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Number of items at this level: 183.

A

Agnello, Luca, Castro, Vítor and Sousa, Ricardo M. (2019) On the duration of sovereign ratings cycle phases. Journal of Economic Behavior & Organization. ISSN 0167-2681

Agrawal, Ashwini, Hacamo, Isaac and Hu, Zhongchen (2018) Employees and stock returns. . SSRN.

Agrawal, Ashwini, Hacamo, Isaac and Hu, Zhongchen (2020) Information dispersion across employees and stock returns. Financial Markets Group Discussion Papers (792). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

Axelson, Ulf (2013) A theory of the evolution of derivatives markets. Financial Markets Group Discussion Papers (723). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Axelson, Ulf and Makarov, Igor (2016) Informational black holes in financial markets. Financial Markets Group Discussion Papers (754). Financial Markets Group, The London School of Economics and Political Science, London, UK.

B

Barrett, Michael and Scott, Susan V. ORCID: 0000-0002-8775-9364 (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. ORCID: 0000-0002-8775-9364 (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, 2000-07-03 - 2000-07-05, Vienna, Austria, AUT.

Battalio, Robert, Ellul, Andrew and Jennings, Robert (2005) Reputation effects in trading on the New York Stock Exchange. Financial Markets Group Discussion Papers (540). Financial Markets Group, The 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

Bhattacharya, Sudipto and Nicodano, Giovanna (1999) Insider trading, investment and liquidity: a welfare analysis. Financial Markets Group Discussion Papers (334). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Board, John, Villa, Anne and Wells, Stephen (1998) Liquidity in second tier equity markets: evidence from London's Alternative Investment Market (AIM). Financial Markets Group Discussion Papers (301). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bolton, Patrick and Feixas, Xavier (1998) A dilution cost approach to financial intermediation and securities markets. Financial Markets Group Discussion Papers (305). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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. (Submitted)

Bracke, Philippe, Pinchbeck, Edward W. and Wyatt, James (2017) The time value of housing: historical evidence on discount rates. The Economic Journal, 128 (613). pp. 1820-1843. ISSN 0013-0133

Briola, Antonio, Vidal-Tomás, David, Wang, Yuanrong and Aste, Tomaso (2023) Anatomy of a stablecoin's failure: the Terra-Luna case. Finance Research Letters, 51. ISSN 1544-6123

Brunnermeier, Markus K. and Pedersen, Lasse Heje (2007) Market liquidity and funding liquidity. Financial Markets Group Discussion Papers (580). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Brunnermeier, Markus K. and Pederson, Lasse Heje (2003) Predatory trading. Financial Markets Group Discussion Papers (441). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Buzan, Barry and Falkner, Robert ORCID: 0000-0001-9990-6926 (2022) The market in global international society: a dialectic of contestation and resilience. In: Flockhart, Trine and Paikin, Zachary, (eds.) Rebooting Global International Society: Change, Contestation and Resilience. Governance, Security and Development. Palgrave Macmillan, Cham, CH, 237 - 260. ISBN 9783031113925

C

Caccioli, Fabio, Kondor, Imre and Papp, Gábor (2015) Portfolio optimization under expected shortfall: contour maps of estimation error. Systemic Risk Centre Discussion Papers (49). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Caggese, Andrea (2003) Financing constraints, irreversibility, and investment dynamics. Financial Markets Group Discussion Papers (440). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Carabias, Jose M. (2014) Downside risk, capital flexibility and operating leases. .

Caselli, Francesco and Gennaioli, Nicola (2003) Dynastic management. . Centre for Economic Policy Research (Great Britain), London, UK.

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, Zheng, Ng, Alex Wei Fung, Peng, Siying and Shi, Dandi (2024) Stock price reactions to reopening announcements after China abolished its zero-COVID policy. Humanities and Social Sciences Communications, 11 (1). ISSN 2662-9992

Chemla, Gilles and Faure-Grimaud, Antoine (1998) Dynamic adverse selection and debt. Financial Markets Group Discussion Papers (288). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chen, Huaizhi, Cohen, Lauren and Lou, Dong ORCID: 0000-0002-5623-4338 (2016) Industry window dressing. Review of Financial Studies, 29 (12). 3354 - 3393. ISSN 0893-9454

Chen, Huaizhi, Cohen, Lauren and Lou, Dong ORCID: 0000-0002-5623-4338 (2013) Industry window dressing. Financial Markets Group Discussion Papers (719). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chen, Runquan (2009) Regime switching in volatilities and correlation between stock and bond markets. Financial Markets Group Discussion Papers (640). Financial Markets Group, The London School of Economics and Political Science, 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 ORCID: 0000-0002-5623-4338 (2012) Complicated firms. Journal of Financial Economics, 104 (2). 383 - 400. ISSN 0304-405X

Cohen, Lauren and Lou, Dong ORCID: 0000-0002-5623-4338 (2011) Complicated firms. Financial Markets Group Discussion Papers (683). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Cole, Shawn, Sampson, Thomas and Zia, Bilal (2011) Prices or knowledge?: what drives demand for financial services in emerging markets? Journal of Finance, 66 (6). pp. 1933-1967. ISSN 0022-1082

Czech, Robert, Huang, Shiyang, Lou, Dong ORCID: 0000-0002-5623-4338 and Wang, Tianyu (2021) Informed trading in government bond markets. Journal of Financial Economics, 142 (3). 1253 - 1274. ISSN 0304-405X

Czech, Robert, Huang, Shiyang, Lou, Dong ORCID: 0000-0002-5623-4338 and Wang, Tianyu (2021) Informed trading in government bond markets. Financial Markets Group Discussion Papers (837). Financial Markets Group, The London School of Economics and Political Science, London, UK.

D

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2016) Can we prove a bank guilty of creating systemic risk? A minority report. Journal of Money, Credit and Banking, 48 (4). 795 - 812. ISSN 0022-2879

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2015) Can we prove a bank guilty of creating systemic risk? A minority report. Systemic Risk Centre Discussion Papers (47). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2014) Model risk of risk models. Systemic Risk Centre Discussion Papers (11). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon, James, Kevin R., Valenzuela, Marcela and Zer, Ilknur (2016) Model risk of risk models. Journal of Financial Stability, 23. pp. 79-91. ISSN 1572-3089

Danielsson, Jon and Love, Ryan (2004) Feedback trading. Financial Markets Group Discussion Papers (510). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Danielsson, Jon, Panayi, Efstathios, Peters, Gareth and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2018) Market resilience. Systemic Risk Centre Discussion Papers (78). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon and Penaranda, Francisco (2007) On the impact of fundamentals, liquidity and coordination on market stability. Financial Markets Group Discussion Papers (586). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Danielsson, Jon, Shin, Hyun Song and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2001) Asset price dynamics with value-at-risk constrained traders. Financial Markets Group Discussion Papers (394). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Danielsson, Jon, Valenzuela, Marcela and Zer, Ilknur (2016) Learning from history: volatility and financial crises. Systemic Risk Centre Discussion Papers (57). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Danielsson, Jon, Valenzuela, Marcela and Zer, Ilknur (2018) Learning from history: volatility and financial crises. Review of Financial Studies, 31 (7). 2774 - 2805. ISSN 0893-9454

Danielsson, Jon and Vries, Casper (1997) Value-at-risk and extreme returns. Financial Markets Group Discussion Papers (273). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Dasgupta, Amil ORCID: 0000-0001-8474-9470 and Maug, Ernst (2022) Delegation chains. Financial Markets Group Discussion Papers (858). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Dasgupta, Amil ORCID: 0000-0001-8474-9470, Prat, Andrea and Verardo, Michela (2010) Institutional trade persistence and long-term equity returns. Financial Markets Group Discussion Papers (661). Financial Markets Group, The London School of Economics and Political Science, London, UK.

De Grauwe, Paul and Ji, Yuemei (2020) Toward a sustainable eurozone. In: Economic Globalization and Governance: Essays in Honor of Jorge Braga de Macedo. Springer International (Firm), pp. 121-138. ISBN 9783030532642

De Haas, Ralph and Popov, Alexander (2018) Financial development and industrial pollution. European Banking Center Discussion Paper Series (2018-001). SSRN, Tilburg, The Netherlands.

DeFusco, Anthony A., Tang, Huan and Yannelis, Constantine (2022) Measuring the welfare cost of asymmetric information in consumer credit markets. Journal of Financial Economics, 146 (3). 821 - 840. ISSN 0304-405X

Demekas, Dimitri G. (2019) Building an effective financial stability policy framework: lessons from the post-crisis decade. . London School of Economics and Political Science, London, UK.

Demirovic, Amer, Kabiri, Ali, Tuckett, David and Nyman, Rickard (2020) A common risk factor and the correlation between equity and corporate bond returns. Journal of Asset Management, 21 (2). pp. 119-134. ISSN 1470-8272

Di Mauro, Filippo, Hassan, Fadi and Ottaviano, Gianmarco I. P. (2018) Financial markets and the allocation of capital: the role of productivity. CEP Discussion Papers (CEPDP1555). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Dikau, Simon and Volz, Ulrich (2021) Out of the window? Green monetary policy in China: window guidance and the promotion of sustainable lending and investment. Grantham Research Institute on Climate Change and the Environment Working Paper (360). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science, London, UK.

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

Dow, James and Rahi, Rohit ORCID: 0000-0001-6887-9160 (1998) Should speculators be taxed? Financial Markets Group Discussion Papers (291). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Duffie, Darrell and Rahi, Rohit ORCID: 0000-0001-6887-9160 (1995) Financial market innovation and security design: an introduction. Journal of Economic Theory, 65 (1). pp. 1-42. ISSN 1095-7235

E

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. Financial Markets Group Discussion Papers (471). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Elsayed, Ahmed H. and Sousa, Ricardo M. (2022) International monetary policy and cryptocurrency markets: dynamic and spillover effects. European Journal of Finance. ISSN 1351-847X

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 (Firm), 47 - 63. ISBN 9780750669429

Eppinger, Peter S. and Neugebauer, Katja (2017) External financial dependence and firms' crisis performance across Europe. Systemic Risk Centre Discussion Papers (65). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Eppinger, Peter S. and Neugebauer, Katja (2022) External financial dependence and firms' crisis performance across Europe. Empirical Economics, 62 (2). 887 - 904. ISSN 0377-7332

Ergun, Lerby M. (2016) Disaster and fortune risk in asset returns. Systemic Risk Centre Discussion Papers (59). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Ericsson, Jan and Renault, Olivier (2000) Liquidity and credit risk. Financial Markets Group Discussion Papers (362). Financial Markets Group, The London School of Economics and Political Science, London, UK.

F

Farboodi, Maryam and Kondor, Peter (2021) Cleansing by tight credit: rational cycles and endogenous lending standards. Financial Markets Group Discussion Papers (843). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Farboodi, Maryam and Kondor, Peter (2023) Cleansing by tight credit: rational cycles and endogenous lending standards. Journal of Financial Economics, 150 (1). 46 - 67. ISSN 0304-405X

Farmer, J. Doyne, Goodhart, C. A. E. and Kleinnijenhuis, Alissa M. (2020) Systemic implications of the bail-in design: a precis of our main text. SUERF Policy Notes (257). SUERF The European Money and Finance Forum, Vienna, AT.

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

Foldes, Lucien (1990) Certainty equivalence in the continuous-time portfolio-cum-saving model. Financial Markets Group Discussion Papers (95). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Freixas, Xavier (1999) Optimal bail out policy, conditionality and creative ambiguity. Financial Markets Group Discussion Papers (327). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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

G

Gao, Pengjie, Hu, Allen, Kelly, Peter, Peng, Cameron and Zhu, Ning (2020) Exploited by complexity. Financial Markets Group Discussion Papers (816). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Garidel, Thomas (1997) Pareto-improving asymmetric information in a dynamic insurance market. Financial Markets Group Discussion Papers (266). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Goodhart, C. A. E., Romanidis, Nikolas, Tsomocos, Dimitri and Shubik, Martin (2017) Macro-modelling, default and money. Financial Markets Group Discussion Papers (755). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Goodhart, Charles, Romanidis, Nikolaos, Tsomocos, Dimitrios P. and Shubik, Martin (2019) Macro-modelling, default and money. In: Mayes, David G., Siklos, Pierre L. and Sturm, Jan-Egbert, (eds.) The Oxford Handbook of the Economics of Central Banking. Oxford Handbooks. Oxford University Press, Oxford, UK. ISBN 9780190626198

Goodhart, Charles, Sunirand, Pojanart and Tsomocos, Dimitrios P. (2004) A model to analyse financial fragility. Financial Markets Group Discussion Papers (492). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Goodhart, Charles, Tsomocos, Dimitri and Vardoulakis, Alexandros (2010) Modelling a housing and mortgage crisis. Financial Markets Group Discussion Papers (649). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gromb, Denis and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2010) Limits of arbitrage: the state of the theory. Financial Markets Group Discussion Papers (650). Financial Markets Group, 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

Heinzel, Mirko ORCID: 0000-0001-8801-8237 and Reinsberg, Bernhard (2024) Trust funds and the sub-national effectiveness of development aid: evidence from the World Bank. World Development, 179. ISSN 0305-750X

Hilscher, Jens, Raviv, Alon and Reis, Ricardo (2022) How likely is an inflation disaster? CEPR Press Discussion Paper (17224). Centre for Economic Policy Research (Great Britain), London, UK.

Hirano, Tomohiro and Toda, Alexis Akira (2024) Bubble economics. Journal of Mathematical Economics, 111. ISSN 0304-4068

Hong, Harrison and Rady, Sven (2000) Strategic trading and learning about liquidity. Financial Markets Group Discussion Papers (356). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Hoopes, Jeffrey L., Langetieg, Patrick, Nagel, Stefan, Reck, Daniel ORCID: 0000-0002-5732-4706, Slemrod, Joel and Stuart, Bryan A. (2022) Who sells during a crash? Evidence from tax return data on daily sales of stock. Economic Journal, 132 (641). 299 - 325. ISSN 0013-0133

Huang, Shiyang, Liu, Xin, Lou, Dong ORCID: 0000-0002-5623-4338 and Polk, Christopher (2023) The booms and busts of beta arbitrage. Management Science. ISSN 0025-1909

Hüser, Anne-Caroline, Lepore, Caterina and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227 (2024) How does the repo market behave under stress? Evidence from the COVID-19 crisis. Journal of Financial Stability, 70. ISSN 1572-3089

I

Iacoviello, Matteo and Ortalo-Magné, François (2002) Hedging housing risk in London. Discussion paper (415). Financial Markets Group, The London School of Economics and Political Science, London, UK. (Submitted)

Ilzetzki, Ethan, Reinhart, Carmen M. and Rogoff, Kenneth S. (2020) Will the secular decline in exchange rate and inflation volatility survive COVID-19? Brookings Papers on Economic Activity, 2020 (Specialedition). pp. 279-332. ISSN 0007-2303

Inderst, Roman and Müller, Holger M. (2002) Venture capital contracts and market structure. Financial Markets Group Discussion Papers (411). Financial Markets Group, The London School of Economics and Political Science, London, UK.

J

Jana, Rabin K., Ghosh, Indranil, Jawadi, Fredj, Uddin, Gazi Salah and Sousa, Ricardo M. (2022) COVID-19 news and the US equity market interactions: an inspection through econometric and machine learning lens. Annals of Operations Research. ISSN 0254-5330

Jiang, Hao, Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Zheng, Lu (2020) Tracking biased weights: asset pricing implications of value-weighted indexing. Financial Markets Group Discussion Papers (823). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Jurczenko, Emmanuel, Maillet, Bertrand and Negrea, Bogdan (2002) Revisited multi-moment approximate option pricing models: a general comparison (Part 1). Financial Markets Group Discussion Papers (430). Financial Markets Group, The 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. Financial Markets Group Discussion Papers (419). Financial Markets Group, The London School of Economics and Political Science, London, UK.

K

Kaminska, Iryna, Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Zinna, Gabriele (2011) Preferred-habitat investors and the US term structure of real rates. Financial Markets Group Discussion Papers (674). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 (2012) Market viability via absence of arbitrage of the first kind. Finance and Stochastics, 16 (4). pp. 651-667. ISSN 0949-2984

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 (2010) Numéraire-invariant preferences in financial modeling. Annals of Applied Probability, 20 (5). pp. 1697-1728. ISSN 1050-5164

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 (2013) On the closure in the Emery topology of semimartingale wealth-process sets. Annals of Applied Probability, 23 (4). pp. 1355-1376. ISSN 1050-5164

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Robertson, Scott (2012) Robust maximization of asymptotic growth. Annals of Applied Probability, 22 (4). pp. 1576-1610. ISSN 1050-5164

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 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

Kirtac, Kemal and Germano, Guido (2024) Sentiment trading with large language models. Finance Research Letters, 62 (Part B). ISSN 1544-6123

Koenraadt, Jeroen ORCID: 0000-0001-9908-2250 and Leung, Edith (2022) Investor reactions to crypto token regulation. European Accounting Review. pp. 1-31. ISSN 0963-8180

Kondor, Peter and Koszegi, Botond (2017) Financial choice and financial information. Financial Markets Group Discussion Papers (775). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Kondor, Peter and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2014) Liquidity risk and the dynamics of arbitrage capital. Financial Markets Group Discussion Papers (730). London School of Economics and Political Science, London, UK.

Kondor, Peter and Zawadowski, Adam (2019) Learning in crowded markets. Journal of Economic Theory, 184. ISSN 0022-0531

Kondor, Peter and Zawadowski, Adam (2016) Learning in crowded markets. Financial Markets Group Discussion Papers (774). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Koster, Hans R. A. and Pinchbeck, Edward W. (2018) How do households value the future? Evidence from property taxes. CEP Discussion Papers (CEPDP1571). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Koundouri, Phoebe, Kourogenis, Nikolaos, Pittis, Nikitas and Samartzis, Panagiotis (2016) Factor models of stock returns: GARCH errors versus time-varying betas. Journal of Forecasting, 35 (5). pp. 445-461. ISSN 0277-6693

Kurunmäki, Liisa, Mennicken, Andrea ORCID: 0000-0002-5658-7678 and Miller, Peter (2023) Economising failure and assembling a failure regime. In: Mica, Adriana, Pawlak, Mikolaj, Horolets, Anna and Kubicki, Pawel, (eds.) Routledge International Handbook of Failure. Routledge International Handbooks. Routledge, Abingdon, UK, 160 - 176. ISBN 9780367404048

L

Lee, Kenneth ORCID: 0000-0002-5288-2848, Aleksanyan, Mark, Harris, Elaine and Manochin, Melina (2023) Throwing in the towel: what happens when analysts' recommendations go wrong? Contemporary Accounting Research, 40 (3). pp. 1576-1604. ISSN 0823-9150

Lee, Neil ORCID: 0000-0002-4138-7163 and Luca, Davide (2019) The big-city bias in access to finance: evidence from firm perceptions in almost 100 countries. Journal of Economic Geography, 19 (1). 199 - 224. ISSN 1468-2702

Leon, Angel and Sentana, Enrique (1997) Pricing options on assets with predictable white noise returns. Financial Markets Group Discussion Papers (267). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Liu, Hongqi, Peng, Cameron, Xiong, Wei A. and Xiong, Wei (2020) Resolving the excessive trading puzzle: an integrated approach based on surveys and transactions. Financial Markets Group Discussion Papers (815). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Lleo, Sebastien and Ziemba, Bill (2014) Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world. Systemic Risk Centre Discussion Papers (21). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Lleo, Sebastien and Ziemba, William (2017) A tale of two indexes: predicting equity market downturns in China. Systemic Risk Centre Discussion Papers (72). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Lleo, Sebastien and Ziemba, William (2018) A tale of two indexes: predicting equity market downturns in China. Systemic Risk Centre Discussion Papers (82). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Lleo, Sebastien and Ziemba, William T. (2014) Does the bond-stock earning yield differential model predict equity market corrections better than high P/E models? Systemic Risk Centre Discussion Papers (18). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Lou, Dong ORCID: 0000-0002-5623-4338 (2009) A flow-based explanation for return predictability. Financial Markets Group Discussion Papers (643). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Love, Ryan and Payne, Richard (2003) Macroeconomic news, order flows and exchange rates. Financial Markets Group Discussion Papers (475). Financial Markets Group, The London School of Economics and Political Science, London, UK.

M

MacLean, Leonard C., Zhao, Yonggan and Ziemba, William T. (2014) Optimal capital growth with convex shortfall penalties. Systemic Risk Centre Discussion Papers (15). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

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. Financial Markets Group Discussion Papers (417). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Makarov, Igor and Schoar, Antoinette (2018) Trading and Arbitrage in Cryptocurrency Markets. Financial Markets Group Discussion Papers (782). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Martin, I. W. R. (2013) Consumption-based asset pricing with higher cumulants. Review of Economic Studies, 80 (2). pp. 745-773. ISSN 0034-6527

Martin, Ian (2016) What is the expected return on the market? Financial Markets Group Discussion Papers (750). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Miller, Hugh, Dikau, Simon, Svartzman, Romain and Dees, Stéphane (2023) The stumbling block in ‘the race of our lives’: transition-critical materials, financial risks and the NGFS climate scenarios. Grantham Research Institute on Climate Change and the Environment Working Papers (393). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science, London, UK.

Miller, Hugh, Dikau, Simon, Svartzman, Romain and Dees, Stéphane (2023) The stumbling block in ‘the race of our lives’: transition-critical materials, financial risks and the NGFS climate scenarios. CCCEP Working Paper (417). Centre for Climate Change Economics and Policy, London, UK.

Moloney, Niamh (2024) Access to the UK financial market after the UK withdrawal from the EU: disruption, design, and diffusion. European Business Organization Law Review, 25 (1). 25 - 47. ISSN 1566-7529

Muermann, Alexander (2002) Pricing catastrophe insurance derivatives. Financial Markets Group Discussion Papers (400). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Muermann, Alexander and Shore, Stephen H. (2005) Spot market power and future market trading. Financial Markets Group Discussion Papers (531). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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This list was generated on Thu May 23 23:40:23 2024 BST.