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