Items where Division is "Finance" and Year is 2013

A

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 Papers (723). 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

B

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

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 ORCID: 0000-0001-7504-2801 (2013) Geography, non-homotheticity, and industrialization: a quantitative analysis. Journal of Development Economics, 103. pp. 133-153. ISSN 0304-3878

C

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

Chen, Huaizhi, Cohen, Lauren and Lou, Dong ORCID: 0000-0002-5623-4338 (2013) Industry window dressing. Financial Markets Group Discussion Papers (719). 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 ORCID: 0000-0001-7504-2801, 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 ORCID: 0000-0001-7504-2801, Giné, Mireia and Guadalupe, Maria (2013) Say pays! Shareholder voice and firm performance. Financial Markets Group Discussion Papers (724). Financial Markets Group, The London School of Economics and Political Science, London, UK.

D

Danielsson, Jon (2013) Does risk forecasting help macroprudential policy makers? In: Marie Curie ITN Conference on Financial Risk Management & Risk Reporting, 2013-04-12, Baden-Württemberg, Germany.

Danielsson, Jon (2013) Global financial systems: stability and risk. Pearson (Firm), 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, Reykjavik, Iceland.

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.

F

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 ORCID: 0000-0002-8938-2206 and Schuster, Edmund-Philipp ORCID: 0000-0002-9355-535X (2013) Shareholder empowerment and bank bailouts. Finance working papers (345/2013). European Corporate Governance Institute (ECGI), Brussels, Belgium.

Ferreira, Daniel and Kirchmaier, Thomas ORCID: 0000-0002-8938-2206 (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

G

Gao, Pengjie and Lou, Dong ORCID: 0000-0002-5623-4338 (2013) Cross-market timing in security issuance. Financial Markets Group Discussion Papers (718). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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 ORCID: 0000-0001-6887-9160 (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

H

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

J

Jiang, Hao and Verardo, Michela (2013) Does herding behavior reveal skill? An analysis of mutual fund performance. Financial Markets Group Discussion Papers (720). Financial Markets Group, The London School of Economics and Political Science, London, UK.

L

Lou, Dong ORCID: 0000-0002-5623-4338 (2013) Attracting investor attention through advertising. . London School of Economics and Political Science, London, UK.

Lou, Dong ORCID: 0000-0002-5623-4338 and Polk, Christopher (2013) Comomentum: inferring arbitrage activity from return correlations. Financial Markets Group Discussion Papers (721). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Lou, Dong ORCID: 0000-0002-5623-4338, 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

M

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

Malkhozov, Aytek, Mueller, Philippe, Vedolin, Andrea and Venter, Gyuri (2013) Mortgage hedging in fixed income markets. Financial Markets Group Discussion Papers (722). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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 Papers (727). 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. Financial Markets Group Discussion Papers (716). Financial Markets Group, The London School of Economics and Political Science, London, UK.

O

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

P

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

V

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