JEL classification

Journal of Economic Literature Classification (10696) G - Financial Economics (1812) G1 - General Financial Markets (925) G10 - General (193) G11 - Portfolio Choice; Investment Decisions (207) G12 - Asset Pricing; Trading volume; Bond Interest Rates (316) G13 - Contingent Pricing; Futures Pricing (61) G14 - Information and Market Efficiency; Event Studies (173) G15 - International Financial Markets (129) G18 - Government Policy and Regulation (106) G19 - Other (3)
Number of items at this level: 53.
Article
  • Aretz, Kevin, Bartram, Söhnke M., Pope, Peter (2011). Asymmetric loss functions and the rationality of expected stock returns. International Journal of Forecasting, 27(2), 413-437. https://doi.org/10.1016/j.ijforecast.2009.10.008
  • Bean, Charles R. (2019). A Review Essay: David Kynaston's Till Time's Last Sand:: a history of the Bank of England, 1694-2013. Journal of Economic Literature, 57(4), 972-987. https://doi.org/10.1257/jel.20181512 picture_as_pdf
  • Beyer, Max, de Meza, David, Reyniers, Diane J. (2013). Do financial advisor commissions distort client choice? Economics Letters, 119(2), 117-119. https://doi.org/10.1016/j.econlet.2013.01.026
  • Bhattacharya, Sudipto, Fulghieri, P., Rovelli, R. (1998). Financial intermediation versus stock markets in a dynamic intertemporal model. Journal of Institutional and Theoretical Economics, 154(1), 291-319.
  • 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
  • Danielsson, Jon, Song Shin, Hyun, Zigrand, Jean-Pierre (2012). Endogenous extreme events and the dual role of prices. Annual Review of Economics, 4, 111-129. https://doi.org/10.1146/annurev-economics-080511-110930
  • Danielsson, Jon, Shin, Hyun Song, Zigrand, Jean-Pierre (2004). The impact of risk regulation on price dynamics. Journal of Banking and Finance, 28(5), 1069-1087. https://doi.org/10.1016/S0378-4266(03)00113-4
  • Diemer, Sebastian, Poblete Lavanchy, Joaquin J. (2010). Real-money vs. play-money forecasting accuracy in online prediction markets - empirical insights from Ipredict. Journal of Prediction Markets, 4(3), 21-58.
  • Fricke, Daniel (2018). Are specialist funds “special”? Financial Management, https://doi.org/10.1111/fima.12257 picture_as_pdf
  • Kircher, Philipp, Chi, Tailan, Nystrom, Paul (2004). Knowledge-based resources as determinants of MNC structure: tests of an integrative model. Journal of International Management, 10(2), 219-238. https://doi.org/10.1016/j.intman.2004.02.004
  • Martin, Ian (2017). What is the expected return on the market? Quarterly Journal of Economics, 132(1), 367 - 433. https://doi.org/10.1093/qje/qjw034
  • Michaelides, Alexander, Ng, Serena (2000). Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators. Journal of Econometrics, 96(2), 231-266. https://doi.org/10.1016/S0304-4076(99)00058-5
  • Nava, Noemi, Di Matteo, Tiziana, Aste, Tomaso (2018). Financial time series forecasting using empirical mode decomposition and support vector regression. Risks, 6(1). https://doi.org/10.3390/risks6010007 picture_as_pdf
  • Schleicher, Thomas, Tahoun, Ahmed, Walker, Martin (2010). IFRS adoption in Europe and investment-cash flow sensitivity: outsider versus insider economies. International Journal of Accounting, 45(2), 143-168. https://doi.org/10.1016/j.intacc.2010.04.007
  • Scott, Susan V., Barrett, Michael I. (2005). Strategic risk positioning as sensemaking in crisis: the adoption of electronic trading at the London International Financial Futures and Options Exchange. Journal of Strategic Information Systems, 14(1), 45-68. https://doi.org/10.1016/j.jsis.2005.01.001
  • Simpson, Ana (2008). Voluntary disclosure of advertising expenditures. Journal of Accounting, Auditing and Finance, 23(3), 404-436. https://doi.org/10.1177/0148558X0802300306
  • Valenzuela, Marcela, Zer, Ilknur, Fryzlewicz, Piotr, Rheinlander, Thorsten (2015). Relative liquidity and future volatility. Journal of Financial Markets, 24, 25-48. https://doi.org/10.1016/j.finmar.2015.03.001
  • Zhang, Shengxing (2018). Liquidity misallocation in an over-the-counter market. Journal of Economic Theory, 174, 16-56. https://doi.org/10.1016/j.jet.2017.11.008
  • Book
  • Ryan, John (2012). Greenspan and Bernanke the chief architects of dollar destruction. LAP Lambert Academic Publishing.
  • Chapter
  • Black, Julia (2011). The rise, fall and fate of principles-based regulation. In Alexander, Kern, Moloney, Niamh (Eds.), Law Reform and Financial Markets (pp. 3-34). Edward Elgar. https://doi.org/10.4337/9780857936639.00007
  • Goodhart, Charles (2011). Moral hazard. In Green, Christopher J., Pentecost, Eric J., Weyman-Jones, Tom (Eds.), The Financial Crisis and the Regulation of Finance . Edward Elgar. https://doi.org/10.4337/9781849808712.00015
  • Online resource
  • Barwise, Patrick (2018). Why tech markets are winner-take-all. picture_as_pdf
  • Hall, Sarah (2018). Brexit's epicentre: London's financial services sector and its place in the UK economy. picture_as_pdf
  • Milas, Costas (2018). Don't dismiss the possibility of a cut in the Bank of England's policy rate. picture_as_pdf
  • Prat, Andrea (2009). A political economy view of financial regulation.
  • Shidlo, Gil (2012). Book review: what money can’t buy: the moral limits of markets.
  • Working paper
  • Acker, Daniella, Stalker, Mathew, Tonks, Ian (2002). Daily closing inside spreads and trading volumes around earnings announcements. (Financial Markets Group Discussion Papers 404). Financial Markets Group, The London School of Economics and Political Science.
  • Caselli, Francesco, Gennaioli, Nicola (2006). Dynastic management. London School of Economics and Political Science. Centre for Economic Performance.
  • Caselli, Francesco, Gennaioli, Nicola (2003). Dynastic management. National Bureau of Economic Research.
  • Chang, Briana, Zhang, Shengxing (2015). Endogenous market making and network formation. (CFM discussion paper series CFM-DP2015-34). Centre For Macroeconomics.
  • Chang, Briana, Zhang, Shengxing (2015). Endogenous market making and network formation. (Systemic Risk Centre Discussion Papers 50). Systemic Risk Centre, The London School of Economics and Political Science.
  • Costa-i-Font, Joan, García, Jaume (2001). Demand for private health insurance: is there a quality gap? (Working Papers 531). Department of Economics and Business, Universitat Pompeu Fabra.
  • Danielsson, Jon, Luo, Jinhui, Payne, Richard (2011). Exchange rate determination and inter–market order flow effects. Jon Danielsson.
  • Danielsson, Jon, Saltoglu, Burak (2003). Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis. (Financial Markets Group Discussion Papers 456). Financial Markets Group, The London School of Economics and Political Science.
  • Danielsson, Jon, Song Shin, Hyun, Zigrand, Jean-Pierre (2011). Balance sheet capacity and endogenous risk. (Financial Markets Group Discussion Papers 665). Financial Markets Group, The London School of Economics and Political Science.
  • Dasgupta, Amil, Prat, Andrea, Verardo, Michela (2007). Institutional trade persistence and long-term equity returns. Centre for Economic Policy Research (Great Britain).
  • Ellul, Andrew, Shin, Hyun Song, Tonks, Ian (2004). Opening and closing the market: evidence from the London Stock Exchange. (Financial Markets Group Discussion Papers 506). Financial Markets Group, The London School of Economics and Political Science.
  • Etesami, Jalal, Habibnia, Ali, 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.
  • Goodhart, Charles, Sunirand, Pojanart, Tsomocos, Dimitrios P. (2004). A model to analyse financial fragility: applications. (Financial Markets Group Discussion Papers 482). Financial Markets Group, The London School of Economics and Political Science.
  • Gromb, Denis, Vayanos, Dimitri (2015). The dynamics of financially constrained arbitrage. (Systemic Risk Centre Discussion Papers 32). Systemic Risk Centre, The London School of Economics and Political Science.
  • Guimaraes, Bernardo (2008). Optimal external debt and default. London School of Economics and Political Science. Centre for Economic Performance.
  • Hutter, Bridget M. (2006). The role of non-state actors in regulation. (CARR Discussion Papers DP 37). ESRC Centre for Analysis of Risk and Regulation.
  • King, Roger (2006). Analysing the higher education regulatory state. (CARR Discussion Papers DP 38). ESRC Centre for Analysis of Risk and Regulation.
  • Lezaun, Javier, Millo, Yuval (2005). Regulatory experiments: putting GM crops and financial markets on trial. (CARR Discussion Papers DP 30). ESRC Centre for Analysis of Risk and Regulation.
  • Lütz, Susanne, Kranke, Matthias (2010). The European rescue of the Washington Consensus? EU and IMF lending to Central and Eastern European countries. (LSE 'Europe in Question' discussion paper series 22/2010). London School of Economics and Political Science.
  • Mariano, Beatriz (2008). Do reputational concerns lead to reliable ratings? (Financial Markets Group Discussion Papers 613). Financial Markets Group, The London School of Economics and Political Science.
  • Mennicken, Andrea (2006). Translation and standardization: audit world-building in post-Soviet Russia. (CARR Discussion Papers DP 36). ESRC Centre for Analysis of Risk and Regulation.
  • Monastiriotis, Vassilis, Zartaloudis, Sotirios (2010). Beyond the crisis: EMU and labour market reform pressures in good and bad times. (LSE 'Europe in Question' discussion paper series 23/2010). London School of Economics and Political Science.
  • Saguato, Paolo (2015). The liquidity dilemma and the repo market: a two-step policy option to address the regulatory void. (LSE Law, Society and Economy Working Papers). London School of Economics and Political Science. https://doi.org/10.2139/ssrn.2692288
  • Scharpf, Fritz W. (2011). Monetary union, fiscal crisis and the preemption of democracy. (LSE 'Europe in Question' discussion paper series 36/2011). London School of Economics and Political Science.
  • Schwarze, Reimund, Wein, Thomas (2005). Is the market classification of risk always efficient? evidence from german third party motor insurance. (CARR Discussion Papers DP 32). ESRC Centre for Analysis of Risk and Regulation.
  • Tsomocos, Dimitrios P. (2003). Equilibrium analysis, banking, contagion and financial fragility. (Financial Markets Group Discussion Papers 450). Financial Markets Group, The London School of Economics and Political Science.