Items where Division is "Systemic Risk Centre" and Year is 2021

A

Ahir, Anamika and James, Kevin R. (2021) Rebooting UK financial regulation for the post-Brexit world. LSE Business Review (04 Aug 2021). Blog Entry.

Anderson, Ronald W. (2021) Stake-holder firms and the reform of local public finance in China. Systemic Risk Centre Discussion Papers (108). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

B

Bevilacqua, Mattia, Morelli, David and Uzan, Paola Sultana Renée (2021) Striking the implied volatility of US drone companies. International Review of Financial Analysis, 77. ISSN 1057-5219

Bevilacqua, Mattia and Tunaru, Radu (2021) The SKEW index: extracting what has been left. Journal of Financial Stability, 53. ISSN 1572-3089

D

Dietrich, Diemo and Gehrig, Thomas (2021) Speculative and precautionary demand for liquidity in competitive banking markets. Systemic Risk Centre Discussion Papers (110). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

J

James, Kevin R. (2021) City or real economy: who are the financial markets for? LSE Business Review (10 Dec 2021). Blog Entry.

K

Kojaku, Sadamori, Livan, Giacomo and Masuda, Naoki (2021) Detecting anomalous citation groups in journal networks. Scientific Reports, 11 (1). ISSN 2045-2322

L

Lleo, Sebastien, Zhitlukhin, Mikhail and Ziemba, William (2021) Using a mean changing stochastic processes exit-entry model for stock market long-short prediction. Systemic Risk Centre Discussion Papers (109). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

P

Papp, Gábor, Kondor, Imre and Caccioli, Fabio (2021) Optimizing expected shortfall under an ℓ1 constraint—an analytic approach. Entropy, 23 (5). ISSN 1099-4300

Poledna, Sebastian, Martínez-Jaramillo, Serafín, Caccioli, Fabio and Thurner, Stefan (2021) Quantification of systemic risk from overlapping portfolios in the financial system. Journal of Financial Stability, 52. ISSN 1572-3089

R

Rzayev, Khaladdin and Ibikunle, Gbenga (2021) Order aggressiveness and flash crashes. International Journal of Finance and Economics, 26 (2). 2647 - 2673. ISSN 1076-9307

S

Scaramozzino, Roberta, Cerchiello, Paola and Aste, Tomaso (2021) Information theoretic causality detection between financial and sentiment data. Entropy, 23 (5). ISSN 1099-4300

Seabrook, Isobel E., Barucca, Paolo and Caccioli, Fabio (2021) Evaluating structural edge importance in temporal networks. EPJ Data Science, 10 (1). ISSN 2193-1127

Stern, Samuel and Livan, Giacomo (2021) The impact of noise and topology on opinion dynamics in social networks. Royal Society Open Science, 8 (4). ISSN 2054-5703

Sun, Ye, Livan, Giacomo, Ma, Athen and Latora, Vito (2021) Interdisciplinary researchers attain better long-term funding performance. Communications Physics, 4 (1). ISSN 2399-3650

T

Tilly, Sonja, Ebner, Markus and Livan, Giacomo (2021) Macroeconomic forecasting through news, emotions and narrative. Expert Systems With Applications, 175. ISSN 0957-4174

Tilly, Sonja and Livan, Giacomo (2021) Macroeconomic forecasting with statistically validated knowledge graphs. Expert Systems With Applications, 186. ISSN 0957-4174

Z

Zloteanu, Mircea, Harvey, Nigel, Tuckett, David and Livan, Giacomo (2021) Judgments in the sharing economy: the effect of user-generated trust and reputation information on decision-making accuracy and bias. Frontiers in Psychology, 12. p. 776999. ISSN 1664-1078