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Group by: Creators | Item Type | No Grouping
Jump to: E | F | H | K | L | M
Number of items: 8.

E

Eyster, Erik, Rabin, Matthew and Vayanos, Dimitri (2019) Financial markets where traders neglect the informational content of prices. Journal of Finance, 74 (1). pp. 371-399. ISSN 0022-1082

F

Favero, Carlo A., Ortu, Fulvio, Tamoni, Andrea and Yang, Haoxi (2019) Implications of return predictability for consumption dynamics and asset pricing. Journal of Business and Economic Statistics. ISSN 0735-0015

H

Huang, Chong, Oehmke, Martin and Zhong, Hongda (2019) A theory of multi-period debt structure. Review of Financial Studies, 32 (11). pp. 4447-4500. ISSN 0893-9454

K

Kondor, Peter and Vayanos, Dimitri (2019) Liquidity risk and the dynamics of arbitrage capital. Journal of Finance, 74 (3). pp. 1139-1173. ISSN 0022-1082

Kremens, Lukas and Martin, Ian (2019) The quanto theory of exchange rates. American Economic Review, 109 (3). pp. 810-843. ISSN 0002-8282

L

Lou, Dong, Polk, Christopher and Skouras, Spyros (2019) A tug of war: overnight versus intraday expected returns. Journal of Financial Economics, 134 (1). pp. 192-213. ISSN 0304-405X

M

Martin, Ian and Ross, Steve (2019) Notes on the yield curve. Journal of Financial Economics, 134 (3). pp. 689-702. ISSN 0304-405X

Martin, Ian and Wagner, Christian (2019) What is the expected return on a stock? Journal of Finance, 74 (4). pp. 1887-1929. ISSN 0022-1082

This list was generated on Tue Jan 28 13:14:59 2020 GMT.