Manchester Business School Working Paper Series, The University of Manchester

ISSN: 0954-7401

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 104
Year of PublicationTitleAuthor(s)
2014How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returnsKonstantinidi, Eirini; Skiadopoulos, George
2013An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paidBerwart, Erik; Guidolin, Massimo; Milidonis, Andreas
2013Playing for high steaks: Market structure and purchaser-led sustainbaility initiatives in the UK beef sectorFoster, Chris; Gee, Sally
2013Managing portfolio risk using multivariate extreme value methodsHilal, Sawson; Poon, Ser-Huang; Tawn, Jonathan
2013Variance swap premium under stochastic volatility and self-exciting jumpsChen, Ke; Poon, Ser-Huang
2013Multi-level Monte Carlo simulations with importance samplingStilger, Przemyslaw Stan; Poon, Ser-Huang
2013Do we need non-linear models to predict REIT returns?Case, Brad; Guidolin, Massimo; Yildirim, Yildiray
2013Consistent pricing and hedging volatility derivatives with two volatility surfacesChen, Ke; Poon, Ser-Huang
2012Linear predictability vs. bull and bear market models in strategic asset allocation decisions: Evidence from UK dataGuidolin, Massimo; Hyde, Stuart
2012High frequency trading and mini flash crashesGolub, Anton; Keane, John; Poon, Ser Huang
2012An exploratory review of the design literature: Gaps and avenues for future researchD'Ippolito, Beatrice
2012Understanding 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.
2012A MIOIR case study on public procurement and innovation: DWP work programme procurement - Delivering innovation for efficiencies or for claimants?Maddock, Su
2011The practice of evaluation in innovation policy in EuropeEdler, Jakob; Berger, Martin; Dinges, Michael; Gök, Abdullah
2011Capitalism and evolutionMetcalfe, Stan
2011Systematic grant and funding body acknowledgement data for publications: An examination of new dimensions and new controversies for bibliometricsRigby, John
2011What drives bidder cash reserve effects in acquisitions: Agency conflicts or precautionary motive?Gao, Ning
2011Academic entrepreneurship in a resource contrained environment: Diversification and synergistic effectsde Silva, L. Ranmuthumalie; Uyrarra, Elvira; Oakey, Ray
2011The dynamism of entrepreneurial motivation: A case of academic entrepreneurs constrained environmentde Silva, L. Ranmuthumalie
2011The use of behavioural additionality in innovation policy-makingGök, Abdullah; Edler, Jakob
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 104