Items where department is "Finance"

University Structure (106206) LSE (106206) Academic Departments (62869) Finance (904)
Number of items: 38.
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  • Babus, Ana, Kondor, Peter, Wang, Yilin (2020). Corrigendum to 'Trading and information diffusion in over-the-counter markets'. Econometrica, 88(5), 2221 - 2228. https://doi.org/10.3982/ECTA17318
  • Bryzgalova, Svetlana, Julliard, Christian (2020). Consumption in asset returns. (Systemic Risk Centre Discussion Papers 92). Systemic Risk Centre, The London School of Economics and Political Science.
  • Danielsson, Jon, Giger, Peter, Joshi, Mohit, Lordan, Grace, Sanghvi, Sneha, Siddiqi, Lutfey (2020). Risk landscape: review 2020 & preview 2021. Risk Landscape: Review 2020 & Preview 2021.
  • Danielsson, Jon, Macrae, Robert, Vayanos, Dimitri, Zigrand, Jean-Pierre (2020). The coronavirus crisis is no 2008. VoxEU,
    • Public
  • Agrawal, Ashwini, Gonzalez-Uribe, Juanita, Martinez-Correa, Jimmy (2020). Measuring the ex-ante incentive effects of bankruptcy reorganization procedures. (Financial Markets Group Discussion Papers 799). Financial Markets Group, The London School of Economics and Political Science. 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
  • Bryzgalova, Svetlana, Huang, Jiantao, Julliard, Christian (2020). Bayesian solutions for the factor zoo: we just ran two quadrillion models. (Systemic Risk Centre Discussion Papers 93). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Chabakauri, Georgy, Rytchkov, Oleg (2020). Asset pricing with index investing. (Financial Markets Group Discussion Papers 806). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Chabakauri, Georgy, Yueyang Han, Brandon (2020). Collateral constraints and asset prices. Journal of Financial Economics, 138(3), 754 - 776. https://doi.org/10.1016/j.jfineco.2020.06.012 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, Thummim (2020). Turning alphas into betas: arbitrage and endogenous risk. Journal of Financial Economics, 137(2), 550 - 570. https://doi.org/10.1016/j.jfineco.2020.02.011 picture_as_pdf
  • Cohen, Lauren, Lou, Dong, Malloy, Christopher (2020). Casting conference calls. Management Science, 66(11), 5015 - 5039. https://doi.org/10.1287/mnsc.2019.3423 picture_as_pdf
  • Core, Fabrizio (2020). Essays on entrepreneurship [Doctoral thesis]. London School of Economics and Political Science.
  • Cuñat, Vicente, Giné, Mireia, Guadalupe, Maria (2020). Price and probability: decomposing the takeover effects of anti-takeover provisions. Journal of Finance, 75(5), 2591 - 2629. https://doi.org/10.1111/jofi.12908 picture_as_pdf
  • Cziraki, Peter, Xu, Moqi (2020). CEO turnover and volatility under long-term employment contracts. Journal of Financial and Quantitative Analysis, 55(6), 1757 - 1791. https://doi.org/10.1017/S0022109019000632 picture_as_pdf
  • Danielsson, Jon, Valenzuela, Marcela, Zer, Ilknur (2020). Financial volatility and economic growth, 1870-2016. (Systemic Risk Centre Discussion Papers 100). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Dasgupta, Amil, Burkart, Mike (2020). Competition for flow and and short-termism in activism. Review of Corporate Finance Studies, 10(1), 44-81. https://doi.org/10.1093/rcfs/cfaa023 picture_as_pdf
  • De Hass, Ralph, Ferreira, Daniel, Kirchmaier, Thomas (2020). The inner workings of the board: evidence from emerging markets. Emerging Markets Review, https://doi.org/10.1016/j.ememar.2020.100777 picture_as_pdf
  • Gao, Pengjie, Hu, Allen, Kelly, Peter, Peng, Cameron, Zhu, Ning (2020). Exploited by complexity. (Financial Markets Group Discussion Papers 816). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Gonzalez-Uribe, Juanita (14 May 2020) UK investment fund for high-growth firms is a step in the right direction. LSE Business Review. picture_as_pdf
  • Gonzalez-Uribe, Juanita, Klingler-Vidra, Robyn (10 June 2020) Why the uk needs a fund to support angel-backed startups. LSE Business Review. picture_as_pdf
  • Gonzalez-Uribe, Juanita, Reyes, Santiago (7 September 2020) Business accelerators can help identify and boost “gazelles” in developing countries (video). LSE Business Review. picture_as_pdf
  • Gonzalez-Uribe, Juanita, Reyes, Santiago (7 September 2020) Las aceleradoras de negocios pueden ayudar a identificar y acelerar el crecimiento de “gacelas” en países en desarrollo (v�deo). LSE Business Review. picture_as_pdf
  • Gonzalez-Uribe, Juanita, Wang, Su (4 May 2020) Large economic benefits justify small-firm loan guarantees in the covid-19 crisis. LSE Business Review. picture_as_pdf
  • Gonzalez-Uribe, Juanita, Wang, Su (2020). The effects of small-firm loan guarantees in the UK: insights for the COVID-19 pandemic crisis. (Financial Markets Group Discussion Papers 795). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Gonzalez-Uribe, Juanita (2020). Exchanges of innovation resources inside venture capital portfolios. Journal of Financial Economics, 135(1), 144 - 168. https://doi.org/10.1016/j.jfineco.2019.05.017 picture_as_pdf
  • Huang, Shiyang, Hwang, Byoung-Hyoun, Lou, Dong, Yin, Chengxi (2020). Offsetting disagreement and security prices. Management Science, 66(8), 3444 - 3465. https://doi.org/10.1287/mnsc.2019.3380 picture_as_pdf
  • Jiang, Hao, Vayanos, Dimitri, Zheng, Lu (2020). Tracking biased weights: asset pricing implications of value-weighted indexing. (Financial Markets Group Discussion Papers 823). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Julliard, Christian, Shi, Ran, Yuan, Kathy (2020). The spread of COVID-19 in London: network effects and optimal lockdowns. (Systemic Risk Centre Discussion Papers 104). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Liu, Hongqi, Peng, Cameron, Xiong, Wei A., Xiong, Wei (2020). Resolving the excessive trading puzzle: an integrated approach based on surveys and transactions. (Financial Markets Group Discussion Papers 815). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Makarov, Igor (2020). Outsized arbitrage. (Financial Markets Group Discussion Papers 820). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Makarov, Igor, Schoar, Antoinette (2020). Trading and arbitrage in cryptocurrency markets. Journal of Financial Economics, 135(2), 293 - 319. https://doi.org/10.1016/j.jfineco.2019.07.001 picture_as_pdf
  • Martin, Ian, Pindyck, R. S. (2020). Welfare costs of catastrophes: lost consumption and lost lives. Economic Journal, 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
  • Salomao, Juliana, Varela, Liliana (2020). Exchange rate exposure and firm dynamics. (Financial Markets Group Discussion Papers 801). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Todorov, Karamfil (2020). Essays in financial economics [Doctoral thesis]. London School of Economics and Political Science.
  • Todorov, Karamfil (2020). Quantify the quantitative easing: impact on bonds and corporate debt issuance. Journal of Financial Economics, 135(2), 340 - 358. https://doi.org/10.1016/j.jfineco.2019.08.003 picture_as_pdf
  • Varela, Liliana (30 January 2020) Fuelling procompetitive growth with foreign credit. LSE Business Review. picture_as_pdf