ming-Tsung and Poon, Ser Huang (2023) Price convergence between credit default swap and put option : New evidence. Journal of Empirical Finance, 72. pp. 188-213. ISSN 0927-5398

Chee, Vincent and Savani, Krishna and Tan, Seet‐Koh (2023) Mitigating the Influence of Analysts Who Issue Aggressive Stock Price Targets : The Role of Joint versus Separate Evaluation. Contemporary Accounting Research, 40 (1). pp. 526-543. ISSN 0823-9150

Chircop, Justin and Tarsalewska, Monika and Trzeciakiewicz, Agnieszka (2023) Learning to be green : Accounting comparability and environmental violations. British Accounting Review: 101240. ISSN 0890-8389

Chircop, Justin and Fabrizi, Michele and Malaspina, Patrizia and Parbonetti, Antonio (2023) Anti‐mafia police actions, criminal firms, and peer firm tax avoidance. Journal of Accounting Research, 61 (1). pp. 243-277. ISSN 0021-8456

Fiechter, P. and Landsman, W.R. and Peasnell, K. and Renders, A. (2023) Do industry-specific accounting standards matter for capital allocation decisions? Journal of Accounting and Economics: 101670. ISSN 0165-4101

Fišar, Miloš and Greiner, Ben and Huber, Christoph and Katok, Elena and Ozkes, Ali I. (2023) Reproducibility in Management Science. Management Science, 70 (3). pp. 1343-1356. ISSN 0025-1909

Gad, Mahmoud and Nguyen, Trang and Scapin, Mariano (2023) The Effect of Pay Disparities within Top Management on Conservative Reporting. Accounting and Business Research, 53 (4). pp. 478-504. ISSN 0001-4788

Hammer, Benjamin and Mettner, Sven and Schweizer, Denis and Wünsche, Norbert (2023) Management Buyouts in Times of Economic Policy Uncertainty. Finance Research Letters, 52: 103499. ISSN 1544-6123

Hong, Seok Young and Nolte, Ingmar and Taylor, Stephen and Zhao, Vera (2023) Volatility Estimation and Forecasts Based on Price Durations. Journal of Financial Econometrics, 21 (1). pp. 106-144. ISSN 1479-8409

Li, Zhe and Pryshchepa, Oksana and Wang, Bo (2023) Financial experts on the top management team : Do they reduce investment inefficiency? Journal of Business Finance and Accounting, 50 (1-2). pp. 198-235. ISSN 0306-686X

Lin, Wen and Panaretou, Argyro and Pawlina, Grzegorz and Shakespeare, Catherine (2023) What can we learn about credit risk from debt valuation adjustments? Review of Accounting Studies, 28 (4). 2556–2588. ISSN 1380-6653

Lohre, Harald and Nolte, Sandra and Ranganathan, Ananthalakshmi and Rother, Carsten and Steiner, Margit (2023) ControversyBERT : Detecting Social Controversies and their Impact on Stock Returns. Journal of Impact & ESG Investing. ISSN 2693-1982

Polovina, Nereida and Peasnell, Ken (2023) The effects of different modes of foreign bank entry in the Turkish banking sector during the 2007-2009 Global financial crisis. Quantitative Finance and Economics, 7 (1). pp. 19-49. ISSN 2573-0134

Ranganathan, Ananthalakshmi and Lohre, Harald and Nolte, Sandra and Braham, Houssem (2023) An integrated approach to currency factor investing. Journal of Systematic Investing, 3 (1). pp. 1-25.

Smirnow, Dasha and Deng, Claire (2023) Mandatory Disclosures as Calculative Spaces : Public Sector Accountability on Restoring Species at Risk. Accounting Perspectives. ISSN 1911-382X

Swade, Alexander and Hanauer, Matthias and Lohre, Harald and Blitz, David (2023) Factor Zoo (.zip). Journal of Portfolio Management, 55 (3). pp. 11-31. ISSN 0095-4918

Swade, Alexander and Nolte, Sandra and Shackleton, Mark and Lohre, Harald (2023) Why do equally weighted portfolios beat value-weighted ones? Journal of Portfolio Management, 49 (5). pp. 167-187. ISSN 0095-4918

Van Vliet, P. and Lohre, H. (2023) The Golden Rule of Investing. Journal of Alternative Investments, 26 (3). pp. 23-40. ISSN 1520-3255

Monograph

Ford, Chris J. (2023) Digital Twin Ecosystems : Shaping Purpose, Managing Value, Understanding Trust. Discussion Paper. Lancaster University, Lancaster.

Wang, George and Yao, Chelsea and Yelekenova, Adina (2023) ETF Rebalancing, Hedge Fund Trades, and Capital Market. Working Paper. SSRN Working Paper. (Unpublished)

Thesis

Boamah, Evans Ofosu and Banerjee, Shantanu and Wang, Jesse (2023) CEO Narcissism and Corporate Decision. PhD thesis, Lancaster University.

Park, Gitae and Young, Steven (2023) Essays on Textual Information in Corporate Disclosure. PhD thesis, Lancaster University.

Ranganathan, Ananthalakshmi and Nolte, Sandra and Lohre, Harald (2023) Multi-Asset Factor Investing Strategies and Controversy Screening using Natural Language Processing. PhD thesis, Lancaster University.

Wu, Xiaoyong and Goncharov, Igor (2023) Essays on Sell-Side Financial Analysts. PhD thesis, Lancaster University.

Report

Friel, Anne-Marie and Cameron, Sarah and Ford, Chris J. and Baker, Angela and Bevan, Heba and Brumpton, Karen and Cook, Tim and Demba, Zion and Lang, Carolyn and van-Manen, Peter and Matheson, David and Morrissey, Clare and Otoo, Joseph and Roensdorf, Carsten and Selby, Carl and Sutherland, Hayden and Veitch, James (2023) Trust, Purpose, Value and Connected Digital Twins : Digital Twin Hub Governance and Trust Working Group. [Report]