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.
None
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • Bustamante, Maria Cecilia (2012). The dynamics of going public. Review of Finance, 16(2), 577-618. https://doi.org/10.1093/rof/rfr001
  • 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
  • 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.
  • 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
  • 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 (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, 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
  • 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 (2007). Institutional trade persistence and long-term equity returns. Centre for Economic Policy Research (Great Britain).
  • 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
  • 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
  • Dobrynskaya, Victoria (2014). Downside market risk of carry trades. Review of Finance, 18(5), 1885-1913. https://doi.org/10.1093/rof/rfu004
  • 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.
  • 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
  • Frantz, Pascal, Instefjord, Norvald (2007). Implications of strategic disclosure of favourable news for capital markets-based research. Social Science Research Network.
  • 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 (2010). Trading frenzies and their impact on real investment. (CEPR Discussion Paper DP7652). Centre for Economic Policy Research (Great Britain).
  • 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
  • Hwang, Byoung-Hyoun, Lou, Dong (2012). Do analysts manage earnings forecasts to 'confirm' their own recommendations?
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • Marin, Jose M., Rahi, Rohit (1999). Speculative securities. Economic Theory, 14(3), 653-668. https://doi.org/10.1007/s001990050346
  • 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
  • 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
  • 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
  • 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
  • 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
  • Vermaelen, Theo, Xu, Moqi (2011). Acquisition finance, capital structure and market timing. The China Centre for Financial Research, Tsinghua University.
  • 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
  • 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
  • Zachariadis, Konstantinos (2012). A baseline model of price formation in a sequential market.
    • Public
  • 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
  • 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
  • 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
  • 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
  • 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
  • Anton, Miguel, Polk, Christopher (2010). Connected stocks. (Financial Markets Group Discussion Papers 651). Financial Markets Group, The London School of Economics and Political Science.
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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.
  • 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
  • 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
  • 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
  • Chabakauri, Georgy, Yuan, Kathy, Zachariadis, Konstantinos (2014). Multi-asset noisy rational expectations equilibrium with contingent claims. (Working papers). Social Science Research Network (SSRN).
  • 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
  • Charles, Constantin (2025). Memory moves markets. Review of Financial Studies, 38(6), 1641 - 1686. https://doi.org/10.1093/rfs/hhae086 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
  • 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.
  • 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
  • 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
  • Christodoulaki, Olga, Cho, Haeran, Fryzlewicz, Piotr (2011). A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929. (GreeSE 50). Hellenic Observatory, London School of Economics and Political Science.
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • Dridi, Ramdan, Germain, Laurent (2000). Noise and competition in strategic oligopoly. (EM 395). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • 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
  • 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
  • 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.
  • 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
  • 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.
  • 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
  • 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
  • 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.
  • 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
  • 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
  • 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
  • Gerba, Eddie, Zochowski, Dawid (2016). Macroprudential policy in a Knightian uncertainty model with credit-, risk-, and leverage cycles. (ECB working paper). European Central Bank.
  • 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
  • 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
  • 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
  • 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.
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
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