John Lyon
Biography
John Lyon is the Fitzgerald Professor of Accounting at the University of Melbourne. John holds a Bachelor of Commerce (Hons) and PhD from The Ohio State University. He was formerly Professor of Management in Accounting at Melbourne Business School and The Australian Graduate School of Management. He has previously held positions at The Graduate School of Management, The University of California (Davis), The Ohio State University and the Queensland Institute of Technology.
John's research interests are: empirical methods in accounting and finance, earnings announcements and the pricing of audits. In 2002 his paper, "Detecting Abnormal Operating Performance: The Empirical Power and Specification of Test-Statistics" was awarded the Journal of Financial Economics All-Star Paper Award for its high citation count in the period: 1996-2001. He is a previous winner of the Fama/DFA award for the best paper published in the Journal of Financial Economics in 1997. He is widely published including the Journal of Accounting Research, Journal of Finance, Journal of Financial Economics, Journal of the Royal Statistical Society and the Journal of
Accounting, Auditing and Finance. He is a previous winner of the Alumni Teaching Award for notable contributions to teaching at the Australian Graduate School of Management.
Research Interests
- Empirical methods in accounting and finance
- Earnings announcements and the pricing of audits
Publications
2007
Lyon J. "Passive Profits from Accounting Indicators." Insights. 1. Faculty of Economics and Commerce. The University of Melbourne.
2005
Lyon JD & Maher MWM. 2005. "The Importance of Business Risk in Setting Audit Fees: Evidence from Cases of Client Misconduct." Journal of Accounting Research. 43 (1): 133-151.
1999
Lyon JD, Barber B & Tsai CL. 1999. "Improved Tests of Long.Run Abnormal Returns." Journal of Finance. 54. 165-201.
Lyon JD & Barber B. 1997. "Detecting Long-Run Abnormal Stock Returns: the Empirical Power and Specification of Test Statistics." Journal of Financial Economics. 43. 341-372.
Lyon JD & Barber B. 1997. "Firm Size, Book-to-Market Ratio, and Security Returns: A Holdout Sample of Financial Firms." Journal of Finance. 52, 875-884.
1996
Lyon JD & Barber B. 1996. "Detecting Abnormal Operating Performance: The Empirical Power and Specification of Test-Statistics." Journal of Financial Economics, 41. 359-399.
Lyon JD & Tsai CL. 1996. "A Comparison of Tests for Heteroscedasticity." Journal of the Royal Statistical Society. Series D. 337-349.
1995
Lyon JD & Tsai CL. 1995. "Improved Tests for the First-Order Autoregressive Model with Heteroscedasticity." Journal of Statistical Computation and Simulation. 52. 71-83.
1992
Lyon JD & Schroeder D. 1992. "Firm Growth and the Valuation Relevance of Earnings Levels, Earnings Innovations and Dividends." Journal of Accounting, Auditing and Finance. VII. 531-551.
Teaching responsibilities
Semester One
- 306-301 Financial Accounting
- 306-466 Honours Research Methods
Awards
2002
Journal of Financial Economics All-Star Paper Award (2002): Awarded to the paper "Detecting Abnormal Operating Performance: the empirical power and specification of test-statistics" for its citation count in the period: 1996-2001.
1997
Journal of Financial Economics Fama/DFA Award (1997): Awarded to the paper "Detecting Long-Run Abnormal Stock Returns: the empirical power and specification of test-statistics" as the best manuscript published in 1997 by journal readership vote.