Items where department is "Finance"

University Structure (106206) LSE (106206) Academic Departments (62869) Finance (904)
Number of items: 51.
A
  • Agrawal, Ashwini K. (2013). The impact of investor protection law on corporate policy and performance: evidence from the blue sky laws. Journal of Financial Economics, 107(2), 417-435. https://doi.org/10.1016/j.jfineco.2012.08.019
  • Agrawal, Ashwini K., Matsa, David A. (2013). Labor unemployment risk and corporate financing decisions. Journal of Financial Economics, 108(2), 449-470. https://doi.org/10.1016/j.jfineco.2012.11.006
  • Axelson, Ulf (2013). A theory of the evolution of derivatives markets. (Financial Markets Group Discussion Papers 723). Financial Markets Group, The London School of Economics and Political Science.
  • Axelson, Ulf, Jenkinson, Tim, Strömberg, Per, Weisbach, Michael S. (2013). Borrow cheap, buy high?: determinants of leverage and pricing in buyouts. Journal of Finance, 68(6), 2223-2267. https://doi.org/10.1111/jofi.12082
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  • Bikbov, Ruslan, Chernov, Mikhail (2013). Monetary policy regimes and the term structure of interest rates. Journal of Econometrics, 174(1), 27-43. https://doi.org/10.1016/j.jeconom.2013.01.002
  • Boudt, Kris, Danielsson, Jon, Laurent, Sebastien (2013). Robust forecasting of dynamic conditional correlation GARCH models. International Journal of Forecasting, 29(2), 244-257. https://doi.org/10.1016/j.ijforecast.2012.06.003
  • Breinlich, Holger, Cuñat, Alejandro (2013). Geography, non-homotheticity, and industrialization: a quantitative analysis. Journal of Development Economics, 103, 133-153. https://doi.org/10.1016/j.jdeveco.2013.01.005
  • Ferreira, Daniel, Kirchmaier, Thomas (2013). Corporate boards in Europe: size, independence and genderdiversity. In Belcredi, Massimo, Ferrarini, Guido (Eds.), Boards and Shareholders in European Listed Companies: Facts, Context and Post-Crisis Reforms (pp. 191-224). Cambridge University Press.
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  • Campbell, John Y., Giglio, Stefano, Polk, Christopher (2013). Hard times. Review of Asset Pricing Studies, 3(1), 95-132. https://doi.org/10.1093/rapstu/ras026
  • Chabakauri, Georgy (2013). Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints. Review of Financial Studies, 26(12), 3104-3141. https://doi.org/10.1093/rfs/hht030
  • Chen, Huaizhi, Cohen, Lauren, Lou, Dong (2013). Industry window dressing. (Financial Markets Group Discussion Papers 719). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Chen, Xiaohong, Favilukis, Jack, Ludvigson, Sydney C. (2013). An estimation of economic models with recursive preferences. Quantitative Economics, 4(1), 39-83. https://doi.org/10.3982/QE97
  • Chernov, Mikhail, Gorbenko, Alexander S., Makarov, Igor (2013). CDS auctions. Review of Financial Studies, 26(3), 768-805. https://doi.org/10.1093/rfs/hhs124
  • Chwieroth, Jeffrey, Danielsson, Jon (2013). Political challenges of the macroprudential agenda. VoxEU,
  • Corradi, Valentina, Distaso, Walter, Mele, Antonio (2013). Macroeconomic determinants of stock volatility and volatility premiums. Journal of Monetary Economics, 60(2), 203-220. https://doi.org/10.1016/j.jmoneco.2012.10.019
  • Cuñat, Vicente, Gine, Mireia, Guadalupe, Maria (2013). Corporate governance and value: evidence from “close calls” on shareholder governance proposals. Journal of Applied Corporate Finance, 25(1), 44-54. https://doi.org/10.1111/j.1745-6622.2013.12005.x
  • Cuñat, Vicente, Giné, Mireia, Guadalupe, Maria (2013). Say pays! Shareholder voice and firm performance. (Financial Markets Group Discussion Papers 724). Financial Markets Group, The London School of Economics and Political Science.
  • Polk, Christopher, Campbell, John Y. (2013). Nobel 2013 economics: predicting asset prices. Nature, 504(7478), p. 97. https://doi.org/10.1038/504097a
  • Vayanos, Dimitri, Wang, Jiang (2013). Market liquidity: theory and empirical evidence. In Constantinides, George M., Harris, Milton, Stulz, Rene M. (Eds.), Handbook of the Economics of Finance: Volume 2b: Financial Markets and Asset Pricing . North-Holland.
    • D
  • Danielsson, Jon (2013-04-12) Does risk forecasting help macroprudential policy makers? [Other]. Marie Curie ITN Conference on Financial Risk Management & Risk Reporting, Baden-Württemberg, Germany, DEU.
  • Danielsson, Jon (2013). Global financial systems: stability and risk. Pearson (Firm).
  • Danielsson, Jon (2013). Iceland’s post-Crisis economy: A myth or a miracle? VoxEU,
  • Danielsson, Jon (2013-06-20) Issues in empirically modelling systemic risk [Other]. 18th Annual Workshop on the Economic Science with Heterogeneous Interacting Agents, Reykjavik, Iceland, ISL.
  • Danielsson, Jon (2013). The new market-risk regulations. VoxEU,
  • Danielsson, Jon, Jorgensen, Bjorn N., Samorodnitsky, Gennady, Sarma, Mandira, de Vries, Casper G. (2013). Fat tails, VaR and subadditivity. Journal of Econometrics, 172(2), 283-291. https://doi.org/10.1016/j.jeconom.2012.08.011
  • Danielsson, Jon, Koijen, Ralph S.J., Laeven, Roger, Perotti, Enrico (2013). Solvency II: three principles to respect. VoxEU,
    • F
  • Favilukis, Jack (2013). Inequality, stock market participation, and the equity premium. Journal of Financial Economics, 107(3), 740-759. https://doi.org/10.1016/j.jfineco.2012.10.008
  • Favilukis, Jack, Lin, Xiaoji (2013). Long run productivity risk and aggregate investment. Journal of Monetary Economics, 60(6), 737-751. https://doi.org/10.1016/j.jmoneco.2013.05.002
  • Ferreira, Daniel, Kershaw, David, Kirchmaier, Thomas, Schuster, Edmund-Philipp (2013). Shareholder empowerment and bank bailouts. (Finance working papers 345/2013). European Corporate Governance Institute (ECGI).
    • G
  • Gao, Pengjie, Lou, Dong (2013). Cross-market timing in security issuance. (Financial Markets Group Discussion Papers 718). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Goldstein, Itay, Ozdenoren, Emre, Yuan, Kathy (2013). Trading frenzies and their impact on real investment. Journal of Financial Economics, 109(2), 566-582. https://doi.org/10.1016/j.jfineco.2013.03.011
  • Gottardi, Piero, Rahi, Rohit (2013). Risk sharing and retrading in incomplete markets. Economic Theory, 54(2), 287-304. https://doi.org/10.1007/s00199-012-0717-z
  • Guibaud, Stéphane, Nosbusch, Yves, Vayanos, Dimitri (2013). Bond market clienteles, the yield curve, and the optimal maturity structure of government debt. Review of Financial Studies, 26(8), 1914-1961. https://doi.org/10.1093/rfs/hht013
    • H
  • Huang, Shiyang, Qiu, Zhigang, Shang, Qi, Tang, Ke (2013). Asset pricing with heterogeneous beliefs and relative performance. Journal of Banking and Finance, 37(11), 4107-4119. https://doi.org/10.1016/j.jbankfin.2013.07.018
    • J
  • Jiang, Hao, Verardo, Michela (2013). Does herding behavior reveal skill? An analysis of mutual fund performance. (Financial Markets Group Discussion Papers 720). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • L
  • Lou, Dong (2013). Attracting investor attention through advertising. London School of Economics and Political Science.
  • Lou, Dong, Polk, Christopher (2013). Comomentum: inferring arbitrage activity from return correlations. (Financial Markets Group Discussion Papers 721). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Lou, Dong, Yan, Hongjun, Zhang, Jinfan (2013). Anticipated and repeated shocks in liquid markets. Review of Financial Studies, 26(8), 1891-1912. https://doi.org/10.1093/rfs/hht034
    • M
  • Malkhozov, Aytek, Mueller, Philippe, Vedolin, Andrea, Venter, Gyuri (2013). Mortgage hedging in fixed income markets. (Financial Markets Group Discussion Papers 722). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Martin, I. W. R. (2013). Consumption-based asset pricing with higher cumulants. Review of Economic Studies, 80(2), 745-773. https://doi.org/10.1093/restud/rds029
  • Martin, Ian (2013). The Lucas orchard. Econometrica, 81(1), 55-111. https://doi.org/10.3982/ECTA8446
  • Massa, Massimo, Vermaelen, Theo, Xu, Moqi (2013). Rights offerings, trading, and regulation: a global perspective. (Financial Markets Group Discussion Papers 727). Financial Markets Group, The London School of Economics and Political Science.
  • Massa, Massimo, Xu, Moqi (2013). The value of (stock) liquidity in the M&A market. Journal of Financial and Quantitative Analysis, 48(5), 1463-1497. https://doi.org/10.1017/S0022109013000604
  • Mueller, Philippe, Stathopoulos, Andreas, Vedolin, Andrea (2013). International correlation risk. (Financial Markets Group Discussion Papers 716). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • O
  • Ortu, F., Tamoni, Andrea, Tebaldi, C. (2013). Long-run risk and the persistence of consumption shocks. Review of Financial Studies, 26(11), 2876-2915. https://doi.org/10.1093/rfs/hht038
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  • Piacentino, Giorgia (2013). Theories of the effects of delegated portfolio managers' incentives [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Pontes de Arruda, Bruno, Valls Pereira, Pedro L. (2013). Analysis of the volatility's dependency structure during the subprime crisis. Applied Economics, 45(36), 5031-5045. https://doi.org/10.1080/00036846.2013.815311
    • V
  • Valenzuela, Marcela, Zer, Ilknur (2013). Competition, signaling and non-walking through the book: effects on order choice. Journal of Banking and Finance, 37(12), 5421-5435. https://doi.org/10.1016/j.jbankfin.2013.04.014
  • Valenzuela Bravo, Marcela Andrea (2013). Essays on financial economics [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Vayanos, Dimitri, Woolley, Paul (2013). An institutional theory of momentum and reversal. Review of Financial Studies, 26(5), 1087-1145. https://doi.org/10.1093/rfs/hht014
    • Z
  • Zer Boudet, Ilknur (2013). Essays on financial economics [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf