Research

Working Papers

2014

An Improved Method for Pricing and Hedging American Options

Tommaso Paletta, Silvia Stanescu, Radu Tunaru

Paper number: 308
Publisher source: KBS
ISSN 1748-7595

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Dividend Derivatives

Radu Tunaru

Paper number: 307
Publisher source: KBS
ISSN 1748-7595

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A Quantile Regression Approach to Equity Premium Prediction

Loukia Meligkotsidou, Ekaterini Panopoulou, Ioannis D. Vrontos, Spyridon D. Vrontos

Paper number: 305
Publisher source: KBS
ISSN 1748-7595

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A Systemic Method for Stakeholder Identification using Soft Systems Methodology

Wei Wang, Wenbin Liu, John Mingers

Paper number: 304
Publisher source: KBS
ISSN 1748-7595

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Guidelines for Conducting Semiotic Research in Information Systems

John Mingers

Paper number: 303
Publisher source: KBS
ISSN 1748-7595

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What is Information such that there can be Information Systems?

John Mingers, Craig Standing

Paper number: 302
Publisher source: KBS
ISSN 1748-7595

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Helping Business Schools Engage with Real Problems: The Contribution of Critical Realism and Systems Thinking

John Mingers

Paper number: 301
Publisher source: KBS
ISSN 1748-7595

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The Impact of a Premium Based Tick Size on Equity Option Liquidity

Thanos Verousis, Owain ap Gwilym, Nikolaos Voukelatos

Paper number: 300
Publisher source: KBS
ISSN 1748-7595

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Regime-switching models for exchange rates

Ekaterini Panopoulou and Theologos Pantelidis

Paper number: 297
Publisher source: KBS
ISSN 1748-7595

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Identifying Safe Haven Assets for Equity Investors Through an Analysis of the Stability of Shock Transmission

Thomas J. Flavin, Ciara E. Morley and Ekaterini Panopoulou

Paper number: 296
Publisher source: KBS
ISSN 1748-7595

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Hedge Fund Return Predictability: To Combine Forecasts or Combine Information?

Ekaterini Panopoulou and Spyridon D. Vrontos

Paper number: 295
Publisher source: KBS
ISSN 1748-7595

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Pricing and Hedging Basket Options with Exact Moment Matching

Radu Tunaru, Tommaso Paletta, Arturo Leccadito

Paper number: 294
Publisher source: KBS
ISSN 1748-7595

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Can the Laws of Form Represent Syllogisms?

John Mingers

Paper number: 293
Publisher source: KBS
ISSN 1748-7595

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The Political Economy of Precarious Work in the Tourism Industry in Small Island Developing States

Mark P Hampton, Julia Jeyachaya and Donna Lee

Paper number: 281
Publisher source: KBS
ISSN 1748-7595

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Kent Business School - University of Kent

The University of Kent, Canterbury, Kent, CT2 7NZ, T: +44 (0)1227 764000 E:kbsinfo@kent.ac.uk

Last Updated: 18/05/2015