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Professor Daniella Acker
Professor Daniella Acker
Professor of Finance and Accounting
MA(Cantab), PhD(Bristol), ACA
Daniella Acker's research interests include estimation of returns distributions, accounting events, volatility, corporate structure and behavioural finance
- Returns distributions
- Accounting events
- Corporate Structure
- Behavioural Finance
- Acker, D & Duck, NW 2013, Do Investors Suffer from Money Illusion? A Direct Test of the Modigliani–Cohn Hypothesis. Review of Finance, vol 17., pp. 565-596
- Acker, D & Duck, NW 2013, Inflation Illusion and the US Dividend Yield: Some Further Evidence. Journal of International Money and Finance, vol 33., pp. 235-254
- Acker, D & Duck, NW 2013, Inflation Illusion and the Dividend Yield: Evidence from the UK. European Journal of Finance, vol 2013., pp. 1-16
- Acker, D & Duck, NW 2009, The Effect of Extreme Markets on the Benefits of International Portfolio Diversification. Multinational Finance Journal, vol 13., pp. 155 - 188
- Acker, D & Duck, NW 2008, Cross-Cultural Overconfidence and Biased Self-Attribution. Journal of Socio-Economics, vol 37 ., pp. 1815 - 1824
- Acker, D & Duck, NW 2007, Reference-Day Risk and the Use of Monthly Returns Data. Journal of Accounting, Auditing and Finance, vol 22 (4)., pp. 527 - 557
- Acker, D & Duck, NW 2006, A Tournament Model of Fund Management. Journal of Business Finance and Accounting, vol 33 (9-10)., pp. 1460 - 1483
- Acker, D & Ashton, DJ 2003, Establishing bounds on the tax advantage to debt. The British Accounting Review, vol 35 (4)., pp. 385 - 399
- Acker, D 2002, Implied Standard Deviations and Post-Earnings Announcement Volatility. Journal of Business Finance and Accounting, vol 29 (3&4)., pp. 429 - 456
- Acker, D, Horton, JG & Tonks, IP 2002, Accounting standards and analysts' forecasts: the impact of FRS3 on analysts' ability to forecast EPS. Journal of Accounting and Public Policy, vol 21., pp. 193 - 217
- Acker, D, Stalker, MJ & Tonks, IP 2002, Daily Closing Inside Spreads and Trading Volumes Around Earnings Announcements. Journal of Business Finance and Accounting, vol 29 (9&10)., pp. 1149 - 1179
- Acker, D 2000, Implied Standard Deviations and Post-Earnings Announcement Volatility. in: British Accounting Association National Conference.
- Attfield, CLF & Acker, D 2000, Volatility Implied by Option Prices. Journal of Business, Finance and Accounting, vol 27., pp. 679 - 710
- Acker, D, Tonks, IP & Stalker, MJ 2000, Acounting Standards and Analysts' Ability to Forecast EPS. in: American Accounting Association 2nd Globalisation Conference.
- Acker, D, Tonks, IP & Stalker, MJ 2000, Bid-Ask Spreads around Earnings Announcements. Bristol Economics Discussion Paper, vol 00/503.
- Acker, D, Tonks, IP & Stalker, MJ 2000, Bid-Ask Spreads around Earnings Announcement. in: European Finance Association Conference.
- Acker, D 2000, Implied Standard Deviations and Post-Earnings Announcement Volitility. Bristol Economics Discussion Paper, vol 00/504.
- Acker, D 1999, Stock Return, Volatility & Dividend Announcements. Review of Quantitative Finance & Accounting, vol 12 (3)., pp. 221 - 242
- Acker, D 1999, Changes in Tax Legislation and the Capital Structure Design. In submission to the British Accounting Review.
- Acker, D 1999, Good news is no news. University of Bristol, Department of Economics
- Acker, D 1998, Studies in Volatility Changes Surrounding Accounting and Market Announcements. University of Bristol
- Acker, D, Ashton, DJ & Green, S 1997, Tax, corporate behaviour and the foreign income dividend scheme. Journal of Business Finance and Accounting, vol 24, No 1., pp. 125 - 143
- Acker, D 1996, Report on the Effect of Capital gains tax and advance Corportaion Tax. ACCA Research Boar.
- Acker, D & Attfield, C 1996, Volatility implied by option prices: the case of takeover bids. University of Bristol
- Acker, D 1996, Stock return volatility and dividend announcements. Unknown Publisher
- Acker, D & Green, S 1994, The Effects of Capital Gains Tax and Advance Corporation Tax on Corporate Behaviour. Unknown Publisher
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