|Up a level|
Chabakauri, Georgy (2015) Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. Working papers , Social Science Research Network (SSRN), Rochester, USA.
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
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
Rahi, Rohit and Zigrand, Jean-Pierre (2009) Endogenous liquidity and contagion. Discussion paper, 637. Financial Markets Group, London School of Economics and Political Science, London, UK.
Rahi, Rohit and Zigrand, Jean-Pierre (2013) Market quality and contagion in fragmented markets. SRC Discussion Paper, No 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. (Unpublished)
Scott, Susan V 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. The Journal of Strategic Information Systems, 14 (1). pp. 45-68. ISSN 0963-8687