Items where department is "Financial Markets Group"

University Structure (106206) LSE (106206) Research Centres (22374) Financial Markets Group (1369) Systemic Risk Centre (300)
Number of items: 31.
Article
  • Agnello, Luca, Castro, Vítor, Sousa, Ricardo J. (2012). How does fiscal policy react to wealth composition and asset prices? Journal of Macroeconomics, 34(3), 874-890. https://doi.org/10.1016/j.jmacro.2012.04.001
  • Bar-Isaac, Heski, Caruana, Guillermo, Cuñat, Vicente (2012). Information gathering externalities for a multi-attribute good. Journal of Industrial Economics, 60(1), 162-185. https://doi.org/10.1111/j.1467-6451.2012.00475.x
  • Bar-Isaac, Heski, Caruana, Guillermo, Cuñat, Vicente (2012). Search, design, and market structure. American Economic Review, 102(2), 1140-1160. https://doi.org/10.1257/aer.102.2.1140
  • Caggese, Andrea, Cuñat, Vicente (2012). Financing constraints, firm dynamics, export decisions, and aggregate productivity. Review of Economic Dynamics, 16(1), 177-193. https://doi.org/10.1016/j.red.2012.10.004
  • Cuñat, Vicente, Gine, Mireia, Guadalupe, Maria (2012). The vote is cast: the effect of corporate governance on shareholder value. Journal of Finance, 67(5), 1943-1977. https://doi.org/10.1111/j.1540-6261.2012.01776.x
  • Danielsson, Jon, Luo, Jinhui, Payne, Richard (2012). Exchange rate determination and inter–market order flow effects. European Journal of Finance, 18(9), 823-840. https://doi.org/10.1080/1351847X.2011.601655
  • Danielsson, Jon, Pyne, Richard (2012). Liquidity determination in an order driven market. European Journal of Finance, 18(9), 799-821. https://doi.org/10.1080/1351847X.2011.601654
  • Julliard, Christian, Ghosh, Anisha (2012). Can rare events explain the equity premium puzzle? Review of Financial Studies, 25(10), 3037-3076. https://doi.org/10.1093/rfs/hhs078
  • Lou, Dong (2012). A flow-based explanation for return predictability. Review of Financial Studies, 25(12), 3457-3489. https://doi.org/10.1093/rfs/hhs103
    • Book
  • Goodhart, Charles, Tsomocos, Dimitrios P. (2012). The challenge Of financial stability: a new model and its applications. Edward Elgar.
  • Goodhart, Charles A. E., Tsomocos, Dimitrios P. (2012). Financial stability in practice. Edward Elgar.
    • Chapter
  • Armada, Manuel J. Rocha, Sousa, Ricardo M. (2012). Can the wealth-to-income ratio be a useful predictor in alternative finance? Evidence from the housing risk premium. In Jawadi, Fredj, Barnett, William A. (Eds.), Recent developments in alternative finance: empirical assessments and economic implications (pp. 67-79). Emerald Group Publishing. https://doi.org/10.1108/S1571-0386(2012)0000022009
  • Goodhart, Charles A. E., Lastra, Rosa M. (2012). The boundary problems in financial regulation. In Barth, James R., Lin, Chen, Wihlborg, Clas (Eds.), Research Handbook on International Banking and Governance (pp. 321-332). Edward Elgar. https://doi.org/10.4337/9781849802932.00029
    • Report
  • Systemic Risk Centre (SRC) (2012). Foresight: the future of computer trading in financial markets: final project report. Systemic Risk Centre, The London School of Economics and Political Science.
    • Online resource
  • Cuñat, Vicente (2012). The reform of the Spanish labour market is politically costly, and will only bring minor economic changes.
  • Danielsson, Jon (2012). European leaders have let their own hubris dominate their response to the Greek crisis. A total bailout of Greece would only cost the European Union 2 per cent of its GDP.
  • Kershaw, David, Kirchmaier, Thomas, Schuster, Edmund-Philipp (2012). The incentives of senior bank managers need to be altered in order to make them more risk averse.
    • Working paper
  • Anderson, Ronald W., Jõeveer, Karin (2012). Bankers and bank investors: reconsidering the economies of scale in banking. (Financial Markets Group Discussion Papers 712). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Bhattacharya, Sudipto, Chabakauri, Georgy, Nyborg, Kjell (2012). Securitized banking, asymmetric information, and financial crisis: regulating systemic risk away. (Financial Markets Group Discussion Papers 704). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Bouvard, Matthieu, Chaigneau, Pierre, Motta, Adolfo (2012). Transparency in the financial system: rollover risk and crises. (Financial Markets Group Discussion Papers 700). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Chaigneau, Pierre (2012). The effect of risk preferences on the valuation and incentives of compensation contracts. (Financial Markets Group Discussion Papers 697). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Chaigneau, Pierre, Sahuguet, Nicolas (2012). The structure of CEO pay: pay-for-luck and stock-options. (Financial Markets Group Discussion Papers 713). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2012). Dealing with systematic risk when we measure it badly. European Center for Advanced Research in Economics and Statistics.
  • Danielsson, Jon, de Vries, Casper G., Jorgensen, Bjorn, Samorodnitsky, Gennady, Mandira, Sarma (2012). Fat tails, VaR and subadditivity. Jon Danielsson.
  • Ellul, Andrew, Jappelli, Tullio, Pagano, Marco, Panunzi, Fausto (2012). Transparency, tax pressure and access to finance. (Financial Markets Group Discussion Papers 705). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Ellul, Andrew, Jotikasthira, Chotibhak, Lundblad, Christian, 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. picture_as_pdf
  • Goodhart, Charles, Kashyap, Anil, Tsomocos, Dimitri, Vardoulakis, Alexandros (2012). Financial regulation in general equilibrium. (Financial Markets Group Discussion Papers 702). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Rahi, Rohit, Gottardi, Piero (2012). Risk-sharing and retrading in incomplete markets.
  • Satterthwaite, Mark, Williams, Steven R., Zachariadis, Konstantinos (2012). Price discovery.
  • Zachariadis, Konstantinos (2012). A baseline model of price formation in a sequential market.
  • Zachariadis, Konstantinos, Olaru, Ioan F. (2012). The impact of security trading on corporate restructurings.