Items where Division is "Finance" and Year is 2011

A

Anderson, Ronald W. and Carverhill, Andrew (2011) Corporate liquidity and capital structure. Review of Financial Studies, 25 (3). pp. 797-837. ISSN 0893-9454

Anderson, Ronald W. and Nyborg, Kjell G. (2011) Financing and corporate growth under repeated moral hazard. Journal of Financial Intermediation, 20 (1). pp. 1-24. ISSN 1042-9573

At, Christian, Burkart, Mike ORCID: 0000-0002-0954-4499 and Lee, Samuel (2011) Security-voting structure and bidder screening. Journal of Financial Intermediation, 20 (3). pp. 458-476. ISSN 1042-9573

Axelson, Ulf and Bond, Philip (2011) Investment banking careers: an equilibrium theory of overpaid jobs. Financial Markets Group Discussion Papers (690). Financial Markets Group, The London School of Economics and Political Science, London, UK.

B

Backus, David, Chernov, Mikhail and Martin, Ian (2011) Disasters implied by equity index options. The Journal of Finance, 66 (6). pp. 1969-2012. ISSN 0022-1082

Bar-Isaac, Heski, Caruana, Guillermo and Cuñat, Vicente ORCID: 0000-0001-7504-2801 (2011) Locating inside the Salop circle: demand rotations in a micro-founded model. . Department of Finance, London School of Economics and Political Science, London, UK. (Submitted)

Basak, Suleyman and Chabakauri, Georgy (2011) Dynamic hedging in incomplete markets: a simple solution. Financial Markets Group Discussion Papers (680). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Benediktsdottir, Sigridur, Danielsson, Jon and Zoega, Gylfi (2011) Lessons from a collapse of a financial system. Economic Policy, 26 (66). pp. 183-235. ISSN 0266-4658

Bhattacharya, Sudipto, Chabakauri, Georgy and Nyborg, Kjell G. (2011) Securitized lending, asymmetric information, and financial crisis. . Department of Finance, London School of Economics and Political Science, London, UK.

Bikbov, Ruslan and Chernov, Mikhail (2011) Yield curve and volatility: lessons from Eurodollar futures and options. Journal of Financial Econometrics, 9 (1). pp. 66-105. ISSN 1479-8409

Buraschi, Andrea, Trojani, Fabio and Vedolin, Andrea (2011) Economic uncertainty, disagreement, and credit markets. .

Buraschi, Andrea, Trojani, Fabio and Vedolin, Andrea (2011) When uncertainty blows in the orchard: comovement and equilibrium volatility risk premia. EFA 2009 Bergen meetings paper. SSRN.

Burkart, Mike ORCID: 0000-0002-0954-4499 and Raff, Konrad (2011) Performance pay, CEO dismissal, and the dual role of takeovers. Financial Markets Group Discussion Papers (694). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bustamante, Maria Cecilia (2011) How do frictions affect corporate investment?: a structural approach. Working Paper Series (08-47). Swiss Finance Institute, Switzerland.

Bustamante, Maria Cecilia (2011) Strategic investment, industry concentration and the cross section of returns. Financial Markets Group Discussion Papers (681). Financial Markets Group, The London School of Economics and Political Science, London, UK.

C

Caggese, Andrea and Cuñat, Vicente ORCID: 0000-0001-7504-2801 (2011) Financing constraints, firm dynamics, export decisions, and aggregate productivity. Financial Markets Group Discussion Papers (685). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Campbell, John Y., Giglio, Stefano and Polk, Christopher (2011) Hard times. AFA 2012 Chicago Meetings Paper. SSRN.

Chernov, Mikhail, Gorbenko, Alexander and Makarov, Igor (2011) CDS auctions. Financial Markets Group Discussion Papers (688). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Coeurdacier, Nicolas and Guibaud, Stéphane (2011) International portfolio diversification is better than you think. Journal of International Money and Finance, 30 (2). pp. 289-308. ISSN 0261-5606

Cohen, Lauren and Lou, Dong ORCID: 0000-0002-5623-4338 (2011) Complicated firms. Financial Markets Group Discussion Papers (683). Financial Markets Group, The London School of Economics and Political Science, London, UK.

D

Danielsson, Jon (2011) Financial risk forecasting: the theory and practice of forecasting market risk with implementation in R and Matlab. Wiley-Blackwell. ISBN 9780470669433

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2011) Model risk of systemic risk models. . Jon Danielsson.

Danielsson, Jon, Luo, Jinhui and Payne, Richard (2011) Exchange rate determination and inter–market order flow effects. . Jon Danielsson.

Danielsson, Jon and Peñaranda, Francisco (2011) On the impact of fundamentals, liquidity, and coordination on market stability. International Economic Review, 52 (3). pp. 621-638. ISSN 0020-6598

Danielsson, Jon, Song Shin, Hyun and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2011) Balance sheet capacity and endogenous risk. Financial Markets Group Discussion Papers (665). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Dasgupta, Amil ORCID: 0000-0001-8474-9470, Leon-Gonzalez, Roberto and Shortland, Anja (2011) Regionality revisited: an examination of the direction of spread of currency crises. Journal of International Money and Finance, 30 (5). 831 - 848. ISSN 0261-5606

Dasgupta, Amil ORCID: 0000-0001-8474-9470 and Piacentino, Giorgia (2011) The Wall Street walk when blockholders compete for flows. Financial Markets Group Discussion Papers (692). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Dasgupta, Amil ORCID: 0000-0001-8474-9470, Prat, Andrea and Verardo, Michela (2011) Institutional trade persistence and long-term equity returns. Journal of Finance, 66 (2). pp. 635-653. ISSN 0022-1082

Dasgupta, Amil ORCID: 0000-0001-8474-9470, Prat, Andrea and Verardo, Michela (2011) The price impact of institutional herding. Review of Financial Studies, 24 (3). pp. 892-925. ISSN 0893-9454

Dasgupta, Amil ORCID: 0000-0001-8474-9470 and Zachariadis, Konstantinos (2011) Delegated activism and disclosure. Financial Markets Group Discussion Papers (689). Financial Markets Group, The London School of Economics and Political Science, London, UK.

F

Favero, Carlo A., Gozluklu, Arie E. and Tamoni, Andrea (2011) Demographic trends, the dividend-price ratio, and the predictability of long-run stock market returns. Journal of Financial and Quantitative Analysis, 46 (05). pp. 1493-1520. ISSN 0022-1090

Favilukis, Jack (2011) International capital flows and house prices: theory and evidence. In: Glaeser, Edward and Sinai, Todd, (eds.) Housing and the Financial Crisis. National Bureau of Economic Research, Massachusetts, USA. ISBN 9780226030586

Favilukis, Jack and Lin, Xiaoji (2011) Micro frictions, asset pricing, and aggregate implications. . Social Science Research Network (SSRN).

Favilukis, Jack and Lin, Xiaoji (2011) Micro frictions, asset pricing, and aggregate implications. Financial Markets Group Discussion Papers (673). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Ferreira, Daniel, Ferreira, Miguel A. and Raposo, Clara C. (2011) Board structure and price informativeness. Journal of Financial Economics, 99 (3). pp. 523-545. ISSN 0304-405X

Ferreira, Daniel, Kirchmaier, Tom and Metzger, Daniel (2011) Boards of banks. Financial Markets Group Discussion Papers (664). Financial Markets Group, The London School of Economics and Political Science, London, UK.

G

Gao, Pengjie and Lou, Dong ORCID: 0000-0002-5623-4338 (2011) Cross-market timing in security issuance. AFA 2012 Chicago Meetings Paper. SSRN.

Ghosh, Anisha, Julliard, Christian and Taylor, Alex (2011) What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models. Financial Markets Group Discussion Papers (691). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Giannetti, Mariassunta, Burkart, Mike ORCID: 0000-0002-0954-4499 and Ellingsen, Tore (2011) What you sell is what you lend? Explaining trade credit contracts. Review of Financial Studies, 24 (4). pp. 1261-1298. ISSN 0893-9454

Goldstein, Itay, Ozdenoren, Emre and Yuan, Kathy (2011) Trading frenzies and their impact on real investment. Financial Markets Group Discussion Papers (670). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Guibaud, Stéphane, Nosbusch, Yves and Vayanos, Dimitri (2011) Bond market clienteles, the yield curve and the optimal maturity structure of government debt. Financial Markets Group Discussion Papers (669). Financial Markets Group, The London School of Economics and Political Science, London, UK.

H

Hertzberg, Andrew, Liberti, Jose Maria and Paravisini, Daniel (2011) Public information and coordination: evidence from a credit registry expansion. Journal of Finance, 66 (2). pp. 379-412. ISSN 0022-1082

K

Kaminska, Iryna, Vayanos, Dimitri and Zinna, Gabriele (2011) Preferred-habitat investors and the US term structure of real rates. Financial Markets Group Discussion Papers (674). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Kang, Johnny, Pekkala, Tapio, Polk, Christopher and Ribeiro, Ruy (2011) Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year. Financial Markets Group Discussion Papers (671). Financial Markets Group, The London School of Economics and Political Science, London, UK. ISBN 09568549671

Kristensen, Dennis and Mele, Antonio (2011) Adding and subtracting Black-Scholes: a new approach to approximating derivative prices in continuous-time models. Journal of Financial Economics, 102 (2). pp. 390-415. ISSN 0304-405X

L

Lin, Xiaoji (2011) Endogenous technological progress and the cross-section of stock returns. Journal of Financial Economics, 103 (2). pp. 411-427. ISSN 0304-405X

Lou, Dong ORCID: 0000-0002-5623-4338, Yan, Hongjun and Zhang, Jinfan (2011) Anticipated and repeated shocks in liquid markets. Financial Markets Group Discussion Papers (684). Financial Markets Group, The London School of Economics and Political Science, London, UK.

M

Massa, Massimo and Xu, Moqi (2011) The value of (stock) liquidity in the M&A market. . The China Centre for Financial Research, Tsinghua University, Beijing, China.

Mueller, Philippe, Vedolin, Andrea and Zhou, Hao (2011) Short run bond risk premia. Financial Markets Group Discussion Papers (686). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Mueller, Philippe, Vedolin, Andrea and Zhou, Hao (2011) Short-run bond risk premia. AFA 2013 San Diego Meetings Paper.

O

Olaru, Ioan and Zachariadis, Konstantinos (2011) Trading and voting in distressed firms. Financial Markets Group Discussion Papers (672). Financial Markets Group, The London School of Economics and Political Science, London, UK.

P

Paravisini, Daniel, Rappoport, Veronica, Schnabl, Philipp and Wolfenzon, Daniel (2011) Dissecting the effect of credit supply on trade: evidence from matched credit-export data. NBER working paper (16975). National Bureau of Economic Research, Massachusetts, USA.

S

Satterthwaite, Mark, Williams, Steven R. and Zachariadis, Konstantinos (2011) Optimality versus practicality in market design: a comparison of two double auctions. .

Scarlata, Mariarosa and Alemany, Luisa (2011) ¿Como añaden valor los inversores de capital riesgo filantropico a los emprendedores sociales? Revista Española Del Tercer Sector, 17. pp. 139-147. ISSN 1886-0419

Scarlata, Mariarosa, Zacharakis, A. and Dewalske, J. (2011) Venture capitalists’ vs. philanthropic venture capitalists’ human capital: an exploratory study. In: 2011 Babson College Entrepreneurship Research Conference, 2011-06-08 - 2011-06-11, Syracuse, United States. (Submitted)

V

Vayanos, Dimitri and Woolley, Paul (2011) Fund flows and asset prices: a baseline model. Financial Markets Group Discussion Papers (667). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Vermaelen, Theo and Xu, Moqi (2011) Acquisition finance, capital structure and market timing. . The China Centre for Financial Research, Tsinghua University, Beijing, China.

W

Webb, David C. (2011) Book review: balancing the banks: global lessons from the financial crisis. Review 2. The Economic Journal, 121 (550). F111-F118. ISSN 0013-0133

Webb, David C. (2011) Pension plan funding, technology choice, and the equity risk premium. Scandinavian Journal of Economics, 113 (3). pp. 493-524. ISSN 0347-0520

X

Xu, Moqi (2011) The costs and benefits of long-term CEO contracts. .

Y

Yuan, Kathy (2011) Learning and complementarities in speculative attacks. Review of Economic Studies, 78 (1). pp. 263-292. ISSN 0034-6527