Items where Division is "Finance" and Year is 2018

A

Agrawal, Ashwini ORCID: 0000-0003-0865-9144, 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

B

Babus, Ana and Kondor, Peter ORCID: 0000-0001-9797-9291 (2018) Trading and information diffusion in OTC markets. Econometrica, 86 (5). pp. 1727-1769. ISSN 0012-9682

Babus, Ana and Kondor, Peter ORCID: 0000-0001-9797-9291 (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 ORCID: 0009-0002-7980-269X 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 ORCID: 0000-0001-9902-0711 (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.

C

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 ORCID: 0009-0008-0133-6709 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 ORCID: 0000-0001-9895-7545 (2018) Within-bank spillovers of real estate shocks. Review of Corporate Finance Studies, 7 (2). 157 - 193. ISSN 2046-9128

D

Danielsson, Jon ORCID: 0009-0006-9844-7960 (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 ORCID: 0009-0006-9844-7960, 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 ORCID: 0009-0006-9844-7960, 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 ORCID: 0009-0006-9844-7960, 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.

E

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

F

Farboodi, Maryam and Kondor, Peter ORCID: 0000-0001-9797-9291 (2018) Heterogeneous global cycles. Financial Markets Group Discussion Papers (781). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Fernandes, Marcelo and Scherrer, Cristina M. ORCID: 0000-0002-7935-5378 (2018) Price discovery in dual‐class shares across multiple markets. Journal of Futures Markets, 38 (1). 129 - 155. ISSN 0270-7314

Ferreira, Daniel ORCID: 0000-0003-4590-8429, Ferreira, Miguel A. and Mariano, Beatriz (2018) Creditor control rights and board independence. Journal of Finance, 73 (5). 2385 - 2423. ISSN 0022-1082

G

Gonzalez-Uribe, Juanita ORCID: 0000-0002-1945-7372 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 ORCID: 0000-0002-0944-4914 (2018) The dynamics of financially constrained arbitrage. Journal of Finance, 73 (4). 1713 - 1750. ISSN 0022-1082

H

Hertzberg, Andrew, Liberman, Andres and Paravisini, Daniel ORCID: 0009-0006-8803-8442 (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

J

Jiang, Hao and Verardo, Michela ORCID: 0009-0002-4241-6584 (2018) Does herding behavior reveal skill? An analysis of mutual fund performance. Journal of Finance, 73 (5). 2229 - 2269. ISSN 0022-1082

M

Makarov, Igor ORCID: 0009-0006-7557-449X 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 ORCID: 0000-0001-8373-5317 (2018) Options and the Gamma Knife. Journal of Derivatives, 25 (4). pp. 71-79. ISSN 1074-1240

Martin, Ian ORCID: 0000-0001-8373-5317 (2018) Options and the Gamma Knife. Journal of Portfolio Management, 44 (6). pp. 47-55. ISSN 0095-4918

P

Panayi, Efstathios, Peters, Gareth W., Danielsson, Jon ORCID: 0009-0006-9844-7960 and Zigrandd, Jean-Pierre (2018) Designating market maker behaviour in limit order book markets. Econometrics and Statistics, 5. pp. 20-44. ISSN 2452-3062

R

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

S

Salomao, Juliana and Varela, Liliana ORCID: 0000-0001-6139-1461 (2018) Exchange rate exposure and firm dynamics. Discussion Papers (12654). Centre for Economic Policy Research (Great Britain), London, UK.

V

Varela, Liliana ORCID: 0000-0001-6139-1461 (2018) Reallocation, competition, and productivity: evidence from a financial liberalization episode. Review of Economic Studies, 85 (2). pp. 1279-1313. ISSN 0034-6527