Dr Brendan Lambe

Job: Associate Professor

Faculty: Business and Law

School/department: Leicester Castle Business School

Address: Hugh Aston Building

T: +44 (0)116 201 3833

E: brendan.lambe@dmu.ac.uk

W: dmu.ac.uk

 

Personal profile

Brendan has extensive experience in teaching and research in Finance. He gained his PhD at the University of Leicester where he taught for a number of years before joining DMU. He retains positions and external examiner roles in a number at a number of internationally renowned institutions as a visiting scholar. His research interests include but are not limited to Asset pricing, Insider Trading, Financial Regulation, Markets and Society, Liquidity and Corporate Finance. He is programme lead for MSc Accounting and Finance here at DMU on both the full time and distance learning courses.

Research group affiliations

Asset pricing, Financial regulation, Liquidity and Corporate Finance

Publications and outputs 

Li, Z. Lambe B.J. and Adegbite, E. (2018) ‘Low Frequency Bid-ask Spread Estimators Using Daily High and Low Prices’. International Review of Financial Analysis, Forthcoming.

Goworek, H. Land, C. Burt, G. Zundel, M. Saren, M. Parker, M. and Lambe, B. (2018) (Eds) Scaling Sustainability: Regulation and Resilience in Managerial Responses to Climate Change. British Journal of Management. Issue 2 Volume 29. 

Lambe, B.J (2016) ‘The efficacy of Market abuse legislation in the UK’.  Journal of Financial Regulation and Compliance. Vol. 24 Issue: 3, pp.248 – 267.

Lambe, B.J (2016) ‘An Unreliable Canary: Insider Trading, the Cash Flow Hypothesis and the Financial Crisis’, International Review of Financial Analysis. Vol. 46, pp. 151-158.

Lambe, B.J. and Wisniewski, T.P. (2015) ‘Does Economic Policy Uncertainty Drive CDS Spreads?’ International Review of Financial Analysis. Vol. 42, pp. 447-458.

Wisniewski, T.P. and Lambe, B.J. (2013) ‘The Role of Media in the Credit Crunch:The Case of the Banking Sector’,  Journal of Economic Behavior and Organization, Vol. 86,   Paper was discussed in the ideas section of the Boston Globe (13/11/2011)

Papers under review

Wisniewski, T, Lambe, B and Dias, A. (2018) ‘The Influence of General Strikes on Stock Market Behavior’.  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2860688

Wisniewski, T, Lambe, B (2018) Do Stock Market Fluctuations Affect Suicide Rates? https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3213334

Lambe B. Li, Z. and Omar, A. (2018) Can the news tell us anything about uncertainty that the markets don’t?

Omar, A. and Lambe, B. (2018) Crude Oil Pricing and Statecraft: Lessons from US Economic Sanctions. 

Current Working Papers and Projects

Wisniewski, T. Lambe, B. (2018) Health Effects of the Markets.

Lambe, B. and Li, Z. Wisniewski, T. (2018) How Insiders react to Uncertainty.

Lambe, B. Wisniewski, T. and Omar A. (2018) Threats to National Security and the Markets.

Lambe, B. (2018) CEO Gender and Company Performance.

Lambe, B. (2018) The Informational Value of Insider Options Trades

Areas of teaching

  • Investments
  • International Finance
  • Risk
  • Portfolio Management

Qualifications

PhD, MSc, FHEA, PgDip, BA.

Courses taught

  • MSc Accounting and Finance Program Leader Campus based
  • MSc Accounting and Finance Program Leader Distance learning
  • Investment Valuation MSc
  • Liquidity and Risk management BSc Yr 3

Membership of professional associations and societies

Member of Sustainability in management research group (ULBS)

Member of IFABS

Recent research outputs

 Li, Z. Lambe B.J. and Adegbite, E. (2018) ‘Low Frequency Bid-ask Spread Estimators Using Daily High and Low Prices’. International Review of Financial Analysis, Forthcoming.

Goworek, H. Land, C. Burt, G. Zundel, M. Saren, M. Parker, M. and Lambe, B. (2018) (Eds) Scaling Sustainability: Regulation and Resilience in Managerial Responses to Climate Change. British Journal of Management. Issue 2 Volume 29. 

Conferences

Co-organiser for 1st Conference on Management and Environmental Sustainability in Leicester May 19th/20th 2016

Co-organiser for British Academy of Management Track symposium on sustainability, Portsmouth, Sep 2015.

Member of organising committee  for IFABS Conference, Zhejiang University, Hangzhou, China , June 2015

Member of organising committee  for IFABS Conference, Said Business School, Oxford University, UK. August 2015

‘An Unreliable Canary: Insider Trading, the Cash Flow Hypothesis and the Financial Crisis’, Paper presented at PWE Conference Da Nang, Vietnam, July 2016.

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