JEL classification

Journal of Economic Literature Classification (10696) D - Microeconomics (2307) D5 - General Equilibrium and Disequilibrium (101) D53 - Financial Markets (24)
Number of items at this level: 24.
Article
  • Briola, Antonio, Bartolucci, Silvia, Aste, Tomaso (2025). HLOB–Information persistence and structure in limit order books. Expert Systems With Applications, 266, https://doi.org/10.1016/j.eswa.2024.126078 picture_as_pdf
  • Chabakauri, Georgy, Rytchkov, Oleg (2021). Asset pricing with index investing. Journal of Financial Economics, 141(1), 195 - 216. https://doi.org/10.1016/j.jfineco.2020.06.023 picture_as_pdf
  • Danielsson, Jon, Peñaranda, Francisco (2011). On the impact of fundamentals, liquidity, and coordination on market stability. International Economic Review, 52(3), 621-638. https://doi.org/10.1111/j.1468-2354.2011.00642.x
  • Dutta, Sunil, Nezlobin, Alexander (2017). Information disclosure, firm growth, and the cost of capital. Journal of Financial Economics, 123(2), 415 - 431. https://doi.org/10.1016/j.jfineco.2016.04.001
  • Edwards, Paul, Baden-Fuller, Charles, Pissarides, Christopher, Rubery, Jill, Crouch, Colin, Taylor-Gooby, Peter (2023). Inflation, wages and equality: cross-disciplinary conversations. Journal of the British Academy, 11, 25-41. https://doi.org/10.5871/jba/011.025 picture_as_pdf
  • Ellis, Andrew, Piccione, Michele, Zhang, Shengxing (2022). Equilibrium securitization with diverse beliefs. Theoretical Economics, 17(1), 121 - 152. https://doi.org/10.3982/TE4157 picture_as_pdf
  • Florig, Michael, Gossner, Olivier (2024). Market equilibrium with management costs and implications for insurance accounting. Geneva Risk and Insurance Review, https://doi.org/10.1057/s10713-024-00107-7 picture_as_pdf
  • Gârleanu, Nicolae, Kogan, Leonid, Panageas, Stavros (2012). Displacement risk and asset returns. Journal of Financial Economics, 105(3), 491-510. https://doi.org/10.1016/j.jfineco.2012.04.002
  • Hirano, Tomohiro, Toda, Alexis Akira (2024). On equilibrium determinacy in overlapping generations models with money. Economics Letters, 239, https://doi.org/10.1016/j.econlet.2024.111758
  • 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
  • Thompson, Erica L., Smith, Leonard A. (2019). Escape from model-land. Economics, 13, https://doi.org/10.5018/economics-ejournal.ja.2019-40 picture_as_pdf
  • Yang, Li, Milanovic, Branko, Lin, Yaoqi (2024). Anti-corruption campaign in China: an empirical investigation. European Journal of Political Economy, 85, https://doi.org/10.1016/j.ejpoleco.2024.102559 picture_as_pdf
    • Working paper
  • Chabakauri, Georgy (2015). Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. (Systemic Risk Centre Discussion Papers 35). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Chabakauri, Georgy (2015). Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. (Working papers). Social Science Research Network (SSRN).
  • Chabakauri, Georgy (2015). Dynamic equilibrium with rare events and heterogeneous epstein-zin investors. (Systemic Risk Centre Discussion Papers 35). Systemic Risk Centre, The London School of Economics and Political Science.
  • 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
  • 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
  • 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
  • Huber, Kilian (2015). The persistence of a banking crisis. (CEP Discussion Paper 1389). London School of Economics and Political Science. Centre for Economic Performance.
  • Rahi, Rohit, Zigrand, Jean-Pierre (2009). Endogenous liquidity and contagion. (Financial Markets Group Discussion Papers 637). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Rahi, Rohit, Zigrand, Jean-Pierre (2020). Market fragmentation and contagion. (Systemic Risk Centre Discussion Papers 102). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Rahi, Rohit, Zigrand, Jean-Pierre (2013). Market quality and contagion in fragmented markets. (Systemic Risk Centre Discussion Papers 2). Systemic Risk Centre, The London School of Economics and Political Science.
  • Rahi, Rohit, Zigrand, Jean-Pierre (2007). A theory of strategic intermediation and endogenous liquidity. Rohit Rahi and Jean-Pierre Zigrand.
  • 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