Working Papers

From University of Southampton - Department of Accounting and Management Science
University of Southampton, Department of Accounting & Mangement Science, Southampton S09 5NH UK..
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108: Accounting for the Compensation Cost of Employee Stock Options

P. Casson

107: Ex-Divident Day Price Behaviour: A review of the Issues

A. Avraamides and C.M.. Molinero

106: A Violation of Dominance anf the Consumption Value of Gambling

J.E.V. Johson and Hyun Song Shin

105: The Performance of Covered Calls and Protective Puts

J. Board and Charles Sutcliffe

104: The Harmonisation of European Market Directives

R. Dale, G. McKenzie and S. Thomas

103: Valuation of a Liquid Yield Option Note: A New Apprach

B.Z. Jevtic and K.A. Kaliakatsos

102: Teaching Mathematical Programming Via Case Studies - An Example

C.M. Molinero

01-177: Scheduled Announcements and Volatility Patterns: The Effects of Monetary Policy Committee Announcements on LIBOR and Short Sterling Futures and Options

P. Sun and Charles Sutcliffe

01-176: The Duration Derby: A Comparison of Duration Based Strategies in Asset Liability Management

Hui Zheng, L.C. Thomas and David Allen

01-175: Self-Report Measures: An Overview of Concerns and Limitations of Questionnaire Use in Occupational Stress Research

T. Razavi

01-174: Time will tell: Behavioural Scoring and the Dynamics of Consumer Credit Assessment

L.C. Thomas, J. Ho and W.T. Scherer

01-173: Predicting Corporate Failure: Empirical Evidence for the UK

E. Neophytou, A. Charitou and C. Charalambous

01-172: Predicting Corporate Failure in the UK: A Multidimensional Scaling Approach

E. Neophytou and C.M. Molinero

01-171: Degeneracy in Data Envelopment Analysis

C. Mar-Molinero and María Jesús Mancebón-Torrubia

01-170: Unification of Financial Regulatory Structures: The Case of the Russian Federation

G. McKenzie and S. Wolfe

00-169: Strategic Organisations, Commitment and Work Organisations

T.M. Nisar

00-168: Optimal Allocation of Decision Rights and Franchising

T.M. Nisar

00-167: The Development of Shared Beliefs and Its Role during the Strategic Decision Process

M. Schwarz

00-166: Where is my happy ending? Searching for work and meaning

T. Razavi

00-165: Corporate Social Accounting Disclosure in Thailand: Towards an Appreciation

N. Kuasirikun, S. Gallhofer, J. Haslam and M. Sherer

00-164: Stabilizing Collaborative Supply Relationships: An Empirical Examination of the Role of Financial and Non-Financial Information

H. Mahama and W.F. Chua

00-163: Instruments of Control, Measures of Output: Contending Approaches to the Practice pf "Scientific" Management on Britain's Railways in the Early Twentieth Century

R. Edwards

00-162: The Role of Financial and Non-Financial Information in the Stabilization of Collaborative Supply Relationships

H. Mahama, W.F. Chua and M. Briers

00-161: Activity Based Costing in Universities - an inappropriate technique?

M. Broad and D. Crowther

00-160: Local vs Foreign Currency Ratings: What Determines Sovereign Transfer Risk?

L. Trevino and S. Thomas

00-159: Acceptability of Accounting Learning and Teaching through the World Wide Web

M. Broad, A. McDonald and M. Matthews

00-158: The Statistical Determinants of Local Currency Sovereign Ratings

L. Trevino and S. Thomas

00-157: Conceptualizing the Development of Strategic Ideas: A Grounded Theory Analysis

M. Schwarz and J. Nandhakumar

00-156: Black-Scholes Versus Neural Networks in Pricing FTSE 100 Options

J. Bennell and Charles Sutcliffe

00-155: Fitting in and Feeling Fine: The Impact of Personality on Person-Organization Value Congruence and Affective Outcomes

T. Razavi

00-154: The Efficiency of the Spanish Policy Service: an Application of the Multiactivity DEA Model

A.D. Ticio, María Jesús Mancebón-Torrubia and C.M. Molinero

00-153: Systematic Differences in the Determinants of Foreign Currency Sovereign Ratings by Rating Agency

L. Trevino and S. Thomas

00-152: Hybridising Taby Search with Optimisation Techniques for Irregular Stock-Cutting

J.A. Bennell and K.A. Dowsland

99-151: Is the Forward Rate for the Greek Drachma Unbiased? A VECM Analysis with both Overlapping and Non-Overlapping Data

N. Zacharatos and Charles Sutcliffe

99-150: A Multivariate Study of the EU Economy via Financial Statement Analysis

Carlos Serrano-Cinca and Molinero, C.M. Larraz, J.L.G.

99-147: The Application of Operations Research Techniques to Financial Markets

J. Board, Charles Sutcliffe and W. Ziemba

99-146: An Assessment of the Quality of Subjective Probability Judgements in a Naturalistic Setting

B. Alistair, Johnson and J.E.V.

99-145: Toward an Explanation of the Favourite-Longshot Bias: A Decision-Making Perspective

B. Alistair, Johnson and J.E.V.

99-144: An Exploration of Inefficiency in Market for State Contingent Claims

B. Alistair, Johnson and J.E.V.

99-143: A Comparative Analysis of Market Efficiency in Parallel Betting Markets

B. Alistair, Johnson and J.E.V.

98-142: Constraint Satisfaction Problems: Algorithms and Applications

S.C. Brailsford, C.N. Potts and B.M. Smith

98-141: Sequential Growth Option and the Value of the Firm: a Real Options Approach

S.W. Chang

98-140: The Joint Determination of Efficiencies in DEA: An Application to the UK Health Service

P.F. Tsai and C.M. Molinero

97-139: Performance in Primary Schools

María Jesús Mancebón-Torrubia and C.M. Molinero

97-138: Equity as a Call Option on Mean-Reverting Cash Flows

S.W. Chang

97-137: Stakeholder Participation Approach (SPA) and Resource Management Information System Design -An Action Research Case Study

A.R. Goddard, N.A.D. Connell, I. Philip and J. Bray

97-136: Organizational Culture in Mergers and Aquisitions- A Theoretical Framework

J.C. Martin and A. Goddard

97-135: Transfer Pricing: Lessons From Australia. "Striking a Balance"

J. Elliott

96-134: Accounting and the Absence of the Business Economics Tradition in United Kingdom

C.J. Napier

96-133: Academic Disdain? ***Economists and Accounting in Britain: 1850-1950

C.J. Napier