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Group by: Creators | Item Type
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Number of items at this level: 70.

A

Accominotti, Olivier and Chambers, David (2016) If you’re so smart: John Maynard Keynes and currency speculation in the interwar years. Journal of Economic History, 76 (2). pp. 342-386. ISSN 0022-0507

Alòs, Elisa and Chen, Zhanyu and Rheinlander, Thorsten (2016) Valuation of barrier options via a general self-duality. Mathematical Finance, 26 (3). pp. 492-515. ISSN 0960-1627

Anolli, Mario and Beccalli, Elena and Molyneux, Philip (2014) Bank earnings forecasts, risk and the crisis. Journal of International Financial Markets, Institutions and Money, 29 (1). pp. 309-335. ISSN 1042-4431

Anton, Miguel and Polk, Christopher (2010) Connected stocks. FMG discussion papers, Financial Markets Group, London School of Economics and Political Science, London, UK.

Athanasakou, Vasiliki E. and Simpson, Ana (2016) Investor attention to salient features of analyst forecasts. International Journal of Forecasting, 32 (4). pp. 1212-1233. ISSN 0169-2070

B

Beunza, Daniel and Garud, Raghu (2007) Calculators, lemmings or frame-makers? the intermediary role of securities analysts. Sociological Review, 55 (s2). pp. 13-39. ISSN 0038-0261

Bhimani, Alnoor and Willcocks, Leslie P. (2014) Digitisation, ‘big data’ and the transformation of accounting information. Accounting and Business Research, 44 (4). pp. 469-490. ISSN 0001-4788

Blanes i Vidal, Jordi (2003) Credibility and cheap talk of securities analysts: theory and evidence. Discussion paper, Financial Markets Group, London School of Economics and Political Science, London, UK.

Boone, Peter and Johnson, Simon (2014) Forty years of leverage: what have we learned about sovereign debt? American Economic Review, 104 (5). pp. 266-271. ISSN 0002-8282

Buch, Claudia M. and Neugebauer, Katja (2011) Bank-specific shocks and the real economy. Journal of Banking and Finance, 35 (8). pp. 2179-2187. ISSN 0378-4266

Bustamante, Maria Cecilia (2012) The dynamics of going public. Review of Finance, 16 (2). pp. 577-618. ISSN 1572-3097

C

Campi, Luciano and Cetin, Umut and Danilova, Albina (2013) Equilibrium model with default and dynamic insider information. Finance and Stochastics, 17 (347). pp. 565-585. ISSN 0949-2984

Cannon, Edmund and Tonks, Ian (2003) UK annuity rates and pension replacement ratios 1957-2002. Discussion paper: UBS Pensions Series 008, Financial Markets Group, London School of Economics and Political Science, London, UK.

Carabias, Jose M. (2017) The real-time information content of macroeconomic news: implications for firm-level earnings expectations. Review of Accounting Studies. ISSN 1380-6653 (In Press)

Cascino, Stefano and Gassen, Joachim (2015) What drives the comparability effect of mandatory IFRS adoption? Review of Accounting Studies, 20 (1). pp. 242-282. ISSN 1380-6653

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

Chau, Minh and Vayanos, Dimitri (2008) Strong-form efficiency with monopolistic insiders. Review of Financial Studies, 21 (5). pp. 2275-2306. ISSN 0893-9454

Cho, Young-Hyun and Linton, Oliver and Whang, Yoon-Jae (2006) Are there Monday effects in stock returns: a stochastic dominance approach. Discussion paper, Financial Markets Group, London School of Economics and Political Science, London, UK.

Christodoulaki, Olga and Cho, Haeran and Fryzlewicz, Piotr (2011) A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929. GreeSE, Hellenic Observatory, London, UK.

Cohen, Lauren and Lou, Dong (2012) Complicated firms. Journal of Financial Economics, 104 (2). pp. 383-400. ISSN 0304-405X

Correia, Maria and Kang, Johnny and Richardson, Scott (2017) Asset volatility. Review of Accounting Studies. ISSN 1380-6653

Cuñat, Vicente and Gine, Mireia and Guadalupe, Maria (2010) The vote is cast: the effect of corporate governance on shareholder value. NBER working paper, The National Bureau of Economic Research, Cambridge, MA, USA.

Cuñat, Vicente and Gine, Mireia and Guadalupe, Maria (2012) The vote is cast: the effect of corporate governance on shareholder value. Journal of Finance, 67 (5). pp. 1943-1977. ISSN 0022-1082

Cuñat, Vicente and Giné, Mireia and Guadalupe, Maria (2015) Say pays! Shareholder voice and firm performance. Review of Finance, 20 (5). pp. 1799-1834. ISSN 1572-3097

Cvijanovic, Dragana and Favilukis, Jack and Polk, Christopher (2010) New in town: demographics, immigration, and the price of real estate. Department of Finance, The London School of Economics and Political Science, London, UK. (Unpublished)

D

Dasgupta, Amil and Prat, Andrea and Verardo, Michela (2007) Institutional trade persistence and long-term equity returns. Centre for Economic Policy Research, 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

Dobrynskaya, Victoria (2014) Downside market risk of carry trades. Review of Finance, 18 (5). pp. 1885-1913. ISSN 1572-3097

Dridi, Ramdan and Germain, Laurent (2000) Noise and competition in strategic oligopoly. EM, Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

E

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

Etesami, Jalal and Habibnia, Ali and Kiyavash, Negar (2017) Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity. SRC Discussion Paper, Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

F

Faure-Grimaud, Antoine and Laffont, Jean-Jacques and Martimort, David (1998) A theory of supervision with endogenous transaction costs. TE, Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

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

Frantz, Pascal and Instefjord, Norvald (2007) Implications of strategic disclosure of favourable news for capital markets-based research. Social Science Research Network.

G

Gao, Pengjie and Lou, Dong (2011) Cross-market timing in security issuance. AFA 2012 Chicago Meetings Paper, SSRN.

Garavito, Fabian (2009) Organizational diseconomies in the mutual fund industry. Discussion paper, Financial Markets Group, London School of Economics and Political Science, London, UK.

Gerba, Eddie and Zochowski, Dawid (2016) Macroprudential policy in a Knightian uncertainty model with credit-, risk-, and leverage cycles. ECB working paper, European Central Bank, Frankfurt am Main, Germany. (In Press)

Goldstein, Itay and Ozdenoren, Emre and Yuan, Kathy (2010) Trading frenzies and their impact on real investment. CEPR Discussion Paper, Centre for Economic Policy Research, London, UK.

H

Hon, Mark T. and Tonks, Ian (2002) Mommentum in the UK stock market. Discussion paper, Financial Markets Group, London School of Economics and Political Science, London, UK.

Hwang, Byoung-Hyoun and Lou, Dong (2012) Do analysts manage earnings forecasts to 'confirm' their own recommendations? . (Unpublished)

J

Jorgensen, Bjorn N. and Li, Jing and Sadka, Gil (2012) Earnings dispersion and aggregate stock returns. Journal of Accounting and Economics, 53 (1-2). pp. 1-20. ISSN 0165-4101

K

Khanna, Tarun and Thomas, Catherine (2009) Synchronicity and firm interlocks in an emerging market. Journal of Financial Economics, 92 (2). pp. 182-204. ISSN 0304-405X

Konstantinidi, Theodosia and Kraft, Arthur and Pope, Peter F. (2016) Asymmetric persistence and the market pricing of accruals and cash flows. Abacus, 52 (1). pp. 140-165. ISSN 0001-3072

L

Leiss, Matthias and Nax, Heinrich H. and Sornette, Didier (2015) Super-exponential growth expectations and the global financial crisis. Journal of Economic Dynamics and Control, 55. pp. 1-13. ISSN 0165-1889

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

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

Lou, Dong (2013) Attracting investor attention through advertising. The London School of Economics and Political Science, London, UK.

Lou, Dong (2012) A flow-based explanation for return predictability. Review of Financial Studies, 25 (12). pp. 3457-3489. ISSN 0893-9454

M

MacKenzie, Donald and Pardo-Guerra, Juan Pablo (2014) Insurgent capitalism: Island, bricolage and the re-making of finance. Economy and Society, 43 (2). pp. 153-182. ISSN 0308-5147

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, Financial Markets Group, London School of Economics and Political Science, London, UK.

Makarov, Igor and Rytchkov, Oleg (2012) Forecasting the forecasts of others: implications for asset pricing. Journal of Economic Theory, 147 (3). pp. 941-966. ISSN 1095-7235

Marin, Jose M. and Rahi, Rohit (1999) Speculative securities. Economic Theory, 14 (3). pp. 653-668. ISSN 1432-0479

Massa, Massimo and Vermaelen, Theo and Xu, Moqi (2013) Rights offerings, trading, and regulation: a global perspective. Financial Markets Group discussion paper, Financial Markets Group, The London School of Economics and Political Science, London, UK.

Miranda-Agrippino, Silvia (2016) Unsurprising shocks: information, Premia, and the Monetary Transmission. CFM discussion paper series, Centre For Macroeconomics, London, UK.

Miranda-Agrippino, Silvia and Ricco, Giovanni (2017) The transmission of monetary policy shocks. CFM discussion paper series, Centre For Macroeconomics, London, UK.

P

Pardo-Guerra, Juan Pablo (2010) Creating flows of interpersonal bits: the automation of the London Stock Exchange, c. 1955-90. Economy and Society, 39 (1). pp. 84-109. ISSN 1469-5766

Patton, Andrew J. and Verardo, Michela (2009) Does beta move with news?: Systematic risk and firm-specific information flows. Discussion paper, Financial Markets Group, London School of Economics and Political Science, London, UK.

Patton, Andrew J. and Verardo, Michela (2012) Does beta move with news?: firm-specific information flows and learning about profitability. Review of Financial Studies, 25 (9). pp. 2789-2839. ISSN 0893-9454

Payne, Richard and Vitale, Paolo (2002) A transaction level study of the effects of central bank intervention on exchange rates. Discussion paper, Financial Markets Group, London School of Economics and Political Science, London, UK.

R

Rahi, Rohit (1995) Optimal incomplete markets with asymmetric information. Journal of Economic Theory, 65 (1). pp. 171-197. ISSN 1095-7235

Rahi, Rohit (1995) Partially revealing rational expectations equilibria with nominal assets. Journal of Mathematical Economics, 24 (2). pp. 137-146. ISSN 0304-4068

Rosa, Carlo and Verga, Giovanni (2005) The importance of the wording of the ECB. CEPDP, Centre for Economic Performance, London School of Economics and Political Science, London, UK. ISBN 0753018756

S

Sigurgeirsdottir, Silla and Wade, Robert H. (2015) From control by capital to control of capital: Iceland's boom and bust, and the IMF's unorthodox rescue package. Review of International Political Economy, 22 (1). pp. 103-133. ISSN 0969-2290

V

Vayanos, Dimitri and Woolley, Paul (2013) An institutional theory of momentum and reversal. Review of Financial Studies, 26 (5). pp. 1087-1145. ISSN 0893-9454

Vermaelen, Theo and Xu, Moqi (2011) Acquisition finance, capital structure and market timing. The China Centre for Financial Research, Tsinghua University, Beijing, China.

Vitale, Paolo (2001) Foreign exchange intervention and macroeconomic stability. Discussion paper, Financial Markets Group, London School of Economics and Political Science, London, UK.

Y

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

Yuan, Kathy and Zheng, Liu and Zhu, Qiaoqiao (2006) Are investors moonstruck?: lunar phases and stock returns. Journal of Empirical Finance, 13 (1). pp. 1-23. ISSN 0927-5398

Z

Zachariadis, Konstantinos (2012) A baseline model of price formation in a sequential market. . (Unpublished)

Zigrand, Jean-Pierre (2002) Rational asset pricing implications from realistic trading frictions. Discussion paper, Financial Markets Group, London School of Economics and Political Science, London, UK.

This list was generated on Sun Feb 25 21:48:54 2018 GMT.