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Professor Nathan Joseph
Professor of Accounting and Finance

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Abdelsalam, O., Chantziaras, A., Joseph, NL. and Tsileponis, N. (2024) 'Trust matters: A global perspective on the influence of trust on bank market risk'. Journal of International Financial Markets, Institutions and Money, 0 (in press, pre-proof). pp. 101959 - 101959. ISSN: 1042-4431 Open Access Link

Journal article

Vo, TTA., Nguyen, TNT., Henry, D., Toan Nguyen, M. and Joseph, NL. (2023) 'Does female leadership matter in firm risk-taking and performance? Evidence from gender equality reforms in an emerging market'. Applied Economics, 55 (60). pp. 7127 - 7149. ISSN: 0003-6846 Open Access Link

Journal article

Shao, J., Joseph, NL. and El-Masry, AA. (Accepted) 'Models of Option Pricing', in Lee, CF. and Lee, A. (eds.) Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives. Singapore : World Scientific. , 1 (forthcoming). ISBN 10: 981-12-6994-7. ISBN 13: 978-981-126-993-6.

Book chapter

Joseph, NL., Su, C., Huang, W. and Lai, B. (2021) 'Pricing of foreign exchange rate and interest rate risks using short to long horizon returns'. The European Journal of Finance, 27 (17). pp. 1684 - 1713. ISSN: 1351-847X Open Access Link

Journal article

Su, C., Zhang, H. and Joseph, NL. (2020) 'The performance of UK stock recommendation revisions: Does brokerage house reputation matter?'. International Journal of Finance and Economics, 27 (3). pp. 3051 - 3070. ISSN: 1076-9307 Open Access Link

Journal article

Xiong, X., Meng, Y., Joseph, NL. and Shen, D. (2020) 'Stock mispricing, hard-to-value stocks and the influence of internet stock message boards'. International Review of Financial Analysis, 72. pp. 1 - 14. ISSN: 1057-5219 Open Access Link

Journal article

Joseph, NL., Vo, TTA., Mobarek, A. and Mollah, S. (2020) 'Volatility and asymmetric dependence in Central and East European stock markets'. Review of Quantitative Finance and Accounting, 55 (4). pp. 1241 - 1303. ISSN: 0924-865X

Journal article

Su, C., Zhang, H., Bangassa, K. and Joseph, NL. (2019) 'On the investment value of sell-side analyst recommendation revisions in the UK'. Review of Quantitative Finance and Accounting, 53 (1). pp. 257 - 293. ISSN: 0924-865X

Journal article

Huang, J., Su, C., Joseph, NL. and Gilder, D. (2018) 'Monitoring mechanisms, managerial incentives, investment distortion costs, and derivatives usage'. British Accounting Review, 50 (1). pp. 93 - 141. ISSN: 0890-8389

Journal article

Kyei-Mensah, J., Su, C. and Joseph, NL. (2017) 'Shareholders wealth and mergers and acquisitions (M&AS)'. Investment Management and Financial Innovations, 14 (3). pp. 15 - 24. ISSN: 1810-4967

Journal article

Atkins, JF., Solomon, A., Norton, S. and Joseph, NL. (2015) 'The emergence of integrated private reporting'. Meditari Accountancy Research, 23 (1). pp. 28 - 61. ISSN: 2049-372X

Journal article

Joseph, NL., Lambertides, N. and Savva, CS. (2015) 'Short-horizon excess returns and exchange rate and interest rate effects'. Journal of International Financial Markets, Institutions and Money, 37. pp. 54 - 76. ISSN: 1042-4431

Journal article

Lai, B. and Joseph, NL. (2014) 'Modeling foreign exchange rate pass-through using the exponential GARCH', inAnalytical Approaches to Strategic Decision-Making: Interdisciplinary Considerations. IGI Global. pp. 139 - 190.

Book chapter

Brée, DS. and Joseph, NL. (2013) 'Testing for financial crashes using the Log Periodic Power Law model'. International Review of Financial Analysis, 30. pp. 287 - 297. ISSN: 1057-5219 Open Access Link

Journal article

Solomon, JF., Solomon, A., Joseph, NL. and Norton, SD. (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. ISSN: 0361-3682

Journal article

Bangassa, K., Su, C. and Joseph, NL. (2012) 'Selectivity and timing performance of UK investment trusts'. Journal of International Financial Markets, Institutions and Money, 22 (5). pp. 1149 - 1175. ISSN: 1042-4431

Journal article

Wlazlowski, S., Nilsson, B., Binner, J., Giulietti, M. and Joseph, N. (2012) 'New York mark-ups on petroleum products'. Manchester School, 80 (2). pp. 145 - 171. ISSN: 1463-6786

Journal article

Lai, B. and Joseph, NL. (2012) 'Pricing-to-Market Using EGARCH-Error Correction Model'. International Journal of Strategic Decision Sciences, 3 (1). pp. 1 - 59. ISSN: 1947-8569

Journal article

Solomon, JF., Solomon, A., Norton, SD. and Joseph, NL. (2011) 'Private climate change reporting: An emerging discourse of risk and opportunity?'. Accounting, Auditing and Accountability Journal, 24 (8). pp. 1119 - 1148. ISSN: 0951-3574

Journal article

Lai, B. and Joseph, NL. (2010) 'Pricing-to-market and the volatility of UK export prices'. Applied Financial Economics, 20 (18). pp. 1441 - 1460. ISSN: 0960-3107

Journal article

Mazouz, K., Joseph, NL. and Palliere, C. (2009) 'Stock index reaction to large price changes: Evidence from major Asian stock indexes'. Pacific Basin Finance Journal, 17 (4). pp. 444 - 459. ISSN: 0927-538X

Journal article

Mazouz, K., Joseph, NL. and Joulmer, J. (2009) 'Stock price reaction following large one-day price changes: UK evidence'. Journal of Banking and Finance, 33 (8). pp. 1481 - 1493. ISSN: 0378-4266

Journal article

Iatridis, GE. and Joseph, NL. (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. ISSN: 0810-5391

Journal article

Lael Joseph, N. and Vezos, P. (2006) 'The sensitivity of US banks' stock returns to interest rate and exchange rate changes'. Managerial Finance, 32 (2). pp. 182 - 199. ISSN: 0307-4358

Journal article

Daniel, G., Joseph, NL. and Brée, DS. (2005) 'Stochastic volatility and the goodness-of-fit of the Heston model'. Quantitative Finance, 5 (2). pp. 199 - 211. ISSN: 1469-7688

Journal article

Joseph, NL. (2003) 'Predicting returns in U.S. financial sector indices'. International Journal of Forecasting, 19 (3). pp. 351 - 367. ISSN: 0169-2070

Journal article

Joseph, NL. (2003) 'Using monthly returns to model conditional heteroscedasticity'. Applied Economics, 35 (7). pp. 791 - 801. ISSN: 0003-6846

Journal article

Joseph, NL. (2001) 'Model specification and forecasting foreign exchange rates with vector autoregressions'. Journal of Forecasting, 20 (7). pp. 451 - 484. ISSN: 0277-6693

Journal article

Solomon, J., Solomon, A., Joseph, N. and Norton, S. (2000) 'Institutional investors' views on corporate governance reform: Policy recommendations for the 21st century'. Corporate Governance, 8 (3). pp. 215 - 226. ISSN: 0964-8410

Journal article

Joseph, NL. and Hewins, RD. (1997) 'The motives for corporate hedging among UK multinationals'. International Journal of Finance and Economics, 2 (2). pp. 151 - 171. ISSN: 1076-9307

Journal article

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