JEL classification

Journal of Economic Literature Classification (10696) G - Financial Economics (1812) G1 - General Financial Markets (925) G14 - Information and Market Efficiency; Event Studies (173)
Number of items at this level: 173.
2026
  • Irigoin, Alejandra (2026). Foreign monies and exchange risk in pre-modern maritime private trade - (or why did European bills not circulate outside Europe?). Revista de Historia Economica - Journal of Iberian and Latin American Economic History, 43(3), 435 - 468. https://doi.org/10.1017/S0212610925100815
    • 2025
  • Briola, Antonio, Bartolucci, Silvia, Aste, Tomaso (2025). Deep limit order book forecasting: a microstructural guide. Quantitative Finance, 25(7), 1101 - 1131. https://doi.org/10.1080/14697688.2025.2522911 picture_as_pdf
  • Charles, Constantin (2025). Memory moves markets. Review of Financial Studies, 38(6), 1641 - 1686. https://doi.org/10.1093/rfs/hhae086 picture_as_pdf
  • Cuñat, Vicente, Lu, Yiqing, Wu, Hong (2025). Managerial response to shareholder empowerment: evidence from majority-voting legislation changes. Journal of Financial and Quantitative Analysis, 60(5), 2500 - 2525. https://doi.org/10.1017/S0022109025000146 picture_as_pdf
  • Cuñat, Vicente, Xu, Moqi (2025). Timing complex news to target attention. Management Science, 71(9), 7774 - 7799. https://doi.org/10.1287/mnsc.2021.03722 picture_as_pdf
  • Ghosh, Anisha, Otsu, Taisuke (2025). Subjective beliefs estimators and their properties. Review of Finance, picture_as_pdf
  • Irigoin, Alejandra (2025). Managing exchange risk foreign monies and private trade finance in pre-modern long-distance trade (or why did bills of exchange not circulate beyond Europe?). (Economic History Working Papers 381). London School of Economics and Political Science. picture_as_pdf
  • Lou, Dong, Pinter, Gabor, Üslü, Semih, Walker, Danny (2025). Yield drifts when issuance comes before macro news. Journal of Financial Economics, 165, https://doi.org/10.1016/j.jfineco.2025.103993 picture_as_pdf
  • Xin, Wei, Grant, Lewis, Groom, Ben, Zhang, Chendi (2025). Noisy biodiversity: the impact of ESG biodiversity ratings on asset prices. Ecological Economics, 236, https://doi.org/10.1016/j.ecolecon.2025.108662 picture_as_pdf
    • 2024
  • Beaver, William H, Cascino, Stefano, Correia, Maria, McNichols, Maureen F. (2024). Bankruptcy in groups. Review of Accounting Studies, 29(4), 3449 - 3496. https://doi.org/10.1007/s11142-023-09779-4 picture_as_pdf
  • Bian, Jiangze, Da, Zhi, He, Zhiguo, Lou, Dong, Shue, Kelly, Zhou, Hao (2024). The drivers and implications of retail margin trading. Journal of Finance, picture_as_pdf
  • Bloomfield, Matthew J., Heinle, Mirko, Timmermans, Oscar (2024). Relative performance evaluation and strategic peer-harming disclosures. Journal of Accounting Research, 62(3), 877 - 933. https://doi.org/10.1111/1475-679X.12543 picture_as_pdf
  • Cho, Thummim, Polk, Christopher (2024). Putting the price in asset pricing. Journal of Finance, 79(6), 3943 - 3984. https://doi.org/10.1111/jofi.13391 picture_as_pdf
  • Kirtac, Kemal, Germano, Guido (2024). Sentiment trading with large language models. Finance Research Letters, 62(Part B), p. 105227. https://doi.org/10.1016/j.frl.2024.105227 picture_as_pdf
  • Kogana, Shimon, Makarov, Igor, Niessnerc, Marina, Schoar, Antoinette (2024). Are cryptos different? Evidence from retail trading. Journal of Financial Economics, 159, https://doi.org/10.1016/j.jfineco.2024.103897 picture_as_pdf
  • Kruse, Tobias, Mohnen, Myra, Sato, Misato (2024). Do financial markets respond to green opportunities? Journal of the Association of Environmental and Resource Economists, 11(3), 549 - 576. https://doi.org/10.1086/727370 picture_as_pdf
  • Nimalendran, Mahendrarajah, Rzayev, Khaladdin, Sagade, Satchit (2024). High-frequency trading in the stock market and the costs of options market making. Journal of Financial Economics, 159, https://doi.org/10.1016/j.jfineco.2024.103900 picture_as_pdf
    • 2023
  • Bergeaud, Antonin, Eyméoud, Jean Benoît, Garcia, Thomas, Henricot, Dorian (2023). Working from home and corporate real estate. Regional Science and Urban Economics, 99, https://doi.org/10.1016/j.regsciurbeco.2023.103878 picture_as_pdf
  • Bevilacqua, Mattia, Tunaru, Radu, Vioto, Davide (2023). Options-based systemic risk, financial distress, and macroeconomic downturns. Journal of Financial Markets, 65, https://doi.org/10.1016/j.finmar.2023.100834 picture_as_pdf
  • Biermann, Marcus, Leromain, Elsa (2023). The indirect effect of the Russian-Ukrainian war through international linkages: early evidence from the stock market. (CEP Discussion Papers CEPDP1899). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Guerron-Quintana, Pablo A., Hirano, Tomohiro, Jinnai, Ryo (2023). Bubbles, crashes, and economic growth: theory and evidence. American Economic Journal: Macroeconomics, 15(2), 333 - 371. https://doi.org/10.1257/mac.20220015
  • Lou, Youcheng, Rahi, Rohit (2023). Information, market power and welfare. Journal of Economic Theory, 214, https://doi.org/10.1016/j.jet.2023.105756 picture_as_pdf
  • Rzayev, Khaladdin, Ibikunle, Gbenga, Steffen, Tom (2023). The market quality implications of speed in cross-platform trading: evidence from Frankfurt-London microwave. Journal of Financial Markets, 66, https://doi.org/10.1016/j.finmar.2023.100853 picture_as_pdf
  • Vayanos, Dimitri, Woolley, Paul (2023). Asset management as creator of market inefficiency. Atlantic Economic Journal, 51(1), 1-11. https://doi.org/10.1007/s11293-023-09769-6 picture_as_pdf
  • Ziemba, William T. (2023). Pari-mutuel betting markets: racetracks and lotteries revisited. Annual Review of Financial Economics, 15, 641 - 662. https://doi.org/10.1146/annurev-financial-053122-021925 picture_as_pdf
    • 2022
  • Bergeaud, Antonin, Eyméoud, Jean-Benoît, Garcia, Thomas, Henricot, Dorian (2022). Working from home and corporate real estate. (CEP Discussion Papers 1831). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Chabakauri, Georgy, Yuan, Kathy, Zachariadis, Kostas (2022). Multi-asset noisy rational expectations equilibrium with contingent claims. Review of Economic Studies, 89(5), 2445 - 2490. https://doi.org/10.1093/restud/rdab081 picture_as_pdf
  • Cipriani, Marco, Guarino, Antonio, Uthemann, Andreas (2022). Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. Journal of Financial Economics, 146(3), 1044 - 1072. https://doi.org/10.1016/j.jfineco.2022.04.007 picture_as_pdf
  • Liu, Chang, Liu, Yuan, Zhang, Dayong, Xie, Chunping (2022). The capital market responses to new energy vehicle (NEV) subsidies: an event study on China. Energy Economics, 105, https://doi.org/10.1016/j.eneco.2021.105677
  • Martin, Ian W.R., Nagel, Stefan (2022). Market efficiency in the age of big data. Journal of Financial Economics, 145(1), 154 - 177. https://doi.org/10.1016/j.jfineco.2021.10.006 picture_as_pdf
    • 2021
  • Agrawal, Ashwini, Hacamo, Isaac, Hu, Zhongchen (2021). Information dispersion across employees and stock returns. Review of Financial Studies, 34(10), 4785 – 4831. https://doi.org/10.1093/rfs/hhaa105 picture_as_pdf
  • Ahmad, Wasim, Kutan, Ali M., Gupta, Smarth (2021). Black swan events and COVID-19 outbreak: sector level evidence from the US, UK, and European stock markets. International Review of Economics and Finance, 75, 546 - 557. https://doi.org/10.1016/j.iref.2021.04.007
  • Baer, Moritz, Campiglio, Emanuele, Deyris, Jérôme (2021). It takes two to dance: institutional dynamics and climate-related financial policies. (Grantham Research Institute on Climate Change and the Environment Working Paper 356). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science. picture_as_pdf
  • Bergeaud, Antonin, Malgouyres, Clement, Mazet-Sonilhac, Clement (2021). Technological change and domestic outsourcing. (CEP Discussion Papers 1784). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Bernales, Alejandro, Ladley, Daniel, Litos, Evangelos, Valenzuela, Marcela (2021). Dark trading and alternative execution priority rules. (Systemic Risk Centre Discussion Papers 111). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Chabakauri, Georgy, Yuan, Kathy, Zachariadis, Konstantinos (2021). Multi-asset noisy rational expectations equilibrium with contingent claims. (Financial Markets Group Discussion Papers 745). Financial Markets Group, The London School of Economics and Political Science.
  • Cuñat, Vicente, Lu, Yiqing, Wu, Hong (2021). Managerial response to shareholder empowerment: evidence from majority- voting legislation changes. (Financial Markets Group Discussion Papers 826). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Czech, Robert, Huang, Shiyang, Lou, Dong, Wang, Tianyu (2021). Informed trading in government bond markets. (Financial Markets Group Discussion Papers 837). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Czech, Robert, Huang, Shiyang, Lou, Dong, Wang, Tianyu (2021). Informed trading in government bond markets. Journal of Financial Economics, 142(3), 1253 - 1274. https://doi.org/10.1016/j.jfineco.2021.05.049 picture_as_pdf
  • Dias, Gustavo F., Fernandes, Marcelo, Scherrer, Cristina M. (2021). Price discovery in a continuous-time setting. Journal of Financial Econometrics, 19(5), 985 - 1008. https://doi.org/10.1093/jjfinec/nbz030
  • Huang, Shiyang, Hwang, Byoung-Hyoun, Lou, Dong (2021). The rate of communication. Journal of Financial Economics, 141(2), 533 - 550. https://doi.org/10.1016/j.jfineco.2021.03.013 picture_as_pdf
  • Lou, Youcheng, Rahi, Rohit (2021). Information, market power and welfare. (Financial Markets Group Discussion Papers 842). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Rahi, Rohit (2021). Information acquisition with heterogeneous valuations. Journal of Economic Theory, 191, https://doi.org/10.1016/j.jet.2020.105155 picture_as_pdf
  • Scherrer, Cristina Mabel (2021). Information processing on equity prices and exchange rate for cross-listed stocks. Journal of Financial Markets, 54, https://doi.org/10.1016/j.finmar.2021.100634 picture_as_pdf
  • Venmans, Frank (2021). The leverage anomaly in U.S. bank stock returns. Journal of International Financial Markets, Institutions and Money, 75, https://doi.org/10.1016/j.intfin.2021.101425 picture_as_pdf
    • 2020
  • Agrawal, Ashwini, Hacamo, Isaac, Hu, Zhongchen (2020). Information dispersion across employees and stock returns. (Financial Markets Group Discussion Papers 792). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Bevilacqua, Mattia, Tunaru, Radu, Vioto, Davide (2020). Options-based systemic risk, financial distress, and macroeconomic downturns. (Systemic Risk Centre Discussion Papers 107). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Chen, Huaizhi, Cohen, Lauren, Gurun, Umit, Lou, Dong, Malloy, Christopher (2020). IQ from IP: simplifying search in portfolio choice. Journal of Financial Economics, 138(1), 118 - 137. https://doi.org/10.1016/j.jfineco.2020.04.014 picture_as_pdf
  • Ergun, Lerby, Uthemann, Andreas (2020). Higher-order uncertainty in financial markets: evidence from a consensus pricing service. (Systemic Risk Centre Discussion Papers 98). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Gostlow, Glen (2020). The materiality and measurement of physical climate risk: evidence from Form 8-K. (Geography and Environment Discussion Paper Series 15). Department of Geography and Environment, LSE. picture_as_pdf
  • Ibikunle, Gbenga, McGroarty, Frank, Rzayev, Khaladdin (2020). More heat than light: Investor attention and bitcoin price discovery. International Review of Financial Analysis, 69, https://doi.org/10.1016/j.irfa.2020.101459
  • Ibikunle, Gbenga, Rzayev, Khaladdin (2020). Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility. (Systemic Risk Centre Discussion Papers 95). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Kardaras, Constantinos, Ruf, Johannes (2020). Filtration shrinkage, the structure of deflators, and failure of market completeness. Finance and Stochastics, 24(4), 871 - 901. https://doi.org/10.1007/s00780-020-00435-2 picture_as_pdf
  • Lagos, Ricardo, Zhang, Shengxing (2020). Turnover liquidity and the transmission of monetary policy. American Economic Review, 110(6), 1635 - 1672. https://doi.org/10.1257/aer.20170045 picture_as_pdf
  • Ziemba, William (2020). Parimutuel betting markets: racetracks and lotteries revisited. (Systemic Risk Centre Discussion Papers 103). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
    • 2019
  • Beaver, William H, Cascino, Stefano, Correia, Maria, McNichols, Maureen F. (2019). Group affiliation and default prediction. Management Science, 65(8), 3559-3584. https://doi.org/10.1287/mnsc.2018.3128
  • Bustillo, Inés, Perrotti, Daniel, Velloso, Helvia (2019). Sovereign credit ratings in Latin America and the Caribbean: history and impact on bond spreads. Economía, 20(1), 155 - 196. https://doi.org/10.1353/eco.2019.0011 picture_as_pdf
  • Cipriani, Marco, Guarino, Antonio, Uthemann, Andreas (2019). Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. (Systemic Risk Centre Discussion Papers 88). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Kondor, Peter, Pinter, Gabor (2019). Private information and client connections in government bond markets. (CFM discussion paper series CFM-DP2019-01). Centre For Macroeconomics, London School of Economics and Political Science. picture_as_pdf
  • Kondor, Peter, Pintér, Gábor (2019). Clients' connections. (Financial Markets Group Discussion Papers 786). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Rahi, Rohit (2019). Information acquisition with heterogeneous valuations. (Financial Markets Group Discussion Papers 787). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • 2018
  • Babus, Ana, Kondor, Peter (2018). Trading and information diffusion in over-the-counter markets. (Financial Markets Group Discussion Papers 777). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Babus, Ana, Kondor, Peter (2018). Trading and information diffusion in OTC markets. Econometrica, 86(5), 1727-1769. https://doi.org/10.3982/ECTA12043
  • Bahar, Dany, Molina, Carlos A., Santos, Miguel Angel (2018). Fool's gold: the impact of Venezuelan currency devaluations on multinational stock prices. Economía, 19(1), 93 - 128. https://doi.org/10.1353/eco.2018.0009 picture_as_pdf
  • Beaver, William, Cascino, Stefano, Correia, Maria, McNichols, Maureen (2018). Bankruptcy in groups. (Systemic Risk Centre Discussion Papers 81). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Breinlich, Holger, Leromain, Elsa, Novy, Dennis, Sampson, Thomas, Usman, Ahmed (2018). The economic effects of Brexit- evidence from the stock market. (CEP Discussion Papers CEPDP1570). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Breinlich, Holger, Leromain, Elsa, Novy, Dennis, Sampson, Thomas, Usman, Ahmed (2018). The economic effects of Brexit - evidence from the stock market. Fiscal Studies, https://doi.org/10.1111/1475-5890.12175 picture_as_pdf
  • Carabias, Jose M. (2018). The real-time information content of macroeconomic news: implications for firm-level earnings expectations. Review of Accounting Studies, 23(1), 136-166. https://doi.org/10.1007/s11142-017-9436-9
  • Choi, Darwin, Lou, Dong, Mukherjee, Abhiroop (2018). The effect of superstar firms on college major choice. (Financial Markets Group Discussion Papers 772). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Correia, Maria, Kang, Johnny, Richardson, Scott (2018). Asset volatility. Review of Accounting Studies, 23(1), 37-94. https://doi.org/10.1007/s11142-017-9431-1
  • Edmans, Alex, Goncalves-Pinto, Luis, Groen-Xu, Moqi, Wang, Yanbo (2018). Strategic news releases in equity vesting months. Review of Financial Studies, 31(11), 4099 - 4141. https://doi.org/10.1093/rfs/hhy070
  • Lleo, Sebastien, Ziemba, William (2018). A tale of two indexes: predicting equity market downturns in China. (Systemic Risk Centre Discussion Papers 82). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Makarov, Igor, Schoar, Antoinette (2018). Trading and Arbitrage in Cryptocurrency Markets. (Financial Markets Group Discussion Papers 782). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Rahi, Rohit, Zigrand, Jean-Pierre (2018). Information acquisition, price informativeness and welfare. (Systemic Risk Centre Discussion Papers 77). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Rahi, Rohit, Zigrand, Jean-Pierre (2018). Information acquisition, price informativeness, and welfare. Journal of Economic Theory, 177, 558-593. https://doi.org/10.1016/j.jet.2018.07.007
    • 2017
  • Andrikogiannopoulou, Angie, Papakonstantinou, Filippos (2017). Individual reaction to past performance sequences: evidence from a real marketplace. Management Science, 64(4), 1957-1973. https://doi.org/10.1287/mnsc.2016.2636
  • 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.
  • Gromb, Denis, Vayanos, Dimitri (2017). The dynamics of financially constrained arbitrage. (Financial Markets Group Discussion Papers 771). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Lleo, Sebastien, Ziemba, William (2017). A tale of two indexes: predicting equity market downturns in China. (Systemic Risk Centre Discussion Papers 72). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Miranda-Agrippino, Silvia, Ricco, Giovanni (2017). The transmission of monetary policy shocks. (CFM discussion paper series CFM-DP2017-11). Centre For Macroeconomics.
  • Moffitt, Steven D., Ziemba, William T. (2017). Does it pay to buy the pot in the Canadian 6/49 Lotto: implications for lottery design. (Systemic Risk Centre Discussion Papers 64). Systemic Risk Centre, The London School of Economics and Political Science.
    • 2016
  • Accominotti, Olivier, Chambers, David (2016). If you’re so smart: John Maynard Keynes and currency speculation in the interwar years. Journal of Economic History, 76(2), 342 - 386. https://doi.org/10.1017/S0022050716000589
  • Alòs, Elisa, Chen, Zhanyu, Rheinlander, Thorsten (2016). Valuation of barrier options via a general self-duality. Mathematical Finance, 26(3), 492-515. https://doi.org/10.1111/mafi.12063
  • Athanasakou, Vasiliki E., Simpson, Ana (2016). Investor attention to salient features of analyst forecasts. International Journal of Forecasting, 32(4), 1212-1233. https://doi.org/10.1016/j.ijforecast.2016.02.011
  • Cuñat, Vicente, Giné, Mireia, Guadalupe, Maria (2016). Say pays! Shareholder voice and firm performance. Review of Finance, 20(5), 1799 - 1834. https://doi.org/10.1093/rof/rfv056
  • Gerba, Eddie, Zochowski, Dawid (2016). Macroprudential policy in a Knightian uncertainty model with credit-, risk-, and leverage cycles. (ECB working paper). European Central Bank.
  • Konstantinidi, Theodosia, Kraft, Arthur, Pope, Peter F. (2016). Asymmetric persistence and the market pricing of accruals and cash flows. Abacus, 52(1), 140-165. https://doi.org/10.1111/abac.12072
  • Miranda-Agrippino, Silvia (2016). Unsurprising shocks: information, Premia, and the Monetary Transmission. (CFM discussion paper series CFM-DP2016-13). Centre For Macroeconomics.
    • 2015
  • Cascino, Stefano, Gassen, Joachim (2015). What drives the comparability effect of mandatory IFRS adoption? Review of Accounting Studies, 20(1), 242-282. https://doi.org/10.1007/s11142-014-9296-5
  • Fajnzylber, Eduardo, Reyes, Gonzalo (2015). Knowledge, information, and retirement saving decisions: evidence from a large-scale intervention in Chile. Economía, 15(2), 83 - 117. https://doi.org/10.31389/eco.91 picture_as_pdf
  • 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. picture_as_pdf
  • Leiss, Matthias, Nax, Heinrich H., Sornette, Didier (2015). Super-exponential growth expectations and the global financial crisis. Journal of Economic Dynamics and Control, 55, 1-13. https://doi.org/10.1016/j.jedc.2015.03.005
  • Sigurgeirsdottir, Silla, Wade, Robert H. (2015). From control by capital to control of capital: Iceland's boom and bust, and the IMF's unorthodox rescue package. Review of International Political Economy, 22(1), 103-133. https://doi.org/10.1080/09692290.2014.920400
    • 2014
  • Anolli, Mario, Beccalli, Elena, Molyneux, Philip (2014). Bank earnings forecasts, risk and the crisis. Journal of International Financial Markets, Institutions and Money, 29(1), 309-335. https://doi.org/10.1016/j.intfin.2014.01.003
  • Bhimani, Alnoor, Willcocks, Leslie P. (2014). Digitisation, ‘big data’ and the transformation of accounting information. Accounting and Business Research, 44(4), 469 - 490. https://doi.org/10.1080/00014788.2014.910051
  • Boone, Peter, Johnson, Simon (2014). Forty years of leverage: what have we learned about sovereign debt? American Economic Review, 104(5), 266-271. https://doi.org/10.1257/aer.104.5.266
  • Buffa, Andrea, Vayanos, Dimitri, Woolley, Paul (2014). Asset management contracts and equilibrium prices. (Financial Markets Group Discussion Papers 736). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Chabakauri, Georgy, Yuan, Kathy, Zachariadis, Konstantinos (2014). Multi-asset noisy rational expectations equilibrium with contingent claims. (Working papers). Social Science Research Network (SSRN).
  • Dobrynskaya, Victoria (2014). Downside market risk of carry trades. Review of Finance, 18(5), 1885-1913. https://doi.org/10.1093/rof/rfu004
  • Fouirnaies, Alexander B., Hall, Andrew B. (2014). The financial incumbency advantage: causes and consequences. Journal of Politics, 76(3), 711-724. https://doi.org/10.1017/S0022381614000139
  • Hwang, Byoung-Hyoung, Lou, Dong, Yin, Chengxi (2014). Offsetting disagreement and security prices. (Financial Markets Group Discussion Papers 739). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Lleo, Sebastien, Ziemba, Bill (2014). Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world. (Systemic Risk Centre Discussion Papers 21). Systemic Risk Centre, The London School of Economics and Political Science.
  • Lleo, Sebastien, Ziemba, William T. (2014). Does the bond-stock earning yield differential model predict equity market corrections better than high P/E models? (Systemic Risk Centre Discussion Papers 18). Systemic Risk Centre, The London School of Economics and Political Science.
  • Lou, Dong, Polk, Christopher, Huang, Shiyang (2014). The booms and busts of beta arbitrage. (Financial Markets Group Discussion Papers 743). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • MacKenzie, Donald, Pardo-Guerra, Juan Pablo (2014). Insurgent capitalism: Island, bricolage and the re-making of finance. Economy and Society, 43(2), 153-182. https://doi.org/10.1080/03085147.2014.881597
    • 2013
  • Campi, Luciano, Cetin, Umut, Danilova, Albina (2013). Equilibrium model with default and dynamic insider information. Finance and Stochastics, 17(347), 565-585. https://doi.org/10.1007/s00780-012-0196-x
  • Cella, Cristina, Ellul, Andrew, Giannetti, Mariassunta (2013). Investors' horizons and the amplification of market shocks. (Financial Markets Group Discussion Papers 717). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Ellul, Andrew, Jotikasthira, Chotibhak, Lundblad, Christian T., Wang, Yihui (2013). Mark-to-market accounting and systemic risk: evidence from the insurance industry. (Systemic Risk Centre Discussion Papers 4). Systemic Risk Centre, The London School of Economics and Political Science.
  • 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
  • Lou, Dong (2013). Attracting investor attention through advertising. London School of Economics and Political Science.
  • 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.
  • 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
    • 2012
  • Bustamante, Maria Cecilia (2012). The dynamics of going public. Review of Finance, 16(2), 577-618. https://doi.org/10.1093/rof/rfr001
  • Cohen, Lauren, Lou, Dong (2012). Complicated firms. Journal of Financial Economics, 104(2), 383 - 400. https://doi.org/10.1016/j.jfineco.2011.08.006
  • 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
  • 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
  • Hwang, Byoung-Hyoun, Lou, Dong (2012). Do analysts manage earnings forecasts to 'confirm' their own recommendations?
  • Jorgensen, Bjorn N., Li, Jing, Sadka, Gil (2012). Earnings dispersion and aggregate stock returns. Journal of Accounting and Economics, 53(1-2), 1-20. https://doi.org/10.1016/j.jacceco.2011.06.001
  • 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
  • Patton, Andrew J., Verardo, Michela (2012). Does beta move with news?: firm-specific information flows and learning about profitability. Review of Financial Studies, 25(9), 2789-2839. https://doi.org/10.1093/rfs/hhs073
  • Vayanos, Dimitri, Wang, Jiang (2012). Liquidity and asset returns under asymmetric information and imperfect competition. (Financial Markets Group Discussion Papers 708). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Vayanos, Dimitri, Wang, Jiang (2012). Market liquidity - theory and empirical evidence. (Financial Markets Group Discussion Papers 709). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Zachariadis, Konstantinos (2012). A baseline model of price formation in a sequential market.
    • 2011
  • Adam, K., Marcet, Albert (2011). Internal rationality, imperfect market knowledge and asset prices. Journal of Economic Theory, 146(3), 1224 - 1252. https://doi.org/10.1016/j.jet.2010.11.003
  • Adam, Klaus, Marcet, Albert (2011). Internal rationality, imperfect market knowledge and asset prices. (CEP Discussion Papers CEPDP1068). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Breinlich, Holger (2011). Heterogeneous firm-level responses to trade liberalisation: a test using stock price reactions. (CEP Discussion Papers CEPDP1085). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Buch, Claudia M., Neugebauer, Katja (2011). Bank-specific shocks and the real economy. Journal of Banking and Finance, 35(8), 2179-2187. https://doi.org/10.1016/j.jbankfin.2011.01.023
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  • Cohen, Lauren, Lou, Dong (2011). Complicated firms. (Financial Markets Group Discussion Papers 683). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Gao, Pengjie, Lou, Dong (2011). Cross-market timing in security issuance. (AFA 2012 Chicago Meetings Paper). SSRN. https://doi.org/10.2139/ssrn.1787187
  • Goldstein, Itay, Ozdenoren, Emre, Yuan, Kathy (2011). Trading frenzies and their impact on real investment. (Financial Markets Group Discussion Papers 670). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Vermaelen, Theo, Xu, Moqi (2011). Acquisition finance, capital structure and market timing. The China Centre for Financial Research, Tsinghua University.
    • 2010
  • Anton, Miguel, Polk, Christopher (2010). Connected stocks. (Financial Markets Group Discussion Papers 651). Financial Markets Group, The London School of Economics and Political Science.
  • Cuñat, Vicente, Gine, Mireia, Guadalupe, Maria (2010). The vote is cast: the effect of corporate governance on shareholder value. (NBER working paper 16574). The National Bureau of Economic Research.
  • Cuñat, Vicente, Giné, Mireia, Guadalupe, Maria (2010). The vote is cast: the effect of corporate governance on shareholder value. (Financial Markets Group Discussion Papers 663). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Cvijanovic, Dragana, Favilukis, Jack, Polk, Christopher (2010). New in town: demographics, immigration, and the price of real estate. Department of Finance, London School of Economics and Political Science.
  • Dasgupta, Amil, Prat, Andrea, Verardo, Michela (2010). Institutional trade persistence and long-term equity returns. (Financial Markets Group Discussion Papers 661). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Dasgupta, Amil, Prat, Andrea, Verardo, Michela (2010). The price impact of institutional herding. (Financial Markets Group Discussion Papers 652). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Goldstein, Itay, Ozdenoren, Emre, Yuan, Kathy (2010). Trading frenzies and their impact on real investment. (CEPR Discussion Paper DP7652). Centre for Economic Policy Research (Great Britain).
  • Pardo-Guerra, Juan Pablo (2010). Creating flows of interpersonal bits: the automation of the London Stock Exchange, c. 1955-90. Economy and Society, 39(1), 84-109. https://doi.org/10.1080/03085140903424584
    • 2009
  • Garavito, Fabian (2009). Organizational diseconomies in the mutual fund industry. (Financial Markets Group Discussion Papers 638). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Khanna, Tarun, Thomas, Catherine (2009). Synchronicity and firm interlocks in an emerging market. Journal of Financial Economics, 92(2), 182-204. https://doi.org/10.1016/j.jfineco.2008.03.005
  • Nieto-Parra, Sebastián (2009). Who saw sovereign debt crises coming? Economía, 10(1), 125 - 164. https://doi.org/10.1353/eco.0.0035 picture_as_pdf
  • Patton, Andrew J., Verardo, Michela (2009). Does beta move with news? Systematic risk and firm-specific information flows. (Financial Markets Group Discussion Papers 630). Financial Markets Group, The London School of Economics and Political Science.
    • 2008
  • Chau, Minh, Vayanos, Dimitri (2008). Strong-form efficiency with monopolistic insiders. Review of Financial Studies, 21(5), 2275-2306. https://doi.org/10.1093/rfs/hhl029
  • Dittmar, Robert F., Yuan, Kathy (2008). Do sovereign bonds benefit corporate bonds in emerging markets? Review of Financial Studies, 21(5), 1983-2014. https://doi.org/10.1093/rfs/hhn015
    • 2007
  • Beunza, Daniel, Garud, Raghu (2007). Calculators, lemmings or frame-makers? the intermediary role of securities analysts. Sociological Review, 55(s2), 13-39. https://doi.org/10.1111/j.1467-954X.2007.00728.x
  • Dasgupta, Amil, Prat, Andrea, Verardo, Michela (2007). Institutional trade persistence and long-term equity returns. Centre for Economic Policy Research (Great Britain).
  • Frantz, Pascal, Instefjord, Norvald (2007). Implications of strategic disclosure of favourable news for capital markets-based research. Social Science Research Network.
    • 2006
  • Cho, Young-Hyun, Linton, Oliver, Whang, Yoon-Jae (2006). Are there Monday effects in stock returns: a stochastic dominance approach. (Financial Markets Group Discussion Papers 568). Financial Markets Group, The London School of Economics and Political Science.
  • Yuan, Kathy, Zheng, Liu, Zhu, Qiaoqiao (2006). Are investors moonstruck?: lunar phases and stock returns. Journal of Empirical Finance, 13(1), 1-23. https://doi.org/10.1016/j.jempfin.2005.06.001
    • 2005
  • Rosa, Carlo, Verga, Giovanni (2005). The importance of the wording of the ECB. (CEPDP 694). London School of Economics and Political Science. Centre for Economic Performance.
  • Yuan, Kathy (2005). The liquidity service of benchmark securities. Journal of the European Economic Association, 3(5), 1156-1180. https://doi.org/10.1162/1542476054729428
    • 2004
  • Tapia, Matías, Tokman, Andrea (2004). Effects of foreign exchange intervention under public information: the Chilean case. Economía, 4(2), 215 - 245. https://doi.org/10.1353/eco.2004.0020 picture_as_pdf
    • 2003
  • Blanes i Vidal, Jordi (2003). Credibility and cheap talk of securities analysts: theory and evidence. (Discussion paper 472). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Cannon, Edmund, Tonks, Ian (2003). UK annuity rates and pension replacement ratios 1957-2002. (Financial Markets Group Discussion Papers 444). Financial Markets Group, The London School of Economics and Political Science.
    • 2002
  • Hon, Mark T., Tonks, Ian (2002). Momentum in the UK stock market. (Financial Markets Group Discussion Papers 405). Financial Markets Group, The London School of Economics and Political Science.
  • Maillet, Bertrand, Michel, Thierry (2002). How deep was the September 2001 stock market crisis?: putting recent events on the American and French markets into perspective with an index of market shocks. (Financial Markets Group Discussion Papers 417). Financial Markets Group, The London School of Economics and Political Science.
  • Zigrand, Jean-Pierre (2002). Rational asset pricing implications from realistic trading frictions. (Discussion paper 414). Financial Markets Group, The London School of Economics and Political Science.
    • 2001
  • Vitale, Paolo (2001). Foreign exchange intervention and macroeconomic stability. (Financial Markets Group Discussion Papers 317). Financial Markets Group, The London School of Economics and Political Science.
    • 2000
  • Dridi, Ramdan, Germain, Laurent (2000). Noise and competition in strategic oligopoly. (EM 395). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Faure-Grimaud, Antoine, Laffont, Jean-Jacques, Martimort, David (2000). A theory of supervision with endogenous transaction costs. Annals of Economics and Finance, 1(2), 231-263.
    • 1999
  • Bhattacharya, Sudipto, Nicodano, Giovanna (1999). Insider trading, investment and liquidity: a welfare analysis. (Financial Markets Group Discussion Papers 334). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Friederich, Sylvain, Gregory, Alan, Matako, John, Tonks, Ian (1999). Stock price patterns around the trades of corporate insiders on the London Stock Exchange. (Financial Markets Group Discussion Papers 332). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Marin, Jose M., Rahi, Rohit (1999). Speculative securities. Economic Theory, 14(3), 653-668. https://doi.org/10.1007/s001990050346
    • 1998
  • Brunnermeier, Markus (1998). Buy on rumours - sell on news: a manipulative trading strategy. (Financial Markets Group Discussion Papers 309). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Dow, James, Rahi, Rohit (1998). Informed trading, investment, and welfare. (Financial Markets Group Discussion Papers 292). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Faure-Grimaud, Antoine, Laffont, Jean-Jacques, Martimort, David (1998). A theory of supervision with endogenous transaction costs. (TE 356). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Sullivan, Ryan, Timmermann, Allan, White, Halbert (1998). Data snooping, technical trading, rule performance, and the bootstrap. (Financial Markets Group Discussion Papers 303). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • 1997
  • Marín, José, Rahi, Rohit (1997). Speculative securities. (Financial Markets Group Discussion Papers 268). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • 1996
  • Faure-Grimaud, Antoine (1996). Soft budget constraint and stock price information. (Financial Markets Group Discussion Papers 251). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • 1995
  • Rahi, Rohit (1995). Optimal incomplete markets with asymmetric information. Journal of Economic Theory, 65(1), 171-197. https://doi.org/10.1006/jeth.1995.1006
  • Rahi, Rohit (1995). Partially revealing rational expectations equilibria with nominal assets. Journal of Mathematical Economics, 24(2), 137-146. https://doi.org/10.1016/0304-4068(94)00679-5