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Agrawal, Ashwini, Hacamo, Isaac and Hu, Zhongchen (2018) Employees and stock returns. . SSRN.
Anderson, Ronald W., Bustamante, Maria Cecilia, Guibaud, Stéphane and Zervos, Mihail ORCID: 0000-0001-5194-6881
(2018)
Agency, firm growth, and managerial turnover.
Journal of Finance, 73 (1).
419 - 464.
ISSN 0022-1082
Babus, Ana and Kondor, Peter (2018) Trading and information diffusion in OTC markets. Econometrica, 86 (5). pp. 1727-1769. ISSN 0012-9682
Babus, Ana and Kondor, Peter (2018) Trading and information diffusion in over-the-counter markets. Financial Markets Group Discussion Papers (777). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Bandi, F.M, Perron, B, Tamoni, Andrea and Tebaldi, C. (2018) The scale of predictability. Journal of Econometrics, 208 (1). pp. 120-140. ISSN 0304-4076
Basak, Suleyman, Chabakauri, Georgy and Yavuz, M. (2018) Investor protection and asset prices. Financial Markets Group Discussion Papers (779). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Bolton, Patrick and Oehmke, Martin (2018) Bank resolution and the structure of global banks. Financial Markets Group Discussion Papers (778). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Caggese, Andrea, Cuñat, Vicente ORCID: 0000-0001-7504-2801 and Metzger, Daniel
(2018)
Firing the wrong workers: financing constraints and labor misallocation.
Journal of Financial Economics, 133 (3).
589 - 607.
ISSN 0304-405X
Campbell, John Y., Giglio, Stefano, Polk, Christopher and Turley, Robert (2018) An Intertemporal CAPM with stochastic volatility. Journal of Financial Economics, 128 (2). pp. 207-233. ISSN 0304-405X
Cho, Thummim (2018) Turning alphas into betas: arbitrage and the cross-section of risk. Financial Markets Group Discussion Papers (780). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Choi, Darwin, Lou, Dong ORCID: 0000-0002-5623-4338 and Mukherjee, Abhiroop
(2018)
The effect of superstar firms on college major choice.
Financial Markets Group Discussion Papers (772).
Financial Markets Group, The London School of Economics and Political Science, London, UK.
Cuñat, Vicente ORCID: 0000-0001-7504-2801, Cvijanovic, Dragana and Yuan, Kathy
(2018)
Within-bank spillovers of real estate shocks.
Review of Corporate Finance Studies, 7 (2).
157 - 193.
ISSN 2046-9128
Danielsson, Jon (2018) Cryptocurrencies: policy, economics and fairness. Systemic Risk Centre Discussion Papers (86). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Danielsson, Jon, Panayi, Efstathios, Peters, Gareth and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231
(2018)
Market resilience.
Systemic Risk Centre Discussion Papers (78).
Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Danielsson, Jon, Valenzuela, Marcela and Zer, Ilknur (2018) Learning from history: volatility and financial crises. Review of Financial Studies, 31 (7). 2774 - 2805. ISSN 0893-9454
Danielsson, Jon, Valenzuela, Marcela and Zer, Ilknur (2018) Learning from history: volatility and financial crises. Systemic Risk Centre Discussion Papers (57). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Edmans, Alex, Goncalves-Pinto, Luis, Groen-Xu, Moqi and Wang, Yanbo (2018) Strategic news releases in equity vesting months. Review of Financial Studies, 31 (11). 4099 - 4141. ISSN 0893-9454
Farboodi, Maryam and Kondor, Peter (2018) Heterogeneous global cycles. Financial Markets Group Discussion Papers (781). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Ferreira, Daniel, Ferreira, Miguel A. and Mariano, Beatriz (2018) Creditor control rights and board independence. Journal of Finance, 73 (5). 2385 - 2423. ISSN 0022-1082
Gonzalez-Uribe, Juanita and Leatherbee, Michael (2018) The effects of business accelerators on venture performance: evidence from start-up Chile. Review of Financial Studies, 31 (4). 1566 - 1603. ISSN 0893-9454
Gromb, Denis and Vayanos, Dimitri (2018) The dynamics of financially constrained arbitrage. Journal of Finance, 73 (4). 1713 - 1750. ISSN 0022-1082
Hertzberg, Andrew, Liberman, Andres and Paravisini, Daniel (2018) Screening on loan terms: evidence from maturity choice in consumer credit. Review of Financial Studies, 31 (9). 3532 - 3567. ISSN 0893-9454
Hu, Hui, Lei, Ting, Hu, Jie, Zhang, Songlai and Kavan, Philip (2018) Disaster-mitigating and general innovative responses to climate disasters: evidence from modern and historical China. International Journal of Disaster Risk Reduction, 28. pp. 664-673. ISSN 2212-4209
Jiang, Hao and Verardo, Michela (2018) Does herding behavior reveal skill? An analysis of mutual fund performance. Journal of Finance, 73 (5). 2229 - 2269. ISSN 0022-1082
Makarov, Igor and Schoar, Antoinette (2018) Trading and Arbitrage in Cryptocurrency Markets. Financial Markets Group Discussion Papers (782). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Martin, Ian (2018) Options and the Gamma Knife. Journal of Derivatives, 25 (4). pp. 71-79. ISSN 1074-1240
Martin, Ian (2018) Options and the Gamma Knife. Journal of Portfolio Management, 44 (6). pp. 47-55. ISSN 0095-4918
Panayi, Efstathios, Peters, Gareth W., Danielsson, Jon and Zigrandd, Jean-Pierre (2018) Designating market maker behaviour in limit order book markets. Econometrics and Statistics, 5. pp. 20-44. ISSN 2452-3062
Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre
ORCID: 0000-0002-7784-4231
(2018)
Information acquisition, price informativeness and welfare.
Systemic Risk Centre Discussion Papers (77).
Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre
ORCID: 0000-0002-7784-4231
(2018)
Information acquisition, price informativeness, and welfare.
Journal of Economic Theory, 177.
pp. 558-593.
ISSN 1095-7235
Salomao, Juliana and Varela, Liliana (2018) Exchange rate exposure and firm dynamics. Discussion Papers (12654). Centre for Economic Policy Research (Great Britain), London, UK.
Varela, Liliana (2018) Reallocation, competition, and productivity: evidence from a financial liberalization episode. Review of Economic Studies, 85 (2). pp. 1279-1313. ISSN 0034-6527