Items where department is "Finance"

University Structure (106206) LSE (106206) Academic Departments (62869) Finance (904)
Number of items: 66.
A
  • Anderson, Ronald W., Carverhill, Andrew (2011). Corporate liquidity and capital structure. Review of Financial Studies, 25(3), 797-837. https://doi.org/10.1093/rfs/hhr103
  • Anderson, Ronald W., Nyborg, Kjell G. (2011). Financing and corporate growth under repeated moral hazard. Journal of Financial Intermediation, 20(1), 1-24. https://doi.org/10.1016/j.jfi.2009.12.001
  • Anton Sancho, Miguel (2011). Three essays on the comovement of financial assets [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • At, Christian, Burkart, Mike, Lee, Samuel (2011). Security-voting structure and bidder screening. Journal of Financial Intermediation, 20(3), 458-476. https://doi.org/10.1016/j.jfi.2010.10.001
  • Axelson, Ulf, Bond, Philip (2011). Investment banking careers: an equilibrium theory of overpaid jobs. (Financial Markets Group Discussion Papers 690). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Scarlata, Mariarosa, Alemany, Luisa (2011). ¿Como añaden valor los inversores de capital riesgo filantropico a los emprendedores sociales? Revista Española Del Tercer Sector, 17, 139-147.
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  • Backus, David, Chernov, Mikhail, Martin, Ian (2011). Disasters implied by equity index options. The Journal of Finance, 66(6), 1969-2012. https://doi.org/10.1111/j.1540-6261.2011.01697.x
  • Bar-Isaac, Heski, Caruana, Guillermo, Cuñat, Vicente (2011). Locating inside the Salop circle: demand rotations in a micro-founded model. Department of Finance, London School of Economics and Political Science.
  • Basak, Suleyman, Chabakauri, Georgy (2011). Dynamic hedging in incomplete markets: a simple solution. (Financial Markets Group Discussion Papers 680). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Benediktsdottir, Sigridur, Danielsson, Jon, Zoega, Gylfi (2011). Lessons from a collapse of a financial system. Economic Policy, 26(66), 183-235. https://doi.org/10.1111/j.1468-0327.2011.00260.x
  • Bhattacharya, Sudipto, Chabakauri, Georgy, Nyborg, Kjell G. (2011). Securitized lending, asymmetric information, and financial crisis. Department of Finance, London School of Economics and Political Science.
  • Bikbov, Ruslan, Chernov, Mikhail (2011). Yield curve and volatility: lessons from Eurodollar futures and options. Journal of Financial Econometrics, 9(1), 66-105. https://doi.org/10.1093/jjfinec/nbq019
  • Buraschi, Andrea, Trojani, Fabio, Vedolin, Andrea (2011). Economic uncertainty, disagreement, and credit markets.
  • Buraschi, Andrea, Trojani, Fabio, Vedolin, Andrea (2011). When uncertainty blows in the orchard: comovement and equilibrium volatility risk premia. (EFA 2009 Bergen meetings paper). SSRN.
  • Burkart, Mike, Raff, Konrad (2011). Performance pay, CEO dismissal, and the dual role of takeovers. (Financial Markets Group Discussion Papers 694). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Bustamante, Maria Cecilia (2011). How do frictions affect corporate investment?: a structural approach. (Working Paper Series 08-47). Swiss Finance Institute.
  • Bustamante, Maria Cecilia (2011). Strategic investment, industry concentration and the cross section of returns. (Financial Markets Group Discussion Papers 681). Financial Markets Group, The London School of Economics and Political Science.
  • Giannetti, Mariassunta, Burkart, Mike, Ellingsen, Tore (2011). What you sell is what you lend? Explaining trade credit contracts. Review of Financial Studies, 24(4), 1261-1298. https://doi.org/10.1093/rfs/hhn096
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  • Caggese, Andrea, Cuñat, Vicente (2011). Financing constraints, firm dynamics, export decisions, and aggregate productivity. (Financial Markets Group Discussion Papers 685). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Campbell, John Y., Giglio, Stefano, Polk, Christopher (2011). Hard times. (AFA 2012 Chicago Meetings Paper). SSRN.
  • Chernov, Mikhail, Gorbenko, Alexander, Makarov, Igor (2011). CDS auctions. (Financial Markets Group Discussion Papers 688). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Coeurdacier, Nicolas, Guibaud, Stéphane (2011). International portfolio diversification is better than you think. Journal of International Money and Finance, 30(2), 289-308. https://doi.org/10.1016/j.jimonfin.2010.10.003
  • 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
    • D
  • Danielsson, Jon (2011). Financial risk forecasting: the theory and practice of forecasting market risk with implementation in R and Matlab. Wiley-Blackwell.
  • Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2011). Model risk of systemic risk models. Jon Danielsson.
  • Danielsson, Jon, Luo, Jinhui, Payne, Richard (2011). Exchange rate determination and inter–market order flow effects. Jon Danielsson.
  • 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
  • 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, Leon-Gonzalez, Roberto, Shortland, Anja (2011). Regionality revisited: an examination of the direction of spread of currency crises. Journal of International Money and Finance, 30(5), 831 - 848. https://doi.org/10.1016/j.jimonfin.2011.05.004
  • Dasgupta, Amil, Piacentino, Giorgia (2011). The Wall Street walk when blockholders compete for flows. (Financial Markets Group Discussion Papers 692). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Dasgupta, Amil, Prat, Andrea, Verardo, Michela (2011). Institutional trade persistence and long-term equity returns. Journal of Finance, 66(2), 635-653. https://doi.org/10.1111/j.1540-6261.2010.01644.x
  • Dasgupta, Amil, Prat, Andrea, Verardo, Michela (2011). The price impact of institutional herding. Review of Financial Studies, 24(3), 892-925. https://doi.org/10.1093/rfs/hhq137
  • Dasgupta, Amil, Zachariadis, Konstantinos (2011). Delegated activism and disclosure. (Financial Markets Group Discussion Papers 689). Financial Markets Group, The London School of Economics and Political Science.
  • Scarlata, Mariarosa, Zacharakis, A., Dewalske, J. (2011-06-08 - 2011-06-11) Venture capitalists’ vs. philanthropic venture capitalists’ human capital: an exploratory study [Paper]. 2011 Babson College Entrepreneurship Research Conference, Syracuse, United States, USA.
    • F
  • Fardeau, Vincent (2011). Essays in financial economics [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Favero, Carlo A., Gozluklu, Arie E., Tamoni, Andrea (2011). Demographic trends, the dividend-price ratio, and the predictability of long-run stock market returns. Journal of Financial and Quantitative Analysis, 46(05), 1493-1520. https://doi.org/10.1017/S0022109011000329
  • Favilukis, Jack (2011). International capital flows and house prices: theory and evidence. In Glaeser, Edward, Sinai, Todd (Eds.), Housing and the Financial Crisis . National Bureau of Economic Research.
  • Favilukis, Jack, Lin, Xiaoji (2011). Micro frictions, asset pricing, and aggregate implications. (Financial Markets Group Discussion Papers 673). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Favilukis, Jack, Lin, Xiaoji (2011). Micro frictions, asset pricing, and aggregate implications. Social Science Research Network (SSRN). https://doi.org/10.2139/ssrn.1712949
  • Ferreira, Daniel, Ferreira, Miguel A., Raposo, Clara C. (2011). Board structure and price informativeness. Journal of Financial Economics, 99(3), 523-545. https://doi.org/10.1016/j.jfineco.2010.10.007
  • Ferreira, Daniel, Kirchmaier, Tom, Metzger, Daniel (2011). Boards of banks. (Financial Markets Group Discussion Papers 664). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
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  • Gao, Pengjie, Lou, Dong (2011). Cross-market timing in security issuance. (AFA 2012 Chicago Meetings Paper). SSRN. https://doi.org/10.2139/ssrn.1787187
  • Ghosh, Anisha, Julliard, Christian, Taylor, Alex (2011). What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models. (Financial Markets Group Discussion Papers 691). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • 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
  • Guibaud, Stéphane, Nosbusch, Yves, Vayanos, Dimitri (2011). Bond market clienteles, the yield curve and the optimal maturity structure of government debt. (Financial Markets Group Discussion Papers 669). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • H
  • Hertzberg, Andrew, Liberti, Jose Maria, Paravisini, Daniel (2011). Public information and coordination: evidence from a credit registry expansion. Journal of Finance, 66(2), 379-412. https://doi.org/10.1111/j.1540-6261.2010.01637.x
    • K
  • Kaminska, Iryna, Vayanos, Dimitri, Zinna, Gabriele (2011). Preferred-habitat investors and the US term structure of real rates. (Financial Markets Group Discussion Papers 674). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Kang, Johnny, Pekkala, Tapio, Polk, Christopher, Ribeiro, Ruy (2011). Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year. (Financial Markets Group Discussion Papers 671). Financial Markets Group, The London School of Economics and Political Science.
  • Kristensen, Dennis, Mele, Antonio (2011). Adding and subtracting Black-Scholes: a new approach to approximating derivative prices in continuous-time models. Journal of Financial Economics, 102(2), 390-415. https://doi.org/10.1016/j.jfineco.2011.05.007
    • L
  • Lin, Xiaoji (2011). Endogenous technological progress and the cross-section of stock returns. Journal of Financial Economics, 103(2), 411-427. https://doi.org/10.1016/j.jfineco.2011.08.013
  • Liu, Zijun (2011). Essays in financial intermediation [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Lou, Dong, Yan, Hongjun, Zhang, Jinfan (2011). Anticipated and repeated shocks in liquid markets. (Financial Markets Group Discussion Papers 684). Financial Markets Group, The London School of Economics and Political Science.
    • M
  • Massa, Massimo, Xu, Moqi (2011). The value of (stock) liquidity in the M&A market. The China Centre for Financial Research, Tsinghua University.
  • Mueller, Philippe, Vedolin, Andrea, Zhou, Hao (2011). Short run bond risk premia. (Financial Markets Group Discussion Papers 686). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Mueller, Philippe, Vedolin, Andrea, Zhou, Hao (2011). Short-run bond risk premia. (AFA 2013 San Diego Meetings Paper).
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  • Olaru, Ioan, Zachariadis, Konstantinos (2011). Trading and voting in distressed firms. (Financial Markets Group Discussion Papers 672). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
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  • Paravisini, Daniel, Rappoport, Veronica, Schnabl, Philipp, Wolfenzon, Daniel (2011). Dissecting the effect of credit supply on trade: evidence from matched credit-export data. (NBER working paper 16975). National Bureau of Economic Research.
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  • Satterthwaite, Mark, Williams, Steven R., Zachariadis, Konstantinos (2011). Optimality versus practicality in market design: a comparison of two double auctions.
    • V
  • Vayanos, Dimitri, Woolley, Paul (2011). Fund flows and asset prices: a baseline model. (Financial Markets Group Discussion Papers 667). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Venter, György (2011). Essays on asymmetric information and trading constraints [Doctoral thesis]. 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.
    • W
  • Wang, Yiyi (2011). Rational bubble, short-dated volatility forecasting and extract more from the volatility surface [Doctoral thesis]. London School of Economics and Political Science.
  • Webb, David C. (2011). Book review: balancing the banks: global lessons from the financial crisis. Review 2. The Economic Journal, 121(550), F111-F118. https://doi.org/10.1111/j.1468-0297.2010.02418.x
  • Webb, David C. (2011). Pension plan funding, technology choice, and the equity risk premium. Scandinavian Journal of Economics, 113(3), 493-524. https://doi.org/10.1111/j.1467-9442.2011.01657.x
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  • Xu, Moqi (2011). The costs and benefits of long-term CEO contracts.
    • Y
  • Yuan, Kathy (2011). Learning and complementarities in speculative attacks. Review of Economic Studies, 78(1), 263-292. https://doi.org/10.1093/restud/rdq017