Items where Division is "Finance" and Year is 2017

A

Ahlfeldt, Gabriel M. ORCID: 0000-0001-5664-3230 and Pietrostefani, Elisabetta (2017) The economic effects of density: A synthesis. SERC Discussion Papers (SERCDP0210). Spatial Economics Research Centre (SERC), London School of Economics and Political Science, London, UK.

Andrikogiannopoulou, Angie and Papakonstantinou, Filippos (2017) Individual reaction to past performance sequences: evidence from a real marketplace. Management Science, 64 (4). pp. 1957-1973. ISSN 0025-1909

B

Brunnermeier, Markus K., Langfield, Sam, Pagano, Marco, Reis, Ricardo ORCID: 0000-0003-4844-9483, Van Nieuwerburgh, Stijn and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2017) ESBies: safety in the tranches. Economic Policy, 32 (90). 175 - 219. ISSN 0266-4658

C

Chabakauri, Georgy ORCID: 0009-0002-7980-269X and Han, Brandon (2017) Collateral constraints and asset prices. Financial Markets Group Discussion Papers (776). Financial Markets Group, The London School of Economics and Political Science, London, UK.

E

Edmans, Alex, Gabaix, Xavier and Jenter, Dirk ORCID: 0000-0003-4168-9329 (2017) Executive compensation: a survey of theory and evidence. In: Hermalin, Benjamin and Weisbach, Michael S., (eds.) The Handbook of the Economics of Corporate Governance. Handbooks in economics. Elsevier (Firm), Amsterdam, 383 - 539. ISBN 9780444635303

Edmans, Alex, Gabaix, Xavier and Jenter, Dirk ORCID: 0000-0003-4168-9329 (2017) Executive compensation: a survey of theory and evidence. Financial Markets Group Discussion Papers (767). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Eyster, Erik, Rabin, Matthew and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2017) Financial markets where traders neglect the informational content of prices. Financial Markets Group Discussion Papers (770). Financial Markets Group, The London School of Economics and Political Science, London, UK.

F

Fisman, Raymond, Paravisini, Daniel ORCID: 0009-0006-8803-8442 and Vig, Vikrant (2017) Cultural proximity and loan outcomes. American Economic Review, 107 (2). 457 - 492. ISSN 0002-8282

G

Ghosh, Anisha, Julliard, Christian ORCID: 0000-0001-8177-7441 and Taylor, Alex. P (2017) What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models. Review of Financial Studies, 30 (2). 442 – 504. ISSN 0893-9454

Gourinchas, Pierre-Olivier, Philippon, Thomas and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2017) The analytics of the Greek crisis. NBER Macroeconomics Annual, 31 (1). pp. 1-81. ISSN 0889-3365

Gromb, Denis and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2017) The dynamics of financially constrained arbitrage. Financial Markets Group Discussion Papers (771). Financial Markets Group, The London School of Economics and Political Science, London, UK.

J

Jenter, Dirk ORCID: 0000-0003-4168-9329 and Lewellen, Katharina (2017) Performance-induced CEO turnover. Financial Markets Group Discussion Papers (768). Financial Markets Group, The London School of Economics and Political Science, London, UK.

K

Kondor, Peter ORCID: 0000-0001-9797-9291 and Koszegi, Botond (2017) Financial choice and financial information. Financial Markets Group Discussion Papers (775). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Kremens, Lukas and Martin, Ian ORCID: 0000-0001-8373-5317 (2017) The quanto theory of exchange rates. Systemic Risk Centre Discussion Papers (75). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Kremens, Lukas and Martin, Ian ORCID: 0000-0001-8373-5317 (2017) The quanto theory of exchange rates. Financial Markets Group Discussion Papers (769). Financial Markets Group, The London School of Economics and Political Science, London, UK.

M

Martin, Ian ORCID: 0000-0001-8373-5317 (2017) What is the expected return on the market? Quarterly Journal of Economics, 132 (1). 367 - 433. ISSN 0033-5533

Mueller, Philippe, Stathopoulos, Andreas and Vedolin, Andrea (2017) International correlation risk. Journal of Financial Economics, 126 (2). pp. 270-299. ISSN 0304-405X

Mueller, Philippe, Tahbaz-Salehi, Alireza and Vedolin, Andrea (2017) Exchange rates and monetary policy uncertainty. Journal of Finance, 72 (3). 1213 - 1252. ISSN 0022-1082

O

Oehmke, Martin ORCID: 0000-0001-9902-0711 and Zawadowski, Adam (2017) The anatomy of the CDS market. Review of Financial Studies, 30 (1). pp. 80-119. ISSN 0893-9454

Ozdenoren, Emre and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2017) Contractual externalities and systemic risk. Review of Economic Studies, 84 (4). 1789 - 1817. ISSN 0034-6527

P

Paravisini, Daniel ORCID: 0009-0006-8803-8442, Rappoport, Veronica ORCID: 0009-0007-3665-4304 and Ravina, Enrichetta (2017) Risk aversion and wealth: evidence from person-to-person lending portfolios. Management Science, 63 (2). pp. 279-297. ISSN 0025-1909

Peng, Cheng ORCID: 0009-0008-1297-8686 (2017) Investor behavior under the law of small numbers. . SSRN.

V

Varela, Liliana ORCID: 0000-0001-6139-1461 (2017) Sector heterogeneity and credit market imperfections in emerging markets. Journal of International Money and Finance, 70. pp. 433-451. ISSN 0261-5606