Browse by JEL codes

Article

Accominotti, Olivier, Lucena-Piquero, Delio and Ugolini, Stefano (2021) The origination and distribution of money market instruments: sterling bills of exchange during the first globalization. Economic History Review, 74 (4). 892 - 921. ISSN 0013-0117

Avrahampour, Yally (2007) Back to the future: parallels in pension provision between the 1930s and today. Occupational Pensions Defense Union Annual Report 2007.

Avrahampour, Yally (2005) George Ross Goobey and the cult of equity. Professional Pensions. ISSN 1743-3320

Avrahampour, Yally (2008) Risk management and UK defined benefit pension provision: a perspective from financial sociology. Journal of Risk Management in Financial Institutions, 1 (4). pp. 430-434. ISSN 1752-8887

Barr, Nicholas (2009) International trends in pension provision. Accounting and Business Research, 39 (3). pp. 211-225. ISSN 0001-4788

Beyer, Max, de Meza, David and Reyniers, Diane J. (2013) Do financial advisor commissions distort client choice? Economics Letters, 119 (2). pp. 117-119. ISSN 0165-1765

Brav, Alon, Dasgupta, Amil ORCID: 0000-0001-8474-9470 and Mathews, Richmond D. (2022) Wolf pack activism. Management Science, 68 (8). 5557 - 5568. ISSN 0025-1909

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

Cocco, Joao F. and Lopes, Paula (2011) Defined benefit or defined contribution?: a study of pension choices. Journal of Risk and Insurance, 78 (4). pp. 931-960. ISSN 0022-4367

Cvijanović, Dragana, Dasgupta, Amil and Zachariadis, Konstantinos (2016) Ties that bind: how business connections affect mutual fund activism. Journal of Finance, 71 (6). pp. 2933-2966. ISSN 0022-1082

Cvijanović, Dragana, Dasgupta, Amil and Zachariadis, Konstantinos (2022) The wall street stampede: exit as governance with interacting blockholders. Journal of Financial Economics, 144 (2). pp. 433-455. ISSN 0304-405X

Dafe, Florence, Essers, Dennis and Volz, Ulrich (2018) Localising sovereign debt: the rise of local currency bond markets in sub‐Saharan Africa. World Economy. ISSN 0378-5920

Dasgupta, Amil and Burkart, Mike ORCID: 0000-0002-0954-4499 (2020) Competition for flow and and short-termism in activism. Review of Corporate Finance Studies, 10 (1). pp. 44-81. ISSN 2046-9128

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

Estrin, Saul ORCID: 0000-0002-3447-8593, Khavul, Susanna and Wright, Mike (2022) Soft and hard information in equity crowdfunding: network effects in the digitalization of entrepreneurial finance. Small Business Economics, 58 (4). 1761 - 1781. ISSN 0921-898X

Gavazza, Alessandro ORCID: 0000-0001-9236-5813 (2011) Demand spillovers and market outcomes in the mutual fund industry. RAND Journal of Economics, 42 (4). pp. 776-804. ISSN 0741-6261

Glasserman, Paul and Young, H. Peyton (2016) Contagion in financial networks. Journal of Economic Literature, 54 (3). pp. 779-831. ISSN 0022-0515

Gough, Orla and Niza, Claudia (2011) Retirement saving choices: review of the literature and policy implications. Journal of Population Ageing, 4 (1-2). pp. 97-117. ISSN 1874-7884

Griffith-Jones, Stephany, Spiegel, Shari, Xu, Jiajun, Carreras, Marco and Naqvi, Natalya (2022) Matching risks with instruments in development banks. Review of Political Economy, 34 (2). 197 - 223. ISSN 0953-8259

Jiang, Hao and Verardo, Michela (2018) Does herding behavior reveal skill? An analysis of mutual fund performance. Journal of Finance, 73 (5). 2229 - 2269. ISSN 0022-1082

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, Dong ORCID: 0000-0002-5623-4338 and Polk, Christopher (2022) Comomentum: inferring arbitrage activity from return correlations. Review of Financial Studies, 35 (7). 3272 - 3302. ISSN 0893-9454

Lou, Dong ORCID: 0000-0002-5623-4338, Polk, Christopher and Skouras, Spyros (2019) A tug of war: overnight versus intraday expected returns. Journal of Financial Economics, 134 (1). pp. 192-213. ISSN 0304-405X

Raghunandan, Aneesh ORCID: 0000-0003-0443-4984 and Rajgopal, Shiva (2022) Do ESG funds make stakeholder-friendly investments? Review of Accounting Studies, 27 (3). 822 - 863. ISSN 1380-6653

Shen, Ji, Yan, Hongjun and Zhang, Jinfan (2014) Collateral-motivated financial innovation. Review of Financial Studies, 27 (10). pp. 2961-2997. ISSN 0893-9454

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

Webb, David C. (2011) Pension plan funding, technology choice, and the equity risk premium. Scandinavian Journal of Economics, 113 (3). pp. 493-524. ISSN 0347-0520

Book Section

Avrahampour, Yally (2007) Introduction: Pension funds and their advisors. In: Pension Funds and Their Advisers. AP Information Services, London, UK. ISBN 978905366521

Ferrarini, Guido and Saguato, Paolo (2015) Regulating financial market infrastructures. In: Ferran, Eilís, Moloney, Niamh and Payne, Jennifer, (eds.) The Oxford Handbook on Financial Regulation. Oxford University Press, Oxford, UK.

Monograph

Acharya, Viral and Plantin, Guillaume (2017) Monetary easing and financial instability. Systemic Risk Centre Discussion Papers (63). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Besley, Timothy and Prat, Andrea (2003) Pension fund governance and the choice between defined benefit and defined contribution plans. Financial Markets Group Discussion Papers (454). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David (2003) UK pension fund management after Myners: the hunt for correlation begins. Financial Markets Group Discussion Papers (445). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David (2003) What is a promise from the government worth?:: measuring and assessing the implications of political risk in state and personal pension schemes in the United Kingdom. Financial Markets Group Discussion Papers (457). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David (2002) The impact of wealth on consumption and retirement behaviour in the UK. Financial Markets Group Discussion Papers (429). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David, Cairns, Andrew J. G. and Dowd, Kevin (2003) Pensionmetrics 2: stochastic pension plan design during the distribution phase. Financial Markets Group Discussion Papers (442). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David, Lehmann, Bruce N. and Timmermann, Allan (2002) Performance clustering and incentives in the UK pension fund industry. UBS Pensions Series (003). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David and Timmermann, Allan (2002) Returns from active management in international equity markets: evidence from a panel of UK pension funds. Financial Markets Group Discussion Papers (426). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Cairns, Andrew J. G., Blake, David and Dowd, Kevin (2004) Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. Discussion paper: UBS Pensions Series 007 (443). Financial Markets Group, The London School of Economics and Political Science, London, UK. (Submitted)

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

Ferrarini, Guido and Saguato, Paolo (2014) Regulating financial market infrastructures. ECGI Working Paper Series in Law (259/2014). European Corporate Governance Institute (ECGI), Brussels, Belgium.

Garavito, Fabian (2009) Organizational diseconomies in the mutual fund industry. Discussion paper (638). Financial Markets Group, The 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? .

Inkmann, Joachim (2006) Compensating wage differentials for defined benefit and defined contribution occupational pension scheme benefits. Discussion paper: UBS Pensions Series 042 (564). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Inkmann, Joachim and Blake, David (2004) Liability valuation and optimal asset allocation. Discussion paper: UBS Pensions Series 027 (507). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Patton, Andrew J. (2004) Are "market neutral" hedge funds really market neutral? Discussion paper: IAM Series No 005 (522). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Peng, Cheng and Wang, Chen (2019) Positive feedback trading and stock prices: evidence from mutual funds. . SSRN.

Silli, Bernhard, Cohen, Randolph B and Polk, Christopher (2008) Best ideas. Financial Markets Group Discussion Papers (624). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Tonks, Ian (2002) Performance persistence of pension fund managers. Discussion paper: UBS Pensions Series (001). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Ziemba, Bill and Lleo, Sebastien (2014) How to lose money in derivatives: examples from hedge funds and bank trading departments. Special Papers (No 2). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2014) Systems and systemic risk in finance and economics. Special Papers (No 1). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Conference or Workshop Item

Anantharaman, Divya, Kamath, Saipriya and Li, Shengnan (2020) The Tax Cut and Jobs Act (2017) as a driver of pension derisking: a comprehensive examination. In: Hawai'i Accounting Research Conference-2020, 2020-01-03 - 2020-01-05, University of Hawai'i-Hilo, Hilo, Big Island, Hawai'i.

Avrahampour, Yally (2008) A relational theory of the valuation and management of UK defined benefit pension funds (1948-2008). In: Academy of Management Annual Meeting: The Questions We Ask, 2008-08-08 - 2008-08-13, Anaheim, United States.

Book

Barr, Nicholas ORCID: 0000-0002-5325-2055 and Diamond, Peter (2010) Pension reform: a short guide. , 1 Oxford University Press, New York, USA. ISBN 9780195387728