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Anderson, Ronald W. and McKay, Kenneth (2008) Derivatives markets. In: Freixas, Xavier , Hartmann, Philipp and Mayer , Colin, (eds.) Handbook of European Financial Markets and Institutions. Oxford University Press, New York, USA, pp. 568-596. ISBN 9780199229956
Asteriou, Dimitrios and Kavetsos, Georgios (2006) Testing for the existence of the ‘January effect’ in transition economies. Applied Financial Economics Letters, 2 (6). pp. 375-381. ISSN 1744-6546
Barrett, Michael and Scott, Susan (2004) Electronic trading and the process of globalization in traditional futures exchanges: a temporal perspective. European Journal of Information Systems, 13 (1). pp. 65-79. ISSN 0960-085X
Barrett, Michael I. and Scott, Susan V. (2000) The emergence of electronic trading in global financial markets: envisioning the role of future exchanges in the next millennium. In: Proceedings of the European Conference in Information Systems, 3 - 5 July 2000, Vienna, Austria.
Battalio, Robert, Ellul, Andrew and Jennings, Robert (2005) Reputation effects in trading on the New York Stock Exchange. Discussion paper, 540. Financial Markets Group, London School of Economics and Political Science, London, UK.
Benigno, Gianluca (2004) Real exchange rate persistence and monetary policy rules. Journal of Monetary Economics, 51 (3). pp. 473-502. ISSN 0304-3932
Bhattacharya, Sudipto and Jorge-Padilla, A. (1996) Dynamic banking: a reconsideration. Review of Financial Studies, 9 (3). pp. 1003-1032. ISSN 0893-9454
Bracke, Philippe (2013) House prices and rents: micro evidence from a matched dataset in Central London. SERC discussion papers, SERCDP0127. Spatial Economics Research Centre, London School of Economics and Political Science, London, UK. (Unpublished)
Caselli, Francesco and Gennaioli, Nicola (2003) Dynastic management. 3767. Centre for Economic Policy Research, London, UK.
Chernov, Mikhail, Gorbenko, Alexander S. and Makarov, Igor (2013) CDS auctions. Review of Financial Studies, 26 (3). pp. 768-805. ISSN 0893-9454
Cohen, Lauren and Lou, Dong (2012) Complicated firms. Journal of Financial Economics, 104 (2). pp. 383-400. ISSN 0304-405X
Cole, Shawn, Sampson, Thomas and Zia, Bilal (2011) Prices or knowledge?: what drives demand for financial services in emerging markets? The Journal of Finance, 66 (6). pp. 1933-1967. ISSN 0022-1082
Dittmar, Robert F. and Yuan, Kathy (2008) Do sovereign bonds benefit corporate bonds in emerging markets? Review of Financial Studies, 21 (5). pp. 1983-2014. ISSN 0893-9454
Duffie, Darrell and Rahi, Rohit (1995) Financial market innovation and security design: an introduction. Journal of Economic Theory, 65 (1). pp. 1-42. ISSN 1095-7235
Eggers, Andrew C. and Hainmueller, Jens (2013) Capitol losses: the mediocre performance of Congressional stock portfolios. Journal of Politics, 75 (2). pp. 535-551. ISSN 0022-3816
Ellul, Andrew, Holden, Craig W., Jain, Pankaj and Jennings, Robert (2003) A comprehensive test of order choice theory: recent evidence from the NYSE. Discussion paper, 471. Financial Markets Group, London School of Economics and Political Science, London, UK.
Engle, Robert F. and Patton, Andrew J. (2007) What good is a volatility model? In: Knight, John and Satchell, Stephen, (eds.) Forecasting Volatility in the Financial Markets. Elsevier, pp. 47-63. ISBN 9780750669429
Favero, Carlo A., Gozluklu, Arie E. and Tamoni, Andrea (2011) Demographic trends, the dividend-price ratio, and the predictability of long-run stock market returns. Journal of Financial and Quantitative Analysis, 46 (05). pp. 1493-1520. ISSN 0022-1090
Fujiwara, Ippei, Körber, Lena Mareen and Nagakura, Daisuke (2013) Asymmetry in government bond returns. Journal of Banking and Finance, 37 (8). pp. 3218-3226. ISSN 0378-4266
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
Jurczenko, Emmanuel, Maillet, Bertrand and Negrea, Bogdan (2002) Revisited multi-moment approximate option pricing models: a general comparison (Part 1). Discussion paper, 430. Financial Markets Group, London School of Economics and Political Science, London, UK.
Jurczenko, Emmanuel, Maillet, Bertrand and Negrea, Bogdan (2002) Skewness and kurtosis implied by option prices: a second comment. Discussion paper, 419. Financial Markets Group, London School of Economics and Political Science, London, UK.
Kardaras, Constantinos (2012) Market viability via absence of arbitrage of the first kind. Finance and Stochastics, 16 (4). pp. 651-667. ISSN 0949-2984
Kardaras, Constantinos (2010) Numéraire-invariant preferences in financial modeling. The Annals of Applied Probability, 20 (5). pp. 1697-1728. ISSN 1050-5164
Kardaras, Constantinos (2013) On the closure in the Emery topology of semimartingale wealth-process sets. The Annals of Applied Probability, 23 (4). pp. 1355-1376. ISSN 1050-5164
Kardaras, Constantinos and Robertson, Scott (2012) Robust maximization of asymptotic growth. The Annals of Applied Probability, 22 (4). pp. 1576-1610. ISSN 1050-5164
Kardaras, Constantinos and Žitković, Gordan (2011) Stability of the utility maximization problem with random endowment in incomplete markets. Mathematical Finance, 21 (2). pp. 313-333. ISSN 0960-1627
Kavetsos, Georgios and Szymanski, Stefan (2008) Olympic Games, terrorism and their impact on the London and Paris stock exchanges. Revue d'economie Politique, 118 (2). pp. 189-206. ISSN 0373-2630
Maillet, Bertrand and Michel, Thierry (2002) How deep was the September 2001 stock market crisis?: putting recent events on the American and French markets into perspective with an index of market shocks. Discussion paper, 417. Financial Markets Group, London School of Economics and Political Science, London, UK.
Martin, I. W. R. (2013) Consumption-based asset pricing with higher cumulants. The Review of Economic Studies, 80 (2). pp. 745-773. ISSN 0034-6527
Muniesa, Fabian, Chabert, D., Ducrocq-Grondin, M. and Scott, Susan V. (2004) Post-trade logistics in financial markets: qualitative findings. The Moving Markets Research Project, Information Systems and Innovation Group, London School of Economics and Political Science. (Unpublished)
Ortalo-Magné, François and Prat, Andrea (2010) Spatial asset pricing: a first step. Discussion paper, no. 7842. Financial economics, Centre for Economic Policy Research, London, UK.
Panourgias, Nikiforos S. and Scott, Susan V. (2002) JIWAY: a case study of IT-enabled straight-through-processing innovation in the financial markets. The Moving Markets Research Project, Information Systems Group, London School of Economics and Political Science. (Unpublished)
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 (2007) A theory of strategic intermediation and endogenous liquidity. Rohit Rahi and Jean-Pierre Zigrand, London, UK. (Unpublished)
Rheinlander, Thorsten and Osterrieder, Jörg R (2006) Arbitrage opportunities in diverse markets via a non-equivalent measure change. Annals of Finance, 2 (3). pp. 287-301. ISSN 1614-2446
Satterthwaite, Mark, Williams, Steven R. and Zachariadis, Konstantinos (2011) Optimality versus practicality in market design: a comparison of two double auctions. . (Unpublished)
Sattler, Thomas (2013) Do markets punish left governments? Journal of Politics, 75 (2). pp. 343-356. ISSN 0022-3816
Scott, Susan V. (2003) Moving markets: report on IT-enabled strategic developments in clearing and settlement. The Moving Markets Research Project, Information Systems Group, London School of Economics and Political Science. (Unpublished)
Scott, Susan V. and Paris, Carolyn (2010) The place of contract in organizational awareness: deconstructing process, market and connectedness. Working paper series, 179. Information Systems Group, London School of Economics and Political Science, London, UK.
Yuan, Kathy (2005) The liquidity service of benchmark securities. Journal of the European Economic Association, 3 (5). pp. 1156-1180. ISSN 1542-4774