|
 | Up a level |
Agrawal, Ashwini K. (2013) The impact of investor protection law on corporate policy and performance: evidence from the blue sky laws. Journal of Financial Economics, 107 (2). pp. 417-435. ISSN 0304-405X
Agrawal, Ashwini K. and Matsa, David A. (2013) Labor unemployment risk and corporate financing decisions. Journal of Financial Economics, 108 (2). pp. 449-470. ISSN 0304-405X
Axelson, Ulf (2013) A theory of the evolution of derivatives markets. Financial Markets Group discussion paper (DP723). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Axelson, Ulf, Jenkinson, Tim, Strömberg, Per and Weisbach, Michael S. (2013) Borrow cheap, buy high?: determinants of leverage and pricing in buyouts. Journal of Finance, 68 (6). pp. 2223-2267. ISSN 0022-1082
Bikbov, Ruslan and Chernov, Mikhail (2013) Monetary policy regimes and the term structure of interest rates. Journal of Econometrics, 174 (1). pp. 27-43. ISSN 0304-4076
Boucher, Christophe M., Danielsson, Jon, Kouontchou, Patrick S. and Maillet, Bertrand B. (2013) Risk models–at–risk. SRC Discussion Paper (No 8). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Boudt, Kris, Danielsson, Jon and Laurent, Sebastien (2013) Robust forecasting of dynamic conditional correlation GARCH models. International Journal of Forecasting, 29 (2). pp. 244-257. ISSN 0169-2070
Breinlich, Holger and Cuñat, Alejandro (2013) Geography, non-homotheticity, and industrialization: a quantitative analysis. Journal of Development Economics, 103. pp. 133-153. ISSN 0304-3878
Bruche, Max and Segura, Anatoli (2013) Debt maturity and the liquidity of secondary debt markets. Financial Markets Group discussion paper (DP726). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Campbell, John Y., Giglio, Stefano and Polk, Christopher (2013) Hard times. Review of Asset Pricing Studies, 3 (1). pp. 95-132. ISSN 2045-9920
Chabakauri, Georgy (2013) Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints. Review of Financial Studies, 26 (12). pp. 3104-3141. ISSN 0893-9454
Chaigneau, Pierre and Sahuguet, Nicolas (2013) The effect of monitoring on CEO pay practices in a matching equilibrium. Financial Markets Group discussion paper (DP725). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Chen, Xiaohong, Favilukis, Jack and Ludvigson, Sydney C. (2013) An estimation of economic models with recursive preferences. Quantitative Economics, 4 (1). pp. 39-83. ISSN 1759-7323
Chernov, Mikhail, Gorbenko, Alexander S. and Makarov, Igor (2013) CDS auctions. Review of Financial Studies, 26 (3). pp. 768-805. ISSN 0893-9454
Chwieroth, Jeffrey and Danielsson, Jon (2013) Political challenges of the macroprudential agenda. VoxEU.
Corradi, Valentina, Distaso, Walter and Mele, Antonio (2013) Macroeconomic determinants of stock volatility and volatility premiums. Journal of Monetary Economics, 60 (2). pp. 203-220. ISSN 0304-3932
Cuñat, Vicente, Gine, Mireia and Guadalupe, Maria (2013) Corporate governance and value: evidence from “close calls” on shareholder governance proposals. Journal of Applied Corporate Finance, 25 (1). pp. 44-54. ISSN 1078-1196
Cuñat, Vicente, Giné, Mireia and Guadalupe, Maria (2013) Say pays! Shareholder voice and firm performance. Financial Markets Group discussion paper (DP724). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Danielsson, Jon (2013) Does risk forecasting help macroprudential policy makers? In: Marie Curie ITN Conference on Financial Risk Management & Risk Reporting, 2013-04-12.
Danielsson, Jon (2013) Global financial systems: stability and risk. Pearson, Harlow, UK. ISBN 9780273774662
Danielsson, Jon (2013) Iceland’s post-Crisis economy: A myth or a miracle? VoxEU.
Danielsson, Jon (2013) Issues in empirically modelling systemic risk. In: 18th Annual Workshop on the Economic Science with Heterogeneous Interacting Agents, 2013-06-20.
Danielsson, Jon (2013) The new market-risk regulations. VoxEU.
Danielsson, Jon, Jorgensen, Bjorn N., Samorodnitsky, Gennady, Sarma, Mandira and de Vries, Casper G. (2013) Fat tails, VaR and subadditivity. Journal of Econometrics, 172 (2). pp. 283-291. ISSN 0304-4076
Danielsson, Jon, Koijen, Ralph S.J., Laeven, Roger and Perotti, Enrico (2013) Solvency II: three principles to respect. VoxEU.
Favilukis, Jack (2013) Inequality, stock market participation, and the equity premium. Journal of Financial Economics, 107 (3). pp. 740-759. ISSN 0304-405X
Favilukis, Jack and Lin, Xiaoji (2013) Long run productivity risk and aggregate investment. Journal of Monetary Economics, 60 (6). pp. 737-751. ISSN 0304-3932
Ferreira, Daniel, Kershaw, David, Kirchmaier, Thomas and Schuster, Edmund-Philipp (2013) Shareholder empowerment and bank bailouts. Finance working papers (345/2013). European Corporate Governance Institute (ECGI), Brussels, Belgium.
Ferreira, Daniel and Kirchmaier, Thomas (2013) Corporate boards in Europe: size, independence and genderdiversity. In: Belcredi, Massimo and Ferrarini, Guido, (eds.) Boards and Shareholders in European Listed Companies: Facts, Context and Post-Crisis Reforms. International Corporate Law and Financial Market Regulation. Cambridge University Press, Cambridge, UK, pp. 191-224. ISBN 9781107040564
Goldstein, Itay, Ozdenoren, Emre and Yuan, Kathy (2013) Trading frenzies and their impact on real investment. Journal of Financial Economics, 109 (2). pp. 566-582. ISSN 0304-405X (Submitted)
Gottardi, Piero and Rahi, Rohit (2013) Risk sharing and retrading in incomplete markets. Economic Theory, 54 (2). pp. 287-304. ISSN 0938-2259
Guibaud, Stéphane, Nosbusch, Yves and Vayanos, Dimitri (2013) Bond market clienteles, the yield curve, and the optimal maturity structure of government debt. Review of Financial Studies, 26 (8). pp. 1914-1961. ISSN 0893-9454
Huang, Shiyang, Qiu, Zhigang, Shang, Qi and Tang, Ke (2013) Asset pricing with heterogeneous beliefs and relative performance. Journal of Banking and Finance, 37 (11). pp. 4107-4119. ISSN 0378-4266
Lou, Dong (2013) Attracting investor attention through advertising. . The London School of Economics and Political Science, London, UK.
Lou, Dong, Yan, Hongjun and Zhang, Jinfan (2013) Anticipated and repeated shocks in liquid markets. Review of Financial Studies, 26 (8). pp. 1891-1912. ISSN 0893-9454
Makarov, Igor and Plantin, G. (2013) Deliberate limits to arbitrage. Journal of Finance. ISSN 0022-1082 (Submitted)
Makarov, Igor and Plantin, Guillaume (2013) Equilibrium subprime lending. Journal of Finance, 68 (3). pp. 849-879. ISSN 0022-1082
Martin, I. W. R. (2013) Consumption-based asset pricing with higher cumulants. Review of Economic Studies, 80 (2). pp. 745-773. ISSN 0034-6527
Martin, Ian (2013) The Lucas orchard. Econometrica, 81 (1). pp. 55-111. ISSN 0012-9682
Massa, Massimo, Vermaelen, Theo and Xu, Moqi (2013) Rights offerings, trading, and regulation: a global perspective. Financial Markets Group discussion paper (DP727). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Massa, Massimo and Xu, Moqi (2013) The value of (stock) liquidity in the M&A market. Journal of Financial and Quantitative Analysis, 48 (5). pp. 1463-1497. ISSN 0022-1090
Mueller, Philippe, Stathopoulos, Andreas and Vedolin, Andrea (2013) International correlation risk. FMG discussion papers (DP716). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Ortu, F., Tamoni, Andrea and Tebaldi, C. (2013) Long-run risk and the persistence of consumption shocks. Review of Financial Studies, 26 (11). pp. 2876-2915. ISSN 0893-9454
Polk, Christopher and Campbell, John Y. (2013) Nobel 2013 economics: predicting asset prices. Nature, 504 (7478). p. 97. ISSN 0028-0836
Pontes de Arruda, Bruno and Valls Pereira, Pedro L. (2013) Analysis of the volatility's dependency structure during the subprime crisis. Applied Economics, 45 (36). pp. 5031-5045. ISSN 0003-6846
Valenzuela, Marcela and Zer, Ilknur (2013) Competition, signaling and non-walking through the book: effects on order choice. Journal of Banking and Finance, 37 (12). pp. 5421-5435. ISSN 0378-4266
Vayanos, Dimitri and Wang, Jiang (2013) Market liquidity: theory and empirical evidence. In: Constantinides, George M., Harris, Milton and Stulz, Rene M., (eds.) Handbook of the Economics of Finance: Volume 2b: Financial Markets and Asset Pricing. Handbooks in economics. North Holland, Oxford, UK. ISBN 9780444594068
Vayanos, Dimitri and Woolley, Paul (2013) An institutional theory of momentum and reversal. Review of Financial Studies, 26 (5). pp. 1087-1145. ISSN 0893-9454
