Professor Daniella Acker

Summary

Daniella Acker's research interests include estimation of returns distributions, accounting events, volatility, corporate structure and behavioural finance

Teaching

ACCG20012: Principles of Finance
ECON30072: International Finance

Keywords

• Returns distributions
• Accounting events
• Volatility
• Corporate Structure
• Behavioural Finance

Expertise

My research interests include the estimation of returns distributions, accounting events, volatility and behavioural finance. I have 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. My 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. My 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.

Memberships

Organisations

Department of Accounting and Finance

Other sites

• Efm

Recent publications

• Acker, DE & Duck, NW 2013, ‘Inflation Illusion and the Dividend Yield: Evidence from the UK’. European Journal of Finance.
• Acker, DE & Duck, NW 2013, ‘Inflation Illusion and the US Dividend Yield: Some Further Evidence’. Journal of International Money and Finance., pp. 235-254
• Acker, D & Duck, N 2013, ‘Do Investors Suffer from Money Illusion? A Direct Test of the Modigliani–Cohn Hypothesis’. Review of Finance, vol 17., pp. 565
• Duck, N & Acker, D 2009, ‘The Effect of Extreme Markets on the Benefits of International Portfolio Diversification’. Multinational Finance Journal, vol 13., pp. 155 - 188

View complete publications list in the University of Bristol publications system