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Article

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

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 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

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, 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

Braithwaite, Jo ORCID: 0000-0002-6343-1989 and Murphy, David (2024) Extra-territorial regulatory action in the financial markets: does the EU third country central counterparty regime go too far? Capital Markets Law Journal. ISSN 1750-7219

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

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

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

Chernov, Mikhail, Gorbenko, Alexander S. and Makarov, Igor ORCID: 0009-0006-7557-449X (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

Cole, Shawn, Sampson, Thomas ORCID: 0009-0006-2237-5497 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

Danielsson, Jon ORCID: 0009-0006-9844-7960, 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 ORCID: 0009-0006-9844-7960, 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 ORCID: 0009-0006-9844-7960, Valenzuela, Marcela and Zer, Ilknur (2018) Learning from history: volatility and financial crises. Review of Financial Studies, 31 (7). 2774 - 2805. ISSN 0893-9454

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

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

Dittmar, Robert F. and Yuan, Kathy ORCID: 0000-0001-9895-7545 (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 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

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

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

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

Farboodi, Maryam and Kondor, Peter ORCID: 0000-0001-9797-9291 (2023) Cleansing by tight credit: rational cycles and endogenous lending standards. Journal of Financial Economics, 150 (1). 46 - 67. ISSN 0304-405X

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

Galindo, Arturo, Micco, Alejandro and Ordoñez, Guillermo (2002) Financial liberalization: does it pay to join the party? Economía, 3 (1). 231 - 252. ISSN 1529-7470

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

Hardouvelis, Gikas A., Karalas, Georgios and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2024) The distribution of investor beliefs, stock ownership and stock returns. Management Science. ISSN 0025-1909 (In Press)

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

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

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 ORCID: 0009-0008-0133-6709 (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

Ilzetzki, Ethan ORCID: 0000-0002-7573-9411, 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

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

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, 33 (2). 367 - 397. ISSN 0963-8180

Kondor, Peter ORCID: 0000-0001-9797-9291 and Zawadowski, Adam (2019) Learning in crowded markets. Journal of Economic Theory, 184. ISSN 0022-0531

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

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

Martin, I. W. R. ORCID: 0000-0001-8373-5317 (2013) Consumption-based asset pricing with higher cumulants. Review of Economic Studies, 80 (2). pp. 745-773. ISSN 0034-6527

Moloney, Niamh ORCID: 0009-0000-6035-8053 (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

Ozdenoren, Emre, Yuan, Kathy ORCID: 0000-0001-9895-7545 and Zhang, Shengxing ORCID: 0000-0002-1475-2188 (2023) Dynamic asset-backed security design. Review of Economic Studies, 90 (6). 3282 - 3314. ISSN 0034-6527

Parsons, John E. (2010) Black gold and fool's gold: speculation in the oil futures market. Economía, 10 (2). 81 - 116. ISSN 1529-7470

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2014) Walrasian foundations for equilibria in segmented markets. Mathematics and Financial Economics, 8 (3). 249 - 264. ISSN 1862-9679

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

Roy, Preeti, Ahmad, Wasim, Sadorsky, Perry and Phani, B. V. (2022) What do we know about the idiosyncratic risk of clean energy equities? Energy Economics, 112. ISSN 0140-9883

Rzayev, Khaladdin, Ibikunle, Gbenga and Steffen, Tom (2023) The market quality implications of speed in cross-platform trading: evidence from Frankfurt-London microwave. Journal of Financial Markets, 66. ISSN 1386-4181

Satterthwaite, Mark, Williams, Steven R. and Zachariadis, Konstantinos (2014) Optimality versus practicality in market design: a comparison of two double auctions. Games and Economic Behavior, 86. pp. 248-263. ISSN 0899-8256

Sattler, Thomas (2013) Do markets punish left governments? Journal of Politics, 75 (2). pp. 343-356. ISSN 0022-3816

Vidal-Tomás, David, Briola, Antonio and Aste, Tomaso (2023) FTX's downfall and Binance's consolidation: the fragility of centralised digital finance. Physica A, 625. ISSN 0378-4371

Wang, Yuanrong and Aste, Tomaso (2023) Dynamic portfolio optimization with inverse covariance clustering. Expert Systems With Applications, 213. ISSN 0957-4174

Yuan, Kathy ORCID: 0000-0001-9895-7545 (2005) The liquidity service of benchmark securities. Journal of the European Economic Association, 3 (5). pp. 1156-1180. ISSN 1542-4774

Zhang, Ning, Gong, Yujing and Xue, Xiaohan (2023) Less disagreement, better forecasts: adjusted risk measures in the energy futures market. Journal of Futures Markets, 43 (10). 1332 - 1372. ISSN 0270-7314

Book Section

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

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

De Grauwe, Paul ORCID: 0000-0001-5225-1301 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

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

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

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

Monograph

Agrawal, Ashwini ORCID: 0000-0003-0865-9144, Hacamo, Isaac and Hu, Zhongchen (2018) Employees and stock returns. . SSRN.

Agrawal, Ashwini ORCID: 0000-0003-0865-9144, 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.

Axelson, Ulf ORCID: 0000-0002-1265-2714 (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 ORCID: 0000-0002-1265-2714 and Makarov, Igor ORCID: 0009-0006-7557-449X (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.

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.

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)

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.

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. ORCID: 0000-0001-6010-028X (2014) Downside risk, capital flexibility and operating leases. .

Caselli, Francesco ORCID: 0009-0001-5191-7156 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.

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 (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.

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.

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.

Danielsson, Jon ORCID: 0009-0006-9844-7960, 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 ORCID: 0009-0006-9844-7960, 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 ORCID: 0009-0006-9844-7960 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 ORCID: 0009-0006-9844-7960, 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 ORCID: 0009-0006-9844-7960 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 ORCID: 0009-0006-9844-7960, 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 ORCID: 0009-0006-9844-7960, 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 ORCID: 0009-0006-9844-7960 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 ORCID: 0009-0002-4241-6584 (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 Haas, Ralph and Popov, Alexander (2018) Financial development and industrial pollution. European Banking Center Discussion Paper Series (2018-001). SSRN, Tilburg, The Netherlands.

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.

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.

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.

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.

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.

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.

Farboodi, Maryam and Kondor, Peter ORCID: 0000-0001-9797-9291 (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.

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.

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.

Gao, Pengjie, Hu, Allen, Kelly, Peter, Peng, Cameron ORCID: 0009-0008-1297-8686 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, 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.

Hilscher, Jens, Raviv, Alon and Reis, Ricardo ORCID: 0000-0003-4844-9483 (2022) How likely is an inflation disaster? CEPR Press Discussion Paper (17224). Centre for Economic Policy Research (Great Britain), London, UK.

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.

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)

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.

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.

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.

Kondor, Peter ORCID: 0000-0001-9797-9291 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 ORCID: 0000-0001-9797-9291 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.

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Conference or Workshop Item

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.