Manchester Business School Working Paper Series, The University of Manchester

Collection's Items (Sorted by Year of Publication in Descending order): 1 to 20 of 104
Year of PublicationTitleAuthor(s)
2014 How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returnsKonstantinidi, Eirini; Skiadopoulos, George
2013 Variance swap premium under stochastic volatility and self-exciting jumpsChen, Ke; Poon, Ser-Huang
2013 Managing portfolio risk using multivariate extreme value methodsHilal, Sawson; Poon, Ser-Huang; Tawn, Jonathan
2013 An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paidBerwart, Erik; Guidolin, Massimo; Milidonis, Andreas
2013 Do we need non-linear models to predict REIT returns?Case, Brad; Guidolin, Massimo; Yildirim, Yildiray
2013 Consistent pricing and hedging volatility derivatives with two volatility surfacesChen, Ke; Poon, Ser-Huang
2013 Multi-level Monte Carlo simulations with importance samplingStilger, Przemyslaw Stan; Poon, Ser-Huang
2013 Playing for high steaks: Market structure and purchaser-led sustainbaility initiatives in the UK beef sectorFoster, Chris; Gee, Sally
2012 An exploratory review of the design literature: Gaps and avenues for future researchD'Ippolito, Beatrice
2012 Linear predictability vs. bull and bear market models in strategic asset allocation decisions: Evidence from UK dataGuidolin, Massimo; Hyde, Stuart
2012 Understanding the emergence of STI policies in the EU: The genesis of EU security research and the role of the EU commission as policy entrepreneurEdler, Jakob; James, Andrew D.
2012 A MIOIR case study on public procurement and innovation: DWP work programme procurement - Delivering innovation for efficiencies or for claimants?Maddock, Su
2012 High frequency trading and mini flash crashesGolub, Anton; Keane, John; Poon, Ser Huang
2011 Large shareholder diversification and corporate risk-takingFaccio, Mara; Marchica, Maria-Teresa; Mura, Roberto
2011 Bidder cash reserve effect under the precautionary motive: Evidence from UKGao, Ning; Mohamed, Abdulkadir
2011 Uncertain growth, ambiguity aversion and asset pricesLiu, Hening
2011 What drives bidder cash reserve effects in acquisitions: Agency conflicts or precautionary motive?Gao, Ning
2011 Ambiguity and equity premium in production economiesJahan-Parvar, Mohammad R.; Liu, Hening
2011 Market liquidity and institutional trading during the 2007 - 8 financial crisisPoon, Ser-Huang; Rockinger, Michael; Stathopoulos, Konstantinos
2011 The use of behavioural additionality in innovation policy-makingGök, Abdullah; Edler, Jakob
Collection's Items (Sorted by Year of Publication in Descending order): 1 to 20 of 104
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