Cookies?
Library Header Image
LSE Research Online LSE Library Services

Browse by Sets

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators | Item Type
Number of items at this level: 343.

Article

Abel, Andrew B., Eberly, Janice C. and Panageas, Stavros (2007) Optimal inattention to the stock market. American Economic Review, 97 (2). pp. 244-249. ISSN 0002-8282

Adams, R., Almeida, H. and Ferreira, Daniel (2009) Understanding the relationship between founder-CEOs and firm performance. Journal of Empirical Finance, 16 (1). pp. 136-150. ISSN 0927-5398

Adams, Renee B., Almeida, Heitor and Ferreira, Daniel (2005) Powerful CEOs and their impact on corporate performance. Review of Financial Studies, 18 (4). pp. 1403-1432. ISSN 0893-9454

Adams, Renee B. and Ferreira, Daniel (2008) Do directors perform for pay? Journal of Accounting and Economics, 46 (1). pp. 154-171. ISSN 0165-4101

Adams, Renee B. and Ferreira, Daniel (2007) One share-one vote: the empirical evidence. Review of Finance, 12 (1). pp. 51-91. ISSN 1572-3097

Adams, Renee B. and Ferreira, Daniel (2009) Strong managers, weak boards? CESifo Economic Studies, 55 (3-4). pp. 482-514. ISSN 1610-241X

Adams, Renée B and Ferreira, Daniel (2009) Moderation in groups: evidence from betting on ice break-ups in Alaska. Review of Economic Studies, 77 (3). pp. 882-913. ISSN 0034-6527

Agnello, Luca and Sousa, Ricardo M. (2014) The determinants of the volatility of fiscal policy discretion. Fiscal Studies, 35 (1). pp. 91-115. ISSN 0143-5671

Alemany, Luisa and Scarlata, Mariarosa (2009) Capital riesgo filantrópico: apoyo financiero a los emprendedores sociales. Harvard Deusto Business Review, 183 . pp. 71-79. ISSN 0210-900X

Allen, Franklin, Bhattacharya, Sudipto, Rajan, Raghuram and Schoar, Antoinette (2008) The contributions of Stewart Myers to the theory and practice of corporate finance. Journal of Applied Corporate Finance, 20 (4). pp. 8-19. ISSN 1078-1196

Allen, Franklin, Vayanos, Dimitri and Vives, Xavier (2013) Introduction to financial economics. Journal of Economic Theory . ISSN 1095-7235 (In Press)

Almeida, Heitor and Ferreira, Daniel (2002) Democracy and the variability of economic performance. Economics and Politics, 14 (3). pp. 225-257. ISSN 1468-0343

Altissimo, Filippo and Mele, Antonio (2009) Simulated non-parametric estimation of dynamic models. Review of Economic Studies, 76 (2). pp. 413-450. ISSN 0034-6527

Amato, Jeffery D., Morris, Stephen and Shin, Hyun Song (2002) Communication and monetary policy. Oxford Review of Economic Policy, 18 (4). pp. 495-503. ISSN 0266-903X

Anderson, Ronald (2012) Quelles leçons tirer de la grande crise financière de notre temps? Regards Economique (96). pp. 1-8. ISSN 2033-3013

Anderson, Ronald W. (2010) Credit default swaps: what are the social benefits and costs? Financial Stability Review, 14 . ISSN 1636-6964

Anderson, Ronald W. and Cakici, Nusret (1999) The value of deposit insurance in the presence of interest rate and credit risk. Financial Markets, Institutions and Instruments, 8 (5). pp. 45-62. ISSN 0963-8008

Anderson, Ronald W. and Carverhill, Andrew (2012) Corporate liquidity and capital structure. Review of Financial Studies, 25 (3). pp. 797-837. ISSN 0893-9454

Anderson, Ronald W. and Carverhill, Andrew (2011) Liquidity and capital structure. Review of Financial Studies, 25 (3). pp. 797-837. ISSN 0893-9454

Anderson, Ronald W. and Nyborg, Kjell G. (2002) Agency and the pace of adoption of new techniques. Louvain Economic Review, 68 (1-2). pp. 203-220. ISSN 0770-4518

Anderson, Ronald W. and Nyborg, Kjell G. (2011) Financing and corporate growth under repeated moral hazard. Journal of Financial Intermediation, 20 (1). pp. 1-24. ISSN 1042-9573

Anderson, Ronald W. and Sundaresan, S. (1996) Design and valuation of debt contracts. The Review of Financial Studies, 9 (1). pp. 37-68. ISSN 0893-9454

Anderson, Ronald W. and Sundaresan, Suresh (2000) A comparative study of structural models of corporate bond yields: an exploratory investigation. Journal of Banking and Finance, 24 (1-2). pp. 255-269. ISSN 0378-4266

Anderson, Ronald W., Sundaresan, Suresh and Tychon, Pierre (1996) Strategic analysis of contingent claims. European Economic Review, 40 (3-5). pp. 871-881. ISSN 0014-2921

Anderson, Ronald W. and Tu, Cheng (1997) Numerical analysis of strategic contingent claims models. Computational Economics, 11 (1-2). pp. 3-19. ISSN 0927-7099

Axelson, Ulf (2007) Security design with investor private information. The Journal of Finance, 6 (6). pp. 2587-2632. ISSN 0022-1082

Axelson, Ulf and Baliga, Sandeep (2009) Liquidity and manipulation of executive compensation schemes. Review of Financial Studies, 22 (10). pp. 3907-3939. ISSN 1465-7368

Axelson, Ulf, Jenkinson, Tim, Strömberg, Per and Weisbach, Michael S. (2013) Borrow cheap, buy high?: determinants of leverage and pricing in buyouts. Journal of Finance, 68 (6). pp. 2223-2267. ISSN 0022-1082

Axelson, Ulf, Strömberg, Per and Weisbach, Michael S. (2009) Why are buyouts levered?: the financial structure of private equity funds. The Journal of Finance, 64 (4). pp. 1549-1582. ISSN 0022-1082

Backus, David, Chernov, Mikhail and Martin, Ian (2011) Disasters implied by equity index options. The Journal of Finance, 66 (6). pp. 1969-2012. ISSN 0022-1082

Backus, David, Chernov, Mikhail and Zin, Stanley (2014) Sources of entropy in dynamic representative agent models. Journal of Finance, 69 (1). pp. 51-99. ISSN 0022-1082

Bar-Isaac, Heski, Caruana, Guillermo and Cunat, Vicente (2012) Search, design, and market structure. American Economic Review, 102 (2). pp. 1140-1160. ISSN 0002-8282

Bar-Isaac, Heski, Caruana, Guillermo and Cuñat, Vicente (2010) Information gathering and marketing. Journal of Economics and Management Strategy, 19 (2). pp. 375-401. ISSN 1058-6407

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

Basak, Suleyman and Chabakauri, Georgy (2012) Dynamic hedging in incomplete markets: a simple solution. Review of Financial Studies, 25 (6). pp. 1845-1896. ISSN 0893-9454

Belo, Frederico and Lin, Xiaoji (2012) The inventory growth spread. Review of Financial Studies, 25 (1). pp. 278-313. ISSN 0893-9454

Benink, Harald, Danielsson, Jon and Jónsson, Ásgeir (2008) On the role of regulatory banking capital. Financial Markets, Institutions and Instruments, 17 (1). pp. 85-96. ISSN 0963-8008

Bertero, Elisabetta (2003) Fa differenza il cambiamento dell'assetto proprietario, da pubblico a privati? Economia Pubblica, 33 (2). ISSN 0390-6140

Bertero, Elisabetta (1997) Restructuring financial systems in transition and developing economies: an approach based on the French financial system. The Economics of Transition, 5 (2). pp. 367-393. ISSN 0967-0750

Bertero, Elisabetta (1994) The banking system, financial markets, and capital structure: some new evidence from France. Oxford Review of Economic Policy, 10 (4). pp. 68-78. ISSN 0266-903X

Bertero, Elisabetta and Mayer, Colin (1990) Structure and performance: global interdependence of stock markets around the crash of October 1987. European Economic Review, 34 (6). pp. 1155-1180. ISSN 0014-2921

Bertero, Elisabetta and Rondi, Laura (2002) Does a switch of budget regimes affect investment and managerial discretion of state-owned enterprises?: evidence from Italian firms. Journal of Comparative Economics, 30 (4). pp. 836-863. ISSN 0147-5967

Bertero, Elisabetta and Rondi, Laura (2000) Financial pressure and the behaviour of public enterprises under soft and hard budget constraints: evidence from Italian panel data. Journal of Public Economics, 75 (1). pp. 73-98. ISSN 0047-2727

Bhattacharya, Sudipto, Boot, A. and Thakor, Anjan V. (1998) The economics of bank regulation. Journal of Money, Credit and Banking, 30 (4). pp. 745-770. ISSN 0022-2879

Bhattacharya, Sudipto, Fulghieri, P. and Rovelli, R. (1998) Financial intermediation versus stock markets in a dynamic intertemporal model. Journal of Institutional and Theoretical Economics, 154 (1). pp. 291-319. ISSN 0932-4569

Bhattacharya, Sudipto and Jorge-Padilla, A. (1996) Dynamic banking: a reconsideration. Review of Financial Studies, 9 (3). pp. 1003-1032. ISSN 0893-9454

Bhattacharya, Sudipto and Nicodano, Giovanna (2001) Insider trading, investment and liquidity: a welfare analysis. The Journal of Finance, 56 (3). pp. 1141-1156. ISSN 0022-1082

Bhattacharya, Sudipto, Plank, Manfred, Strobl, Gunter and Zechner, Josef (2002) Bank capital regulation with random audits. Journal of Economic Dynamics and Control, 26 (7-8). pp. 1301-1321. ISSN 0165-1889

Bhattacharya, Sudipto and Thakor, Anjan V. (1993) Contemporary banking theory. Journal of Financial Intermediation, 3 (1). pp. 2-50. ISSN 1042-9573

Bikbov, Ruslan and Chernov, Mikhail (2013) Monetary policy regimes and the term structure of interest rates. Journal of Econometrics, 174 (1). pp. 27-43. ISSN 0304-4076

Bikbov, Ruslan and Chernov, Mikhail (2010) No-arbitrage macroeconomic determinants of the yield curve. Journal of Econometrics, 159 (1). pp. 166-182. ISSN 0304-4076

Bikbov, Ruslan and Chernov, Mikhail (2009) Unspanned stochastic volatility in affine models: evidence from Eurodollar futures and options. Management Science, 55 (8). pp. 1292-1305. ISSN 0025-1909

Bikbov, Ruslan and Chernov, Mikhail (2011) Yield curve and volatility: lessons from Eurodollar futures and options. Journal of Financial Econometrics, 9 (1). pp. 66-105. ISSN 1479-8409

Board, John, Sutcliffe, C. and Patrinos, E. (2000) Performance of covered calls. European Journal of Finance, 6 (1). pp. 1-17. ISSN 1351-847X

Boucher, Christophe M., Danielsson, Jon, Kouontchou, Patrick S. and Maillet, Bertrand B. (2014) Risk models-at-risk. Journal of Banking & Finance, 44 . pp. 72-92. ISSN 03784266

Boudt, Kris, Danielsson, Jon and Laurent, Sebastien (2013) Robust forecasting of dynamic conditional correlation GARCH models. International Journal of Forecasting, 29 (2). pp. 244-257. ISSN 0169-2070

Boyer, Brian H., Kumagai, Timoni and Yuan, Kathy (2006) How do crises spread?: evidence from accessible and inaccessible stock indices. The Journal of Finance, 61 (2). pp. 957-1003. ISSN 0022-1082

Broadie, Mark, Chernov, Mikhail and Johannes, Michael (2007) Model specification and risk premia: evidence from futures options. The Journal of Finance, 62 (3). pp. 1453-1490. ISSN 0022-1082

Broadie, Mark, Chernov, Mikhail and Johannes, Michael (2009) Understanding index option returns. Review of Financial Studies, 22 (11). pp. 4493-4529. ISSN 0893-9454

Broadie, Mark, Chernov, Mikhail and Sundaresan, Suresh (2007) Optimal debt and equity values in the presence of chapter 7 and chapter 11. The Journal of Finance, 62 (3). pp. 1341-1377. ISSN 0022-1082

Bustamante, Maria Cecilia (2012) The dynamics of going public. Review of Finance, 16 (2). pp. 577-618. ISSN 1572-3097

Caggese, Andrea and Cuñat, Vicente (2008) Financing constraints and fixed-term employment contracts. Economic Journal, 118 (533). pp. 2013-2046. ISSN 0013-0133

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

Cambell, John Y. and Nosbusch, Yves (2007) Intergenerational risksharing and equilibrium asset prices. Journal of Monetary Economics, 54 (8). pp. 2251-2268. ISSN 0304-3932

Campbell, John Y., Giglio, Stefano and Polk, Christopher (2013) Hard times. The Review of Asset Pricing Studies, 3 (1). pp. 95-132. ISSN 2045-9920

Campbell, John Y., Polk, Christopher and Vuolteenaho, Tuomo (2010) Growth or glamour?: fundamentals and systematic risk in stock returns. Review of Financial Studies, 23 (1). pp. 305-344. ISSN 0893-9454

Carrasco, M., Chernov, Mikhail, Florens, Jean-Pierre and Ghysels, E. (2007) Efficient estimation of general dynamic models with a continuum of moment conditions. Journal of Econometrics, 140 (2). pp. 529-573. ISSN 0304-4076

Chabakauri, Georgy (2013) Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints. Review of Financial Studies, 26 (12). pp. 3104-3141. ISSN 0893-9454

Chau, Minh and Vayanos, Dimitri (2008) Strong-form efficiency with monopolistic insiders. Review of Financial Studies, 21 (5). pp. 2275-2306. ISSN 0893-9454

Chen, Xiaohong, Favilukis, Jack and Ludvigson, Sydney C. (2013) An estimation of economic models with recursive preferences. Quantitative Economics, 4 (1). pp. 39-83. ISSN 1759-7323

Chernov, Mikhail (2003) Alternative models for stock price dynamics. Journal of Econometrics, 116 (1-2). pp. 225-257. ISSN 0304-4076

Chernov, Mikhail (2003) Empirical reverse engineering of the pricing kernel. Journal of Econometrics, 116 (1-2). pp. 329-364. ISSN 0304-4076

Chernov, Mikhail (2007) On the role of risk premia in volatility forecasting. Journal of Business and Economic Statistics, 25 (4). pp. 411-426. ISSN 0735-0015

Chernov, Mikhail and Ghysels, Eric (2000) A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation. Journal of Financial Economics, 56 (3). pp. 407-458. ISSN 0304-405X

Chernov, Mikhail, Gorbenko, Alexander S. and Makarov, Igor (2013) CDS auctions. Review of Financial Studies, 26 (3). pp. 768-805. ISSN 0893-9454

Chernov, Mikhail and Mueller, Philippe (2012) The term structure of inflation expectations. Journal of Financial Economics, 106 (2). pp. 367-394. ISSN 0304-405X

Coeurdacier, Nicolas and Guibaud, Stéphane (2011) International portfolio diversification is better than you think. Journal of International Money and Finance, 30 (2). pp. 289-308. ISSN 0261-5606

Cohen, Lauren and Lou, Dong (2012) Complicated firms. Journal of Financial Economics, 104 (2). pp. 383-400. ISSN 0304-405X

Cohen, Randolph B., Polk, Christopher and Vuolteenaho, Tuomo (2009) The price is (almost) right. Journal of Finance, 64 (6). pp. 2739-2782. ISSN 1540-6261

Cohen, Randolph B., Polk, Christopher and Vuolteenaho, Tuomo (2003) The value spread. Journal of Finance, 58 (2). pp. 609-642. ISSN 0022-1082

Colla, Paolo and Mele, Antonio (2010) Information linkages and correlated trading. Review of Financial Studies, 23 (1). pp. 203-246. ISSN 0893-9454

Corradi, Valentina, Distaso, Walter and Mele, Antonio (2013) Macroeconomic determinants of stock volatility and volatility premiums. Journal of Monetary Economics, 60 (2). pp. 203-220. ISSN 0304-3932

Costa , Cristiano M., Ferreira, Daniel and Moreira , Humberto (2005) Biased managers, organizational design, and incentive provision. Economics Letters, 86 (3). pp. 379-385. ISSN 0165-1765

Cumperayot, Phornchanok J., Danielsson, Jon, Jorgensen, Bjorn N. and Vries, Casper G. (2000) On the (Ir)relevancy of value-at-risk regulation. Measuring Risk in Complex Stochastic Systems, 147 . pp. 99-117. ISSN 0930-0325

Cuñat, Vicente (1999) Determinantes del plazo de endeudamiento de las empresas españolas. Investigaciones Económicas, 23 (3). pp. 351-392. ISSN 0210-1521

Cuñat, Vicente (2006) Trade credit: suppliers as debt collectors and insurance providers. The Review of Financial Studies, 20 (2). pp. 491-527. ISSN 0893-9454

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

Cuñat, Vicente and Guadalupe, Maria (2009) Executive compensation and competition in the banking and financial sectors. Journal of Banking and Finance, 33 (3). pp. 495-504. ISSN 0378-4266

Cuñat, Vicente and Guadalupe, Maria (2009) Globalization and the provision of incentives inside the firm: the effect of foreign competition. Journal of Labor Economics, 27 (2). pp. 179-212. ISSN 0734-306X

Cuñat, Vicente and Guadalupe, Maria (2005) How does product market competition shape incentive contracts? Journal of the European Economic Association, 3 (5). pp. 1058-1082. ISSN 1542-4774

Danielsson, Jon (2008) Blame the models. Journal of Financial Stability, 4 (4). pp. 321-328. ISSN 1572-3089

Danielsson, Jon (2002) The emperor has no clothes: limits to risk modelling. Journal of Banking and Finance, 26 (7). pp. 1273-1296. ISSN 0378-4266

Danielsson, Jon, Jorgensen, Bjorn N., Samorodnitsky, Gennady, Sarma, Mandira and de Vries, Casper G. (2013) Fat tails, VaR and subadditivity. Journal of Econometrics, 172 (2). pp. 283-291. ISSN 0304-4076

Danielsson, Jon, Jorgensen, Bjorn N., Vries, Casper G. and Yang, Xiaoguang (2008) Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation. Annals of Finance, 4 (3). pp. 345-367. ISSN 1614-2446

Danielsson, Jon, Jorgensen, Bjorn N. and De Vries, Casper G. (1998) The value of value at risk: statistical, financial, and regulatory considerations summary of presentation. Economic Policy Review . pp. 107-108. ISSN 0147-6580

Danielsson, Jon, Jorgensen, Bjorn N. and de Vries, Casper G. (2002) Incentives for effective risk management. Journal of Banking and Finance, 26 (7). pp. 1407-1425. ISSN 0378-4266

Danielsson, Jon, Jorgensen, Bjørn N. and de Vries, Casper G. (2002) Incentives for effective risk management. Journal of Banking and Finance, 26 (7). pp. 1407-1425. ISSN 0378-4266

Danielsson, Jon, 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 and Payne, R. (2002) Real trading patterns and prices in spot inter-dealer foreign exchange markets. Journal of International Money and Finance, 21 (2). pp. 203-222. ISSN 0261-5606

Danielsson, Jon and Peñaranda, Francisco (2011) On the impact of fundamentals, liquidity, and coordination on market stability. International Economic Review, 52 (3). pp. 621-638. ISSN 0020-6598

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

Danielsson, Jon, Song Shin, Hyun and Zigrand, Jean-Pierre (2012) Endogenous extreme events and the dual role of prices. Annual Review of Economics, 4 . pp. 111-129. ISSN 1941-1383

Danielsson, Jon and Vries, C. G. de (2000) Value-at-risk and extreme returns. Annales d'economie et de Statistique, 60 (Specia). pp. 236-269. ISSN 0769-489X

Danielsson, Jon and Zigrand, Jean-Pierre (2008) Equilibrium asset pricing with systemic risk. Economic Theory, 35 (2). pp. 293-319. ISSN 1432-0479

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

Danielsson, Jon, de Haan, L., Peng, L. and de Vries, C. G. (2001) Using a bootstrap method to choose the sample fraction in tail index estimation. Journal of Multivariate Analysis, 76 (2). pp. 226-248. ISSN 0047-259X

Dasgupta, Amil, Leon-Gonzalez, Roberto and Shortland, Anja (2011) Regionality revisited: an examination of the direction of spread of currency crises. Journal of International Money and Finance, 30 (5). pp. 831-848. ISSN 0261-5606

Dasgupta, Amil and Prat, Andrea (2008) Information aggregation in financial markets with career concerns. Journal of Economic Theory, 143 (1). pp. 83-113. ISSN 1095-7235

Dasgupta, Amil, Prat, Andrea and Verardo, Michela (2011) Institutional trade persistence and long-term equity returns. The Journal of Finance, 66 (2). pp. 635-653. ISSN 0022-1082

Dasgupta, Amil, Prat, Andrea and Verardo, Michela (2011) The price impact of institutional herding. Review of Financial Studies, 24 (3). pp. 892-925. ISSN 0893-9454

Dasgupta, Amil and Sarafidis, Yianis (2009) Managers as administrators: reputation and incentives. Journal of Economic Behavior and Organization, 70 (1-2). pp. 155-163. ISSN 0167-2681

Dasgupta, Amil, Steiner, Jakub and Stewart, Colin (2012) Dynamic coordination with individual learning. Games and Economic Behavior, 74 (1). pp. 83-101. ISSN 0899-8256

Dashmiz, Shayan, Moharrami, Mehrdad, Marvasti, Farokh, Moazeni, Sajjad, Takapoui, Mohammad Reza and Abolhasani, Melika (2014) Generalisation of code division multiple access systems and derivation of new bounds for the sum capacity. IET Communications, 8 (2). pp. 153-162. ISSN 1751-8628

Dittmar, Robert F. and Yuan, Kathy (2008) Do sovereign bonds benefit corporate bonds in emerging markets? Review of Financial Studies, 21 (5). pp. 1983-2014. ISSN 0893-9454

Engle, R. F. and Patton, Andrew J. (2001) What good is a volatility model? Quantitative Finance, 1 (2). pp. 237-245. ISSN 1469-7688

Farhi, Emmanuel and Panageas, Stavros (2007) Saving and investing for early retirement: a theoretical analysis. Journal of Financial Economics, 83 (1). pp. 87-121. ISSN 0304-405X

Favero, Carlo A., Gozluklu, Arie E. and Tamoni, Andrea (2011) Demographic trends, the dividend-price ratio, and the predictability of long-run stock market returns. Journal of Financial and Quantitative Analysis, 46 (05). pp. 1493-1520. ISSN 0022-1090

Favilukis, Jack (2013) Inequality, stock market participation, and the equity premium. Journal of Financial Economics, 107 (3). pp. 740-759. ISSN 0304-405X

Favilukis, Jack and Lin, Xiaoji (2013) Long run productivity risk and aggregate investment. Journal of Monetary Economics, 60 (6). pp. 737-751. ISSN 0304-3932

Ferreira, Daniel, Ferreira, Miguel A. and Raposo, Clara C. (2011) Board structure and price informativeness. Journal of Financial Economics, 99 (3). pp. 523-545. ISSN 0304-405X

Ferreira, Daniel, Manso, Gustavo and Silva, Andre (2014) Incentives to innovate and the decision to go public or private. Review of Financial Studies, 27 (1). pp. 256-300. ISSN 0893-9454

Ferreira, Daniel and Rezende, Marcelo (2007) Corporate strategy and information disclosure. The RAND Journal of Economics, 38 (1). pp. 164-184. ISSN 0741-6261

Ferreira, Daniel and Sah, Raaj K. (2012) Who gets to the top?: generalists versus specialists in managerial organizations. The RAND Journal of Economics, 43 (4). pp. 577-601. ISSN 0741-6261

Fornari, Fabio and Mele, Antonio (1994) A two factor arbitrage model with optimal filtering behavior. Statistica, 54 (3). pp. 293-312. ISSN 1973-2201

Getmansky, Mila, Lo, Andrew W. and Makarov, Igor (2004) An econometric model of serial correlation and illiquidity in hedge fund returns. Journal of Financial Economics, 74 (3). pp. 529-609. ISSN 0304-405X

Goldstein, Itay, Ozdenoren, Emre and Yuan, Kathy (2013) Trading frenzies and their impact on real investment. Journal of Financial Economics, 109 (2). pp. 566-582. ISSN 0304-405X

Goodhart, Charles (1999) Central bankers and uncertainty. Bank of England Quarterly Bulletin, 39 (1). pp. 102-121. ISSN 0005-5166

Goodhart, Charles (2001) Interview: Charles Goodhart. Central Banking, XI (3). pp. 7-16. ISSN 0960-6319

Gottardi, Piero and Rahi, Rohit (2013) Risk sharing and retrading in incomplete markets. Economic Theory, 54 (2). pp. 287-304. ISSN 0938-2259

Gottardi, Piero and Rahi, Rohit (2014) Value of information in competitive economies with incomplete markets. International Economic Review, 55 (1). pp. 57-81. ISSN 0020-6598

Greenwood, Robin and Vayanos, Dimitri (2014) Bond supply and excess bond returns. Review of Financial Studies, 27 (3). pp. 663-713. ISSN 0893-9454

Greenwood, Robin and Vayanos, Dimitri (2010) Price pressure in the government bond market. American Economic Review, 100 (2). pp. 585-590. ISSN 0002-8282

Gromb, Denis and Vayanos, Dimitri (2010) Limits of arbitrage. Annual Review of Financial Economics, 2 . pp. 251-275. ISSN 1941-1367

Gromb, Denis and Vayanos, Dimitri (2010) A model of financial market liquidity based on intermediary capital. Journal of the European Economic Association, 8 (2-3). pp. 456-466. ISSN 1542-4774

Guibaud, Stéphane, Nosbusch, Yves and Vayanos, Dimitri (2013) Bond market clienteles, the yield curve, and the optimal maturity structure of government debt. Review of Financial Studies, 26 (8). pp. 1914-1961. ISSN 0893-9454

Gupta, Nandini and Yuan, Kathy (2009) On the growth effect of stock market liberalizations. Review of Financial Studies, 22 (11). pp. 4715-4752. ISSN 0893-9454

Guriev, Sergei and Makarov, Igor (2002) Debt overhang and barter in Russia. Journal of Comparative Economics, 30 (4). pp. 635-656. ISSN 0147-5967

Gârleanu, Nicolae, Kogan, Leonid and Panageas, Stavros (2012) Displacement risk and asset returns. Journal of Financial Economics, 105 (3). pp. 491-510. ISSN 0304-405X

Gârleanu, Nicolae, Panageas, Stavros and Yu, Jianfeng (2012) Technological growth and asset pricing. The Journal of Finance, 67 (4). pp. 1265-1292. ISSN 0022-1082

Hadjiemmanuil, Christos and Andenas, M. (1999) Banking supervision and European monetary union. Journal of International Banking Law, 1 (2). ISSN 0267-937X

Hertzberg, Andrew, Liberti, Jose Maria and Paravisini, Daniel (2010) Information and incentives inside the firm: evidence from loan officer rotation. The Journal of Finance, 65 (3). pp. 795-828. ISSN 0022-1082

Hertzberg, Andrew, Liberti, Jose Maria and Paravisini, Daniel (2011) Public information and coordination: evidence from a credit registry expansion. The Journal of Finance, 66 (2). pp. 379-412. ISSN 0022-1082

Hilscher, Jens and Nosbusch, Yves (2010) Determinants of sovereign risk: macroeconomic fundamentals and the pricing of sovereign debt. Review of Finance, 14 (2). pp. 235-262. ISSN 1572-3097

Huang, Shiyang, Qiu, Zhigang, Shang, Qi and Tang, Ke (2013) Asset pricing with heterogeneous beliefs and relative performance. Journal of Banking and Finance, 37 (11). pp. 4107-4119. ISSN 0378-4266

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

Knight, Malcolm D. (2012) Surmounting the financial crisis: contrasts between Canadian and American BanksFirst - Thomas O. Enders Memorial Lecture. American Review of Canadian Studies, 42 (3). pp. 311-320. ISSN 0272-2011

Kogan, Leonid, Makarov, Igor and Uppal, Raman (2007) The equity risk premium and the riskfree rate in an economy with borrowing constraints. Mathematics and Financial Economics, 1 (1). pp. 1-19. ISSN 1862-9679

Kristensen, Dennis and Mele, Antonio (2011) Adding and subtracting Black-Scholes: a new approach to approximating derivative prices in continuous-time models. Journal of Financial Economics, 102 (2). pp. 390-415. ISSN 0304-405X

Lamont, Owen A. and Polk, Christopher (2002) Does diversification destroy value? Evidence from the industry shocks. Journal of Financial Economics, 63 (1). pp. 51-77. ISSN 0304-405X

Lamont, Owen A. and Polk, Christopher (2001) The diversification discount. The Journal of Finance, 56 (5). pp. 1693-1721. ISSN 0022-1082

Lamont, Owen A., Polk, Christopher and Saá-Requejo, Jesús (2001) Financial constraints and stock returns. Review of Financial Studies, 14 (2). pp. 529-554. ISSN 0893-9454

Lin, Xiaoji (2011) Endogenous technological progress and the cross-section of stock returns. Journal of Financial Economics, 103 (2). pp. 411-427. ISSN 0304-405X

Lindahl, Huidan and Paravisini, Daniel (2012) The effect of financing constraints on risk. Review of Finance, 17 (1). pp. 229-259. ISSN 1572-3097

Liu, Guy, Mirzaei, Ali and Vandoros, Sotiris (2014) The impact of bank competition and concentration on industrial growth. Economics Letters, 124 (1). pp. 60-63. ISSN 01651765

Lopes, Paula (2008) Credit card debt and default over the life cycle. Journal of Money, Credit and Banking, 40 (4). pp. 769-790. ISSN 0022-2879

Lou, Dong (2014) Attracting investor attention through advertising. Review of Financial Studies, 27 (6). pp. 1797-1829. ISSN 0893-9454

Lou, Dong, Yan, Hongjun and Zhang, Jinfan (2013) Anticipated and repeated shocks in liquid markets. Review of Financial Studies, 26 (8). pp. 1891-1912. ISSN 0893-9454

Makarov, Igor and Plantin, G. (2013) Deliberate limits to arbitrage. Journal of Finance . ISSN 0022-1082 (Unpublished)

Makarov, Igor and Plantin, Guillaume (2013) Equilibrium subprime lending. Journal of Finance, 68 (3). pp. 849-879. ISSN 0022-1082

Makarov, Igor and Rytchkov, Oleg (2012) Forecasting the forecasts of others: implications for asset pricing. Journal of Economic Theory, 147 (3). pp. 941-966. ISSN 1095-7235

Mariano, Beatriz and Tribó Giné, Josep A. (2014) Creditor intervention, investment, and growth opportunities. Journal of Financial Services Research . pp. 1-26. ISSN 0920-8550 (In Press)

Martin, I. W. R. (2013) Consumption-based asset pricing with higher cumulants. The Review of Economic Studies, 80 (2). pp. 745-773. ISSN 0034-6527

Martin, Ian (2013) The Lucas orchard. Econometrica, 81 (1). pp. 55-111. ISSN 0012-9682

Martin, Ian (2012) On the valuation of long-dated assets. Journal of Political Economy, 120 (2). pp. 346-358. ISSN 0022-3808

Martin, Ian W. R. (2008) Disasters and the welfare cost of uncertainty. American Economic Review, 98 (2). pp. 74-78. ISSN 0002-8282

Massa, Massimo and Xu, Moqi (2013) The value of (stock) liquidity in the M&A market. Journal of Financial and Quantitative Analysis, 48 (5). pp. 1463-1497. ISSN 0022-1090

Mele, Antonio (1995) Continuous time conditionally heteroskedastic models: theory with applications to the term structure of interest rates. Economic Notes, 24 . pp. 327-352. ISSN 0391-5026

Mele, Antonio (1994) Stochastic behaviour of deterministic utility functions. Rivista Internazionale di Scienze economiche e Commerciali, 41 (12). pp. 1013-1031. ISSN 0035-6751

Mukerji, Sujoy and Shin, Hyun Song (2002) Equilibrium departures from common knowledge in games with non-additive expected utility. Advances in Theoretical Economics, 2 (1, Art). ISSN 1534-5963

Myatt, David P., Shin, Hyun Song and Wallace, Chris (2002) The assessment: games and coordination. Oxford Review of Economic Policy, 18 (4). pp. 397-417. ISSN 0266-903X

Nosbusch, Yves (2008) Interest costs and the optimal maturity structure of government debt. Economic Journal, 118 (527). pp. 477-498. ISSN 0013-0133

Ortu, F., Tamoni, Andrea and Tebaldi, C. (2013) Long-run risk and the persistence of consumption shocks. Review of Financial Studies, 26 (11). pp. 2876-2915. ISSN 0893-9454

Ozdenoren, Emre and Yuan, Kathy (2008) Feedback effects and asset prices. The Journal of Finance, 63 (4). pp. 1939-1975. ISSN 0022-1082

Panageas, Stavros (2010) Bailouts, the incentive to manage risk, and financial crises. Journal of Financial Economics, 95 (3). pp. 296-311. ISSN 0304-405X

Panageas, Stavros (2010) Optimal taxation in the presence of bailouts. Journal of Monetary Economics, 57 (1). pp. 101-116. ISSN 0304-3932

Panageas, Stavros and Westerfield, Mark M. (2009) High-water marks: high risk appetites? convex compensation, long horizons, and portfolio choice. The Journal of Finance, 64 (1). pp. 1-36. ISSN 0022-1082

Paravisini, Daniel (2008) Local bank financial constraints and firm access to external finance. The Journal of Finance, 63 (5). pp. 2161-2193. ISSN 0022-1082

Paravisini, Daniel and Lindahl, Huidan (2013) Delegated monitoring of fraud: the role of non-contractual incentives. American Economic Review . ISSN 0002-8282 (Submitted)

Patton, Andrew J. and Verardo, Michela (2012) Does beta move with news?: firm-specific information flows and learning about profitability. Review of Financial Studies, 25 (9). pp. 2789-2839. ISSN 0893-9454

Polk, Christopher and Anton, Miguel (2014) Connected stocks. The Journal of Finance, 69 (3). pp. 1099-1127. ISSN 0022-1082

Polk, Christopher and Campbell, John Y. (2013) Nobel 2013 economics: predicting asset prices. Nature, 504 (7478). p. 97. ISSN 0028-0836

Polk, Christopher and Sapienza, Paola (2009) The stock market and corporate investment: a test of catering theory. Review of Financial Studies, 22 (1). pp. 187-217. ISSN 0893-9454

Pontes de Arruda, Bruno and Valls Pereira, Pedro L. (2013) Analysis of the volatility's dependency structure during the subprime crisis. Applied Economics, 45 (36). pp. 5031-5045. ISSN 0003-6846

Rabin, Matthew and Vayanos, Dimitri (2010) The gambler's and hot-hand fallacies: theory and applications. Review of Economic Studies, 77 (2). pp. 730-778. ISSN 0034-6527

Rahi, Rohit and Zigrand, Jean-Pierre (2014) Walrasian foundations for equilibria in segmented markets. Mathematics and Financial Economics, Online . ISSN 1862-9679 (In Press)

Satterthwaite, Mark, Williams, Steven R. and Zachariadis, Konstantinos (2014) Optimality versus practicality in market design: a comparison of two double auctions. Games and Economic Behavior , 86 . pp. 248-263. ISSN 1095-7235

Scarlata, Mariarosa and Alemany, Luisa (2010) Capital riesgo filantrópico: generación de deal-flow y selección de proyectos. Revista Española de Capital Riesgo, 4 . ISSN 1887-2697

Scarlata, Mariarosa and Alemany, Luisa (2011) ¿Como añaden valor los inversores de capital riesgo filantropico a los emprendedores sociales? Revista Española Del Tercer Sector, 17 . pp. 139-147. ISSN 1886-0419

Scarlata, Mariarosa and Alemany, Luisa (2010) Deal structuring in philanthropic venture capital investments: financing instrument, valuation, and covenants. Journal of Business Ethics, 95 (SUPP.2). pp. 121-145. ISSN 0167-4544

Sousa, Ricardo M. (2014) The effects of monetary policy in a small open economy: the case of Portugal. Applied Economics, 46 (2). pp. 240-251. ISSN 0003-6846

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

Valenzuela, Marcela and Zer, Ilknur (2013) Competition, signaling and non-walking through the book: effects on order choice. Journal of Banking and Finance, 37 (12). pp. 5421-5435. ISSN 0378-4266

Vayanos, Dimitri (2012) Theories of liquidity. Foundations and Trends in Finance, 6 (4). pp. 221-317. ISSN 1567-2395

Vayanos, Dimitri and Wang, Jiang (2012) Liquidity and asset returns under asymmetric information and imperfect competition. Review of Financial Studies, 25 (5). pp. 1339-1365. ISSN 0893-9454

Vayanos, Dimitri and Weill, Pierre-Olivier (2008) A search-based theory of the on-the-run phenomenon. Journal of Finance, 63 (3). pp. 1361-1398. ISSN 0022-1082

Vayanos, Dimitri and Woolley, Paul (2013) An institutional theory of momentum and reversal. Review of Financial Studies, 26 (5). pp. 1087-1145. ISSN 0893-9454

Vedolin, Andrea, Buraschi, Andrea and Trojani, Fabio (2014) When uncertainty blows in the orchard: comovement and equilibrium volatility risk premia. Journal of Finance, 69 (1). pp. 101-137. ISSN 0022-1082

Verardo, Michela (2009) Heterogenous beliefs and momentum profits. Journal of Financial and Quantitative Analysis, 44 (4). pp. 795-822. ISSN 0022-1090

Vermaelen, Theo and Xu, Moqi (2014) Acquisition finance and market timing. Journal of Corporate Finance, 25 . pp. 73-91. ISSN 0929-1199

Webb, David C. (2009) Asymmetric information, long-term care insurance, and annuities: the case for bundled contracts. Journal of Risk and Insurance, 76 (1). pp. 53-85. ISSN 0022-4367

Webb, David C. (2011) Book review: balancing the banks: global lessons from the financial crisis. Review 2. Economic Journal, 121 (550). F111-F118. ISSN 1468-0297

Webb, David C. (2011) Pension plan funding, technology choice, and the equity risk premium. Scandinavian Journal of Economics, 113 (3). pp. 493-524. ISSN 1467-9442

Webb, David C. (2000) The impact of liquidity constraints on bank lending policy. Economic Journal, 110 (460). pp. 69-91. ISSN 0013-0133

Yuan, Kathy (2005) Asymmetric price movements and borrowing constraints: a rational expectations equilibrium model of crises, contagion, and confusion. The Journal of Finance, 60 (1). pp. 379-411. ISSN 0022-1082

Yuan, Kathy (2011) Learning and complementarities in speculative attacks. Review of Economic Studies, 78 (1). pp. 263-292. ISSN 0034-6527

Yuan, Kathy (2005) The liquidity service of benchmark securities. Journal of the European Economic Association, 3 (5). pp. 1156-1180. ISSN 1542-4774

Yuan, Kathy, Zheng, Liu and Zhu, Qiaoqiao (2006) Are investors moonstruck?: lunar phases and stock returns. Journal of Empirical Finance, 13 (1). pp. 1-23. ISSN 0927-5398

d'Aspremont, Claude, Bhattacharya, Sudipto and Gerard-Varet, Loius-André (2000) Bargaining and sharing iInnovative knowledge. The Review of Economic Studies, 67 (2). pp. 255-271. ISSN 0034-6527

de Meza, David and Webb, David C. (2001) Advantageous selection in insurance markets. RAND Journal of Economics, 32 (2). pp. 249-262. ISSN 0741-6261

de Meza, David and Webb, David C. (2000) Does credit rationing imply insufficient lending? Journal of Public Economics, 78 (3). pp. 215-234. ISSN 0047-2727

de Meza, David and Webb, David C. (1992) Efficent credit rationing. European Economic Review, 36 (6). pp. 1277-1290. ISSN 0014-2921

de Meza, David and Webb, David C. (1990) Risk, asymmetric information and capital market failure. Economic Journal, 100 (399). pp. 206-214. ISSN 0013-0133

de Meza, David and Webb, David C. (1999) Wealth, enterprise and credit policy. Economic Journal, 109 (455). pp. 153-163. ISSN 0013-0133

de Meza, David and Webb, David C. (1989) The role of interest rate taxes in credit markets with divisible projects and asymmetric information. Journal of Public Economics, 39 (1). pp. 33-44. ISSN 0047-2727

Book Section

Alemany, Luisa and Scarlata, Mariarosa (2010) Philanthropic venture capital: a new model of financing for social entrepreneurs. In: Cumming, Douglas J., (ed.) Venture Capital: Investment Strategies, Structures, and Policies. John Wiley & Sons, Inc., Hoboken, New Jersey, USA, pp. 131-150. ISBN 978047049914-6

Anderson, Ronald W. (2002) Enterprise restructuring and banking reform: lessons from Eastern Europe since 1990. In: Dwyer, Gerald P., Lin, Jin-Lung, Shea, Jin-Dong and Wu, Chung-Shu, (eds.) Monetary Policy and Taiwan's Economy. Academia studies in Asian economies. Edward Elgar, Cheltenham, UK. ISBN 9781840649864

Anderson, Ronald W. and McKay, Kenneth (2008) Derivatives markets. In: Freixas, Xavier , Hartmann, Philipp and Mayer , Colin, (eds.) Handbook of European Financial Markets and Institutions. Oxford University Press, New York, USA, pp. 568-596. ISBN 9780199229956

Anderson, Ronald W. and Steinherr, Alfred (2001) The next ten years of monetary relations in Asia. In: Lamfalussy, Alexandre, Snoy, Bernard and Wilson, Jérôme, (eds.) Fragility of the International Finance System. International financial relations. Peter Lang, Oxford, UK, pp. 61-72. ISBN 9789052019666

Bergemann, Dirk, Shen, Ji, Xu, Yun and Yeh, Edmund (2012) Multi-dimensional mechanism design with limited information. In: Proceedings of the 13th ACM Conference on Electronic Commerce - Ec '12. ACM, New York, USA, pp. 162-178. ISBN 9781450314152

Bertero, Elisabetta (2003) An international economic perspective on the results of the 2001 Italian elections. In: Leonardi, Robert and Fedele, Marcello, (eds.) Italy: Politics and Policy. Ashgate, Aldershot, UK, pp. 210-218. ISBN 9781840140552

Bertero, Elisabetta and Rondi, Laura (2003) Hardening a soft budget constraint through "upward devolution" to a supranational institution: the case of the European Union and Italian state-owned firms. In: Sun, Laixiang, (ed.) Ownership and Governance of Enterprises: Recent Innovative Developments. Studies in development economics and policy. Palgrave Macmillan, Basingstoke. ISBN 9781403916334

Bhattacharya, Sudipto (2008) Introduction to mutual funds. In: Thakor, Anjan V. and Boot, Arnoud W. A., (eds.) Handbook of Financial Intermediation and Banking. Handbooks in finance. London, pp. 189-190. ISBN 9780444515582

Bhattacharya, Sudipto, Dasgupta, Amil and Prat, Andrea (2008) Incentives in funds management: a literature overview. In: Thakor, Anjan V. and Boot, Arnoud, (eds.) Handbook of Financial Intermediation and Banking. Handbooks in finance. Elsevier, Amsterdam, The Netherlands, pp. 285-304. ISBN 9780444515582

Crafts, Nicholas (2000) Globalization and growth in the twentieth century. In: Prasad, E., (ed.) World Economic Outlook: Supporting Studies. International Monetary Fund, pp. 1-44. ISBN 9781557758934

Danielsson, Jon and Goodhart, Charles (2002) The inter-temporal nature of risk. In: Balling, Morten, Lierman, Frank and Mullineux, Andrew, (eds.) Technology and Finance: Challenges for Financial Markets, Business Strategies and Policy Makers. Routledge international studies in money and banking(17). Routledge, London, UK, pp. 18-40. ISBN 9780415298278

Favilukis, Jack (2011) International capital flows and house prices: theory and evidence. In: Glaeser, Edward and Sinai, Todd, (eds.) Housing and the Financial Crisis. National Bureau of Economic Research, Massachusetts, USA. ISBN 9780226030586

Freedman, Judith (1999) Taxation research as legal research. In: Lamb, Margaret and Lymer, Andrew, (eds.) Interdisciplinary Research in Taxation: Research Approaches and Bibliographic Survey. Centre for Business Performance, Institute of Chartered Accountants in England & Wales. ISBN 9781841520223

Goodhart, Charles (1999) Discussion of the "monetary policy strategy of the ECB". In: Cobham, D. and Zis, G., (eds.) From Ems to Emu. Macmillan. ISBN 9780312227999

Goodhart, Charles (1999) Monetary policy and debt management in the UK. In: Chrystal, K. Alec, (ed.) Bank of England, (corp. ed.) Government Debt Structure and Monetary Conditions. Bank of England, London, UK. ISBN 9781857301526

Goodhart, Charles and Huang, Haizhou (1999) What are the central bank's and the private sector's objectives? In: Arestis, Philip, Daniel, Sami and Grahl, John, (eds.) Money and Macroeconomic Policy: Essays in Honour of Bernard Corry and Maurice Peston. Edward Elgar, Cheltenham, UK, pp. 108-126. ISBN 9781858985787

Peay, Jill (1999) Thinking horses not zebras. In: Webb, David C. and Harrison, Rupert, (eds.) Mentally Disordered Offenders: Managing People Nobody Owns. Routledge, London, pp. 141-155. ISBN 9780415180092

Scarlata, Mariarosa and Alemany, Luisa (2012) Philanthropic venture capital from a global perspective: definition and investment strategy. In: Cumming, Douglas J., (ed.) The Oxford Handbook of Entrepreneurial Finance. Oxford University Press, Oxford, UK. ISBN 9780195391244

Scarlata, Mariarosa and Alemany, Luisa (2010) Le pratiche di social venture capital nel contesto attuale. In: Perrini, Francesco and Vurro, Clodia, (eds.) Social Venture Capital and Venture Philantropy: Modelli e Processi D'investimento Nell'innovazione Sociale. Cultura di impresa. EGEA, Milan, Italy. ISBN 9788823832886

Vayanos, Dimitri and Wang, Jiang (2013) Market liquidity: theory and empirical evidence. In: Constantinides, George M., Harris, Milton and Stulz, Rene M., (eds.) Handbook of the Economics of Finance: Volume 2b: Financial Markets and Asset Pricing. Handbooks in economics. North Holland, Oxford, UK. ISBN 9780444594068

Webb, David C., Caplong, V., Edwards, D. and Zhuang, J. (2004) Corporate governance and finance in the five affected. In: Clarke, T., (ed.) Critical Perspectives on Business and Management. Routledge.

Zigrand, Jean-Pierre (2000) Physics of finance. In: Greco, Mario, (ed.) Les Rencontres De Physique De la Vallèe D'aoste - Results and Perspectives in Particle Physics. Friscati physics series(17). INFN Laboratori Nazionali di Frascati, Rome, Italy. ISBN 9788886409230

Monograph

Anderson, Ronald W. (2002) Capital structure, firm liquidity and growth. National Bank of Belgium.

Anderson, Ronald W. (2008) Some determinants of the price of default risk. Discussion paper, 615. Financial Markets Group, London School of Economics and Political Science, London, UK.

Anderson, Ronald W., Bustamante, Maria Cecilia and Guibaud, Stéphane (2012) Agency, firm growth, and managerial turnover. The London School of Economics and Political Science, London, UK.

Anderson, Ronald W. and Hamadi, Malika (2009) Large powerful shareholders and cash holding. Discussion paper, 631. Financial Markets Group, London School of Economics and Political Science, London, UK.

Anton, Miguel and Polk, Christopher (2010) Connected stocks. FMG discussion papers, 651. Financial Markets Group, London School of Economics and Political Science, London, UK.

Axelson, Ulf (2013) A theory of the evolution of derivatives markets. Financial Markets Group discussion paper, DP723. Financial Markets Group, The London School of Economics and Political Science, London, UK.

Axelson, Ulf, Jenkinson , Tim , Strömberg , Per and Weisbach , Michael S. (2012) Borrow cheap, buy high?: the determinants of leverage and pricing in buyouts. CEPR Discussion Paper, 8914. LSE, London, UK.

Bar-Isaac, Heski, Caruana, Guillermo and Cuñat, Vicente (2008) Costly search and design. Department of economics working papers, 1153. Universitat Pompeu Fabra Department of Economics, Spain.

Bar-Isaac, Heski, Caruana, Guillermo and Cuñat, Vicente (2011) Locating inside the Salop circle: demand rotations in a micro-founded model. Department of Finance, London School of Economics and Political Science, London, UK. (Unpublished)

Bazdrech, Santiago, Belo, Frederico and Lin, Xiaoji (2008) Labor hiring, investment and stock return predictability in the cross section. Discussion paper, 628. Financial Markets Group, London School of Economics and Political Science, London, UK.

Bena, Jan (2009) The effect of credit rationing on the shape of the competition-innovation relationship. Discussion paper, 629. Financial Markets Group, London School of Economics and Political Science, London, UK.

Bertero, Elisabetta (2006) Does a change in the ownership of firms, from public to private, make a difference? Working paper, 2006-03. First Milan European Economy Workshop.

Bertero, Elisabetta and Rondi, Laura (2000) Investment, cash flow and managerial discretion in state-owned firms: evidence across soft and hard budget constraints. Working paper, 10/2000. Ceris-Cnr.

Bhattacharya, Sudipto, Chabakauri, Georgy and Nyborg, Kjell G. (2011) Securitized lending, asymmetric information, and financial crisis. Department of Finance, London School of Economics and Political Science, London, UK. (Unpublished)

Bruche, Max and Segura, Anatoli (2013) Debt maturity and the liquidity of secondary debt markets. Financial Markets Group discussion paper, DP726. Financial Markets Group, The London School of Economics and Political Science, London, UK.

Buiter, Willem H. (2009) Lessons from the global financial crisis for regulators and supervisors. Financial Markets Group, London School of Economics and Political Science, London, UK.

Buraschi, Andrea, Trojani, Fabio and Vedolin, Andrea (2011) Economic uncertainty, disagreement, and credit markets. . (Unpublished)

Buraschi, Andrea, Trojani, Fabio and Vedolin, Andrea (2011) When uncertainty blows in the orchard: comovement and equilibrium volatility risk premia. EFA 2009 Bergen meetings paper, SSRN.

Bustamante, Maria Cecilia (2011) How do frictions affect corporate investment?: a structural approach. Working Paper Series, 08-47. Swiss Finance Institute , Switzerland.

Bustamante, Maria Cecilia (2011) Strategic investment, industry concentration and the cross section of returns. Financial Markets Group Discussion Paper, 681. London School of Economics and Political Science, London, UK. ISBN 09568549681

Bustamante, Maria Cecilia (2008) What do frictions mean for Q-theory testing? Swiss Finance Institute Research Paper Series, 08-47. Swiss Finance Institute.

Caggese, Andrea and Cuñat, Vicente (2011) Financing constraints, firm dynamics, export decisions, and aggregate productivity. Department of Finance, London School of Economics and Political Science., London, UK. (Unpublished)

Campbell, John Y., Giglio, Stefano and Polk, Christopher (2011) Hard times. AFA 2012 Chicago Meetings Paper , SSRN.

Campbell, John Y., Giglio, Stefano and Polk, Christopher (2012) An intertemporal CAPM with stochastic volatility. National Bureau of Economic Research. (Unpublished)

Chabakauri, Georgy (2010) Asset pricing with heterogeneous investors and portfolio constraints. Working paper series, London School of Economics and Political Science, London, UK.

Chaigneau, Pierre and Sahuguet, Nicolas (2013) The effect of monitoring on CEO pay practices in a matching equilibrium. Financial Markets Group discussion paper, DP725. Financial Markets Group, The London School of Economics and Political Science, London, UK.

Cuñat, Vicente, Gine, Mireia and Guadalupe, Maria (2010) The vote is cast: the effect of corporate governance on shareholder value. NBER working paper, 16574. The National Bureau of Economic Research, Cambridge, MA, USA.

Cuñat, Vicente, Giné, Mireia and Guadalupe, Maria (2013) Say pays! Shareholder voice and firm performance. Financial Markets Group discussion paper, DP724. Financial Markets Group, The London School of Economics and Political Science, London, UK.

Cuñat, Vicente and Gonzalez-Iturriaga, Claudio (2005) Shocks to the cost of borrowing and capital structure. Department of Finance, London School of Economics and Political Science, London, UK. (Unpublished)

Cvijanovic, Dragana, Favilukis, Jack and Polk, Christopher (2010) New in town: demographics, immigration, and the price of real estate. Department of Finance, The London School of Economics and Political Science, London, UK. (Unpublished)

Danielsson, Jon, Embrechts, Paul, Goodhart, Charles, Keating, Con, Muennich, Felix, Renault, Olivier and Shin, Hyun Song (2001) An academic response to Basel II. Special paper series, SP130. Financial Markets Group , London, UK.

Danielsson, Jon, 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, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2011) Model risk of systemic risk models. Jon Danielsson.

Danielsson, Jon, Luo, Jinhui and Payne, Richard (2011) Exchange rate determination and inter–market order flow effects. Jon Danielsson.

Danielsson, Jon, Song Shin, Hyun and Zigrand, Jean-Pierre (2011) Balance sheet capacity and endogenous risk. FMG discussion paper series, 665. Financial Markets Group, London School of Economics and Political Science, London, UK.

Danielsson, Jon, Song Shin, Hyun and Zigrand, Jean-Pierre (2012) Endogenous and systemic risk. NBER chapters, 12054. National Bureau of Economic Research, Massachusetts, USA.

Danielsson, Jon, de Vries, Casper G., Jorgensen, Bjorn, Samorodnitsky, Gennady and Mandira, Sarma (2012) Fat tails, VaR and subadditivity. Jon Danielsson.

Dasgupta, Amil and Zachariadis, Konstantinos (2011) Delegated activism and disclosure. The Paul Woolley Centre paper series, 27. London School of Economics and Political Science, London, UK. ISBN 09568549689

Favilukis, Jack and Lin, Xiaoji (2011) Micro frictions, asset pricing, and aggregate implications. . (Unpublished)

Favilukis, Jack and Lin, Xiaoji (2012) Wage rigidity: a solution to several asset pricing puzzles. . (Unpublished)

Favilukis, Jack, Ludvigson, Sydney C., Lynch, Anthony, Sargent, Thomas J. and Van Nieuwerburgh, Stijn (2007) An algorithm to solve heterogenous agent models with aggregate uncertainty. . (Unpublished)

Favilukis, Jack, Ludvigson, Sydney C. and Van Nieuwerburgh, Stijn (2012) Foreign ownership of U.S. safe assets: good or bad? Finance working papers, FIN-11-057. Leonard N. Stern School of Business, New York University, New York, USA.

Favilukis, Jack, Ludvigson, Sydney C. and Van Nieuwerburgh, Stijn (2012) The macroeconomic effects of housing wealth, housing finance, and limited risk-sharing in general equilibrium. Finance working papers, FIN-11-054. Leonard N. Stern School of Business, New York University, New York, USA.

Ferreira, Daniel, Kershaw, David, Kirchmaier, Thomas and Schuster, Edmund-Philipp (2013) Shareholder empowerment and bank bailouts. Finance working papers, 345/2013. European Corporate Governance Institute (ECGI), Brussels, Belgium.

Fisman, Raymond, Paravisini, Daniel and Vig, Vikrant (2012) Cultural proximity and loan outcomes. NBER working papers, 18096. NBER, Cambridge, Massachusetts, USA.

Fisman, Raymond, Paravisini, Daniel and Vig, Vikrant (2011) Social proximity and loan outcomes: evidence from an Indian bank. . (Unpublished)

Gao, Pengjie and Lou, Dong (2011) Cross-market timing in security issuance. AFA 2012 Chicago Meetings Paper , SSRN.

Goldstein, Itay, Ozdenoren, Emre and Yuan, Kathy (2010) Trading frenzies and their impact on real investment. CEPR Discussion Paper, DP7652. Centre for Economic Policy Research, London, UK.

Gromb, Denis and Vayanos, Dimitri (2009) Financially constrained arbitrage and cross-market contagion. Department of Finance, London School of Economics and Political Science, London, UK.

Guibaud, Stéphane, Nosbusch, Yves and Vayanos, Dimitri (2010) Bond market clienteles, the yield curve and the optimal maturity structure of government debt. Department of Finance, London School of Economics and Political Science, London, UK.

Hertzberg, Andrew, Liberti, Jose Maria and Paravisini, Daniel (2007) Information and incentives inside the firm: evidence from loan officer rotation. .

Hertzberg, Andrew, Liberti, Jose Maria and Paravisini, Daniel (2010) Public information and coordination: evidence from a credit registry expansion. . (Unpublished)

Hwang, Byoung-Hyoun and Lou, Dong (2012) Do analysts manage earnings forecasts to 'confirm' their own recommendations? . (Unpublished)

Kang, Johnny, Pekkala, Tapio, Polk, Christopher and Ribeiro, Ruy (2011) Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year. FMG discussion paper, 671. Financial Markets Group, London School of Economics and Political Science, London, UK.

Lin, Xiaoji (2009) Endogenous technological progress and the cross section of stock returns. Discussion paper, 634. Financial Markets Group, London School of Economics and Political Science, London, UK.

Lindahl, Huidan and Paravisini, Daniel (2011) What's bank reputation worth?: the effect of fraud on financial contracts and investment. . (Unpublished)

Lou, Dong (2011) Anticipated and repeated shocks in liquid markets. Financial Markets Group Discussion Paper, 684. Financial Markets Group, London School of Economics and Political Science, London, UK.

Lou, Dong (2009) Attracting investor attention through advertising. Discussion paper, 644. Financial Markets Group, London School of Economics and Political Science, London, UK.

Lou, Dong (2013) Attracting investor attention through advertising. The London School of Economics and Political Science, London, UK.

Makarov, Igor and Papanikolaou, D. (2008) Sources of systematic risk. Working paper series, Social Science Electronic Publishing.

Massa, Massimo, Vermaelen, Theo and Xu, Moqi (2013) Rights offerings, trading, and regulation: a global perspective. Financial Markets Group discussion paper, DP727. Financial Markets Group, The London School of Economics and Political Science, London, UK.

Massa, Massimo and Xu, Moqi (2011) The value of (stock) liquidity in the M&A market. The China Centre for Financial Research, Tsinghua University, Beijing, China.

Mueller, Philippe, Stathopoulos, Andreas and Vedolin, Andrea (2013) International correlation risk. FMG discussion papers, DP716. Financial Markets Group, The London School of Economics and Political Science, London, UK.

Mueller, Philippe, Vedolin, Andrea and Yen, Yu-Min (2011) Bond variance risk premia. . (Unpublished)

Mueller, Philippe, Vedolin, Andrea and Zhou, Hao (2011) Short-run bond risk premia. . (Unpublished)

Paravisini, Daniel (2006) Local bank financial constraints and firm access to external finance. . (Unpublished)

Paravisini, Daniel, Rappoport, Veronica and Ravina, Enrichetta (2010) Risk aversion and wealth: evidence from person-to-person lending portfolios. NBER working paper, 16063. National Bureau of Economic Research, Massachusetts, USA.

Paravisini, Daniel, Rappoport, Veronica, Schnabl, Philipp and Wolfenzon, Daniel (2011) Dissecting the effect of credit supply on trade: evidence from matched credit-export data. NBER working paper, 16975. National Bureau of Economic Research, Massachusetts, USA.

Rahi, Rohit and Gottardi, Piero (2012) Risk-sharing and retrading in incomplete markets. . (Unpublished)

Satterthwaite, Mark, Williams, Steven R. and Zachariadis, Konstantinos (2011) Optimality versus practicality in market design: a comparison of two double auctions. . (Unpublished)

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

Scarlata, Mariarosa and Alemany , Luisa (2010) How do philanthropic venture capitalists choose their portfolio companies. Working paper series, Social Science Research Network.

Scarlata, Mariarosa and Alemany , Luisa (2010) Deal structuring in philanthropic venture capital investments. Working paper series, Social Science Research Network.

Scarlata , Mariarosa and Alemany , Luisa (2008) Philanthropic venture capital: can the key elements of venture capital be applied successfully to social enterprises. Working paper series, Social Science Research Network.

Schmidt, Nikolaj (2009) The credit crisis and the dynamics of asset backed commercial paper programs. Discussion paper, 625. Financial Markets Group, London School of Economics and Political Science, London, UK.

Silli, Bernhard, Cohen, Randolph B and Polk, Christopher (2008) Best ideas. FMG discussion papers, 624. Financial Markets Group, London School of Economics and Political Science, London, UK.

Vayanos, Dimitri and Woolley, Paul (2010) Fund flows and asset prices: a baseline model. Department of Finance, London School of Economics and Political Science, London, UK.

Vedolin, Andrea (2012) Uncertainty and leveraged Lucas Trees: the cross section of equilibrium volatility risk premia. Department of Finance, The London School of Economics and Political Science, London, UK.

Vermaelen, Theo and Xu, Moqi (2011) Acquisition finance, capital structure and market timing. The China Centre for Financial Research, Tsinghua University, Beijing, China.

Xu, Moqi (2011) The costs and benefits of long-term CEO contracts. . (Unpublished)

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

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

Conference or Workshop Item

Bertero, Elisabetta (2002) Does a change in the ownership of firms, from public to private, make a difference? In: First Milan European Economy Workshop: the welfare impact of British privatisations, 1979-1997, 31st May - 1st June 2002, Università degli Studi di Milano. (Unpublished)

Danielsson, Jon (2013) Does risk forecasting help macroprudential policy makers? In: Marie Curie ITN Conference on Financial Risk Management & Risk Reporting, 12 April 2013, University of Konstanz, Konstanz, Baden-Württemberg, Germany.

Danielsson, Jon (2013) Issues in empirically modelling systemic risk. In: 18th Annual Workshop on the Economic Science with Heterogeneous Interacting Agents, 20 June 2013, Reykjavik University, Reykjavik, Iceland.

Danielsson, Jon (2014) Systemic risk and financial regulations: what is the link? In: European Commission (Economic Analysis), Internal Market and Services DG Conference, 27 February 2014, European Commission, Brussels, Belgium.

Scarlata, Mariarosa and Alemany, Luisa (2010) Deal structuring in philanthropic venture capital investments. In: Joint Special Issue Conference on Law, Ethics, and Finance, 16-18 September 2010, York University, Toronto, Canada. (Unpublished)

Scarlata, Mariarosa and Alemany, Luisa (2010) Deal structuring in philanthropic venture capital investments. In: ESADE Finance Seminar Series, July 2010, ESADE Business School, Barcelona, Spain. (Unpublished)

Scarlata, Mariarosa and Alemany, Luisa (2008) Financing social entrepreneurs: philanthropic venture capital vs. foundations. In: 2008 Babson College Entrepreneurship Research Conference, 5-7 June 2008, University of North Carolina, Chapel Hill, United States. (Unpublished)

Scarlata, Mariarosa and Alemany, Luisa (2010) How do philanthropic venture capitalists choose their portfolio companies? In: Academy of Management Annual Meeting, 6-10 August 2010, Montreal, Canada. (Unpublished)

Scarlata, Mariarosa and Alemany, Luisa (2009) How do philanthropic venture capitalists choose their portfolio companies? In: European Financial Management Association 2009 Annual Meeting, 24-27 June 2009, Milan, Italy. (Unpublished)

Scarlata, Mariarosa and Alemany, Luisa (2009) How do philanthropic venture capitalists choose their portfolio companies? In: 2009 Babson College Entrepreneurship Research Conference, 4-6 June 2009, Babson College, Boston, USA. (Unpublished)

Scarlata, Mariarosa and Alemany, Luisa (2009) How do philanthropic venture capitalists choose their portfolio companies? In: ESADE Finance Seminar Series, April 2009, ESADE Business School, Barcelona, Spain. (Unpublished)

Scarlata, Mariarosa and Alemany, Luisa (2010) Il modello di investimento della venture philanthropy. In: Seminar on Managerial Values and Social Entrepreneurship, March 2010, Bocconi University, Milan, Italy. (Unpublished)

Scarlata, Mariarosa and Alemany, Luisa (2008) Philanthropic venture capital: can the key elements of venture capital be applied successfully to the financing of social enterprises? In: ESADE Finance Seminar Series, June 2008, ESADE Business School, Barcelona, Spain. (Unpublished)

Scarlata, Mariarosa, Zacharakis, A. and Dewalske, J. (2011) Venture capitalists’ vs. philanthropic venture capitalists’ human capital: an exploratory study. In: 2011 Babson College Entrepreneurship Research Conference, 8-11 June 2011, Syracuse University, Syracuse, United States. (Unpublished)

Scarlata , Mariarosa and Alemany, Luisa (2010) La gestione finanziaria e strategica di un investimento di philanthropic venture capital: una prospettiva globale. In: 33° Convegno annuale di AIDEA, 21-22 October 2010, Università Bocconi, Milan, Italy. (Unpublished)

Book

Goodhart, Charles. Albert. Eric, ed. (2000) Which Lender of Last Resort for Europe? Central Banking Publications, London, UK. ISBN 1902182111

Anderson, Ronald W. and Kegels, Chantal (1998) Transition banking: financial development of Central and Eastern Europe. Oxford University Press, Oxford, UK. ISBN 9780198290131

Benink, Harald, Danielsson, Jon and Goodhart, Charles (2009) The future of banking regulation: the Basel II Accord. John Wiley & Sons, London, UK. ISBN 9781405158268

Danielsson, Jon (2011) Financial risk forecasting: the theory and practice of forecasting market risk with implementation in R and Matlab. Wiley-Blackwell. ISBN 9780470669433

Danielsson, Jon (2013) Global financial systems: stability and risk. Pearson, Harlow, UK. ISBN 9780273774662

Zhuang, Juzhong, Edwards, David, Webb, David C. and Capulong, Ma. Virginita (2000) Corporate governance and finance in East Asia: a study of Indonesia, Republic of Korea, Malaysia, Philippines, and Thailand. Corporate governance and finance in East Asia , 1 . Asian Development Bank, Manila, Philippines. ISBN 9715612954

Website

Chwieroth, Jeffrey and Danielsson, Jon (2013) Political challenges of the macroprudential agenda. VoxEU.org (06 Sep 2013) Opinion Piece.

Cuñat, Vicente (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) Blog Entry.

Danielsson, Jon (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) Blog Entry.

This list was generated on Tue Jul 22 07:37:07 2014 BST.