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Number of items at this level: 284.

A

Accominotti, Olivier, Albers, Thilo and Oosterlinck, Kim (2023) Selective default expectations. Review of Financial Studies. ISSN 0893-9454

Adam, K. and Marcet, Albert (2011) Internal rationality, imperfect market knowledge and asset prices. Journal of Economic Theory, 146 (3). 1224 - 1252. ISSN 1095-7235

Adam, Klaus and Marcet, Albert (2011) Booms and busts in asset prices. CEP Discussion Papers (CEPDP1059). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Adam, Klaus and Marcet, Albert (2011) Internal rationality, imperfect market knowledge and asset prices. CEP Discussion Papers (CEPDP1068). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Adam, Klaus, Marcet, Albert and Nicolini, Juan Pablo (2011) Stock market volatility and learning. CEP Discussion Papers (CEPDP1077). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Aghion, Philippe ORCID: 0000-0002-9019-1677, Bloom, Nick, Lucking, Brian, Sadun, Raffaella and Van Reenen, John ORCID: 0000-0001-9153-2907 (2021) Turbulence, firm decentralization and growth in bad times. American Economic Journal: Applied Economics, 13 (1). 133 - 169. ISSN 1945-7782

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

Agrawal, Ashwini, Hacamo, Isaac and Hu, Zhongchen (2021) Information dispersion across employees and stock returns. Review of Financial Studies, 34 (10). 4785 – 4831. ISSN 0893-9454

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.

Ahmad, Wasim, Kutan, Ali M. and Gupta, Smarth (2021) Black swan events and COVID-19 outbreak: sector level evidence from the US, UK, and European stock markets. International Review of Economics and Finance, 75. 546 - 557. ISSN 1059-0560

Altissimo, Filippo and Mele, Antonio (2004) Simulated nonparametric estimation of continuous time models of asset prices and returns. Discussion paper (476). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Altissimo, Filippo and Mele, Antonio (2005) Simulated nonparametric estimation of dynamic models with applications to finance. Financial Markets Group Discussion Papers (539). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Amiraslani, Hami, Lins, Karl V., Servaes, Henri and Tamayo, Ane ORCID: 0000-0001-7154-0221 (2022) Trust, social capital, and the bond market benefits of ESG performance. Review of Accounting Studies. ISSN 1380-6653

Anthropelos, Michail and Kardaras, Constantinos ORCID: 0000-0001-6903-4506 (2017) Equilibrium in risk-sharing games. Finance and Stochastics, 21 (3). pp. 815-865. ISSN 0949-2984

Anton, Miguel and Polk, Christopher (2010) Connected stocks. Financial Markets Group Discussion Papers (651). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Aretz, Kevin, Bartram, Söhnke M. and Pope, Peter (2010) Macroeconomic risks and characteristic-based factor models. Journal of Banking and Finance, 34 (6). pp. 1383-1399. ISSN 0378-4266

Aretz, Kevin and Pope, Peter (2013) Common factors in default risk across countries and industries. European Financial Management, 19 (1). pp. 108-152. ISSN 1354-7798

B

Backus, David, Chernov, Mikhail and Zin, Stanley (2014) Sources of entropy in dynamic representative agent models. Journal of Finance, 69 (1). pp. 51-99. ISSN 0022-1082

Barinov, Alexander and Chabakauri, Georgy (2023) Idiosyncratic volatility, growth options, and the cross-section of returns. Review of Asset Pricing Studies, 13 (4). 653 – 690. ISSN 2045-9920

Basak, Suleyman, Chabakauri, Georgy and Yavuz, M. (2018) Investor protection and asset prices. Financial Markets Group Discussion Papers (779). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Basak, Suleyman, Chabakauri, Georgy and Yavuz, M. Deniz (2019) Investor protection and asset prices. Review of Financial Studies, 32 (12). 4905 - 4946. ISSN 0893-9454

Bazdrech, Santiago, Belo, Frederico and Lin, Xiaoji (2009) Labor hiring, investment and stock return predictability in the cross section. Financial Markets Group Discussion Papers (628). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Beaver, William H, Cascino, Stefano ORCID: 0000-0002-6703-741X, Correia, Maria and McNichols, Maureen F. (2019) Group affiliation and default prediction. Management Science, 65 (8). pp. 3559-3584. ISSN 0025-1909

Belo, Frederico and Lin, Xiaoji (2012) The inventory growth spread. Review of Financial Studies, 25 (1). pp. 278-313. ISSN 0893-9454

Benhamou, Eric (2000) Pricing convexity adjustment with Wiener chaos. Financial Markets Group Discussion Papers (351). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Benhamou, Eric (2000) A generalisation of Malliavin weighted scheme for fast computation of the Greeks. Financial Markets Group Discussion Papers (350). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Biais, Bruno, Rochet, Jean-Charles and Woolley, Paul (2009) Rents, learning and risk in the financial sector and other innovative industries. Financial Markets Group Discussion Papers (632). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bian, Jiangze, Da, Zhi, He, Zhiguo, Lou, Dong ORCID: 0000-0002-5623-4338, Shue, Kelly and Zhou, Hao (2021) Margin trading and leverage management. Financial Markets Group Discussion Papers (839). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bienz, Carsten, Faure-Grimaud, Antoine and Fluck, Zsuzsanna (2011) Defeasance of control rights. Financial Markets Group Discussion Papers (679). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bikbov, Ruslan and Chernov, Mikhail (2013) Monetary policy regimes and the term structure of interest rates. Journal of Econometrics, 174 (1). pp. 27-43. ISSN 0304-4076

Bikbov, Ruslan and Chernov, Mikhail (2011) Yield curve and volatility: lessons from Eurodollar futures and options. Journal of Financial Econometrics, 9 (1). pp. 66-105. ISSN 1479-8409

Blasberg, Alexander, Kiesel, Rüdiger and Taschini, Luca ORCID: 0000-0001-5355-1736 (2023) Carbon default swap – disentangling the exposure to carbon risk through CDS. CCCEP Working Paper (416). Centre for Climate Change Economics and Policy, London, UK.

Blasberg, Alexander, Kiesel, Rüdiger and Taschini, Luca ORCID: 0000-0001-5355-1736 (2023) Carbon default swap – disentangling the exposure to carbon risk through CDS. Grantham Research Institute on Climate Change and the Environment Working Papers (391). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science, London, UK.

Bloomfield, Matthew J., Heinle, Mirko and Timmermans, Oscar ORCID: 0000-0003-2220-0057 (2024) Relative performance evaluation and strategic peer-harming disclosures. Journal of Accounting Research. ISSN 0021-8456 (In Press)

Bracke, Philippe, Pinchbeck, Ted and Wyatt, James (2014) The time value of housing: historical evidence from London residential leases. SERC discussion papers (SERCDP0168). Spatial Economics Research Centre, London, UK.

Bretscher, Lorenzo, Julliard, Christian and Rosa, Carlo (2015) Human capital and international portfolio diversification: a reappraisal. Systemic Risk Centre Discussion Papers (48). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Bretscher, Lorenzo, Julliard, Christian and Rosa, Carlo (2015) Human capital and international portfolio diversification: a reappraisal. Systemic Risk Centre Discussion Papers (48). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Bruche, Max and Segura, Anatoli (2013) Debt maturity and the liquidity of secondary debt markets. Financial Markets Group Discussion Papers (726). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Brunnermeier, Markus (1998) Buy on rumours - sell on news: a manipulative trading strategy. Financial Markets Group Discussion Papers (309). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Brunnermeier, Markus K. and Julliard, Christian (2008) Money illusion and housing frenzies. Review of Financial Studies, 21 (1). pp. 135-180. ISSN 0893-9454

Brunnermeier, Markus K. and Julliard, Christian (2006) Money illusion and housing frenzies. Financial Markets Group Discussion Papers (579). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Brunnermeier, Markus K. and Julliard, Christian (2006) Money illusion and housing frenzies. . National Bureau of Economic Research, Cambridge, MA., USA.

Brunnermeier, Markus K. and Julliard, Christian (2007) Money illusion and housing frenzies. . Centre for Economic Policy Research, London School of Economics and Political Science, London, UK.

Brunnermeier, Markus K. and Parker, Jonathan A. (2002) Optimal expectations. Financial Markets Group Discussion Papers (434). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bryzgalova, Svetlana, Huang, Jiantao and Julliard, Christian (2020) Bayesian solutions for the factor zoo: we just ran two quadrillion models. Systemic Risk Centre Discussion Papers (93). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Bryzgalova, Svetlana and Julliard, Christian (2020) Consumption in asset returns. Systemic Risk Centre Discussion Papers (92). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Buffa, Andrea, Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Woolley, Paul (2014) Asset management contracts and equilibrium prices. Financial Markets Group Discussion Papers (736). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Buiter, Willem H. (2008) Central banks and financial crises. Financial Markets Group Discussion Papers (619). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Buraschi, Andrea, Trojani, Fabio and Vedolin, Andrea (2011) Economic uncertainty, disagreement, and credit markets. .

Buraschi, Andrea, Trojani, Fabio and Vedolin, Andrea (2011) When uncertainty blows in the orchard: comovement and equilibrium volatility risk premia. EFA 2009 Bergen meetings paper. SSRN.

Bustamante, Maria Cecilia (2015) Strategic investment and industry risk dynamics. Review of Financial Studies, 28 (2). 297 - 341. ISSN 0893-9454

Bustamante, Maria Cecilia (2011) Strategic investment, industry concentration and the cross section of returns. Financial Markets Group Discussion Papers (681). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bustamante, Maria Cecilia and Donangelo, Andres (2014) Product market competition and industry returns. . Social Science Research Network (SSRN), London, UK.

Bustamante, Maria Cecilia and Donangelo, Andrés (2014) Product market competition and industry returns. Financial Markets Group Discussion Papers (728). Financial Markets Group, The London School of Economics and Political Science, London, UK.

C

Cambell, John Y. and Nosbusch, Yves (2007) Intergenerational risksharing and equilibrium asset prices. Journal of Monetary Economics, 54 (8). pp. 2251-2268. ISSN 0304-3932

Campbell, John Y., Giglio, Stefano and Polk, Christopher (2013) Hard times. Review of Asset Pricing Studies, 3 (1). pp. 95-132. ISSN 2045-9920

Campbell, John Y., Giglio, Stefano and Polk, Christopher (2011) Hard times. AFA 2012 Chicago Meetings Paper. SSRN.

Campbell, John Y., Giglio, Stefano and Polk, Christopher (2012) An intertemporal CAPM with stochastic volatility. . National Bureau of Economic Research.

Campbell, John Y. and Nosbusch, Yves (2007) Intergenerational risksharing and equilibrium asset prices. Financial Markets Group Discussion Papers (589). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Carrasco, M., Chernov, Mikhail, Florens, Jean-Pierre and Ghysels, E. (2007) Efficient estimation of general dynamic models with a continuum of moment conditions. Journal of Econometrics, 140 (2). pp. 529-573. ISSN 0304-4076

Cascino, Stefano ORCID: 0000-0002-6703-741X (2017) Stock-bond return co-movement and accounting information. Journal of Business Finance and Accounting, 44 (7-8). 1036 - 1072. ISSN 0306-686X

Cañon, Carlos, Gerba, Eddie, Pambira, Alberto and Stoja, Evarist (2023) An unconventional FX tail risk story. .

Cella, Cristina, Ellul, Andrew and Giannetti, Mariassunta (2013) Investors' horizons and the amplification of market shocks. Financial Markets Group Discussion Papers (717). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chabakauri, Georgy (2010) Asset pricing with heterogeneous investors and portfolio constraints. Working paper series. London School of Economics and Political Science, London, UK.

Chabakauri, Georgy (2012) Asset pricing with heterogeneous investors and portfolio constraints. Financial Markets Group Discussion Papers (707). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chabakauri, Georgy (2015) Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints. Journal of Monetary Economics, 75. pp. 21-34. ISSN 0304-3932

Chabakauri, Georgy (2015) Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. Working papers. Social Science Research Network (SSRN), Rochester, USA.

Chabakauri, Georgy (2015) Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. Systemic Risk Centre Discussion Papers (35). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Chabakauri, Georgy (2015) Dynamic equilibrium with rare events and heterogeneous epstein-zin investors. Systemic Risk Centre Discussion Papers (35). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Chabakauri, Georgy (2013) Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints. Review of Financial Studies, 26 (12). pp. 3104-3141. ISSN 0893-9454

Chabakauri, Georgy and Han, Brandon (2017) Collateral constraints and asset prices. Financial Markets Group Discussion Papers (776). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chabakauri, Georgy and Rytchkov, Oleg (2014) Asset pricing with index investing. Working papers. Social Science Research Network (SSRN), Rochester, USA.

Chabakauri, Georgy and Rytchkov, Oleg (2021) Asset pricing with index investing. Journal of Financial Economics, 141 (1). 195 - 216. ISSN 0304-405X

Chabakauri, Georgy and Rytchkov, Oleg (2020) Asset pricing with index investing. Financial Markets Group Discussion Papers (806). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chabakauri, Georgy, Yuan, Kathy and Zachariadis, Konstantinos (2014) Multi-asset noisy rational expectations equilibrium with contingent claims. Working papers. Social Science Research Network (SSRN), Rochester, USA.

Chabakauri, Georgy, Yuan, Kathy and Zachariadis, Konstantinos (2021) Multi-asset noisy rational expectations equilibrium with contingent claims. Financial Markets Group Discussion Papers (745). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chabakauri, Georgy, Yuan, Kathy and Zachariadis, Konstantinos E. (2022) Multi-asset noisy rational expectations equilibrium with contingent claims. Review of Economic Studies, 89 (5). 2445 - 2490. ISSN 0034-6527

Chabakauri, Georgy and Yueyang Han, Brandon (2020) Collateral constraints and asset prices. Journal of Financial Economics, 138 (3). 754 - 776. ISSN 0304-405X

Chaigneau, Pierre and Eeckhoudt, Louis (2016) Downside risk neutral probabilities. Financial Markets Group Discussion Papers (756). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chang, Jeffery (Jinfan), Du, Huancheng, Lou, Dong ORCID: 0000-0002-5623-4338 and Polk, Christopher (2022) Ripples into waves: trade networks, economic activity, and asset prices. Journal of Financial Economics, 145 (1). 217 - 238. ISSN 0304-405X

Chen, Xiaohong, Favilukis, Jack and Ludvigson, Sydney C. (2007) An estimation of economic models with recursive preferences. Financial Markets Group Discussion Papers (603). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chen, Xiaohong, Favilukis, Jack and Ludvigson, Sydney C. (2013) An estimation of economic models with recursive preferences. Quantitative Economics, 4 (1). pp. 39-83. ISSN 1759-7323

Chernov, Mikhail (2003) Empirical reverse engineering of the pricing kernel. Journal of Econometrics, 116 (1-2). pp. 329-364. ISSN 0304-4076

Cho, Thummim (2020) Turning alphas into betas: arbitrage and endogenous risk. Journal of Financial Economics, 137 (2). 550 - 570. ISSN 0304-405X

Cho, Thummim (2018) Turning alphas into betas: arbitrage and the cross-section of risk. Financial Markets Group Discussion Papers (780). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Cho, Thummim, Kremens, Lukas, Lee, Dongryeol and Polk, Christopher (2024) Scale or yield? A present-value identity. Review of Financial Studies, 37 (3). 950 – 988. ISSN 0893-9454

Cho, Thummim and Polk, Christopher (2023) Putting the price in asset pricing. Journal of Finance. ISSN 0022-1082 (In Press)

Choi, Darwin, Lou, Dong ORCID: 0000-0002-5623-4338 and Mukherjee, Abhiroop (2018) The effect of superstar firms on college major choice. Financial Markets Group Discussion Papers (772). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Choi, Hoyong, Mueller, Philippe and Vedolin, Andrea (2016) Bond variance risk premiums. . Social Science Research Network (SSRN).

Connor, Gregory, Hagmann, Matthias and Linton, Oliver (2007) Efficient estimation of a semiparametric characteristic-based factor model of security returns. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Connor, Gregory, Hagmann, Matthias and Linton, Oliver (2007) Efficient estimation of a semiparametric characteristic-based factor model of security returns. Financial Markets Group Discussion Papers (599). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Connor, Gregory and Linton, Oliver (2006) Semiparametric estimation of a characteristic-based factor model of common stock returns. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Constantinides, George M. and Ghosh, Anisha (2008) Asset pricing tests with long run risks in consumption growth. Financial Markets Group Discussion Papers (609). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Correia, Maria, Kang, Johnny and Richardson, Scott (2018) Asset volatility. Review of Accounting Studies, 23 (1). pp. 37-94. ISSN 1380-6653

Cui, Wei and Kaas, Leo (2017) Default cycles. CFM discussion paper series (CFM-DP2017-16). Centre For Macroeconomics, London, UK.

Cvijanovic, Dragana, Favilukis, Jack and Polk, Christopher (2010) New in town: demographics, immigration, and the price of real estate. . Department of Finance, 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. 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 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2006) Equilibrium asset pricing with systemic risk. Financial Markets Group Discussion Papers (561). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Danielsson, Jon and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2008) Equilibrium asset pricing with systemic risk. Economic Theory, 35 (2). pp. 293-319. ISSN 1432-0479

Danilova, Albina and Julliard, Christian (2015) Information asymmetries, volatility, liquidity and the Tobin Tax. Financial Markets Group Discussion Papers (748). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Danilova, Albina and Julliard, Christian (2014) Information asymmetries, volatility, liquidity, and the Tobin Tax. Systemic Risk Centre Discussion Papers (24). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Dasgupta, Amil ORCID: 0000-0001-8474-9470, Prat, Andrea and Verardo, Michela (2010) The price impact of institutional herding. Financial Markets Group Discussion Papers (652). Financial Markets Group, The London School of Economics and Political Science, London, UK.

De Paoli, Bianca and Zabczyk, Pawel (2012) Cyclical risk aversion, precautionary saving and Monetary Policy. CEP Discussion Papers (CEPDP1132). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

De Paoli, Bianca and Zabczyk, Pawel (2012) Policy design in a model with swings in risk appetite. CEP Discussion Papers (CEPDP1170). London School of Economics and Political Science. Centre for Economic Performance, 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

Dutta, Sunil and Nezlobin, Alexander (2017) Information disclosure, firm growth, and the cost of capital. Journal of Financial Economics, 123 (2). 415 - 431. ISSN 0304-405X

E

Ellison, Martin and Tischbirek, Andreas (2018) Beauty contests and the term structure. CFM Discussion Paper Series (CFMDP2018-07). Centre For Macroeconomics, London School of Economics and Political Science, London, UK.

Ellul, Andrew (2001) The dealers ride again: volatility and order flow dynamics in a hybrid market. Financial Markets Group Discussion Papers (368). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Ellul, Andrew, Jotikasthira, Chotibhak, Lundblad, Christian and Wang, Yihui (2012) Is historical cost accounting a panacea? Market stress, incentive distortions, and gains trading. Financial Markets Group Discussion Papers (701). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Ellul, Andrew, Jotikasthira, Chotibhak, Lundblad, Christian T. and Wang, Yihui (2013) Mark-to-market accounting and systemic risk: evidence from the insurance industry. Systemic Risk Centre Discussion Papers (4). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Ergun, Lerby and Uthemann, Andreas (2020) Higher-order uncertainty in financial markets: evidence from a consensus pricing service. Systemic Risk Centre Discussion Papers (98). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Espinoza, Raphael A., Goodhart, Charles and Tsomocos, Dimitrios P. (2007) Endogenous state prices, liquidity, default, and the yield curve. Financial Markets Group Discussion Papers (583). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Eyster, Erik and Piccione, Michele (2013) An approach to asset-pricing under incomplete and diverse perceptions. Econometrica, 81 (4). pp. 1483-1506. ISSN 0012-9682

Eyster, Erik, Rabin, Matthew and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2017) Financial markets where traders neglect the informational content of prices. Financial Markets Group Discussion Papers (770). Financial Markets Group, The London School of Economics and Political Science, London, UK.

F

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.

Favilukis, Jack (2007) Inequality, stock market participation, and the equity premium. Financial Markets Group Discussion Papers (602). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Favilukis, Jack (2013) Inequality, stock market participation, and the equity premium. Journal of Financial Economics, 107 (3). pp. 740-759. ISSN 0304-405X

Favilukis, Jack (2011) International capital flows and house prices: theory and evidence. In: Glaeser, Edward and Sinai, Todd, (eds.) Housing and the Financial Crisis. National Bureau of Economic Research, Massachusetts, USA. ISBN 9780226030586

Favilukis, Jack and Lin, Xiaoji (2011) Micro frictions, asset pricing, and aggregate implications. . Social Science Research Network (SSRN).

Favilukis, Jack and Lin, Xiaoji (2011) Micro frictions, asset pricing, and aggregate implications. Financial Markets Group Discussion Papers (673). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Favilukis, Jack and Lin, Xiaoji (2012) Wage rigidity: a solution to several asset pricing puzzles. .

Favilukis, Jack, Ludvigson, Sydney C. and Van Nieuwerburgh, Stijn (2012) Foreign ownership of U.S. safe assets: good or bad? Finance working papers (FIN-11-057). Leonard N. Stern School of Business, New York University, New York, USA.

Favilukis, Jack, Ludvigson, Sydney C. and Van Nieuwerburgh, Stijn (2012) The macroeconomic effects of housing wealth, housing finance, and limited risk-sharing in general equilibrium. Finance working papers (FIN-11-054). Leonard N. Stern School of Business, New York University, New York, USA.

Fouirnaies, Alexander B. and Hall, Andrew B. (2014) The financial incumbency advantage: causes and consequences. Journal of Politics, 76 (3). pp. 711-724. ISSN 0022-3816

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

Gale, Douglas and Yorulmazer, Tanju (2011) Liquidity hoarding. Financial Markets Group Discussion Papers (682). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gao, Pengjie and Lou, Dong ORCID: 0000-0002-5623-4338 (2011) Cross-market timing in security issuance. AFA 2012 Chicago Meetings Paper. SSRN.

Gao, Pengjie and Lou, Dong ORCID: 0000-0002-5623-4338 (2013) Cross-market timing in security issuance. Financial Markets Group Discussion Papers (718). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Ghosh, Anisha, Julliard, Christian and Taylor, Alex (2011) What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models. Financial Markets Group Discussion Papers (691). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Ghosh, Anisha, Julliard, Christian and Taylor, Alex (2016) An information based one-factor asset pricing model. Financial Markets Group Discussion Papers (749). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Ghosh, Anisha and Linton, Oliver (2007) Consistent estimation of the risk-return tradeoff in the presence of measurement error. Financial Markets Group Discussion Papers (605). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gomes, Francisco and Michaelides, Alexander (2008) Asset pricing with limited risk sharing and heterogeneous agents. Review of Financial Studies, 21 (1). pp. 415-448. ISSN 0893-9454

Gomes, Francisco and Michaelides, Alexander (2007) Asset pricing with limited risk sharing and heterogeneous agents. . Centre for Economic Policy Research (Great Britain), London, UK.

Gomes, Francisco and Michaelides, Alexander (2005) Asset pricing with limited risk sharing and heterogeneous agents. In: 15th Utah Winter Finance Conference, 2005-02-10 - 2005-02-12, Utah, United States. (Submitted)

Gorman, Larry R. and Jorgensen, Bjorn N. (2002) Domestic versus international portfolio selection: a statistical examination of the home bias. Multinational Finance Journal, 6 (3-4). pp. 131-166. ISSN 1069-1879

Gospodinov, Nikolay and Otsu, Taisuke (2012) Local GMM estimation of time series models with conditional moment restrictions. Journal of Econometrics, 170 (2). pp. 476-490. ISSN 0304-4076

Gostlow, Glen (2020) The materiality and measurement of physical climate risk: evidence from Form 8-K. Geography and Environment Discussion Paper Series (15). Department of Geography and Environment, LSE, London, UK.

Greenwood, Robin and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2008) Bond supply and excess bond returns. Financial Markets Group Discussion Papers (607). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Greenwood, Robin and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2014) Bond supply and excess bond returns. Review of Financial Studies, 27 (3). 663 - 713. ISSN 0893-9454

Gromb, Denis and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2017) The dynamics of financially constrained arbitrage. Financial Markets Group Discussion Papers (771). 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.

Gromb, Denis and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2010) A model of financial market liquidity based on intermediary capital. Journal of the European Economic Association, 8 (2-3). pp. 456-466. ISSN 1542-4774

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