Browse by JEL codes

A

Acker, Daniella, Stalker, Mathew and Tonks, Ian (2002) Daily closing inside spreads and trading volumes around earnings announcements. Financial Markets Group Discussion Papers (404). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Aretz, Kevin, Bartram, Söhnke M. and Pope, Peter (2011) Asymmetric loss functions and the rationality of expected stock returns. International Journal of Forecasting, 27 (2). pp. 413-437. ISSN 0169-2070

B

Barwise, Patrick (2018) Why tech markets are winner-take-all. LSE Business Review (16 Jun 2018). Website.

Bean, Charles R. ORCID: 0000-0002-6524-8280 (2019) A Review Essay: David Kynaston's Till Time's Last Sand:: a history of the Bank of England, 1694-2013. Journal of Economic Literature, 57 (4). pp. 972-987. ISSN 0022-0515

Beyer, Max, de Meza, David ORCID: 0000-0002-5638-8310 and Reyniers, Diane J. ORCID: 0000-0003-0677-2020 (2013) Do financial advisor commissions distort client choice? Economics Letters, 119 (2). pp. 117-119. ISSN 0165-1765

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

Black, Julia ORCID: 0000-0002-5838-3265 (2011) The rise, fall and fate of principles-based regulation. In: Alexander, Kern and Moloney, Niamh, (eds.) Law Reform and Financial Markets. Elgar Financial Law Series. Edward Elgar, Cheltenham, UK, pp. 3-34. ISBN Elgar Financial Law Series

C

Caselli, Francesco ORCID: 0009-0001-5191-7156 and Gennaioli, Nicola (2006) Dynastic management. . London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Caselli, Francesco ORCID: 0009-0001-5191-7156 and Gennaioli, Nicola (2003) Dynastic management. . National Bureau of Economic Research, Cambridge, MA., USA.

Chang, Briana and Zhang, Shengxing ORCID: 0000-0002-1475-2188 (2015) Endogenous market making and network formation. Systemic Risk Centre Discussion Papers (50). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Chang, Briana and Zhang, Shengxing ORCID: 0000-0002-1475-2188 (2015) Endogenous market making and network formation. CFM discussion paper series (CFM-DP2015-34). Centre For Macroeconomics, London, UK.

Costa-i-Font, Joan ORCID: 0000-0001-7174-7919 and García, Jaume (2001) Demand for private health insurance: is there a quality gap? Working Papers (531). Department of Economics and Business, Universitat Pompeu Fabra, Barcelona, Spain.

D

Danielsson, Jon ORCID: 0009-0006-9844-7960, 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 ORCID: 0009-0006-9844-7960, Luo, Jinhui and Payne, Richard (2011) Exchange rate determination and inter–market order flow effects. . Jon Danielsson.

Danielsson, Jon ORCID: 0009-0006-9844-7960 and Pyne, Richard (2012) Liquidity determination in an order driven market. European Journal of Finance, 18 (9). pp. 799-821. ISSN 1351-847X

Danielsson, Jon ORCID: 0009-0006-9844-7960 and Saltoglu, Burak (2003) Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis. Financial Markets Group Discussion Papers (456). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Danielsson, Jon ORCID: 0009-0006-9844-7960, Shin, Hyun Song and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2004) The impact of risk regulation on price dynamics. Journal of Banking and Finance, 28 (5). pp. 1069-1087. ISSN 0378-4266

Danielsson, Jon ORCID: 0009-0006-9844-7960, Song Shin, Hyun and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2011) Balance sheet capacity and endogenous risk. Financial Markets Group Discussion Papers (665). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Danielsson, Jon ORCID: 0009-0006-9844-7960, Song Shin, Hyun and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2012) Endogenous extreme events and the dual role of prices. Annual Review of Economics, 4. pp. 111-129. ISSN 1941-1383

Dasgupta, Amil ORCID: 0000-0001-8474-9470, Prat, Andrea and Verardo, Michela ORCID: 0009-0002-4241-6584 (2007) Institutional trade persistence and long-term equity returns. . Centre for Economic Policy Research (Great Britain), London, UK.

Diemer, Sebastian and Poblete Lavanchy, Joaquin J. (2010) Real-money vs. play-money forecasting accuracy in online prediction markets - empirical insights from Ipredict. Journal of Prediction Markets, 4 (3). pp. 21-58. ISSN 1750-6751

E

Ellul, Andrew, Shin, Hyun Song and Tonks, Ian (2004) Opening and closing the market: evidence from the London Stock Exchange. Financial Markets Group Discussion Papers (506). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Etesami, Jalal, Habibnia, Ali and Kiyavash, Negar (2017) Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity. Systemic Risk Centre Discussion Papers (66). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

F

Fricke, Daniel (2018) Are specialist funds “special”? Financial Management. ISSN 0046-3892

G

Goodhart, Charles (2011) Moral hazard. In: Green, Christopher J., Pentecost, Eric J. and Weyman-Jones, Tom, (eds.) The Financial Crisis and the Regulation of Finance. Edward Elgar, Cheltenham, UK. ISBN 9781849808705

Goodhart, Charles, Sunirand, Pojanart and Tsomocos, Dimitrios P. (2004) A model to analyse financial fragility: applications. Financial Markets Group Discussion Papers (482). 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.

Guimaraes, Bernardo (2008) Optimal external debt and default. . London School of Economics and Political Science. Centre for Economic Performance, London, UK.

H

Hall, Sarah (2018) Brexit's epicentre: London's financial services sector and its place in the UK economy. LSE European Politics and Policy (EUROPP) Blog (30 Jul 2018). Website.

Hutter, Bridget M. ORCID: 0000-0002-9266-5733 (2006) The role of non-state actors in regulation. CARR Discussion Papers (DP 37). ESRC Centre for Analysis of Risk and Regulation, London, UK. ISBN 0753019396

K

King, Roger (2006) Analysing the higher education regulatory state. CARR Discussion Papers (DP 38). ESRC Centre for Analysis of Risk and Regulation, London, UK. ISBN 0753019639

Kircher, Philipp, Chi, Tailan and Nystrom, Paul (2004) Knowledge-based resources as determinants of MNC structure: tests of an integrative model. Journal of International Management, 10 (2). pp. 219-238. ISSN 1075-4253

L

Lezaun, Javier and Millo, Yuval (2005) Regulatory experiments: putting GM crops and financial markets on trial. CARR Discussion Papers (DP 30). ESRC Centre for Analysis of Risk and Regulation, London, UK. ISBN 0753017970

Lütz, Susanne and Kranke, Matthias (2010) The European rescue of the Washington Consensus? EU and IMF lending to Central and Eastern European countries. LSE 'Europe in Question' discussion paper series (22/2010). London School of Economics and Political Science, London.

M

Mariano, Beatriz (2008) Do reputational concerns lead to reliable ratings? Financial Markets Group Discussion Papers (613). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Martin, Ian ORCID: 0000-0001-8373-5317 (2017) What is the expected return on the market? Quarterly Journal of Economics, 132 (1). 367 - 433. ISSN 0033-5533

Mennicken, Andrea ORCID: 0000-0002-5658-7678 (2006) Translation and standardization: audit world-building in post-Soviet Russia. CARR Discussion Papers (DP 36). ESRC Centre for Analysis of Risk and Regulation, London, UK. ISBN 0753019388

Michaelides, Alexander and Ng, Serena (2000) Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators. Journal of Econometrics, 96 (2). pp. 231-266. ISSN 0304-4076

Milas, Costas (2018) Don't dismiss the possibility of a cut in the Bank of England's policy rate. LSE Business Review (04 Aug 2018). Website.

Monastiriotis, Vassilis ORCID: 0000-0003-3709-3119 and Zartaloudis, Sotirios (2010) Beyond the crisis: EMU and labour market reform pressures in good and bad times. LSE 'Europe in Question' discussion paper series (23/2010). London School of Economics and Political Science, London.

N

Nava, Noemi, Di Matteo, Tiziana and Aste, Tomaso (2018) Financial time series forecasting using empirical mode decomposition and support vector regression. Risks, 6 (1). ISSN 2227-9091

P

Prat, Andrea (2009) A political economy view of financial regulation. Vox (09 Mar 2009). Website.

R

Ryan, John (2012) Greenspan and Bernanke the chief architects of dollar destruction. LAP Lambert Academic Publishing, Saarbrücken, Germany. ISBN 9783846582619

S

Saguato, Paolo (2015) The liquidity dilemma and the repo market: a two-step policy option to address the regulatory void. LSE Law, Society and Economy Working Papers. London School of Economics and Political Science, London, UK.

Scharpf, Fritz W. (2011) Monetary union, fiscal crisis and the preemption of democracy. LSE 'Europe in Question' discussion paper series (36/2011). London School of Economics and Political Science, London.

Schleicher, Thomas, Tahoun, Ahmed and Walker, Martin (2010) IFRS adoption in Europe and investment-cash flow sensitivity: outsider versus insider economies. International Journal of Accounting, 45 (2). pp. 143-168. ISSN 0020-7063

Schwarze, Reimund and Wein, Thomas (2005) Is the market classification of risk always efficient? evidence from german third party motor insurance. CARR Discussion Papers (DP 32). ESRC Centre for Analysis of Risk and Regulation, London, UK. ISBN 0753018594

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

Shidlo, Gil (2012) Book review: what money can’t buy: the moral limits of markets. LSE European Politics and Policy (EUROPP) Blog (17 Jun 2012). Website.

Simpson, Ana (2008) Voluntary disclosure of advertising expenditures. Journal of Accounting, Auditing and Finance, 23 (3). pp. 404-436. ISSN 0148-558X

T

Tsomocos, Dimitrios P. (2003) Equilibrium analysis, banking, contagion and financial fragility. Financial Markets Group Discussion Papers (450). Financial Markets Group, The London School of Economics and Political Science, London, UK.

V

Valenzuela, Marcela, Zer, Ilknur, Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X and Rheinlander, Thorsten (2015) Relative liquidity and future volatility. Journal of Financial Markets, 24. pp. 25-48. ISSN 1386-4181

Z

Zhang, Shengxing ORCID: 0000-0002-1475-2188 (2018) Liquidity misallocation in an over-the-counter market. Journal of Economic Theory, 174. pp. 16-56. ISSN 0022-0531