2005 Series
The UK Code of Corporate Governance: Link between Compliance and Firm Performance
Carol Padgett and Amama Shabbir
2005-17
abstract
Is Minimum Variance Hedging Necessary For Equity Indices? A Study Of Hedging And Cross-Hedging Exchange Traded Funds
Carol Alexander and Andreza Barbosa
2005-16
Forthcoming in Journal of Banking and Finance
abstract
Investment Reputation Index: family firms vs. non-family firms in the UK
Suranjita Mukherjee and Carol Padgett
2005-15
abstract
Asymmetries and Volatility Regimes in the European Equity Markets
Carol Alexander and Emese Lazar
2005-14
abstract
On The Continuous Limit of GARCH
Carol Alexander and Emese Lazar
2005-13
abstract
The Financial Services Reform Act 2001: Impact on systemic risk in Australia
Colin Beardsley and John R. O'Brien
2005-12
abstract
Joined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution Rate
John Board and Charles Sutcliffe
2005-11
In Handbook of Asset and Liability Management, edited by Stavros A. Zenios and William T. Ziemba, North Holland Handbooks in Finance, Elsevier Science B.V., Volume 2, forthcoming.
abstract
Optimal Hedging and Scale Invariance: A Taxonomy of Option Pricing Models
Carol Alexander and Leonardo Nogueira
2005-10
abstract
Later version forthcoming in Journal of Banking and Finance
Merging Schemes: An Economic Analysis of Defined Benefit Pension Scheme Merger Criteria
Charles Sutcliffe
2005-09
Annals of Actuarial Science, forthcoming.
abstract
?Leger est aprendre mes fort est arendre’: Wool, Debt and the Dispersal of Pipewell Abbey (1280-1330)
Adrian R Bell, Chris Brooks and Paul Dryburgh
2005-08
Journal of Medieval History 32, (2006) 187-211.
abstract
Detecting Switching Strategies in Equity Hedge Funds
Carol Alexander and Anca Dimitriu
2005-07
Journal of Alternative Investments, 2005, 8:1, 7-13
abstract
Predicting Agency Rating Migrations with Spread Implied Ratings
Jianming Kou and Simone Varotto
2005-06
abstract
The Spider in the Hedge
Carol Alexander and Andreza Barbosa
2005-05
Review of Futures Markets, 2005, 11:1, 89-113
abstract
The Extremes of the P/E Effect
Keith Anderson and Chris Brooks
2005-04
Journal of Investing (2007), 16(1): 69-81
abstract
Decomposing the P/E Ratio
Keith Anderson and Chris Brooks
2005-03
Journal of Asset Management 6(6), (2006), 456-469.
abstract
The Long-Term P/E Ratio
Keith Anderson and Chris Brooks
2005-02
Journal of Business Finance and Accounting 33 (7) & (8), 1063-1086
abstract
Advance Contracts for the Sale of Wool in Medieval England: An Undeveloped and Inefficient Market?
Adrian R Bell, Chris Brooks and Paul Dryburgh
2005-01
Journal of Banking and Finance 31(2), (2007) 361-380.
abstract
