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Accominotti, Olivier ORCID: 0009-0005-2682-5064 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). 342 - 386. ISSN 0022-0507

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

Agrawal, Ashwini ORCID: 0000-0003-0865-9144, Hacamo, Isaac and Hu, Zhongchen (2021) Information dispersion across employees and stock returns. Review of Financial Studies, 34 (10). 4785 – 4831. ISSN 0893-9454

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

Alòs, Elisa, 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

Andrikogiannopoulou, Angie and Papakonstantinou, Filippos (2017) Individual reaction to past performance sequences: evidence from a real marketplace. Management Science, 64 (4). pp. 1957-1973. ISSN 0025-1909

Anolli, Mario, 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

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

Babus, Ana and Kondor, Peter ORCID: 0000-0001-9797-9291 (2018) Trading and information diffusion in OTC markets. Econometrica, 86 (5). pp. 1727-1769. ISSN 0012-9682

Bahar, Dany, Molina, Carlos A. and Santos, Miguel Angel (2018) Fool's gold: the impact of Venezuelan currency devaluations on multinational stock prices. Economía, 19 (1). 93 - 128. ISSN 1529-7470

Beaver, William H, Cascino, Stefano ORCID: 0000-0002-6703-741X, Correia, Maria ORCID: 0000-0002-1766-9427 and McNichols, Maureen F. (2023) Bankruptcy in groups. Review of Accounting Studies. ISSN 1380-6653

Beaver, William H, Cascino, Stefano ORCID: 0000-0002-6703-741X, Correia, Maria ORCID: 0000-0002-1766-9427 and McNichols, Maureen F. (2019) Group affiliation and default prediction. Management Science, 65 (8). pp. 3559-3584. ISSN 0025-1909

Bergeaud, Antonin, Eyméoud, Jean Benoît, Garcia, Thomas and Henricot, Dorian (2023) Working from home and corporate real estate. Regional Science and Urban Economics, 99. ISSN 0166-0462

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

Bevilacqua, Mattia, Tunaru, Radu and Vioto, Davide (2023) Options-based systemic risk, financial distress, and macroeconomic downturns. Journal of Financial Markets, 65. ISSN 1386-4181

Bhimani, Alnoor ORCID: 0000-0002-1884-5840 and Willcocks, Leslie P. ORCID: 0000-0003-2572-9554 (2014) Digitisation, ‘big data’ and the transformation of accounting information. Accounting and Business Research, 44 (4). 469 - 490. ISSN 0001-4788

Bian, Jiangze, Da, Zhi, He, Zhiguo, Lou, Dong ORCID: 0000-0002-5623-4338, Shue, Kelly and Zhou, Hao (2024) The drivers and implications of retail margin trading. Journal of Finance. ISSN 0022-1082 (In Press)

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, 62 (3). 877 - 933. ISSN 0021-8456

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

Breinlich, Holger, Leromain, Elsa, Novy, Dennis, Sampson, Thomas ORCID: 0009-0006-2237-5497 and Usman, Ahmed (2018) The economic effects of Brexit - evidence from the stock market. Fiscal Studies. ISSN 0143-5671

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

Bustillo, Inés, Perrotti, Daniel and Velloso, Helvia (2019) Sovereign credit ratings in Latin America and the Caribbean: history and impact on bond spreads. Economía, 20 (1). 155 - 196. ISSN 1529-7470

Campi, Luciano, Cetin, Umut ORCID: 0000-0001-8905-853X and Danilova, Albina ORCID: 0009-0001-4264-3798 (2013) Equilibrium model with default and dynamic insider information. Finance and Stochastics, 17 (347). pp. 565-585. ISSN 0949-2984

Carabias, Jose M. ORCID: 0000-0001-6010-028X (2018) The real-time information content of macroeconomic news: implications for firm-level earnings expectations. Review of Accounting Studies, 23 (1). pp. 136-166. ISSN 1380-6653

Cascino, Stefano ORCID: 0000-0002-6703-741X 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 ORCID: 0009-0002-7980-269X, Yuan, Kathy ORCID: 0000-0001-9895-7545 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

Chau, Minh and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2008) Strong-form efficiency with monopolistic insiders. Review of Financial Studies, 21 (5). pp. 2275-2306. ISSN 0893-9454

Chen, Huaizhi, Cohen, Lauren, Gurun, Umit, Lou, Dong ORCID: 0000-0002-5623-4338 and Malloy, Christopher (2020) IQ from IP: simplifying search in portfolio choice. Journal of Financial Economics, 138 (1). 118 - 137. ISSN 0304-405X

Cho, Thummim and Polk, Christopher ORCID: 0009-0008-0133-6709 (2024) Putting the price in asset pricing. Journal of Finance, 79 (6). 3943 - 3984. ISSN 0022-1082

Cipriani, Marco, Guarino, Antonio and Uthemann, Andreas ORCID: 0000-0002-7942-8530 (2022) Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. Journal of Financial Economics, 146 (3). 1044 - 1072. ISSN 0304-405X

Cohen, Lauren and Lou, Dong ORCID: 0000-0002-5623-4338 (2012) Complicated firms. Journal of Financial Economics, 104 (2). 383 - 400. ISSN 0304-405X

Correia, Maria ORCID: 0000-0002-1766-9427, Kang, Johnny and Richardson, Scott (2018) Asset volatility. Review of Accounting Studies, 23 (1). pp. 37-94. ISSN 1380-6653

Cuñat, Vicente ORCID: 0000-0001-7504-2801, 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 ORCID: 0000-0001-7504-2801, Giné, Mireia and Guadalupe, Maria (2016) Say pays! Shareholder voice and firm performance. Review of Finance, 20 (5). 1799 - 1834. ISSN 1572-3097

Cuñat, Vicente ORCID: 0000-0001-7504-2801, Lu, Yiqing and Wu, Hong (2023) Managerial response to shareholder empowerment: evidence from majority-voting legislation changes. Journal of Financial and Quantitative Analysis. ISSN 0022-1090 (In Press)

Cuñat, Vicente ORCID: 0000-0001-7504-2801 and Xu, Moqi (2024) Timing complex news to target attention. Management Science. ISSN 0025-1909 (In Press)

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

Dias, Gustavo F., Fernandes, Marcelo and Scherrer, Cristina M. ORCID: 0000-0002-7935-5378 (2021) Price discovery in a continuous-time setting. Journal of Financial Econometrics, 19 (5). 985 - 1008. ISSN 1479-8409

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

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

Edmans, Alex, Goncalves-Pinto, Luis, Groen-Xu, Moqi and Wang, Yanbo (2018) Strategic news releases in equity vesting months. Review of Financial Studies, 31 (11). 4099 - 4141. ISSN 0893-9454

Fajnzylber, Eduardo and Reyes, Gonzalo (2015) Knowledge, information, and retirement saving decisions: evidence from a large-scale intervention in Chile. Economía, 15 (2). 83 - 117. ISSN 1529-7470

Faure-Grimaud, Antoine, Laffont, Jean-Jacques and Martimort, David (2000) A theory of supervision with endogenous transaction costs. Annals of Economics and Finance, 1 (2). pp. 231-263. ISSN 1529-7373

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

Huang, Shiyang, Hwang, Byoung-Hyoun and Lou, Dong ORCID: 0000-0002-5623-4338 (2021) The rate of communication. Journal of Financial Economics, 141 (2). 533 - 550. ISSN 0304-405X

Ibikunle, Gbenga, McGroarty, Frank and Rzayev, Khaladdin (2020) More heat than light: Investor attention and bitcoin price discovery. International Review of Financial Analysis, 69. ISSN 1057-5219

Jorgensen, Bjorn N., 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

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Ruf, Johannes ORCID: 0000-0003-3616-2194 (2020) Filtration shrinkage, the structure of deflators, and failure of market completeness. Finance and Stochastics, 24 (4). 871 - 901. ISSN 0949-2984

Khanna, Tarun and Thomas, Catherine ORCID: 0000-0002-7783-9758 (2009) Synchronicity and firm interlocks in an emerging market. Journal of Financial Economics, 92 (2). pp. 182-204. ISSN 0304-405X

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

Kogana, Shimon, Makarov, Igor ORCID: 0009-0006-7557-449X, Niessnerc, Marina and Schoar, Antoinette (2024) Are cryptos different? Evidence from retail trading. Journal of Financial Economics, 159. ISSN 0304-405X

Konstantinidi, Theodosia, 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

Kruse, Tobias, Mohnen, Myra and Sato, Misato ORCID: 0000-0002-9978-9595 (2024) Do financial markets respond to green opportunities? Journal of the Association of Environmental and Resource Economists, 11 (3). 549 - 576. ISSN 2333-5955

Lagos, Ricardo and Zhang, Shengxing ORCID: 0000-0002-1475-2188 (2020) Turnover liquidity and the transmission of monetary policy. American Economic Review, 110 (6). 1635 - 1672. ISSN 0002-8282

Leiss, Matthias, 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

Liu, Chang, Liu, Yuan, Zhang, Dayong and Xie, Chunping (2022) The capital market responses to new energy vehicle (NEV) subsidies: an event study on China. Energy Economics, 105. ISSN 0140-9883

Lou, Dong ORCID: 0000-0002-5623-4338 (2012) A flow-based explanation for return predictability. Review of Financial Studies, 25 (12). pp. 3457-3489. ISSN 0893-9454

Lou, Youcheng and Rahi, Rohit ORCID: 0000-0001-6887-9160 (2023) Information, market power and welfare. Journal of Economic Theory, 214. ISSN 1095-7235

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

Marin, Jose M. and Rahi, Rohit ORCID: 0000-0001-6887-9160 (1999) Speculative securities. Economic Theory, 14 (3). pp. 653-668. ISSN 0938-2259

Martin, Ian W.R. ORCID: 0000-0001-8373-5317 and Nagel, Stefan (2022) Market efficiency in the age of big data. Journal of Financial Economics, 145 (1). 154 - 177. ISSN 0304-405X

Nieto-Parra, Sebastián (2009) Who saw sovereign debt crises coming? Economía, 10 (1). 125 - 164. ISSN 1529-7470

Nimalendran, Mahendrarajah, Rzayev, Khaladdin and Sagade, Satchit (2024) High-frequency trading in the stock market and the costs of options market making. Journal of Financial Economics, 159. ISSN 0304-405X

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 ORCID: 0009-0002-4241-6584 (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

Rahi, Rohit ORCID: 0000-0001-6887-9160 (2021) Information acquisition with heterogeneous valuations. Journal of Economic Theory, 191. ISSN 1095-7235

Rahi, Rohit ORCID: 0000-0001-6887-9160 (1995) Optimal incomplete markets with asymmetric information. Journal of Economic Theory, 65 (1). pp. 171-197. ISSN 1095-7235

Rahi, Rohit ORCID: 0000-0001-6887-9160 (1995) Partially revealing rational expectations equilibria with nominal assets. Journal of Mathematical Economics, 24 (2). pp. 137-146. ISSN 0304-4068

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2018) Information acquisition, price informativeness, and welfare. Journal of Economic Theory, 177. pp. 558-593. ISSN 1095-7235

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

Scherrer, Cristina Mabel ORCID: 0000-0002-7935-5378 (2021) Information processing on equity prices and exchange rate for cross-listed stocks. Journal of Financial Markets, 54. ISSN 1386-4181

Sigurgeirsdottir, Silla and Wade, Robert H. ORCID: 0009-0005-8584-8258 (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

Tapia, Matías and Tokman, Andrea (2004) Effects of foreign exchange intervention under public information: the Chilean case. Economía, 4 (2). 215 - 245. ISSN 1529-7470

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Woolley, Paul (2023) Asset management as creator of market inefficiency. Atlantic Economic Journal, 51 (1). pp. 1-11. ISSN 0197-4254

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Woolley, Paul (2013) An institutional theory of momentum and reversal. Review of Financial Studies, 26 (5). pp. 1087-1145. ISSN 0893-9454

Venmans, Frank ORCID: 0000-0002-4264-6606 (2021) The leverage anomaly in U.S. bank stock returns. Journal of International Financial Markets, Institutions and Money, 75. ISSN 1042-4431

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

Yuan, Kathy ORCID: 0000-0001-9895-7545, 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

Ziemba, William T. (2023) Pari-mutuel betting markets: racetracks and lotteries revisited. Annual Review of Financial Economics, 15. 641 - 662. ISSN 1941-1367

Monograph

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.

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.

Anton, Miguel and Polk, Christopher ORCID: 0009-0008-0133-6709 (2010) Connected stocks. Financial Markets Group Discussion Papers (651). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Babus, Ana and Kondor, Peter ORCID: 0000-0001-9797-9291 (2018) Trading and information diffusion in over-the-counter markets. Financial Markets Group Discussion Papers (777). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Baer, Moritz, Campiglio, Emanuele and Deyris, Jérôme (2021) It takes two to dance: institutional dynamics and climate-related financial policies. Grantham Research Institute on Climate Change and the Environment Working Paper (356). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science, London, UK.

Beaver, William, Cascino, Stefano ORCID: 0000-0002-6703-741X, Correia, Maria ORCID: 0000-0002-1766-9427 and McNichols, Maureen (2018) Bankruptcy in groups. Systemic Risk Centre Discussion Papers (81). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Bergeaud, Antonin, Eyméoud, Jean-Benoît, Garcia, Thomas and Henricot, Dorian (2022) Working from home and corporate real estate. CEP Discussion Papers (1831). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Bergeaud, Antonin, Malgouyres, Clement and Mazet-Sonilhac, Clement (2021) Technological change and domestic outsourcing. CEP Discussion Papers (1784). Centre for Economic Performance, LSE, London, UK.

Bernales, Alejandro, Ladley, Daniel, Litos, Evangelos and Valenzuela, Marcela (2021) Dark trading and alternative execution priority rules. Systemic Risk Centre Discussion Papers (111). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Bevilacqua, Mattia, Tunaru, Radu and Vioto, Davide (2020) Options-based systemic risk, financial distress, and macroeconomic downturns. Systemic Risk Centre Discussion Papers (107). Systemic Risk Centre, 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.

Biermann, Marcus and Leromain, Elsa (2023) The indirect effect of the Russian-Ukrainian war through international linkages: early evidence from the stock market. CEP Discussion Papers (CEPDP1899). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Blanes i Vidal, Jordi ORCID: 0009-0002-9237-2049 (2003) Credibility and cheap talk of securities analysts: theory and evidence. Discussion paper (472). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Breinlich, Holger (2011) Heterogeneous firm-level responses to trade liberalisation: a test using stock price reactions. CEP Discussion Papers (CEPDP1085). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Breinlich, Holger, Leromain, Elsa, Novy, Dennis, Sampson, Thomas ORCID: 0009-0006-2237-5497 and Usman, Ahmed (2018) The economic effects of Brexit- evidence from the stock market. CEP Discussion Papers (CEPDP1570). London School of Economics and Political Science. Centre for Economic Performance, 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.

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.

Cannon, Edmund and Tonks, Ian (2003) UK annuity rates and pension replacement ratios 1957-2002. Financial Markets Group Discussion Papers (444). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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 ORCID: 0009-0002-7980-269X, Yuan, Kathy ORCID: 0000-0001-9895-7545 and Zachariadis, Konstantinos (2014) Multi-asset noisy rational expectations equilibrium with contingent claims. Working papers. Social Science Research Network (SSRN), Rochester, USA.

Chabakauri, Georgy ORCID: 0009-0002-7980-269X, Yuan, Kathy ORCID: 0000-0001-9895-7545 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.

Cho, Young-Hyun, Linton, Oliver and Whang, Yoon-Jae (2006) Are there Monday effects in stock returns: a stochastic dominance approach. Financial Markets Group Discussion Papers (568). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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.

Christodoulaki, Olga, Cho, Haeran and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2011) A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929. GreeSE (50). Hellenic Observatory, London School of Economics and Political Science, London, UK.

Cipriani, Marco, Guarino, Antonio and Uthemann, Andreas ORCID: 0000-0002-7942-8530 (2019) Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. Systemic Risk Centre Discussion Papers (88). Systemic Risk Centre, 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.

Cuñat, Vicente ORCID: 0000-0001-7504-2801, Gine, Mireia and Guadalupe, Maria (2010) The vote is cast: the effect of corporate governance on shareholder value. NBER working paper (16574). The National Bureau of Economic Research, Cambridge, MA, USA.

Cuñat, Vicente ORCID: 0000-0001-7504-2801, Giné, Mireia and Guadalupe, Maria (2010) The vote is cast: the effect of corporate governance on shareholder value. Financial Markets Group Discussion Papers (663). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Cuñat, Vicente ORCID: 0000-0001-7504-2801, Lu, Yiqing and Wu, Hong (2021) Managerial response to shareholder empowerment: evidence from majority- voting legislation changes. Financial Markets Group Discussion Papers (826). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Cvijanovic, Dragana, Favilukis, Jack and Polk, Christopher ORCID: 0009-0008-0133-6709 (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. Financial Markets Group Discussion Papers (837). 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 (2007) Institutional trade persistence and long-term equity returns. . Centre for Economic Policy Research (Great Britain), 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.

Dasgupta, Amil ORCID: 0000-0001-8474-9470, Prat, Andrea and Verardo, Michela ORCID: 0009-0002-4241-6584 (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.

Dow, James and Rahi, Rohit ORCID: 0000-0001-6887-9160 (1998) Informed trading, investment, and welfare. Financial Markets Group Discussion Papers (292). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Dridi, Ramdan and Germain, Laurent (2000) Noise and competition in strategic oligopoly. EM (395). Suntory and Toyota International Centres for Economics and Related Disciplines, 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 ORCID: 0000-0002-7942-8530 (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.

Etesami, Jalal, Habibnia, Ali and Kiyavash, Negar (2017) Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity. Systemic Risk Centre Discussion Papers (66). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Faure-Grimaud, Antoine (1996) Soft budget constraint and stock price information. Financial Markets Group Discussion Papers (251). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Faure-Grimaud, Antoine, Laffont, Jean-Jacques and Martimort, David (1998) A theory of supervision with endogenous transaction costs. TE (356). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Frantz, Pascal ORCID: 0009-0005-3394-0589 and Instefjord, Norvald (2007) Implications of strategic disclosure of favourable news for capital markets-based research. . Social Science Research Network.

Friederich, Sylvain, Gregory, Alan, Matako, John and Tonks, Ian (1999) Stock price patterns around the trades of corporate insiders on the London Stock Exchange. Financial Markets Group Discussion Papers (332). 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.

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