Browse by Aston Author

2013

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.

2011

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.

2010

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.

2009

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.

2006

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.

2005

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.

2004

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.

2003

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.

2002

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.

2001

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.