Working paper list

Accounting and Finance working papers

The following is a list of discussion papers in Accounting and Finance since autumn 2015. The discussion papers listed here are available in Acrobat PDF format. Requests for hard copies should be addressed to the authors.

Department working papers are now available on the Research Papers in Economics (RePEc) web site. Use this link for the Accounting and Finance series.

Where available, a PDF version can be downloaded by clicking on the working paper number.


Nick Taylor

Timing Strategy Performance in the Crude Oil Futures Market

2017 March

Asli Demirgüç-Kunt, Bálint l. Horváth and Harry Huizinga

Foreign Banks and International Transmission of Monetary Policy: Evidence from the Syndicated Loan Market

2017 January 
16/5 Daniella Acker

Prediction Markets: Reality and Theory

2016 October
16/4 Nick Taylor

Realised Variance Forecasting Under Box-Cox Transformations

2016 June
16/3 Mark A. Clatworthy and Michael J. Peel

The Timeliness of UK Private Company Financial Reporting: Regulatory and Economic Influences

2016 March
15/2 Richard D. F. Harris, Linh H. Nguyen and Evarist Stoja Extreme Downside Risk and Market Turbulence 2015 November
15/1 Nick Taylor Roll Strategy Efficiency in Commodity Futures Markets 2015 October
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