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Publications

by members of

Department of Accounting and Finance
Sussex Business School
University of Sussex
Brighton, United Kingdom

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

Undated material is listed at the end

2021

  1. Carol Alexander & Jun Deng & Bin Zou, 2021. "Hedging with Bitcoin Futures: The Effect of Liquidation Loss Aversion and Aggressive Trading," Papers 2101.01261, arXiv.org, revised Aug 2021.
  2. Carol Alexander & Michael Coulon & Yang Han & Xiaochun Meng, 2021. "Evaluating the Discrimination Ability of Proper Multivariate Scoring Rules," Papers 2101.12693, arXiv.org.
  3. Carol Alexander & Daniel Heck & Andreas Kaeck, 2021. "The Role of Binance in Bitcoin Volatility Transmission," Papers 2107.00298, arXiv.org, revised Aug 2021.
  4. Carol Alexander & Ding Chen & Arben Imeraj, 2021. "Inverse and Quanto Inverse Options in a Black-Scholes World," Papers 2107.12041, arXiv.org, revised Oct 2022.
  5. Carol Alexander & Jun Deng & Jianfen Feng & Huning Wan, 2021. "Net Buying Pressure and the Information in Bitcoin Option Trades," Papers 2109.02776, arXiv.org, revised Mar 2022.
  6. Carol Alexander & Xi Chen & Charles Ward, 2021. "Risk-Adjusted Valuation for Real Option Decisions," Papers 2109.04793, arXiv.org.

2020

  1. Carol Alexander & Xiaochun Meng & Wei Wei, 2020. "Targetting Kollo Skewness with Random Orthogonal Matrix Simulation," Papers 2004.06586, arXiv.org, revised Sep 2021.

2018

  1. Carol Alexander & Emese Lazar & Silvia Stanescu, 2018. "Analytic Moments for GARCH Processes," Papers 1808.09666, arXiv.org, revised Sep 2018.
  2. Carol Alexander & Xi Chen, 2018. "Model Risk in Real Option Valuation," Papers 1809.00817, arXiv.org, revised Sep 2018.

2017

  1. Carol Alexander & Johannes Rauch, 2017. "The Aggregation Property and its Applications to Realised Higher Moments," Papers 1709.08188, arXiv.org.

2016

  1. Carol Alexander & Johannes Rauch, 2016. "Model-Free Discretisation-Invariant Swap Contracts," Papers 1602.00235, arXiv.org, revised Apr 2016.
  2. Johannes Rauch & Carol Alexander, 2016. "Tail Risk Premia for Long-Term Equity Investors," Papers 1602.00865, arXiv.org.

2014

  1. Carol Alexander & Johannes Rauch, 2014. "Model-Free Discretisation-Invariant Swaps and S&P 500 Higher-Moment Risk Premia," Papers 1404.1351, arXiv.org, revised Feb 2016.
  2. Carol Alexander & Xi Chen, 2014. "Risk-adjusted Valuation of the Real Option to Invest," ICMA Centre Discussion Papers in Finance icma-dp2014-19, Henley Business School, University of Reading.

2012

  1. Carol Alexander & Marcel Prokopczuk & Anannit Sumawon, 2012. "The (De)merits of Minimum-Variance Hedging: Application to the Crack Spread," ICMA Centre Discussion Papers in Finance icma-dp2012-01, Henley Business School, University of Reading.
  2. Carol Alexander & Xi Chen, 2012. "A General Approach to Real Option Valuation with Applications to Real Estate Investments," ICMA Centre Discussion Papers in Finance icma-dp2012-04, Henley Business School, University of Reading.
  3. Carol Alexander & Dimitris Korovilas, 2012. "Diversification of Equity with VIX Futures: Personal Views and Skewness Preference," ICMA Centre Discussion Papers in Finance icma-dp2012-07, Henley Business School, University of Reading.
  4. Carol Alexander & Daniel Ledermann, 2012. "ROM Simulation: Applications to Stress Testing and VaR," ICMA Centre Discussion Papers in Finance icma-dp2012-09, Henley Business School, University of Reading.

2011

  1. Carol Alexander & Dimitris Korovilas, 2011. "The Hazards of Volatility Diversification," ICMA Centre Discussion Papers in Finance icma-dp2011-04, Henley Business School, University of Reading.
  2. Carol Alexander & Emese Lazar & Silvia Stanescu, 2011. "Analytic Approximations to GARCH Aggregated Returns Distributions with Applications to VaR and ETL," ICMA Centre Discussion Papers in Finance icma-dp2011-08, Henley Business School, University of Reading.
  3. Carol Alexander & Stamatis Leontsinis, 2011. "Model Risk in Variance Swap Rates," ICMA Centre Discussion Papers in Finance icma-dp2011-10, Henley Business School, University of Reading.
  4. Suma Athreye & Yong Yang, 2011. "Disembodied Knowledge Flows in the World Economy," WIPO Economic Research Working Papers 03, World Intellectual Property Organization - Economics and Statistics Division, revised Dec 2011.

2010

  1. Carol Alexander & Andreas Kaeck, 2010. "Does model fit matter for hedging? Evidence from FTSE 100 options," ICMA Centre Discussion Papers in Finance icma-dp2010-05, Henley Business School, University of Reading.
  2. Andreas Kaeck & Carol Alexander, 2010. "Stochastic Volatility Jump-Diffusions for Equity Index Dynamics," ICMA Centre Discussion Papers in Finance icma-dp2010-06, Henley Business School, University of Reading.
  3. Carol Alexander & Jose Maria Sarabia, 2010. "Endogenizing Model Risk to Quantile Estimates," ICMA Centre Discussion Papers in Finance icma-dp2010-07, Henley Business School, University of Reading.
  4. Carol Alexander & Jose Maria Sarabia, 2010. "Generalized Beta-Generated Distributions," ICMA Centre Discussion Papers in Finance icma-dp2010-09, Henley Business School, University of Reading.
  5. Carol Alexander & Alexander Rubinov & Markus Kalepky & Stamatis Leontsinis, 2010. "Regime-Dependent Smile-Adjusted Delta Hedging," ICMA Centre Discussion Papers in Finance icma-dp2010-10, Henley Business School, University of Reading.
  6. Andreas Kaeck & Carol Alexander, 2010. "VIX Dynamics with Stochastic Volatility of Volatility," ICMA Centre Discussion Papers in Finance icma-dp2010-11, Henley Business School, University of Reading.
  7. Yong Yang & Pedro S. Martins, 2010. "Firm Performance and the Geography of FDI: Evidence from 46 Countries," Working Papers 30, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
  8. Martins, Pedro S. & Yang, Yong, 2010. "Globalised Labour Markets? International Rent Sharing across 47 Countries," IZA Discussion Papers 5283, Institute of Labor Economics (IZA).

2009

  1. Carol Alexander & Walter Ledermann & Daniel Ledermann, 2009. "Exact Moment Simulation using Random Orthogonal Matrices," ICMA Centre Discussion Papers in Finance icma-dp2009-09, Henley Business School, University of Reading.

2008

  1. Carol Alexander & Emese Lazar, 2008. "Markov Switching GARCH Diffusion," ICMA Centre Discussion Papers in Finance icma-dp2008-01, Henley Business School, University of Reading.
  2. Carol Alexander & Aanand Venkatramanan, 2008. "Analytic Approximations for Multi-Asset Option Pricing," ICMA Centre Discussion Papers in Finance icma-dp2009-05, Henley Business School, University of Reading, revised Jun 2009.

2007

  1. Carol Alexander & Andreza Barbosa, 2007. "Hedging and Cross-hedging ETFs," ICMA Centre Discussion Papers in Finance icma-dp2007-01, Henley Business School, University of Reading.
  2. Carol Alexander & Elizabeth Sheedy, 2007. "Model-Based Stress Tests: Linking Stress Tests to VaR for Market Risk," ICMA Centre Discussion Papers in Finance icma-dp2007-02, Henley Business School, University of Reading.
  3. Carol Alexander & Aanand Venkatramanan, 2007. "Analytic Approximations for Spread Options," ICMA Centre Discussion Papers in Finance icma-dp2007-11, Henley Business School, University of Reading.
  4. Pedro S. Martins & Yong Yang, 2007. "The Impact of Exporting on Firm Productivity: A Meta-Analysis," Working Papers 6, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.

2006

  1. Carol Alexander & Leonardo M. Nogueira, 2006. "Hedging Options with Scale-Invariant Models," ICMA Centre Discussion Papers in Finance icma-dp2006-03, Henley Business School, University of Reading.
  2. Carol Alexander & Andreza Barbosa, 2006. "Minimum Variance Hedging and Stock Index Market Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2006-04, Henley Business School, University of Reading, revised Sep 2006.
  3. Carol Alexander & Andreas Kaeck, 2006. "Regimes in CDS Spreads: A Markov Switching Model of iTraxx Europe Indices," ICMA Centre Discussion Papers in Finance icma-dp2006-08, Henley Business School, University of Reading.

2005

  1. Carol Alexander & Andreza Barbosa, 2005. "The Spider in the Hedge," ICMA Centre Discussion Papers in Finance icma-dp2005-05, Henley Business School, University of Reading.
  2. Carol Alexander & Anca Dimitriu, 2005. "Detecting Switching Strategies in Equity Hedge Funds," ICMA Centre Discussion Papers in Finance icma-dp2005-07, Henley Business School, University of Reading.
  3. Carol Alexander & Andreza Barbosa, 2005. "Is Minimum Variance Hedging Necessary for Equity Indices? A study of Hedging and Cross-Hedging Exchange Traded Funds," ICMA Centre Discussion Papers in Finance icma-dp2005-16, Henley Business School, University of Reading.

2004

  1. Carol Alexander & Anca Dimitriu, 2004. "The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations," ICMA Centre Discussion Papers in Finance icma-dp2004-01, Henley Business School, University of Reading.
  2. Carol Alexander & Anca Dimitriu, 2004. "A Comparison of Cointegration & Tracking Error Models for Mutual Funds & Hedge Funds," ICMA Centre Discussion Papers in Finance icma-dp2004-03, Henley Business School, University of Reading.
  3. Carol Alexander & Leonardo M. Nogueira, 2004. "Hedging with Stochastic and Local Volatility," ICMA Centre Discussion Papers in Finance icma-dp2004-10, Henley Business School, University of Reading, revised Dec 2004.
  4. Carol Alexander & Leonardo Nogueira, 2004. "Stochastic Local Volatility," ICMA Centre Discussion Papers in Finance icma-dp2008-02, Henley Business School, University of Reading, revised Mar 2008.

2003

  1. Carol Alexander & Anca Dimitriu, 2003. "Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2003-02, Henley Business School, University of Reading.
  2. Carol Alexander & Dimitri Lvov, 2003. "Statistical Properties of Forward Libor Rates," ICMA Centre Discussion Papers in Finance icma-dp2003-03, Henley Business School, University of Reading.
  3. Carol Alexander & Anca Dimitriu, 2003. "Sources of Over-performance in Equity Markets: Mean Reversion, Common Trends and Herding," ICMA Centre Discussion Papers in Finance icma-dp2003-08, Henley Business School, University of Reading, revised Oct 2003.
  4. Carol Alexandra & Andrew Scourse, 2003. "Bivariate Normal Mixture Spread Option Valuation," ICMA Centre Discussion Papers in Finance icma-dp2003-15, Henley Business School, University of Reading.

2002

  1. Carol Alexander, 2002. "Short and Long Term Smile Effects: The Binomial Normal Mixture Diffusion Model," ICMA Centre Discussion Papers in Finance icma-dp2003-06, Henley Business School, University of Reading, revised Mar 2003.

2001

  1. Carol Alexander & Ian Giblin & Wayne Weddington III, 2001. "Cointegration and Asset Allocation: A New Fund Strategy," ICMA Centre Discussion Papers in Finance icma-dp2001-03, Henley Business School, University of Reading.
  2. Carol Alexander & Sujit Narayanan, 2001. "Option Pricing with Normal Mixture Returns: Modelling Excess Kurtosis and Uncertanity in Volatility," ICMA Centre Discussion Papers in Finance icma-dp2001-10, Henley Business School, University of Reading, revised Dec 2001.
  3. Carol Alexander, 2001. "Understanding the Internal Measurement Approach to Assessing Operational Risk Capital," ICMA Centre Discussion Papers in Finance icma-dp2001-13, Henley Business School, University of Reading.

2000

  1. Carol Alexander, 2000. "Bayesian Methods for Measuring Operational Risk," ICMA Centre Discussion Papers in Finance icma-dp2000-02, Henley Business School, University of Reading.
  2. Carol Alexander, 2000. "Orthogonal Methods for Generating Large Positive Semi-Definite Covariance Matrices," ICMA Centre Discussion Papers in Finance icma-dp2000-06, Henley Business School, University of Reading.

1997

  1. Carol Alexander & Manuel Cantavella Jordá, 1997. "Seasonal unit roots in trade variables," Working Papers. Serie EC 1997-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

1995

  1. Alexander, Carol & John Wyeth, 1995. "Seasonal price movements and unit roots in Indonesian rice market integration," Discussion Papers in Economics 0195, Department of Economics, University of Sussex Business School.

1994

  1. Alexander, Carol, 1994. "Cofeatures in international bond and equity markets," Discussion Papers in Economics 0194, Department of Economics, University of Sussex Business School.
  2. Alexander, Carol & W Ledermann, 1994. "Are Nash bargaining wage agreements unique: an investigation into bargaining sets for firm-union negotiations," Discussion Papers in Economics 1294, Department of Economics, University of Sussex Business School.

1993

  1. Alexander, Carol, 1993. "Common volatility in the foreign exchange market," Discussion Papers in Economics 493, Department of Economics, University of Sussex Business School.

1992

  1. Alexander, C O & A Johnson, 1992. "Are foreign exchange markets really efficient?," Discussion Papers in Economics 1092, Department of Economics, University of Sussex Business School.
  2. Alexander, C O, 1992. "The changing relationship between productivity, wages and unemployment in the U.K," Discussion Papers in Economics 1192, Department of Economics, University of Sussex Business School.
  3. Alexander, C O & N S Riyait, 1992. "GARCH volatility models," Discussion Papers in Economics 1392, Department of Economics, University of Sussex Business School.
  4. Alexander, C O & W Ledermann, 1992. "Bargaining sets and bargaining solutions for firm-union negotiations," Discussion Papers in Economics 1492, Department of Economics, University of Sussex Business School.

Undated

  1. Carol Alexander, "undated". "Principal Component Analysis of Volatility Smiles and Skews," ICMA Centre Discussion Papers in Finance icma-dp2000-10, Henley Business School, University of Reading, revised Jun 2000.

Journal articles

2023

  1. Ahmed, Zahir Uddin & Hopper, Trevor & Wickramasinghe, Danture, 2023. "From Minnow to Mighty: A hegemonic analysis of social accountability in BRAC - the world’s largest development NGO," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 92(C).

2022

  1. Sarah George Lauwo & John De-Clerk Azure & Trevor Hopper, 2022. "Accountability and governance in implementing the Sustainable Development Goals in a developing country context: evidence from Tanzania," Accounting, Auditing & Accountability Journal, Emerald Group Publishing Limited, vol. 35(6), pages 1431-1461, January.

2021

  1. Lassou, Philippe J.C. & Hopper, Trevor & Ntim, Collins, 2021. "How the colonial legacy frames state audit institutions in Benin that fail to curb corruption," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 78(C).
  2. Olayinka Moses & Trevor Hopper, 2021. "Accounting articles on developing countries in ranked English language journals: a meta-review," Accounting, Auditing & Accountability Journal, Emerald Group Publishing Limited, vol. 35(4), pages 1035-1060, October.
  3. Alexander, Carol & Rauch, Johannes, 2021. "A general property for time aggregation," European Journal of Operational Research, Elsevier, vol. 291(2), pages 536-548.
  4. Alexander, Carol & Lazar, Emese & Stanescu, Silvia, 2021. "Analytic moments for GJR-GARCH (1, 1) processes," International Journal of Forecasting, Elsevier, vol. 37(1), pages 105-124.
  5. Alexander, Carol & Chen, Xi & Ward, Charles, 2021. "Risk-adjusted valuation for real option decisions," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 1046-1064.
  6. Carol Alexander & Xi Chen, 2021. "Model risk in real option valuation," Annals of Operations Research, Springer, vol. 299(1), pages 1025-1056, April.
  7. Carol Alexander & Emese Lazar, 2021. "The continuous limit of weak GARCH," Econometric Reviews, Taylor & Francis Journals, vol. 40(2), pages 197-216, February.

2020

  1. Trevor Hopper, 2020. "Swimming in a sea of uncertainty – business, governance and the coronavirus (COVID-19) pandemic," Journal of Accounting & Organizational Change, Emerald Group Publishing Limited, vol. 16(4), pages 533-539, October.
  2. Alexander, Carol & Choi, Jaehyuk & Massie, Hamish R.A. & Sohn, Sungbin, 2020. "Price discovery and microstructure in ether spot and derivative markets," International Review of Financial Analysis, Elsevier, vol. 71(C).
  3. Alexander, Carol & Heck, Daniel F., 2020. "Price discovery in Bitcoin: The impact of unregulated markets," Journal of Financial Stability, Elsevier, vol. 50(C).
  4. C. Alexander & M. Dakos, 2020. "A critical investigation of cryptocurrency data and analysis," Quantitative Finance, Taylor & Francis Journals, vol. 20(2), pages 173-188, February.
  5. Carol Alexander & Jaehyuk Choi & Heungju Park & Sungbin Sohn, 2020. "BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(1), pages 23-43, January.

2019

  1. Ashraf, Muhammad Junaid & Muhammad, Faiza & Hopper, Trevor, 2019. "Accounting signifiers, political discourse, popular resistance and legal identity during Pakistan Steel Mills attempted privatization," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 60(C), pages 18-43.
  2. Lassou, Philippe J.C. & Hopper, Trevor & Tsamenyi, Mathew & Murinde, Victor, 2019. "Varieties of neo-colonialism: Government accounting reforms in Anglophone and Francophone Africa – Benin and Ghana compared," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 65(C).
  3. Muhammad Ayaz & Muhammad Junaid Ashraf & Trevor Hopper, 2019. "Precariousness, Gender, Resistance and Consent in the Face of Global Production Network’s ‘Reforms’ of Pakistan’s Garment Manufacturing Industry," Work, Employment & Society, British Sociological Association, vol. 33(6), pages 895-912, December.
  4. Alexander, Carol & Kaeck, Andreas & Sumawong, Anannit, 2019. "A parsimonious parametric model for generating margin requirements for futures," European Journal of Operational Research, Elsevier, vol. 273(1), pages 31-43.

2018

  1. Trevor Hopper, 2018. "Stop accounting myopia: – think globally: a polemic," Journal of Accounting & Organizational Change, Emerald Group Publishing Limited, vol. 15(1), pages 87-99, November.

2017

  1. Hopper, Trevor & Lassou, Philippe & Soobaroyen, Teerooven, 2017. "Globalisation, accounting and developing countries," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 43(C), pages 125-148.
  2. Trevor Hopper, 2017. "Neopatrimonialism, good governance, corruption and accounting in Africa," Journal of Accounting in Emerging Economies, Emerald Group Publishing Limited, vol. 7(2), pages 225-248, May.
  3. Mathew Tsamenyi & Trevor Hopper & Shahzad Uddin, 2017. "Changing control and accounting in an African gold mine," Journal of Accounting & Organizational Change, Emerald Group Publishing Limited, vol. 13(2), pages 282-308, June.
  4. Stamatis Leontsinis & Carol Alexander, 2017. "Arithmetic variance swaps," Quantitative Finance, Taylor & Francis Journals, vol. 17(4), pages 551-569, April.

2016

  1. Lassou, Philippe Jacques Codjo & Hopper, Trevor, 2016. "Government accounting reform in an ex-French African colony: The political economy of neocolonialism," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 36(C), pages 39-57.
  2. Michael Osborne & Ian Davidson, 2016. "The Cambridge capital controversies: contributions from the complex plane," Review of Political Economy, Taylor & Francis Journals, vol. 28(2), pages 251-269, April.
  3. Alexander, Carol & Korovilas, Dimitris & Kapraun, Julia, 2016. "Diversification with volatility products," Journal of International Money and Finance, Elsevier, vol. 65(C), pages 213-235.

2015

  1. Judy Brown & Jesse Dillard & Trevor Hopper, 2015. "Accounting, accountants and accountability regimes in pluralistic societies," Accounting, Auditing & Accountability Journal, Emerald Group Publishing Limited, vol. 28(5), pages 626-650, June.

2013

  1. Hopper, Trevor, 2013. "Making accounting degrees fit for a university," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 24(2), pages 127-135.
  2. Andreas Kaeck & Carol Alexander, 2013. "Stochastic Volatility Jump†Diffusions for European Equity Index Dynamics," European Financial Management, European Financial Management Association, vol. 19(3), pages 470-496, June.
  3. Alexander, Carol & Prokopczuk, Marcel & Sumawong, Anannit, 2013. "The (de)merits of minimum-variance hedging: Application to the crack spread," Energy Economics, Elsevier, vol. 36(C), pages 698-707.
  4. Kaeck, Andreas & Alexander, Carol, 2013. "Continuous-time VIX dynamics: On the role of stochastic volatility of volatility," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 46-56.
  5. Alexander, Carol & Lazar, Emese & Stanescu, Silvia, 2013. "Forecasting VaR using analytic higher moments for GARCH processes," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 36-45.
  6. Sushanta Mallick & Yong Yang, 2013. "Productivity Performance of Export Market Entry and Exit: Evidence from Indian Firms," Review of International Economics, Wiley Blackwell, vol. 21(4), pages 809-824, September.

2012

  1. Alexander, Carol & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Sarabia, José María, 2012. "Generalized beta-generated distributions," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1880-1897.
  2. Kaeck, Andreas & Alexander, Carol, 2012. "Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3110-3121.
  3. Ledermann, Daniel & Alexander, Carol, 2012. "Further properties of random orthogonal matrix simulation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 83(C), pages 56-79.
  4. Carol Alexander & Alexander Rubinov & Markus Kalepky & Stamatis Leontsinis, 2012. "Regime‐dependent smile‐adjusted delta hedging," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(3), pages 203-229, March.
  5. Carol Alexander & Andreas Kaeck, 2012. "Does model fit matter for hedging? Evidence from FTSE 100 options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(7), pages 609-638, July.
  6. Carol Alexander & José María Sarabia, 2012. "Quantile Uncertainty and Value‐at‐Risk Model Risk," Risk Analysis, John Wiley & Sons, vol. 32(8), pages 1293-1308, August.

2011

  1. Aanand Venkatramanan & Carol Alexander, 2011. "Closed Form Approximations for Spread Options," Applied Mathematical Finance, Taylor & Francis Journals, vol. 18(5), pages 447-472, January.

2010

  1. Osborne, Michael J., 2010. "A resolution to the NPV-IRR debate?," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(2), pages 234-239, May.
  2. Yong Yang & Sushanta Mallick, 2010. "Export Premium, Self‐selection and Learning‐by‐Exporting: Evidence from Chinese Matched Firms," The World Economy, Wiley Blackwell, vol. 33(10), pages 1218-1240, October.

2009

  1. Trevor Hopper & Mathew Tsamenyi & Shahzad Uddin & Danture Wickramasinghe, 2009. "Management accounting in less developed countries: what is known and needs knowing," Accounting, Auditing & Accountability Journal, Emerald Group Publishing Limited, vol. 22(3), pages 469-514, March.
  2. Carol Alexander & Emese Lazar, 2009. "Modelling Regime‐Specific Stock Price Volatility," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(6), pages 761-797, December.
  3. Carol Alexander & Andreas Kaeck & Leonardo M. Nogueira, 2009. "Model risk adjusted hedge ratios," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 29(11), pages 1021-1049, November.
  4. Pedro Martins & Yong Yang, 2009. "The impact of exporting on firm productivity: a meta-analysis of the learning-by-exporting hypothesis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(3), pages 431-445, October.

2008

  1. Trevor Hopper & Mostafa Jazayeri & Chris Westrup, 2008. "World class manufacturing and accountability," Journal of Accounting & Organizational Change, Emerald Group Publishing Limited, vol. 4(2), pages 97-135, June.
  2. Alexander, Carol & Sheedy, Elizabeth, 2008. "Developing a stress testing framework based on market risk models," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2220-2236, October.
  3. Alexander, C. & Barbosa, A., 2008. "Hedging index exchange traded funds," Journal of Banking & Finance, Elsevier, vol. 32(2), pages 326-337, February.
  4. Alexander, Carol & Kaeck, Andreas, 2008. "Regime dependent determinants of credit default swap spreads," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1008-1021, June.

2007

  1. Efferin, Sujoko & Hopper, Trevor, 2007. "Management control, culture and ethnicity in a Chinese Indonesian company," Accounting, Organizations and Society, Elsevier, vol. 32(3), pages 223-262, April.
  2. Chandana Alawattage & Trevor Hopper & Danture Wickramasinghe, 2007. "Introduction to management accounting in less developed countries," Journal of Accounting & Organizational Change, Emerald Group Publishing Limited, vol. 3(3), pages 183-191, September.
  3. Trevor Hopper & Maria Major, 2007. "Extending Institutional Analysis through Theoretical Triangulation: Regulation and Activity-Based Costing in Portuguese Telecommunications," European Accounting Review, Taylor & Francis Journals, vol. 16(1), pages 59-97.
  4. Alexander, Carol & Nogueira, Leonardo M., 2007. "Model-free hedge ratios and scale-invariant models," Journal of Banking & Finance, Elsevier, vol. 31(6), pages 1839-1861, June.
  5. Carol Alexander & Leonardo Nogueira, 2007. "Model-free price hedge ratios for homogeneous claims on tradable assets," Quantitative Finance, Taylor & Francis Journals, vol. 7(5), pages 473-479.

2006

  1. Emese Lazar & Carol Alexander, 2006. "Normal mixture GARCH(1,1): applications to exchange rate modelling," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 307-336.
  2. Ali Bora Yiǧitbaşioǧlu & Carol Alexander, 2006. "Pricing And Hedging Convertible Bonds: Delayed Calls And Uncertain Volatility," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(03), pages 415-453.

2005

  1. Quattrone, Paolo & Hopper, Trevor, 2005. "A 'time-space odyssey': management control systems in two multinational organisations," Accounting, Organizations and Society, Elsevier, vol. 30(7-8), pages 735-764.
  2. Trevor Hopper, 2005. "A commentary on 'The long road to publishing: a user-friendly expose'," Accounting Education, Taylor & Francis Journals, vol. 14(2), pages 177-180.
  3. Osborne, Michael J., 2005. "On the computation of a formula for the duration of a bond that yields precise results," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(1), pages 161-183, February.
  4. Carol Alexander & Anca Dimitriu, 2005. "Indexing, cointegration and equity market regimes," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 213-231.
  5. Carol Alexander, 2005. "The Present and Future of Financial Risk Management," Journal of Financial Econometrics, Oxford University Press, vol. 3(1), pages 3-25.

2004

  1. Danture Wickramasinghe & Trevor Hopper & Chandana Rathnasiri, 2004. "Japanese cost management meets Sri Lankan politics," Accounting, Auditing & Accountability Journal, Emerald Group Publishing Limited, vol. 17(1), pages 85-120, February.
  2. John Burns & Trevor Hopper & Hassan Yazdifar, 2004. "Management accounting education and training: putting management in and taking accounting out," Qualitative Research in Accounting & Management, Emerald Group Publishing Limited, vol. 1(1), pages 1-29, January.
  3. Alexander, Carol, 2004. "Normal mixture diffusion with uncertain volatility: Modelling short- and long-term smile effects," Journal of Banking & Finance, Elsevier, vol. 28(12), pages 2957-2980, December.
  4. Carol Alexander & Anca Dimitriu, 2004. "Equity indexing: Optimize your passive investments," Quantitative Finance, Taylor & Francis Journals, vol. 4(3), pages 30-33.
  5. Carol Alexander & Andrew Scourse, 2004. "Bivariate normal mixture spread option valuation," Quantitative Finance, Taylor & Francis Journals, vol. 4(6), pages 637-648.

2002

  1. Carol Alexander, 2002. "Principal Component Models for Generating Large GARCH Covariance Matrices," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 31(2), pages 337-359, July.

2001

  1. Michael J. Osborne, 2001. "Three Extensions to the Visualisation of Financial Concepts in the Complex Plane," Computers in Higher Education Economics Review, Economics Network, University of Bristol, vol. 14(2), pages 16-20.

2000

  1. Michael J. Osborne, 2000. "Visualising financial concepts in the complex plane," Computers in Higher Education Economics Review, Economics Network, University of Bristol, vol. 14(1), pages 4-8.

1999

  1. Trevor Hopper, 1999. "Postcard from Japan: a management accounting view," Accounting, Auditing & Accountability Journal, Emerald Group Publishing Limited, vol. 12(1), pages 58-69, March.
  2. Trevor Hopper & Tsutomu Koga & Jitsuo Goto, 1999. "Cost accounting in small and medium sized Japanese companies: an exploratory study," Accounting and Business Research, Taylor & Francis Journals, vol. 30(1), pages 73-86.

1997

  1. Zahirul Hoque & Trevor Hopper, 1997. "Political and Industrial Relations Turbulence, Competition and Budgeting in the Nationalised Jute Mills of Bangladesh," Accounting and Business Research, Taylor & Francis Journals, vol. 27(2), pages 125-143.

1996

  1. Alexander, C O & Ledermann, W, 1996. "Are Nash Bargaining Wage Agreements Unique? An Investigation into Bargaining Sets for Firm-Union Negotiations," Oxford Economic Papers, Oxford University Press, vol. 48(2), pages 242-253, April.

1995

  1. Carol Alexander & John Wyeth, 1995. "Causality testing in models of spatial market integration: A comment on an article by Stefan Dercon," Journal of Development Studies, Taylor & Francis Journals, vol. 32(1), pages 144-146.

1994

  1. Carol Alexander & Michael Barrow, 1994. "Seasonality and Cointegration of Regional House Prices in the UK," Urban Studies, Urban Studies Journal Limited, vol. 31(10), pages 1667-1689, December.

1993

  1. Alexander, Carol O, 1993. "The Changing Relationship between Productivity, Wages and Unemployment in the UK," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(1), pages 87-102, February.

1992

  1. Alexander, C. O. & Johnson, A., 1992. "Are foreign exchange markets really efficient?," Economics Letters, Elsevier, vol. 40(4), pages 449-453, December.

1991

  1. Miller, Peter & Hopper, Trevor & Laughlin, Richard, 1991. "The new accounting history: An introduction," Accounting, Organizations and Society, Elsevier, vol. 16(5-6), pages 395-403.
  2. Hopper, Trevor & Armstrong, Peter, 1991. "Cost accounting, controlling labour and the rise of conglomerates," Accounting, Organizations and Society, Elsevier, vol. 16(5-6), pages 405-438.

1987

  1. Cooper, David J. & Hopper, Trevor M., 1987. "Critical studies in accounting," Accounting, Organizations and Society, Elsevier, vol. 12(5), pages 407-414, August.
  2. Hopper, Trevor & Storey, John & Willmott, Hugh, 1987. "Accounting for accounting: Towards the development of a dialectical view," Accounting, Organizations and Society, Elsevier, vol. 12(5), pages 437-456, August.

1985

  1. Trevor Hopper & Andrew Powell, 1985. "Making Sense Of Research Into The Organizational And Social Aspects Of Management Accounting: A Review Of Its Underlying Assumptions [1]," Journal of Management Studies, Wiley Blackwell, vol. 22(5), pages 429-465, September.
  2. Berry, A. J. & Capps, T. & Cooper, D. & Ferguson, P. & Hopper, T. & Lowe, E. A., 1985. "Management control in an area of the NCB: Rationales of accounting practices in a public enterprise," Accounting, Organizations and Society, Elsevier, vol. 10(1), pages 3-28, January.

1980

  1. Hopper, Trevor M., 1980. "Role conflicts of management accountants and their position within organisation structures," Accounting, Organizations and Society, Elsevier, vol. 5(4), pages 401-411, October.

Books

2014

  1. Michael Osborne, 2014. "Multiple Interest Rate Analysis: Theory and Applications," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-37277-2, December.

2012

  1. Trevor Hopper & Mathew Tsamenyi & Shahzad Uddin & Danture Wickramasinghe (ed.), 2012. "Handbook of Accounting and Development," Books, Edward Elgar Publishing, number 13725.

2010

  1. Cooper,David & Hopper,Trevor, 2010. "Debating Coal Closures," Cambridge Books, Cambridge University Press, number 9780521125970.

Chapters

2014

  1. Michael Osborne, 2014. "Four Key Results of Multiple-Interest-Rate Analysis," Palgrave Macmillan Books, in: Multiple Interest Rate Analysis: Theory and Applications, chapter 3, pages 12-42, Palgrave Macmillan.
  2. Michael Osborne, 2014. "Multiple-Interest-Rate Analysis: What It Is and Why It Is Important," Palgrave Macmillan Books, in: Multiple Interest Rate Analysis: Theory and Applications, chapter 1, pages 1-8, Palgrave Macmillan.
  3. Michael Osborne, 2014. "Appendix 2: Why Now?," Palgrave Macmillan Books, in: Multiple Interest Rate Analysis: Theory and Applications, pages 119-123, Palgrave Macmillan.
  4. Michael Osborne, 2014. "Multiple-Interest-Rate Analysis Demonstrates Why the IRR Pitfalls Are Irrelevant and Provides a Better Reason to Prefer NPV as an Investment Criterion," Palgrave Macmillan Books, in: Multiple Interest Rate Analysis: Theory and Applications, chapter 5, pages 61-81, Palgrave Macmillan.
  5. Michael Osborne, 2014. "An Accurate Formula Is Derived for the Impact of a Shift in Yield on the Price of a Bond," Palgrave Macmillan Books, in: Multiple Interest Rate Analysis: Theory and Applications, chapter 6, pages 82-91, Palgrave Macmillan.
  6. Michael Osborne, 2014. "Appendix 3: On the Calculation of Polynomial Roots," Palgrave Macmillan Books, in: Multiple Interest Rate Analysis: Theory and Applications, pages 124-126, Palgrave Macmillan.
  7. Michael Osborne, 2014. "A Summing Up," Palgrave Macmillan Books, in: Multiple Interest Rate Analysis: Theory and Applications, chapter 8, pages 105-108, Palgrave Macmillan.
  8. Michael Osborne, 2014. "Appendix 1: A Compendium of Observations on Multiple-Interest-Rate Analysis," Palgrave Macmillan Books, in: Multiple Interest Rate Analysis: Theory and Applications, pages 109-118, Palgrave Macmillan.
  9. Michael Osborne, 2014. "Multiple-Interest-Rate Analysis Sheds Light on the Reswitching Phenomenon," Palgrave Macmillan Books, in: Multiple Interest Rate Analysis: Theory and Applications, chapter 7, pages 92-104, Palgrave Macmillan.
  10. Michael Osborne, 2014. "Is APR a Robust Measure of the Cost of Consumer Credit?," Palgrave Macmillan Books, in: Multiple Interest Rate Analysis: Theory and Applications, chapter 4, pages 43-60, Palgrave Macmillan.

2012

  1. Trevor Hopper & Mathew Tsamenyi & Shahzad Uddin & Danture Wickramasinghe, 2012. "Introduction: Accounting and Development," Chapters, in: Trevor Hopper & Mathew Tsamenyi & Shahzad Uddin & Danture Wickramasinghe (ed.), Handbook of Accounting and Development, chapter 1, Edward Elgar Publishing.
  2. Trevor Hopper & Mathew Tsamenyi & Shahzad Uddin & Danture Wickramasinghe, 2012. "Management Control after Privatization: Illustrations from Less Developed Countries," Chapters, in: Trevor Hopper & Mathew Tsamenyi & Shahzad Uddin & Danture Wickramasinghe (ed.), Handbook of Accounting and Development, chapter 12, Edward Elgar Publishing.

2005

  1. Carol Alexander, 2005. "Assessment of Operational Risk Capital," Springer Books, in: Michael Frenkel & Markus Rudolf & Ulrich Hommel (ed.), Risk Management, edition 0, pages 279-301, Springer.

1999

  1. Shahzad Uddin & Trevor Hopper, 1999. "Management control, ownership and development: illustrations from a privatized Bangladeshi enterprise," Chapters, in: Maureen Mackintosh & Rathin Roy (ed.), Economic Decentralization and Public Management Reform, chapter 10, pages 231-272, Edward Elgar Publishing.

1989

  1. Teresa Capps & Trevor Hopper & Jan Mouritsen & David Cooper & Tony Lowe, 1989. "Accounting in the Production and Reproduction of Culture," Palgrave Macmillan Books, in: Wai Fong Chua & Tony Lowe & Tony Puxty (ed.), Critical Perspectives in Management Control, chapter 11, pages 217-243, Palgrave Macmillan.

1983

  1. Trevor M. Hopper & Anthony J. Berry, 1983. "Organisational Design and Management Control," Palgrave Macmillan Books, in: Tony Lowe & John L. J. Machin (ed.), New Perspectives in Management Control, chapter 6, pages 96-117, Palgrave Macmillan.

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