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Your search returned 94 results:
- Ururuka V, Otley DT and Beekes WA, 2009, 'Explaining Adverse Behavioural Impact of Performance Management Systems in a
Professional Accounting Firm', Lancaster University Management School Working Paper
Keywords: Performance evaluative style, Goal difficulty, Organisational commitment, Dysfunctional behaviour, Quality threatening behaviour, Performance measurement systems, Management control systems, Hierarchical levels, lines of service
View Abstract |
View PDF - Dias JC and Shackleton MB, 2008, 'Economic hysteresis effects and hitting time densities for CIR diffusions', Lancaster University Management School Working Paper
Keywords: Real options, interest rate uncertainty, perpetuities, investment hysteresis, mean reversion, hitting time densities
View Abstract | View PDF - Peasnell KV, Talib S and Young SE, 2007, 'The fragile returns to investor relations: evidence from a period of declining market confidence', Lancaster University Management School Working Paper
Keywords: investor relations, communications, financial reporting credibility, accounting scandals, auditor reputation, Sarbanes-Oxley, stock returns
View Abstract | View PDF - Kiosse P, Lubberink MJP and Peasnell KV, 2007, 'How does the market price pension accruals?', Lancaster University Management School Working Paper
Keywords: Pension expense, value relevance, defined benefit pension plans
View Abstract | View PDF - Aretz K, Bartram S and Dufey G, 2007, 'Why hedge? Rationales for corporate hedging and value implications', Lancaster University Management School Working Paper
Keywords: Corporate finance, risk management, exposure, foreign exchange rates, derivatives
View Abstract - Beekes WA and Brown P, 2006, 'On the timeliness of price discovery', Lancaster University Management School Working Paper
View Abstract | View PDF - Liu X, Shackleton MB, Taylor SJ and Xu X, 2006, 'Empirical pricing kernels obtained from the UK index options market', Lancaster University Management School Working Paper
Keywords: Pricing kernels; Risk-neutral densities; Index options; Risk aversion
View Abstract | View PDF - Beekes WA, Brown P and Chin G, 2006, 'Do better governed firms make more informative disclosures? Canadian evidence', Lancaster University Management School Working Paper
Keywords: Corporate governance quality; Disclosure frequency; Analysts’ forecasts; Price discovery; Timeliness
View Abstract | View PDF - Dias JC and Shackleton MB, 2005, 'Investment hysteresis under stochastic interest rates', Lancaster University Management School Working Paper
Keywords: real options, interest rate uncertainty, perpetuities, investment hysteresis
View Abstract | View PDF - Shackleton MB and Sodal S, 2005, 'Smooth pasting as rate of return equalization', Lancaster University Management School Working Paper
Keywords: Smooth pasting, rates of return, option elasticity, real option.
View Abstract | View PDF - Beekes WA and Brown P, 2005, 'Do better governed Australian firms make more informative disclosures?', Lancaster University Management School Working Paper
Keywords: corporate governance quality; disclosure frequency; analysts’ forecasts; price discovery; timeliness
View Abstract - Pope PF, Peasnell KV and McMeeking KP, 2005, 'The effect of large audit firm mergers on audit pricing in the UK', Lancaster University Management School Working Paper
View Abstract - Huang J, 2004, 'Option bounds from concurrently expiring options when relative risk aversion is bounded
', Lancaster University Management School Working Paper
Keywords: Option bounds, option pricing, arbitrage pricing
View Abstract | View PDF - Huang J, 2004, 'DARA and DRRA option bounds from concurrently expiring options
', Lancaster University Management School Working Paper
Keywords: Option bounds, option pricing, DARA, DRRA
View Abstract | View PDF - Huang J, 2004, 'Stochastic dominance option bounds and Nth order arbitrage opportunities
', Lancaster University Management School Working Paper
Keywords: Option bounds, option pricing, stochastic dominance
View Abstract | View PDF - Huang J, 2004, 'Option bounds and second order arbitrage opportunities
', Lancaster University Management School Working Paper
Keywords: Option bounds, option pricing, stochastic dominance, risk averse
View Abstract | View PDF - Huang J, 2004, 'Risk neutral probabilities and option bounds: a geometric approach
', Lancaster University Management School Working Paper
Keywords: Option bounds, option pricing, risk neutral density, first order stochastic dominance
View Abstract | View PDF - Huang J, 2004, 'Cautiousness and tendency to buy options', Lancaster University Management School Working Paper
View Abstract | View PDF - Shackleton MB and O'Brien F, 2004, 'An empirical investigation of UK option returns: overpricing and the role of higher systematic moments', Lancaster University Management School Working Paper
Keywords: option returns, CAPM, systematic, skewness, kurtosis, comoments, cross-section
View Abstract | View PDF - O'Hanlon JF and Peasnell KV, 2004, 'Residual Income and value-creation: the missing link', Lancaster University Management School Working Paper
Keywords: residual income, EVA, value-based management, performance measurement
View Abstract - Isidro HD, O'Hanlon JF and Young SE, 2004, 'Dirty surplus accounting flows: international evidence', Lancaster University Management School Working Paper
View Abstract - Choi Y-S, O'Hanlon JF and Pope PF, 2004, 'Conservative accounting and linear information valuation models
', Lancaster University Management School Working Paper
Keywords: Accounting; Capital markets; Valuation models; Linear information models
View Abstract | View PDF - Oswald D and Young SE, 2004, 'Open market share reacquisitions, surplus cash, and agency problems', Lancaster University Management School Working Paper
Keywords: Share reacquisitions, operating cash flow, managerial entrenchment.
View Abstract | View PDF - Lambrecht BM and Myers SC, 2004, 'Payout, debt and takeovers in declining industries', Lancaster University Management School Working Paper
Keywords: firm closure, takeover, real option, managerial incentives, payout policy
View Abstract - Katz A and Mumford MJ, 2003, 'Comparative study of administration and administrative receivership as business rescue vehicles (executive summary)', Lancaster University Management School Working Paper
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- Shackleton MB and Chung SL, 2003, 'On the use and improvement of Hull and White’s control variate technique', Lancaster University Management School Working Paper
Keywords: Control variate, American option, exponential exercise boundary, static
View Abstract | View PDF - Shackleton MB and Chung SL, 2003, 'On the errors and comparison of Vega estimation methods', Lancaster University Management School Working Paper
Keywords: Vega, lattice approach, discretization error, smoothing
View Abstract | View PDF - Beekes WA, 2003, 'Earnings management in response to regulatory price review. A case study of the political cost hypothesis in the water and electricity sectors in England and Wales', Lancaster University Management School Working Paper
Keywords: Accounting accruals, earnings management, price cap regulation, regulatory review, regional electricity companies, water and sewerage companies
View Abstract | View PDF - Beekes WA, 2003, 'Earnings management in response to a windfall-tax in the water and sewerage utility companies in England and Wales', Lancaster University Management School Working Paper
Keywords: Accounting Accruals, Earnings Management, Water and Sewerage Companies, Windfall Tax.
View Abstract - Pope PF, Gore JPO and Singh A, 2002, 'Earnings management and the distribution of earnings relative to targets: UK evidence', Lancaster University Management School Working Paper
Keywords: accounting manipulation, discretionary accruals, earnings management.
View Abstract | View PDF
