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Items where Division is "Financial Markets Group" and Year is 2007

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Number of items: 46.

Article

Anderlini, Luca, Felli, Leonardo and Postlewaite, Andrew (2007) Courts of law and unforeseen contingencies. Journal of Law, Economics, and Organization, 23 (3). pp. 662-684. ISSN 8756-6222

Danielsson, Jon and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2007) Regulating hedge funds. Financial Stability Review, 10 (Spec.). pp. 29-36. ISSN 1636-6964

Dasgupta, Amil ORCID: 0000-0001-8474-9470 (2007) Coordination and delay in global games. Journal of Economic Theory, 134 (1). pp. 195-225. ISSN 1095-7235

Faure-Grimaud, Antoine and Reiche, S. (2007) Dynamic yardstick mechanisms. Games and Economic Behavior, 54 (2). pp. 316-335. ISSN 0899-8256

Felli, Leonardo and Merlo, Antonio (2007) If you cannot get your friends elected, lobby your enemies. Journal of the European Economic Association, 5 (2-3). pp. 624-635. ISSN 1542-4774

Lopes, Paula and Michaelides, Alexander (2007) Rare events and annuity market participation. Finance Research Letters, 4 (2). pp. 82-91. ISSN 1544-6123

Mele, Antonio (2007) Asymmetric stock market volatility and the cyclical behavior of expected returns. Journal of Financial Economics, 86 (2). pp. 446-478. ISSN 0304-405X

Tsomocos, Dimitrios P., Bhattacharya, Sudipto, Goodhart, Charles A. E. and Sunirand, Pojanart (2007) Banks, relative performance, and sequential contagion. Economic Theory, 32 (2). pp. 381-398. ISSN 0938-2259

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Wang, Tan (2007) Search and endogenous concentration of liquidity in asset markets. Journal of Economic Theory, 136 (1). pp. 66-104. ISSN 1095-7235

Webb, David C. (2007) Sponsoring company finance, investment and pension plan funding. The Economic Journal, 117 (520). pp. 738-760. ISSN 0013-0133

de Meza, David and Webb, David C. (2007) Incentive design under loss aversion. Journal of the European Economic Association, 5 (1). pp. 66-92. ISSN 1542-4766

Book Section

Anderlini, Luca and Felli, Leonardo (2007) Costly contingent contracts: a failure of the Coase theorem. In: Cafaggi, Fabrizio, Nicita, Antonio and Pagano, Ugo, (eds.) Legal Orderings and Economic Institutions. Routledge Siena Studies in Political Economy. Routledge, Oxford, UK. ISBN 9780415329422

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 (Firm), 47 - 63. ISBN 9780750669429

Monograph

Albertazzi, Ugo (2007) Loan maturity and renegotiation evidence from the lending practices of large and small banks. Financial Markets Group Discussion Papers (588). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Arcot, Sridhar, Black, Julia ORCID: 0000-0002-5838-3265 and Owen, Geoffrey (2007) From local to global: the rise of AIM as a stock market for growing companies: a comprehensive report analysing the growth of AIM. . London School of Economics and Political Science, London, UK.

At, Christian, Burkart, Mike ORCID: 0000-0002-0954-4499 and Lee, Samuel (2007) Security-voting structure and bidder screening. Financial Markets Group Discussion Papers (575). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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 Pedersen, Lasse Heje (2007) Market liquidity and funding liquidity. Financial Markets Group Discussion Papers (580). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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.

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.

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.

Cuñat, Vicente ORCID: 0000-0001-7504-2801 and Guadalupe, Maria (2007) Executive compensation and competition in the banking and financial sectors. Financial Markets Group Discussion Papers (598). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Danielsson, Jon and Penaranda, Francisco (2007) On the impact of fundamentals, liquidity and coordination on market stability. Financial Markets Group Discussion Papers (586). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Dasgupta, Amil ORCID: 0000-0001-8474-9470, Steiner, Jakub and Stewart, Colin (2007) Efficient dynamic coordination with individual learning. Financial Markets Group Discussion Papers (600). Financial Markets Group, 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.

Faure-Grimaud, Antoine, Peyrache, Eloic and Quesada, Lucia (2007) The ownership of ratings. Financial Markets Group Discussion Papers (590). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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.

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

Gottardi, Piero and Rahi, Rohit ORCID: 0000-0001-6887-9160 (2007) Value of information in competitive economies with incomplete markets. Financial Markets Group Discussion Papers (596). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Inkmann, Joachim, Lopes, Paula and Michaelides, Alexander (2007) How deep is the annuity market participation puzzle? Financial Markets Group Discussion Papers (593). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Jappelli, Tullio, Julliard, Christian and Pagano, Marco (2007) Households' portfolio diversification. . Centre for Studies in Economics and Finance, University of Salerno, Fisciano, Italy.

Julliard, Christian (2007) Labor income risk and asset returns. . Christian Julliard, London, UK.

Kalnina, Ilze and Linton, Oliver (2007) Inference about realized volatility using infill subsampling. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Lehmann, Bruce and Timmermann, Allan (2007) Performance measurement and evaluation. Financial Markets Group Discussion Papers (604). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Li, Sheng and Linton, Oliver (2007) Evaluating hedge fund performance: a stochastic dominance approach. Financial Markets Group Discussion Papers (591). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Mencia, Javier, Leon, Angel and Sentana, Enrique (2007) Parametric properties of semi-nonparametric distributions, with applications to option valuation. Financial Markets Group Discussion Papers (597). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Nobay, A. Robert, Paya, Ivan and Peel, David A. (2007) Inflation dynamics in the US - a nonlinear perspective. Financial Markets Group Discussion Papers (601). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Penaranda, Francisco (2007) Portfolio choice beyond the traditional approach. Financial Markets Group Discussion Papers (587). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Rabin, Matthew and Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2007) The gambler's and hot-hand fallacies: theory and applications. Financial Markets Group Discussion Papers (578). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2007) Strategic financial innovation in segmented markets. Financial Markets Group Discussion Papers (595). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Rahi, Rohit ORCID: 0000-0001-6887-9160 and Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2007) A theory of strategic intermediation and endogenous liquidity. . Rohit Rahi and Jean-Pierre Zigrand, London, UK.

Sette, Enrico (2007) Competition and opportunistic advice of financial analysts: theory and evidence. Financial Markets Group Discussion Papers (592). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Weill, Pierre-Olivier (2007) A search-based theory of the on-the-run phenomenon. Financial Markets Group Discussion Papers (577). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Webb, David C. (2007) Pension plan funding, risk sharing and technology choice. Financial Markets Group Discussion Papers (527). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Zhou, Ping (2007) Forecasting bankruptcy and physical default intensity. Financial Markets Group Discussion Papers (614). Financial Markets Group, The London School of Economics and Political Science, London, UK.

This list was generated on Sun Apr 14 21:26:51 2024 BST.