Browse by JEL codes

C

Chabakauri, Georgy (2015) Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. Working papers. Social Science Research Network (SSRN), Rochester, USA.

Chabakauri, Georgy (2015) Dynamic equilibrium with rare events and heterogeneous epstein-zin investors. Systemic Risk Centre Discussion Papers (35). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Chabakauri, Georgy and Rytchkov, Oleg (2021) Asset pricing with index investing. Journal of Financial Economics, 141 (1). 195 - 216. ISSN 0304-405X

D

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

Dutta, Sunil and Nezlobin, Alexander (2017) Information disclosure, firm growth, and the cost of capital. Journal of Financial Economics, 123 (2). 415 - 431. ISSN 0304-405X

E

Ellis, Andrew ORCID: 0000-0002-7552-4832, Piccione, Michele and Zhang, Shengxing ORCID: 0000-0002-1475-2188 (2022) Equilibrium securitization with diverse beliefs. Theoretical Economics, 17 (1). 121 - 152. ISSN 1933-6837

G

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

H

Huber, Kilian (2015) The persistence of a banking crisis. CEP Discussion Paper (1389). Centre for Economic Performance, London School of Economics and Political Science, London, UK.

R

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2009) Endogenous liquidity and contagion. Financial Markets Group Discussion Papers (637). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2013) Market quality and contagion in fragmented markets. Systemic Risk Centre Discussion Papers (2). Systemic Risk Centre, The 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

Scott, Susan V. ORCID: 0000-0002-8775-9364 and Barrett, Michael I. (2005) Strategic risk positioning as sensemaking in crisis: the adoption of electronic trading at the London International Financial Futures and Options Exchange. Journal of Strategic Information Systems, 14 (1). pp. 45-68. ISSN 0963-8687

T

Thompson, Erica L. and Smith, Leonard A. (2019) Escape from model-land. Economics, 13. ISSN 1864-6042