Daniella Acker‘s research interests include the estimation of returns distributions, accounting events, volatility and behavioural finance. She has published in the Journal of Business Finance and Accounting, the British Accounting Review, the Journal of Accounting and Public Policy, and the Review of Quantitative Finance and Accounting. Her paper with David Ashton, ‘Establishing Bounds on the Tax Advantage to Debt’, won the prize for the most outstanding of the articles published in The British Accounting Review in 2003. Her paper with Nigel Duck, ‘Estimating Betas and Stock-Return Correlations from Monthly Data: A Warning Note’ (now entitled ‘Reference-Day Risk and the Use of Monthly Returns Data’) won the prize for the best paper presented at the INQUIRE Spring and Summer conferences 2005.
Abstracts of recent papers are available by clicking on the links below.
2007 ‘Reference-Day
Risk and the Use of Monthly Returns Data:
with N. Duck,
Journal of Accounting, Auditing and
Finance 22 (4), 527-558
2006 ‘A
Tournament Model of Fund Management:
with N. Duck,
Journal of Business, Finance and
Accounting 33 (9/10), 1460-1483
2003 ‘Establishing
Bounds on the Tax Advantage to Debt:
with D. Ashton,
British Accounting Review 35 (4),
December, 385-399
2002 ‘Accounting
Standards and Analysts’ Forecasts: The Impact of FRS3 on
Analysts’ Ability to Forecast
EPS’,
with J. Horton and
Journal of Accounting and Public
Policy 21 (3), October
2002 ‘Bid-Ask
Spreads around Earnings Announcements’,
with Ian Tonks
and Mathew Stalker,
Journal of Business Finance and
Accounting 29 (9) & (10), 1149-1180
2002 ‘Implied
Standard Deviations and Post-Earnings Announcement Volatility’,
Journal of Business Finance and
Accounting 29 (3) & (4), 429-456
2000 ‘Volatility
Implied by Option Prices: The Case of Takeover Bids’,
with C. Attfield,
Journal of Business Finance and
Accounting 27 (5) & (6), 679-710
1999 ‘Stock Return
Volatility and Dividend Announcements’,
The Review of Quantitative Finance
and Accounting 12(3), 221-242.
1997 ‘Tax, Corporate
Behaviour and the Foreign Income Dividend Scheme’,
with D.J. Ashton and S. Green,
Journal of Business Finance and
Accounting 24(1) pp 125-143.