Items where Division is "Financial Markets Group" and Year is 2012

Systemic Risk Centre (SRC) (2012) Foresight: the future of computer trading in financial markets: final project report. . Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Agnello, Luca, Castro, Vítor and Sousa, Ricardo J. (2012) How does fiscal policy react to wealth composition and asset prices? Journal of Macroeconomics, 34 (3). pp. 874-890. ISSN 0164-0704

Anderson, Ronald W. and Jõeveer, Karin (2012) Bankers and bank investors: reconsidering the economies of scale in banking. Financial Markets Group Discussion Papers (712). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Armada, Manuel J. Rocha and Sousa, Ricardo M. (2012) Can the wealth-to-income ratio be a useful predictor in alternative finance? Evidence from the housing risk premium. In: Jawadi, Fredj and Barnett, William A., (eds.) Recent developments in alternative finance: empirical assessments and economic implications. International symposia in economic theory and econometrics (22). Emerald Group Publishing, Bingley, UK, pp. 67-79. ISBN 9781781903995

Bar-Isaac, Heski, Caruana, Guillermo and Cuñat, Vicente ORCID: 0000-0001-7504-2801 (2012) Information gathering externalities for a multi-attribute good. Journal of Industrial Economics, 60 (1). pp. 162-185. ISSN 0022-1821

Bar-Isaac, Heski, Caruana, Guillermo and Cuñat, Vicente ORCID: 0000-0001-7504-2801 (2012) Search, design, and market structure. American Economic Review, 102 (2). pp. 1140-1160. ISSN 0002-8282

Bhattacharya, Sudipto, Chabakauri, Georgy ORCID: 0009-0002-7980-269X and Nyborg, Kjell (2012) Securitized banking, asymmetric information, and financial crisis: regulating systemic risk away. Financial Markets Group Discussion Papers (704). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bouvard, Matthieu, Chaigneau, Pierre and Motta, Adolfo (2012) Transparency in the financial system: rollover risk and crises. Financial Markets Group Discussion Papers (700). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Caggese, Andrea and Cuñat, Vicente ORCID: 0000-0001-7504-2801 (2012) Financing constraints, firm dynamics, export decisions, and aggregate productivity. Review of Economic Dynamics, 16 (1). pp. 177-193. ISSN 1094-2025

Chaigneau, Pierre (2012) The effect of risk preferences on the valuation and incentives of compensation contracts. Financial Markets Group Discussion Papers (697). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chaigneau, Pierre and Sahuguet, Nicolas (2012) The structure of CEO pay: pay-for-luck and stock-options. Financial Markets Group Discussion Papers (713). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Cuñat, Vicente ORCID: 0000-0001-7504-2801 (2012) The reform of the Spanish labour market is politically costly, and will only bring minor economic changes. LSE European Politics and Policy (EUROPP) Blog (23 Apr 2012). Website.

Cuñat, Vicente ORCID: 0000-0001-7504-2801, Gine, Mireia and Guadalupe, Maria (2012) The vote is cast: the effect of corporate governance on shareholder value. Journal of Finance, 67 (5). pp. 1943-1977. ISSN 0022-1082

Danielsson, Jon ORCID: 0009-0006-9844-7960 (2012) European leaders have let their own hubris dominate their response to the Greek crisis. A total bailout of Greece would only cost the European Union 2 per cent of its GDP. LSE European Politics and Policy (EUROPP) Blog (21 Mar 2012). Website.

Danielsson, Jon ORCID: 0009-0006-9844-7960, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2012) Dealing with systematic risk when we measure it badly. . European Center for Advanced Research in Economics and Statistics.

Danielsson, Jon ORCID: 0009-0006-9844-7960, Luo, Jinhui and Payne, Richard (2012) Exchange rate determination and inter–market order flow effects. European Journal of Finance, 18 (9). pp. 823-840. ISSN 1351-847X

Danielsson, Jon ORCID: 0009-0006-9844-7960 and Pyne, Richard (2012) Liquidity determination in an order driven market. European Journal of Finance, 18 (9). pp. 799-821. ISSN 1351-847X

Danielsson, Jon ORCID: 0009-0006-9844-7960, de Vries, Casper G., Jorgensen, Bjorn, Samorodnitsky, Gennady and Mandira, Sarma (2012) Fat tails, VaR and subadditivity. . Jon Danielsson.

Ellul, Andrew, Jappelli, Tullio, Pagano, Marco and Panunzi, Fausto (2012) Transparency, tax pressure and access to finance. Financial Markets Group Discussion Papers (705). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Ellul, Andrew, Jotikasthira, Chotibhak, Lundblad, Christian and Wang, Yihui (2012) Is historical cost accounting a panacea? Market stress, incentive distortions, and gains trading. Financial Markets Group Discussion Papers (701). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Goodhart, Charles, Kashyap, Anil, Tsomocos, Dimitri and Vardoulakis, Alexandros (2012) Financial regulation in general equilibrium. Financial Markets Group Discussion Papers (702). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Goodhart, Charles and Tsomocos, Dimitrios P. (2012) The challenge Of financial stability: a new model and its applications. Edward Elgar, Cheltenham, UK. ISBN 9781847208941

Goodhart, Charles A. E. and Lastra, Rosa M. (2012) The boundary problems in financial regulation. In: Barth, James R., Lin, Chen and Wihlborg, Clas, (eds.) Research Handbook on International Banking and Governance. Edward Elgar, Cheltenham, pp. 321-332. ISBN 9781849802932

Goodhart, Charles A. E. and Tsomocos, Dimitrios P. (2012) Financial stability in practice. Edward Elgar, Cheltenham, UK. ISBN 9781847208934

Julliard, Christian ORCID: 0000-0001-8177-7441 and Ghosh, Anisha (2012) Can rare events explain the equity premium puzzle? Review of Financial Studies, 25 (10). pp. 3037-3076. ISSN 0893-9454

Kershaw, David, Kirchmaier, Thomas ORCID: 0000-0002-8938-2206 and Schuster, Edmund-Philipp ORCID: 0000-0002-9355-535X (2012) The incentives of senior bank managers need to be altered in order to make them more risk averse. British Politics and Policy at LSE (17 Jul 2012). Website.

Lou, Dong ORCID: 0000-0002-5623-4338 (2012) A flow-based explanation for return predictability. Review of Financial Studies, 25 (12). pp. 3457-3489. ISSN 0893-9454

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Gottardi, Piero (2012) Risk-sharing and retrading in incomplete markets. .

Satterthwaite, Mark, Williams, Steven R. and Zachariadis, Konstantinos (2012) Price discovery. .

Zachariadis, Konstantinos (2012) A baseline model of price formation in a sequential market. .

Zachariadis, Konstantinos and Olaru, Ioan F. (2012) The impact of security trading on corporate restructurings. .