Items where department is "Systemic Risk Centre"

University Structure (106206) LSE (106206) Research Centres (22374) Financial Markets Group (1369) Systemic Risk Centre (300)
Number of items: 9.
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  • Baruník, Jozef, Bevilacqua, Mattia, Faff, Robert (2024). Dynamic industry uncertainty networks and the business cycle. Journal of Economic Dynamics and Control, 159, https://doi.org/10.1016/j.jedc.2023.104793
  • Caccioli, Fabio, Ferrara, Gerardo, Ramadiah, Amanah (2024). Modelling fire sale contagion across banks and non-banks. Journal of Financial Stability, 71, https://doi.org/10.1016/j.jfs.2024.101231
  • Nicolas, Maxime L.D., Desroziers, Adrien, Caccioli, Fabio, Aste, Tomaso (2024). ESG reputation risk matters: an event study based on social media data. Finance Research Letters, 59, https://doi.org/10.1016/j.frl.2023.104712
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  • Bartolucci, Silvia, Caccioli, Fabio, Caravelli, Francesco, Vivo, Pierpaolo (2024). Distribution of centrality measures on undirected random networks via the cavity method. Proceedings of the National Academy of Sciences of the United States of America, 121(40). https://doi.org/10.1073/pnas.2403682121 picture_as_pdf
  • De Domenico, Federica, Caccioli, Fabio, Livan, Giacomo, Montagna, Guido, Nicrosini, Oreste (2024). Imitation versus serendipity in ranking dynamics. Royal Society Open Science, 11(7). https://doi.org/10.1098/rsos.240177 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
  • Menkveld, Albert J., Dreber, Anna, Holzmeister, Felix, Huber, Juergen, Johannesson, Magnus, Kirchler, Michael, Neusüß, Sebastian, Razen, Michael, Weitzel, Utz & Abad-Díaz, David et al (2024). Nonstandard errors. Journal of Finance, 79(3), 2339 - 2390. https://doi.org/10.1111/jofi.13337 picture_as_pdf
  • Nimalendran, Mahendrarajah, Rzayev, Khaladdin, Sagade, Satchit (2024). High-frequency trading in the stock market and the costs of options market making. Journal of Financial Economics, 159, https://doi.org/10.1016/j.jfineco.2024.103900 picture_as_pdf
  • Sun, Ye, Caccioli, Fabio, Li, Xiancheng, Livan, Giacomo (2024). The academic Great Gatsby Curve. Journal of the Royal Society Interface, 21(217). https://doi.org/10.1098/rsif.2024.0173 picture_as_pdf