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Number of items: 22.

Article

Brée, David S. and Joseph, Nathan L. (2013). Testing for financial crashes using the Log Periodic Power Law model. International Review of Financial Analysis, 30 , pp. 287-297.

Solomon, Jill F.; Solomon, Aris; Joseph, Nathan L. and Norton, Simon D. (2013). Impression management, myth creation and fabrication in private social and environmental reporting:insights from Erving Goffman. Accounting, Organizations and Society, 38 (3), pp. 195-213.

Solomon, Jill F.; Solomon, Aris; Norton, Simon D. and Joseph, Nathan L. (2011). Private climate change reporting: an emerging discourse of risk and opportunity? Accounting, Auditing and Accountability Journal, 24 (8), pp. 1119-1148.

Lai, Baoying and Joseph, Nathan L. (2010). Pricing-to-market and the volatility of UK export prices. Applied Financial Economics, 20 (18), pp. 1441-1460.

Mazouz, Khelifa; Joseph, Nathan L. and Palliere, Clement (2009). Stock index reaction to large price changes:evidence frommajor Asian stock indexes. Pacific-Basin Finance Journal, 17 (4), pp. 444-459.

Mazouz, Khelifa; Joseph, Nathan L. and Joulmer, Joulmer (2009). Stock price reaction following large one-day price changes: UK evidence. Journal of Banking and Finance, 33 (8), pp. 1481-1493.

Iatridis, George and Joseph, Nathan L. (2006). Characteristics of UK firms related to timing of adoption of Statement of Standard Accounting Practice No. 20. Accounting and Finance, 46 (3), pp. 429-455.

Joseph, Nathan L. and Vezos, Panayiotis (2006). The sensitivity of US banks' stock returns to interest and exchange rate changes. Managerial Finance, 32 (2), pp. 182-199.

Daniel, Gilles; Joseph, Nathan L. and Brée, David S. (2005). Stochastic volatility and the goodness-of-fit of the Heston model. Quantitative Finance, 5 (2), pp. 199-211.

Iatridis, George and Joseph, Nathan L. (2005). A conceptual framework of accounting policy choice under SSAP 20. Managerial Auditing Journal, 20 (7), pp. 763-778.

Joseph, Nathan L. and Agyei-Ampomah, Sam (2004). International linkages and information transmission among Eurocurrency interest rates. Derivatives Use, Trading and Regulation, 9 , pp. 331-350.

Joseph, Nathan L.; Brée, David S. and Kalyvas, Efstathios (2004). Using non-parametric search algorithms to forecast daily excess stock returns. Advances in Econometrics, 19 , pp. 93-125.

Joseph, Nathan L. (2003). Predicting returns in U.S. financial sector indices. International Journal of Forecasting, 19 (3), pp. 351-367.

Joseph, Nathan L. (2003). Using monthly returns to model conditional heteroscedasticity. Applied Economics, 35 (7), pp. 791-801.

Joseph, Nathan L.; Solomon, J. and Norton, S. (2003). Who wants to be a trustee? Pharmaceutical Journal, 1 (4), pp. 98-104.

Joseph, Nathan L. (2002). Modelling the impacts of interest rate and exchange rate changes on UK stock returns. Derivatives Use, Trading and Regulation, 7 (4), pp. 306-323.

Joseph, Nathan L. (2001). Model specification and forecasting foreign exchange rates with vector autoregressions. Journal of Forecasting, 20 (7), pp. 451-484.

Joseph, Nathan L. and Solomon, J. (2001). Modelling changes in the stock indices of UK financial institutions and exchange rates. International Journal of Finance, 1 (2-4), pp. 185-203.

Evans, L.; Joseph, Nathan L. and Kenc, T. Foreign exchange risk premia. Computing in Economics and Finance ,

Lai, Baoying and Joseph, Nathan L. Pricing-to-market using EGARCH-error correction model. International Journal of Strategic Decision Sciences, 3 (1), pp. 1-59.

Bangassa, Kenbata; Su, Chen and Joseph, Nathan L. Selectivity and timing performance of UK investment trusts. Journal of International Financial Markets, Institutions and Money, 22 (5), pp. 1149-1175.

Iatridis, George and Joseph, Nathan L. An empirical investigation of the UK stock market response to the implementation of SSAP 20. Investment Management and Financial Innovations, 1 , pp. 108-126.

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