Items where department is "Finance"

University Structure (106206) LSE (106206) Academic Departments (62869) Finance (904)
Number of items: 10.
2001
  • Financial Markets Group (2001). An academic response to Basel II. (Special paper series SP130). Financial Markets Group, The London School of Economics and Political Science.
  • Anderson, Ronald W., Steinherr, Alfred (2001). The next ten years of monetary relations in Asia. In Lamfalussy, Alexandre, Snoy, Bernard, Wilson, Jérôme (Eds.), Fragility of the International Finance System (pp. 61-72). Verlag Peter Lang.
  • Bhattacharya, Sudipto, Nicodano, Giovanna (2001). Insider trading, investment and liquidity: a welfare analysis. Journal of Finance, 56(3), 1141 - 1156. https://doi.org/10.1111/0022-1082.00359
  • Danielsson, Jon, Shin, Hyun Song, Zigrand, Jean-Pierre (2001). Asset price dynamics with value-at-risk constrained traders. (Financial Markets Group Discussion Papers 394). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Danielsson, Jon, de Haan, L., Peng, L., de Vries, C. G. (2001). Using a bootstrap method to choose the sample fraction in tail index estimation. Journal of Multivariate Analysis, 76(2), 226-248. https://doi.org/10.1006/jmva.2000.1903
  • Engle, R. F., Patton, Andrew J. (2001). What good is a volatility model? Quantitative Finance, 1(2), 237 - 245. https://doi.org/10.1088/1469-7688/1/2/305
  • Goodhart, Charles (2001). Interview: Charles Goodhart. Central Banking, XI(3), 7-16.
  • Lamont, Owen A., Polk, Christopher (2001). The diversification discount. Journal of Finance, 56(5), 1693-1721. https://doi.org/10.1111/0022-1082.00386
  • Lamont, Owen A., Polk, Christopher, Saá-Requejo, Jesús (2001). Financial constraints and stock returns. Review of Financial Studies, 14(2), 529-554. https://doi.org/10.1093/rfs/14.2.529
  • de Meza, David, Webb, David C. (2001). Advantageous selection in insurance markets. RAND Journal of Economics, 32(2), 249-262.