Research in Accountancy, Finance and Real Estate

The Finance research group has strengths in applied finance, particularly in the areas of high frequency analysis, (focussing on volatility, derivatives and regulation) and asset pricing with particular emphasis on the integration between macroeconomic variables and asset prices). There are additional research interests in corporate finance, initial public offerings and privatised utilities. The finance group has strong links with both economics and accountancy, using cross-disciplinary methodologies to address relevant issues in finance. There is also a strong interface with the real estate group where shared interests yield research output in the areas of risk measurement and diversification benefits. Our subscriptions include Thomson Reuters Eikon, Datastream Premium, Worldscope, Morningstar Encorr, Newscope, Lipper Tass, TickHistory which, along with software packages such as Matlab, Eviews, RATS, and Stata, enables us to produce leading quantitative research at the cutting edge of finance. The Real Estate research group has a strong track record of interdisciplinary research in the area of property investment and property market analysis. The Centre for Real Estate Research (CRER) acts as a focus for interdisciplinary research in the area of real estate investment and property market analysis. There is close collaboration with the Aberdeen Centre for Environmental Sustainability and the Institute for Rural Research. The Department's Research Convenors are Professor Roger Buckland (Accountancy and Finance) and Dr Deb Roberts (Real Estate)

In the Research Assessment Exercise results of 2008, 80% of research in Business and Management (including Accountancy and Finance) was judged to be of international quality. During the most recent RAE assessment period, staff engaged in Real Estate research published a total of 126 refereed journal papers, 6 edited books, 9 book chapters, 32 commissioned reports and policy articles and presented 120 international conference papers. Overall in RAE 2008, 20% of the group's research was ranked as 4* (world-leading): 40% 3* (internationally excellent) and 30% 2* (recognised internationally). These ratings give the Real Estate group a weighted average score of 2.70, in the top 25% in the UK.

Recent publications (Accountancy and Finance)

Recent publications (Real Estate)

Events and seminars (archive of pre-2012 seminars) (Accountancy and Finance)

Events and Seminars (archive of pre-2012 events and seminars) (Real Estate)