Items where Division is "Finance" and Year is 2014

A

Agnello, Luca and Sousa, Ricardo M. (2014) The determinants of the volatility of fiscal policy discretion. Fiscal Studies, 35 (1). pp. 91-115. ISSN 0143-5671

Allen, Franklin, Vayanos, Dimitri and Vives, Xavier (2014) Introduction to financial economics. Journal of Economic Theory, 149. pp. 1-14. ISSN 1095-7235

Anderson, Ronald (2014) Systemic risk: creation and perception. In: DTCC Risk Forum, 2014-03-27, Brussels, Belgium. (Submitted)

Anderson, Ronald W. and Jõeveer, Karin (2014) The economics of collateral. Financial Markets Group Discussion Papers (732). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Anton, Miguel and Polk, Christopher (2014) Connected stocks. Journal of Finance, 69 (3). 1099 - 1127. ISSN 0022-1082

B

Backus, David, Chernov, Mikhail and Zin, Stanley (2014) Sources of entropy in dynamic representative agent models. Journal of Finance, 69 (1). pp. 51-99. ISSN 0022-1082

Bar-Isaac, Heski and Cuñat, Vicente ORCID: 0000-0001-7504-2801 (2014) Long-term debt and hidden borrowing. Review of Corporate Finance Studies, 3 (1-2). pp. 87-122. ISSN 2046-9128

Boucher, Christophe M., Danielsson, Jon, Kouontchou, Patrick S. and Maillet, Bertrand B. (2014) Risk models-at-risk. Journal of Banking and Finance, 44. pp. 72-92. ISSN 0378-4266

Boucher, Christophe M., Danielsson, Jon, Kouontchou, Patrick S. and Maillet, Bertrand B. (2014) Risk models–at–risk. Systemic Risk Centre Discussion Papers (8). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Brunnermeier, Markus K. and Oehmke, Martin (2014) Predatory short selling. Review of Finance, 18 (6). pp. 2153-2195. ISSN 1572-3097

Buffa, Andrea, Vayanos, Dimitri and Woolley, Paul (2014) Asset management contracts and equilibrium prices. Financial Markets Group Discussion Papers (736). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Buraschi, Andrea, Trojani, Fabio and Vedolin, Andrea (2014) When uncertainty blows in the orchard:: comovement and equilibrium volatility risk premia. Journal of Finance, 69 (1). 101 - 137. ISSN 0022-1082

Burkart, Mike ORCID: 0000-0002-0954-4499 and Dasgupta, Amil ORCID: 0000-0001-8474-9470 (2014) Activist funds, leverage, and procyclicality. Financial Markets Group Discussion Papers (733). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Burkart, Mike ORCID: 0000-0002-0954-4499, Gromb, Denis, Mueller, Holger M and Panunzi, Fausto (2014) Legal investor protection and takeovers. Journal of Finance, 69 (3). 1129 - 1165. ISSN 0022-1082

Bustamante, Maria Cecilia and Donangelo, Andres (2014) Product market competition and industry returns. . Social Science Research Network (SSRN), London, UK.

Bustamante, Maria Cecilia and Donangelo, Andrés (2014) Product market competition and industry returns. Financial Markets Group Discussion Papers (728). Financial Markets Group, The London School of Economics and Political Science, London, UK.

C

Chabakauri, Georgy and Rytchkov, Oleg (2014) Asset pricing with index investing. Working papers. Social Science Research Network (SSRN), Rochester, USA.

Chabakauri, Georgy, Yuan, Kathy and Zachariadis, Konstantinos (2014) Multi-asset noisy rational expectations equilibrium with contingent claims. Working papers. Social Science Research Network (SSRN), Rochester, USA.

Cuñat, Vicente ORCID: 0000-0001-7504-2801 (2014) Book review: why some firms thrive while others fail: governance and management lessons from the crisis. By Thomas S.Stanton. Oxford University Press, New York. xii + 278 pp. Hbk £30.00. Economica, 81 (321). pp. 187-188. ISSN 0013-0427

Cvijanovic, Dragana, Dasgupta, Amil ORCID: 0000-0001-8474-9470 and Zachariadis, Konstantinos (2014) Ties that bind: how business connections affect mutual fund activism. Financial Markets Group Discussion Papers (731). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Cziraki, Peter and Xu, Moqi (2014) CEO job security and risk-taking. Financial Markets Group Discussion Papers (729). Financial Markets Group, The London School of Economics and Political Science, London, UK.

D

Danielsson, Jon (2014) Systemic risk and financial regulations: what is the link? In: European Commission (Economic Analysis), Internal Market and Services DG Conference, 2014-02-27, Brussels, Belgium.

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2014) Model risk and the implications for risk management, macroprudential policy, and financial regulations. VoxEU.

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2014) Model risk of risk models. Systemic Risk Centre Discussion Papers (11). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Dashmiz, Shayan, Moharrami, Mehrdad, Marvasti, Farokh, Moazeni, Sajjad, Takapoui, Mohammad Reza and Abolhasani, Melika (2014) Generalisation of code division multiple access systems and derivation of new bounds for the sum capacity. IET Communications, 8 (2). pp. 153-162. ISSN 1751-8628

Denbee, Edward, Julliard, Christian, Yepremyan, Liana and Yuan, Kathy (2014) Network risk and key players: a structural analysis of interbank liquidity. Financial Markets Group Discussion Papers (734). Financial Markets Group, The London School of Economics and Political Science, London, UK.

E

Ellul, Andrew, Pagano, Marco and Schivardi, Fabiano (2014) Employment and wage insurance within firms: worldwide evidence. Financial Markets Group Discussion Papers (735). Financial Markets Group, The London School of Economics and Political Science, London, UK.

F

Ferreira, Daniel, Manso, Gustavo and Silva, Andre (2014) Incentives to innovate and the decision to go public or private. Review of Financial Studies, 27 (1). pp. 256-300. ISSN 0893-9454

G

Gottardi, Piero and Rahi, Rohit ORCID: 0000-0001-6887-9160 (2014) Value of information in competitive economies with incomplete markets. International Economic Review, 55 (1). 57 - 81. ISSN 0020-6598

Greenwood, Robin and Vayanos, Dimitri (2014) Bond supply and excess bond returns. Review of Financial Studies, 27 (3). 663 - 713. ISSN 0893-9454

H

Hwang, Byoung-Hyoung, Lou, Dong ORCID: 0000-0002-5623-4338 and Yin, Chengxi (2014) Offsetting disagreement and security prices. Financial Markets Group Discussion Papers (739). Financial Markets Group, The London School of Economics and Political Science, London, UK.

K

Kondor, Peter and Vayanos, Dimitri (2014) Liquidity risk and the dynamics of arbitrage capital. Financial Markets Group Discussion Papers (730). London School of Economics and Political Science, London, UK.

L

Liu, Guy, Mirzaei, Ali and Vandoros, Sotiris (2014) The impact of bank competition and concentration on industrial growth. Economics Letters, 124 (1). pp. 60-63. ISSN 0165-1765

Lou, Dong ORCID: 0000-0002-5623-4338 (2014) Attracting investor attention through advertising. Review of Financial Studies, 27 (6). 1797 - 1829. ISSN 0893-9454

Lou, Dong ORCID: 0000-0002-5623-4338, Polk, Christopher and Huang, Shiyang (2014) The booms and busts of beta arbitrage. Financial Markets Group Discussion Papers (743). Financial Markets Group, The London School of Economics and Political Science, London, UK.

O

Oehmke, Martin (2014) Liquidating illiquid collateral. Journal of Economic Theory, 149. pp. 183-210. ISSN 1095-7235

R

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2014) Walrasian foundations for equilibria in segmented markets. Mathematics and Financial Economics, 8 (3). 249 - 264. ISSN 1862-9679

Rosov, Sviatoslav and Foster, F. Douglas (2014) Customer foreign exchange orders: when timing really does matter. Australian Journal of Management, 39 (3). pp. 351-368. ISSN 0312-8962

S

Satterthwaite, Mark, Williams, Steven R. and Zachariadis, Konstantinos (2014) Optimality versus practicality in market design: a comparison of two double auctions. Games and Economic Behavior, 86. pp. 248-263. ISSN 0899-8256

Shen, Ji, Yan, Hongjun and Zhang, Jinfan (2014) Collateral-motivated financial innovation. Review of Financial Studies, 27 (10). pp. 2961-2997. ISSN 0893-9454

Sousa, Ricardo M. (2014) The effects of monetary policy in a small open economy: the case of Portugal. Applied Economics, 46 (2). pp. 240-251. ISSN 0003-6846

V

Vermaelen, Theo and Xu, Moqi (2014) Acquisition finance and market timing. Journal of Corporate Finance, 25. pp. 73-91. ISSN 0929-1199

X

Xu, Moqi (2014) Towards the end of any long-term incentive program for CEOs, the short term awaits – but it doesn’t need to be bad news. USApp– American Politics and Policy Blog (17 Nov 2014). Website.