Browse by JEL codes

C

Chabakauri, Georgy ORCID: 0009-0002-7980-269X (2015) Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. Working papers. Social Science Research Network (SSRN), Rochester, USA.

Chabakauri, Georgy ORCID: 0009-0002-7980-269X (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 ORCID: 0009-0002-7980-269X (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 ORCID: 0009-0002-7980-269X and Rytchkov, Oleg (2021) Asset pricing with index investing. Journal of Financial Economics, 141 (1). 195 - 216. ISSN 0304-405X

D

Danielsson, Jon ORCID: 0009-0006-9844-7960 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

Edwards, Paul, Baden-Fuller, Charles, Pissarides, Christopher ORCID: 0000-0002-0695-058X, Rubery, Jill, Crouch, Colin and Taylor-Gooby, Peter (2023) Inflation, wages and equality: cross-disciplinary conversations. Journal of the British Academy, 11. pp. 25-41. ISSN 2052-7217

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

Ergun, Lerby and Uthemann, Andreas ORCID: 0000-0002-7942-8530 (2020) Higher-order uncertainty in financial markets: evidence from a consensus pricing service. Systemic Risk Centre Discussion Papers (98). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

G

Gromb, Denis and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2017) The dynamics of financially constrained arbitrage. Financial Markets Group Discussion Papers (771). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gromb, Denis and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2015) The dynamics of financially constrained arbitrage. Systemic Risk Centre Discussion Papers (32). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

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

Hirano, Tomohiro and Toda, Alexis Akira (2024) On equilibrium determinacy in overlapping generations models with money. Economics Letters, 239. ISSN 0165-1765

Huber, Kilian (2015) The persistence of a banking crisis. CEP Discussion Paper (1389). London School of Economics and Political Science. Centre for Economic Performance, 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 (2020) Market fragmentation and contagion. Systemic Risk Centre Discussion Papers (102). Systemic Risk Centre, 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 ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (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

V

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Wang, Jiang (2012) Market liquidity - theory and empirical evidence. Financial Markets Group Discussion Papers (709). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Y

Yang, Li, Milanovic, Branko and Lin, Yaoqi (2024) Anti-corruption campaign in China: an empirical investigation. European Journal of Political Economy, 85. ISSN 0176-2680