Items where Division is "Finance" and Year is 2016

A

Agrawal, Ashwini and Tambe, Prasanna (2016) Private equity and workers’ career paths: the role of technological change. Review of Financial Studies, 29 (9). 2455 - 2489. ISSN 0893-9454

Anderson, Ronald W. (2016) Stress testing and macroprudential regulation: a transatlantic assessment. Centre for Economic Policy Research (Great Britain), London, UK. ISBN 9781907142987

Anderson, Ronald W. (2016) Stress testing and macroprudential regulation: a transatlantic assessment. VoxEU.

Anderson, Ronald W. and Hamadi, Malika (2016) Cash holding and control-oriented finance. Journal of Corporate Finance, 41. pp. 410-425. ISSN 0929-1199

Axelson, Ulf and Makarov, Igor (2016) Informational black holes in financial markets. Financial Markets Group Discussion Papers (754). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Axelson, Ulf and Martinovic, Milan (2016) European venture capital: myths and facts. Financial Markets Group Discussion Papers (753). Financial Markets Group, The London School of Economics and Political Science, London, UK.

B

Basak, Suleyman and Chabakauri, Georgy (2016) Dynamic hedging in incomplete markets: a simple solution. Review of Financial Studies, 25 (6). 1845 - 1896. ISSN 0893-9454

Bianchi, Daniele and Tamoni, Andrea (2016) The dynamics of expected returns: evidence from multi-scale time series modelling. Financial Markets Group Discussion Papers (752). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bond, Philip and Zhong, Hongda (2016) Buying high and selling low: stock repurchases and persistent asymmetric information. Review of Financial Studies, 29 (6). 1409 - 1452. ISSN 0893-9454

Bretscher, Lorenzo, Julliard, Christian and Rosa, Carlo (2016) Human capital and international portfolio diversification: a reappraisal. Journal of International Economics, 99 (1). S78-S96. ISSN 0022-1996

Brunnermeier, Markus K, Garicano, Luis, Lane, Philip R., Pagano, Marco, Reis, Ricardo, Santos, Tano, Thesmar, David, Van Nieuwerburgh, Stijn and Vayanos, Dimitri (2016) The sovereign-bank diabolic loop and ESBies. CFM discussion paper series (CFM-DP2016-17). Centre For Macroeconomics, London, UK.

Brunnermeier, Markus K., Garicano, Luis, Lane, Philip R., Pagano, Marco, Reis, Ricardo, Santos, Tano, Thesmar, David, Nieuwerburgh, Stijn Van and Vayanos, Dimitri (2016) The sovereign-bank diabolic loop and ESBies. CEP Discussion Paper (1414). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Burkart, Mike ORCID: 0000-0002-0954-4499 and Lee, Samuel (2016) Smart buyers. Review of Corporate Finance Studies, 5 (2). 239 - 270. ISSN 2046-9128

C

Chen, Huaizhi, Cohen, Lauren and Lou, Dong ORCID: 0000-0002-5623-4338 (2016) Industry window dressing. Review of Financial Studies, 29 (12). 3354 - 3393. ISSN 0893-9454

Choi, Hoyong, Mueller, Philippe and Vedolin, Andrea (2016) Bond variance risk premiums. . Social Science Research Network (SSRN).

Csullag, Balazs, Danielsson, Jon and Macrae, Robert (2016) Why it doesn't make sense to hold bonds. VoxEU.

Cuñat, Vicente ORCID: 0000-0001-7504-2801, Giné, Mireia and Guadalupe, Maria (2016) Say pays! Shareholder voice and firm performance. Review of Finance, 20 (5). 1799 - 1834. ISSN 1572-3097

Cvijanovic, Dragana, Dasgupta, Amil ORCID: 0000-0001-8474-9470 and Zachariadis, Konstantinos E. (2016) Some mutual funds do business with firms whose shares they own. LSE Business Review (29 Mar 2016). Website.

Cvijanović, Dragana, Dasgupta, Amil ORCID: 0000-0001-8474-9470 and Zachariadis, Konstantinos (2016) Ties that bind: how business connections affect mutual fund activism. Journal of Finance, 71 (6). pp. 2933-2966. ISSN 0022-1082

D

Danielsson, Jon, Ergun, Lerby M., Haan, Laurens de and Vries, Casper G. de (2016) Tail index estimation: quantile driven threshold selection. Systemic Risk Centre Discussion Papers (58). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon, Fouché, Morgane and Macrae, Robert (2016) Cyber risk as systemic risk. VoxEU.

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2016) Can we prove a bank guilty of creating systemic risk? A minority report. Journal of Money, Credit and Banking, 48 (4). 795 - 812. ISSN 0022-2879

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2016) Model risk of risk models. Journal of Financial Stability, 23. pp. 79-91. ISSN 1572-3089

Danielsson, Jon and Macrae, Robert (2016) The fatal flaw in macropru: it ignores political risk. VoxEU.

Danielsson, Jon, Macrae, Robert, Tsomocos, Dimitrios P. and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2016) Why macropru can end up being procyclical. VoxEU.

Danielsson, Jon, Macrae, Robert and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2016) On the financial market consequences of Brexit. VoxEU.

Danielsson, Jon and Tsanakas, Andreas (2016) Everybody right, everybody wrong: plural rationalities in macroprudential regulation. VoxEU.

Danielsson, Jon, Valenzuela, Marcela and Zer, Ilknur (2016) Low volatility makes a financial crisis more likely. LSE Business Review (22 Aug 2016). Website.

Djankov, Simeon (2016) What Donald Trump could do to ‘make America great again’ without destroying free trade. LSE Business Review (10 Nov 2016). Website.

F

Ferreira, Daniel and Kittsteiner, Thomas (2016) When does competition foster commitment? Management Science, 62 (11). pp. 3199-3212. ISSN 0025-1909

Fisman, Raymond, Paravisini, Daniel and Vig, Vikrant (2016) Cultural proximity and loan outcomes. Financial Markets Group Discussion Papers (759). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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Ghosh, Anisha, Julliard, Christian and Taylor, Alex (2016) An information based one-factor asset pricing model. Financial Markets Group Discussion Papers (749). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gong, Rui and Page, Frank (2016) Systemic risk and the dynamics of temporary financial networks. Systemic Risk Centre Discussion Papers (62). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Goodhart, Charles (2016) Beating the UK downturn: innovative fiscal policy needed to back Bank of England easing. Official Monetary and Financial Institutions Forum (OMFIF), 7 (34.1).

Goodhart, Charles (2016) Central bank evolution: lessons learnt from the sub-prime crisis. In: Bordo, Michael D., Eitrheim, Øyvind, Flandreau, Marc and Qvigstad, Jan F., (eds.) Central Banks at a Crossroads What Can We Learn from History? Studies in Macroeconomic History. Cambridge University Press, Cambridge, UK. ISBN 9781107149663

Goodhart, Charles (2016) How demography influences monetary policy. LSE Business Review (25 Jul 2016). Website.

Goodhart, Charles and Nell, Jacob (2016) Can helicopter money really fly? UK Economics. Morgan Stanley & Co. International Plc., London, UK.

Goodhart, Charles and Wood, Geoffrey (2016) The internal contradictions of QE ... or should it be quite erroneous? The Telegraph.

Goodhart, Charles A. E. (2016) Determining the quantity of bank deposits. Banking Perspective, 4 (2).

Goodhart, Charles A. E. (2016) In praise of stress tests. In: Anderson, Ronald W., (ed.) Stress Testing and Macroprudential Regulation: A Transatlantic Assessment. Centre for Economic Policy Research (Great Britain), London, UK, pp. 141-153. ISBN 9781907142987

Gourinchas, Pierre-Olivier, Philippon, Thomas and Vayanos, Dimitri (2016) The Greek crisis: an autopsy. LSE Greece@LSE (01 Dec 2016). Website.

Groen-Xu, Moqi (2016) CEOs strategically time news releases for their own benefit. LSE Business Review (22 Mar 2016). Website.

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Kondor, Peter and Zawadowski, Adam (2016) Learning in crowded markets. Financial Markets Group Discussion Papers (774). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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Lou, Dong ORCID: 0000-0002-5623-4338 (2016) When firms increase advertising spending, their stock prices climb in tandem. LSE Business Review (25 Jan 2016). Website.

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Malkhozov, Aytek, Mueller, Philippe, Vedolin, Andrea and Venter, Gyuri (2016) Mortgage risk and the yield curve. Review of Financial Studies, 29 (5). 1220 - 1253. ISSN 0893-9454

Martin, Ian (2016) What is the expected return on the market? Financial Markets Group Discussion Papers (750). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Martin, Ian and Wagner, Christian (2016) What is the expected return on a stock? Financial Markets Group Discussion Papers (760). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Mueller, Philippe, Tahbaz-Salehi, Alireza and Vedolin, Andrea (2016) Exchange rates and monetary policy uncertainty. Systemic Risk Centre Discussion Papers (54). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

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Oehmke, Martin and Zawadowski, Adam (2016) The anatomy of the CDS market. Financial Markets Group Discussion Papers (761). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Ortells, R., Egozcue, J. J., Ortego, M. I. and Garola, A. (2016) Relationship between the popularity of key words in the Google browser and the evolution of worldwide financial indices. In: Martín-Fernández, Josep Antoni and Thió-Henestrosa, Santiago, (eds.) Compositional Data Analysis. Springer Proceedings in Mathematics & Statistics (187). Springer International (Firm), Cham, Switzerland, pp. 145-165. ISBN 9783319448107

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Page, Frank (2016) On K-Class discounted stochastic games. Systemic Risk Centre Discussion Papers (61). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Page, Frank (2016) Stationary Markov equilibria for approximable discounted stochastic games. Systemic Risk Centre Discussion Papers (60). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Pradhan, Manoj, Goodhart, Charles and Drozdzik, Patryk (2016) Global issues: life after debt. . Morgan Stanley Research, New York, USA.

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Tahbaz-Salehi, Alireza, Vedolin, Andrea and Mueller, Philippe (2016) Some currency trading positions yield increased returns around Fed announcements. LSE Business Review (18 Feb 2016). Website.

Thimann, Christian (2016) Insurance and systemic risk: no easy conclusions. VoxEU.

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Vayanos, Dimitri and Woolley, Paul (2016) Curse of the benchmarks. Financial Markets Group Discussion Papers (747). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Verardo, Michela and Patton, Andrew J. (2016) Company news affects the way in which a stock’s returns co-move with those of other firms. LSE Business Review (10 Mar 2016). Website.

Z

Zhiguo, He and Kondor, Peter (2016) Inefficient investment waves. Econometrica, 84 (2). 735 - 780. ISSN 0012-9682