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Group by: Creators | Item Type
Number of items at this level: 44.

Article

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

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

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

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

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

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

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 (2014) Optimality versus practicality in market design: a comparison of two double auctions. Games and Economic Behavior , 86 . pp. 248-263. ISSN 1095-7235

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

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

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

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

Monograph

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.

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.

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.

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.

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.

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)

Neugebauer, Katja (2011) Banks in space: does distance really affect cross-border banking. IAW-Diskussionspapiere , 70. IAW, Tübingen, Germany.

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)

Satterthwaite, Mark, Williams, Steven R. and Zachariadis, Konstantinos (2011) Optimality versus practicality in market design: a comparison of two double auctions. . (Unpublished)

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.

Shiryaev, Albert N., Zhitlukhin, Mikhail N., Ziemba, Bill and Ziemba, William T. (2014) Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013. SRC Discussion Series, SRC Discussion Paper No 20. The London School of Economics and Political Science ,SRC Discussion Paper, London, UK.

Conference or Workshop Item

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.

This list was generated on Mon Nov 24 12:29:41 2014 GMT.