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Items where Division is "Financial Markets Group" and Year is 2007

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Number of items: 46.

A

Albertazzi, Ugo (2007) Loan maturity and renegotiation evidence from the lending practices of large and small banks. Discussion paper (588). Financial Markets Group, London School of Economics and Political Science, London, UK.

Anderlini, Luca and Felli, Leonardo (2007) Costly contingent contracts: a failure of the Coase theorem. In: Cafaggi, Fabrizio, Nicita, Antonio and Pagano, Ugo, (eds.) Legal Orderings and Economic Institutions. Routledge Siena Studies in Political Economy. Routledge, Oxford, UK. ISBN 9780415329422

Anderlini, Luca, Felli, Leonardo and Postlewaite, Andrew (2007) Courts of law and unforeseen contingencies. Journal of Law, Economics, and Organization, 23 (3). pp. 662-684. ISSN 8756-6222

Arcot, Sridhar, Black, Julia ORCID: 0000-0002-5838-3265 and Owen, Geoffrey (2007) From local to global: the rise of AIM as a stock market for growing companies: a comprehensive report analysing the growth of AIM. . London School of Economics and Political Science, London, UK.

At, Christian, Burkart, Mike and Lee, Samuel (2007) Security-voting structure and bidder screening. Discussion paper (575). Financial Markets Group, London School of Economics and Political Science, London, UK.

B

Brunnermeier, Markus K. and Julliard, Christian (2007) Money illusion and housing frenzies. . Centre for Economic Policy Research, London School of Economics and Political Science, London, UK.

Brunnermeier, Markus K. and Pedersen, Lasse Heje (2007) Market liquidity and funding liquidity. Discussion paper (580). Financial Markets Group, London School of Economics and Political Science, London, UK.

C

Campbell, John Y. and Nosbusch, Yves (2007) Intergenerational risksharing and equilibrium asset prices. Discussion paper (589). Financial Markets Group, London School of Economics and Political Science, London, UK.

Chen, Xiaohong, Favilukis, Jack and Ludvigson, Sydney C. (2007) An estimation of economic models with recursive preferences. Discussion paper (603). Financial Markets Group, London School of Economics and Political Science, London, UK.

Connor, Gregory, Hagmann, Matthias and Linton, Oliver (2007) Efficient estimation of a semiparametric characteristic-based factor model of security returns. Discussion paper (599). Financial Markets Group, London School of Economics and Political Science, London, UK.

Cuñat, Vicente and Guadalupe, Maria (2007) Executive compensation and competition in the banking and financial sectors. Discussion paper (598). Financial Markets Group, London School of Economics and Political Science, London, UK.

D

Danielsson, Jon and Penaranda, Francisco (2007) On the impact of fundamentals, liquidity and coordination on market stability. Discussion paper (586). Financial Markets Group, London School of Economics and Political Science, London, UK.

Danielsson, Jon and Zigrand, Jean-Pierre (2007) Regulating hedge funds. Financial Stability Review, 10 (Spec.). pp. 29-36. ISSN 1636-6964

Dasgupta, Amil (2007) Coordination and delay in global games. Journal of Economic Theory, 134 (1). pp. 195-225. ISSN 1095-7235

Dasgupta, Amil, Steiner, Jakub and Stewart, Colin (2007) Efficient dynamic coordination with individual learning. Discussion paper (600). Financial Markets Group, London School of Economics and Political Science, London, UK.

de Meza, David and Webb, David C. (2007) Incentive design under loss aversion. Journal of the European Economic Association, 5 (1). pp. 66-92. ISSN 1542-4766

E

Engle, Robert F. and Patton, Andrew J. (2007) What good is a volatility model? In: Knight, John and Satchell, Stephen, (eds.) Forecasting Volatility in the Financial Markets. Elsevier, pp. 47-63. ISBN 9780750669429

Espinoza, Raphael A., Goodhart, Charles and Tsomocos, Dimitrios P. (2007) Endogenous state prices, liquidity, default, and the yield curve. Discussion paper (583). Financial Markets Group, London School of Economics and Political Science, London, UK.

F

Faure-Grimaud, Antoine, Peyrache, Eloic and Quesada, Lucia (2007) The ownership of ratings. Discussion paper: Corporate Governance Series 003 (590). Financial Markets Group, London School of Economics and Political Science, London, UK.

Faure-Grimaud, Antoine and Reiche, S. (2007) Dynamic yardstick mechanisms. Games and Economic Behavior, 54 (2). pp. 316-335. ISSN 0899-8256

Favilukis, Jack (2007) Inequality, stock market participation, and the equity premium. Discussion paper (602). Financial Markets Group, London School of Economics and Political Science, London, UK.

Felli, Leonardo and Merlo, Antonio (2007) If you cannot get your friends elected, lobby your enemies. Journal of the European Economic Association, 5 (2-3). pp. 624-635. ISSN 1542-4774

G

Ghosh, Anisha and Linton, Oliver (2007) Consistent estimation of the risk-return tradeoff in the presence of measurement error. Discussion paper (605). Financial Markets Group, London School of Economics and Political Science, London, UK.

Gomes, Francisco and Michaelides, Alexander (2007) Asset pricing with limited risk sharing and heterogeneous agents. . Centre for Economic Policy Research, London, UK.

Gottardi, Piero and Rahi, Rohit (2007) Value of information in competitive economies with incomplete markets. . Financial Markets Group, London School of Economics and Political Science, London, UK.

I

Inkmann, Joachim, Lopes, Paula and Michaelides, Alexander (2007) How deep is the annuity market participation puzzle? Discussion paper: UBS Paper 044 (593). Financial Markets Group, London School of Economics and Political Science, London, UK.

J

Jappelli, Tullio, Julliard, Christian and Pagano, Marco (2007) Households' portfolio diversification. . Centre for Studies in Economics and Finance, University of Salerno, Fisciano, Italy.

Julliard, Christian (2007) Labor income risk and asset returns. . Christian Julliard, London, UK.

K

Kalnina, Ilze and Linton, Oliver (2007) Inference about realized volatility using infill subsampling. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

L

Lehmann, Bruce and Timmermann, Allan (2007) Performance measurement and evaluation. Discussion paper (604). Financial Markets Group, London School of Economics and Political Science, London, UK.

Li, Sheng and Linton, Oliver (2007) Evaluating hedge fund performance: a stochastic dominance approach. Discussion paper (591). Financial Markets Group, London School of Economics and Political Science, London, UK.

Lopes, Paula and Michaelides, Alexander (2007) Rare events and annuity market participation. Finance Research Letters, 4 (2). pp. 82-91. ISSN 1544-6123

M

Mele, Antonio (2007) Asymmetric stock market volatility and the cyclical behavior of expected returns. Journal of Financial Economics, 86 (2). pp. 446-478. ISSN 0304-405X

Mencia, Javier, Leon, Angel and Sentana, Enrique (2007) Parametric properties of semi-nonparametric distributions, with applications to option valuation. Discussion paper (597). Financial Markets Group, London School of Economics and Political Science, London, UK.

N

Nobay, A. Robert, Paya, Ivan and Peel, David A. (2007) Inflation dynamics in the US - a nonlinear perspective. Discussion paper (601). Financial Markets Group, London School of Economics and Political Science, London, UK.

P

Penaranda, Francisco (2007) Portfolio choice beyond the traditional approach. Discussion paper (587). Financial Markets Group, London School of Economics and Political Science, London, UK.

R

Rabin, Matthew and Vayanos, Dimitri (2007) The gambler's and hot-hand fallacies: theory and applications. Discussion paper (578). Financial Markets Group, London School of Economics and Political Science, London, UK.

Rahi, Rohit and Zigrand, Jean-Pierre (2007) Strategic financial innovation in segmented markets. Discussion paper (595). Financial Markets Group, London School of Economics and Political Science, London, UK.

Rahi, Rohit and Zigrand, Jean-Pierre (2007) A theory of strategic intermediation and endogenous liquidity. . Rohit Rahi and Jean-Pierre Zigrand, London, UK.

S

Sette, Enrico (2007) Competition and opportunistic advice of financial analysts: theory and evidence. Discussion paper (592). Financial Markets Group, London School of Economics and Political Science, London, UK.

T

Tsomocos, Dimitrios P., Bhattacharya, Sudipto, Goodhart, Charles A. E. and Sunirand, Pojanart (2007) Banks, relative performance, and sequential contagion. Economic Theory, 32 (2). pp. 381-398. ISSN 0938-2259

V

Vayanos, Dimitri and Wang, Tan (2007) Search and endogenous concentration of liquidity in asset markets. Journal of Economic Theory, 136 (1). pp. 66-104. ISSN 1095-7235

Vayanos, Dimitri and Weill, Pierre-Olivier (2007) A search-based theory of the on-the-run phenomenon. Discussion paper (577). Financial Markets Group, London School of Economics and Political Science, London, UK.

W

Webb, David C. (2007) Pension plan funding, risk sharing and technology choice. Discussion paper: UBS Pensions Series 032 (527). Financial Markets Group, London School of Economics and Political Science, London, UK.

Webb, David C. (2007) Sponsoring company finance, investment and pension plan funding. The Economic Journal, 117 (520). pp. 738-760. ISSN 0013-0133

Z

Zhou, Ping (2007) Forecasting bankruptcy and physical default intensity. Discussion paper (614). Financial Markets Group, London School of Economics and Political Science, London, UK.

This list was generated on Fri Jan 24 03:23:01 2020 GMT.