Dick Brown

Dick joined the School in 2001, having previously held a post in Mathematics. During his time in the Maths department, he was responsible for innovative teaching methods in Statistics which received a special mention in the TQA report. He now provides a statistical consultancy service to both postgraduates and staff members in our own department.

Dick has also designed a short course on statistical methods and use of statistical software for the University's staff development programme. This course has consistently had excellent feedback.

• Risk
• Stochastic modelling of financial data

• Quantitative Methods
• Statistics
• Financial Decision Analysis

Recent Publications

(with W.D.J.Cotton and S.Jackman) "Note on a New Zealand replication of the Innes et al: UK activity based costing survey", Management Accounting Research, 14(1), March 2003,

(with Gettinby, G.D., Sinclair, C. D., Power, D. M.) (2004) An Analysis of the Distribution of Extreme Share Returns in the UK from 1975 to 2000. Journal of Business Finance and Accounting .31, June/July, pp 607-676.

(with Pierce, B.) (2004) An Empirical Study of Activity-Based Systems in Ireland Irish Accounting Review

(with Idris El-Sharif, Bruce Burton, Bill Nixon and Alex Russell) (2005) Evidence on the nature and extent of the relationship between oil prices and equity values in the UK Energy Economics; Volume 27, Issue 6, (November 2005); Pages 819-830

(with Tolikas, K.) (2006)The distribution of the extreme daily share returns in the Athens Stock Exchange, European Journal of Finance; Volume 12, Issue 1, Pages 1-22.

(with Gettinby, G.D., Sinclair,C.D., Power,D.M.)(2006) The Distribution in Extremes of Indices for Equity Indices in the US, UK and Japan to appear in International Journal of Finance and Economics.

(with Pierce, B.)(2006) Perceived Success of costing systems: Activity-based and traditional systems compared. To appear in Journal of Accounting Research