JEL classification

Journal of Economic Literature Classification (10696) G - Financial Economics (1812) G1 - General Financial Markets (925) G10 - General (193)
Number of items at this level: 193.
Accounting
  • Carabias, Jose M. (2014). Downside risk, capital flexibility and operating leases. https://doi.org/10.2139/ssrn.2598101
  • Koenraadt, Jeroen, Leung, Edith (2022). Investor reactions to crypto token regulation. European Accounting Review, 33(2), 367 - 397. https://doi.org/10.1080/09638180.2022.2090399 picture_as_pdf
  • Kurunmäki, Liisa, Mennicken, Andrea, Miller, Peter (2023). Economising failure and assembling a failure regime. In Mica, Adriana, Pawlak, Mikolaj, Horolets, Anna, Kubicki, Pawel (Eds.), Routledge International Handbook of Failure (pp. 160 - 176). Routledge. https://doi.org/10.4324/9780429355950-15 picture_as_pdf
    • Centre for Analysis of Risk & Regulation
  • Barrett, Michael I., Scott, Susan V. (2000-07-03 - 2000-07-05) The emergence of electronic trading in global financial markets: envisioning the role of future exchanges in the next millennium [Paper]. Proceedings of the European Conference in Information Systems, Vienna, Austria, AUT.
  • Muniesa, Fabian, Chabert, D., Ducrocq-Grondin, M., Scott, Susan V. (2004). Post-trade logistics in financial markets: qualitative findings. (The Moving Markets Research Project). Information Systems and Innovation Group, London School of Economics and Political Science.
  • Panourgias, Nikiforos S., Scott, Susan V. (2002). JIWAY: a case study of IT-enabled straight-through-processing innovation in the financial markets. (The Moving Markets Research Project). Information Systems Group, London School of Economics and Political Science.
  • Scott, Susan V. (2003). Moving markets: report on IT-enabled strategic developments in clearing and settlement. (The Moving Markets Research Project). Information Systems Group, London School of Economics and Political Science.
  • Scott, Susan V., Paris, Carolyn (2010). The place of contract in organizational awareness: deconstructing process, market and connectedness. (Working paper series 179). Information Systems Group, London School of Economics and Political Science.
    • Centre for Economic Performance
  • Barrett, Michael, Scott, Susan V. (2004). Electronic trading and the process of globalization in traditional futures exchanges: a temporal perspective. European Journal of Information Systems, 13(1), 65-79. https://doi.org/10.1057/palgrave.ejis.3000487
  • Barrett, Michael I., Scott, Susan V. (2000-07-03 - 2000-07-05) The emergence of electronic trading in global financial markets: envisioning the role of future exchanges in the next millennium [Paper]. Proceedings of the European Conference in Information Systems, Vienna, Austria, AUT.
  • Bracke, Philippe, Pinchbeck, Edward W., Wyatt, James (2017). The time value of housing: historical evidence on discount rates. The Economic Journal, 128(613), 1820-1843. https://doi.org/10.1111/ecoj.12501
  • Caselli, Francesco, Gennaioli, Nicola (2003). Dynastic management. Centre for Economic Policy Research (Great Britain).
  • Di Mauro, Filippo, Hassan, Fadi, Ottaviano, Gianmarco I. P. (2018). Financial markets and the allocation of capital: the role of productivity. (CEP Discussion Papers CEPDP1555). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Fujiwara, Ippei, Körber, Lena Mareen, Nagakura, Daisuke (2013). Asymmetry in government bond returns. Journal of Banking and Finance, 37(8), 3218-3226. https://doi.org/10.1016/j.jbankfin.2013.03.002
  • Koster, Hans R. A., Pinchbeck, Edward W. (2018). How do households value the future? Evidence from property taxes. (CEP Discussion Papers CEPDP1571). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Muniesa, Fabian, Chabert, D., Ducrocq-Grondin, M., Scott, Susan V. (2004). Post-trade logistics in financial markets: qualitative findings. (The Moving Markets Research Project). Information Systems and Innovation Group, London School of Economics and Political Science.
  • Panourgias, Nikiforos S., Scott, Susan V. (2002). JIWAY: a case study of IT-enabled straight-through-processing innovation in the financial markets. (The Moving Markets Research Project). Information Systems Group, London School of Economics and Political Science.
  • Schwandt, Hannes (2014). Wealth shocks and health outcomes: evidence from stock market fluctuations. (CEP Discussion Papers CEPDP1281). London School of Economics and Political Science. Centre for Economic Performance.
  • Scott, Susan V. (2003). Moving markets: report on IT-enabled strategic developments in clearing and settlement. (The Moving Markets Research Project). Information Systems Group, London School of Economics and Political Science.
  • Scott, Susan V., Paris, Carolyn (2010). The place of contract in organizational awareness: deconstructing process, market and connectedness. (Working paper series 179). Information Systems Group, London School of Economics and Political Science.
    • Centre for Macroeconomics
  • Hirano, Tomohiro, Toda, Alexis Akira (2024). Bubble economics. Journal of Mathematical Economics, 111, https://doi.org/10.1016/j.jmateco.2024.102944 picture_as_pdf
    • Economic History
  • Chang, Zheng, Ng, Alex Wei Fung, Peng, Siying, Shi, Dandi (2024). Stock price reactions to reopening announcements after China abolished its zero-COVID policy. Humanities and Social Sciences Communications, 11(1). https://doi.org/10.1057/s41599-023-02589-8 picture_as_pdf
  • Gardner, Leigh, Husain, Tehreem (2025). Sinews of empire? The Crown Agents for the Colonies and African government debt under colonial rule. Journal of Government and Economics, 17, https://doi.org/10.1016/j.jge.2025.100138 picture_as_pdf
    • Economics
  • Agnello, Luca, Castro, Vítor, Sousa, Ricardo M. (2019). On the duration of sovereign ratings cycle phases. Journal of Economic Behavior & Organization, https://doi.org/10.1016/j.jebo.2019.01.016
  • Benigno, Gianluca (2004). Real exchange rate persistence and monetary policy rules. Journal of Monetary Economics, 51(3), 473-502. https://doi.org/10.1016/j.jmoneco.2003.06.001
  • Bracke, Philippe (2013). House prices and rents: micro evidence from a matched dataset in Central London. (SERC discussion papers SERCDP0127). Spatial Economics Research Centre, London School of Economics and Political Science.
  • Caselli, Francesco, Gennaioli, Nicola (2003). Dynastic management. Centre for Economic Policy Research (Great Britain).
  • Chang, Briana, Zhang, Shengxing (2015). Endogenous market making and network formation. (Systemic Risk Centre Discussion Papers 50). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Chemla, Gilles, Faure-Grimaud, Antoine (1998). Dynamic adverse selection and debt. (Financial Markets Group Discussion Papers 288). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Cole, Shawn, Sampson, Thomas, Zia, Bilal (2011). Prices or knowledge?: what drives demand for financial services in emerging markets? Journal of Finance, 66(6), 1933-1967. https://doi.org/10.1111/j.1540-6261.2011.01696.x
  • Duffie, Darrell, Rahi, Rohit (1995). Financial market innovation and security design: an introduction. Journal of Economic Theory, 65(1), 1-42. https://doi.org/10.1006/jeth.1995.1001
  • Elsayed, Ahmed H., Sousa, Ricardo M. (2024). International monetary policy and cryptocurrency markets: dynamic and spillover effects. European Journal of Finance, 30(16), 1855 - 1875. https://doi.org/10.1080/1351847X.2022.2068375 picture_as_pdf
  • Fujiwara, Ippei, Körber, Lena Mareen, Nagakura, Daisuke (2013). Asymmetry in government bond returns. Journal of Banking and Finance, 37(8), 3218-3226. https://doi.org/10.1016/j.jbankfin.2013.03.002
  • Hilscher, Jens, Raviv, Alon, Reis, Ricardo (2022). How likely is an inflation disaster? (CEPR Press Discussion Paper 17224). Centre for Economic Policy Research (Great Britain).
  • Hoopes, Jeffrey L., Langetieg, Patrick, Nagel, Stefan, Reck, Daniel, Slemrod, Joel, Stuart, Bryan A. (2022). Who sells during a crash? Evidence from tax return data on daily sales of stock. Economic Journal, 132(641), 299 - 325. https://doi.org/10.1093/ej/ueab059
  • Ilzetzki, Ethan, Reinhart, Carmen M., Rogoff, Kenneth S. (2020). Will the secular decline in exchange rate and inflation volatility survive COVID-19? Brookings Papers on Economic Activity, 2020(Specialedition), 279-332. https://doi.org/10.1353/eca.2020.0030 picture_as_pdf
  • Ozdenoren, Emre, Yuan, Kathy, Zhang, Shengxing (2022). Dynamic asset-backed security design. (Financial Markets Group Discussion Papers 856). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Ozdenoren, Emre, Yuan, Kathy, Zhang, Shengxing (2023). Dynamic asset-backed security design. Review of Economic Studies, 90(6), 3282 - 3314. https://doi.org/10.1093/restud/rdad022 picture_as_pdf
  • Rahi, Rohit, Zigrand, Jean-Pierre (2007). A theory of strategic intermediation and endogenous liquidity. Rohit Rahi and Jean-Pierre Zigrand.
  • Reis, Ricardo (2021). The constraint on public debt when r < g but g < m. (BIS Working Papers 939). Bank for International Settlements.
  • Reis, Ricardo (2021). The constraint on public debt when r < g but g < m. (CEPR Press Discussion Paper 15950). Centre for Economic Policy Research (Great Britain).
    • European Institute
  • De Grauwe, Paul, Ji, Yuemei (2020). Toward a sustainable eurozone. In Economic Globalization and Governance: Essays in Honor of Jorge Braga de Macedo (pp. 121-138). Springer International (Firm). https://doi.org/10.1007/978-3-030-53265-9_9 picture_as_pdf
    • Finance
  • Agrawal, Ashwini, Hacamo, Isaac, Hu, Zhongchen (2018). Employees and stock returns. SSRN.
  • 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
  • Anderson, Ronald W., McKay, Kenneth (2008). Derivatives markets. In Freixas, Xavier, Hartmann, Philipp, Mayer, Colin (Eds.), Handbook of European Financial Markets and Institutions (pp. 568-596). Oxford University Press.
  • Axelson, Ulf (2013). A theory of the evolution of derivatives markets. (Financial Markets Group Discussion Papers 723). Financial Markets Group, The London School of Economics and Political Science.
  • Axelson, Ulf, Makarov, Igor (2016). Informational black holes in financial markets. (Financial Markets Group Discussion Papers 754). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Axelson, Ulf, Makarov, Igor (2026). Sequential credit markets. Journal of Financial Economics, 176, https://doi.org/10.1016/j.jfineco.2025.104216 picture_as_pdf
  • Bhattacharya, Sudipto, Jorge-Padilla, A. (1996). Dynamic banking: a reconsideration. Review of Financial Studies, 9(3), 1003-1032. https://doi.org/10.1093/rfs/9.3.1003
  • Chen, Huaizhi, Cohen, Lauren, Lou, Dong (2013). Industry window dressing. (Financial Markets Group Discussion Papers 719). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Chen, Huaizhi, Cohen, Lauren, Lou, Dong (2016). Industry window dressing. Review of Financial Studies, 29(12), 3354 - 3393. https://doi.org/10.1093/rfs/hhw020
  • Chernov, Mikhail, Gorbenko, Alexander S., Makarov, Igor (2013). CDS auctions. Review of Financial Studies, 26(3), 768-805. https://doi.org/10.1093/rfs/hhs124
  • 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
  • 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
  • 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
  • Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2015). Can we prove a bank guilty of creating systemic risk? A minority report. (Systemic Risk Centre Discussion Papers 47). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2014). Model risk of risk models. (Systemic Risk Centre Discussion Papers 11). Systemic Risk Centre, The London School of Economics and Political Science.
  • Danielsson, Jon, Panayi, Efstathios, Peters, Gareth, Zigrand, Jean-Pierre (2018). Market resilience. (Systemic Risk Centre Discussion Papers 78). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • 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, Vries, Casper (1997). Value-at-risk and extreme returns. (Financial Markets Group Discussion Papers 273). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2016). Can we prove a bank guilty of creating systemic risk? A minority report. Journal of Money, Credit and Banking, 48(4), 795 - 812. https://doi.org/10.1111/jmcb.12318
  • Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2016). Model risk of risk models. Journal of Financial Stability, 23, 79-91. https://doi.org/10.1016/j.jfs.2016.02.002
  • Danielsson, Jon, Valenzuela, Marcela, Zer, Ilknur (2018). Learning from history: volatility and financial crises. Review of Financial Studies, 31(7), 2774 - 2805. https://doi.org/10.1093/rfs/hhy049 picture_as_pdf
  • Dasgupta, Amil, Maug, Ernst (2022). Delegation chains. (Financial Markets Group Discussion Papers 858). Financial Markets Group, The London School of Economics and Political Science. 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
  • DeFusco, Anthony A., Tang, Huan, Yannelis, Constantine (2022). Measuring the welfare cost of asymmetric information in consumer credit markets. Journal of Financial Economics, 146(3), 821 - 840. https://doi.org/10.1016/j.jfineco.2022.09.001 picture_as_pdf
  • 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
  • Dow, James, Rahi, Rohit (1998). Should speculators be taxed? (Financial Markets Group Discussion Papers 291). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Farboodi, Maryam, Kondor, Peter (2021). Cleansing by tight credit: rational cycles and endogenous lending standards. (Financial Markets Group Discussion Papers 843). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Farboodi, Maryam, Kondor, Peter (2023). Cleansing by tight credit: rational cycles and endogenous lending standards. Journal of Financial Economics, 150(1), 46 - 67. https://doi.org/10.1016/j.jfineco.2023.07.003 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
  • 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
  • Gromb, Denis, Vayanos, Dimitri (2010). Limits of arbitrage: the state of the theory. (Financial Markets Group Discussion Papers 650). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Gârleanu, Nicolae, Kogan, Leonid, Panageas, Stavros (2012). Displacement risk and asset returns. Journal of Financial Economics, 105(3), 491-510. https://doi.org/10.1016/j.jfineco.2012.04.002
  • Hardouvelis, Gikas A., Karalas, Georgios, Vayanos, Dimitri (2025). The distribution of investor beliefs, stock ownership, and stock returns. Management Science, https://doi.org/10.1287/mnsc.2022.02027 picture_as_pdf
  • Huang, Shiyang, Liu, Xin, Lou, Dong, Polk, Christopher (2023). The booms and busts of beta arbitrage. Management Science, https://doi.org/10.1287/mnsc.2023.4929 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
  • 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
  • Kondor, Peter, Koszegi, Botond (2017). Financial choice and financial information. (Financial Markets Group Discussion Papers 775). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Kondor, Peter, Vayanos, Dimitri (2014). Liquidity risk and the dynamics of arbitrage capital. (Financial Markets Group Discussion Papers 730). London School of Economics and Political Science.
  • Kondor, Peter, Zawadowski, Adam (2016). Learning in crowded markets. (Financial Markets Group Discussion Papers 774). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Kondor, Peter, Zawadowski, Adam (2019). Learning in crowded markets. Journal of Economic Theory, 184, https://doi.org/10.1016/j.jet.2019.08.006 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, Schoar, Antoinette (2018). Trading and Arbitrage in Cryptocurrency Markets. (Financial Markets Group Discussion Papers 782). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Martin, I. W. R. (2013). Consumption-based asset pricing with higher cumulants. Review of Economic Studies, 80(2), 745-773. https://doi.org/10.1093/restud/rds029
  • Martin, Ian (2016). What is the expected return on the market? (Financial Markets Group Discussion Papers 750). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Martin, Ian W. R. (2025). Information in derivatives markets: forecasting prices with prices. Annual Review of Financial Economics, 17, 295 - 319. https://doi.org/10.1146/annurev-financial-082123-105811 picture_as_pdf
  • Oehmke, Martin, Zawadowski, Adam (2016). The anatomy of the CDS market. (Financial Markets Group Discussion Papers 761). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Ozdenoren, Emre, Yuan, Kathy, Zhang, Shengxing (2022). Dynamic asset-backed security design. (Financial Markets Group Discussion Papers 856). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Ozdenoren, Emre, Yuan, Kathy, Zhang, Shengxing (2023). Dynamic asset-backed security design. Review of Economic Studies, 90(6), 3282 - 3314. https://doi.org/10.1093/restud/rdad022 picture_as_pdf
  • Payne, Richard (1996). Announcement effects and seasonality in the intra-day foreign exchange market. (Financial Markets Group Discussion Papers 238). Financial Markets Group, The London School of Economics and Political Science. 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
  • Rahi, Rohit, Zigrand, Jean-Pierre (2014). Walrasian foundations for equilibria in segmented markets. Mathematics and Financial Economics, 8(3), 249 - 264. https://doi.org/10.1007/s11579-014-0114-4
  • Satterthwaite, Mark, Williams, Steven R., Zachariadis, Konstantinos (2011). Optimality versus practicality in market design: a comparison of two double auctions.
  • Satterthwaite, Mark, Williams, Steven R., Zachariadis, Konstantinos (2014). Optimality versus practicality in market design: a comparison of two double auctions. Games and Economic Behavior, 86, 248-263. https://doi.org/10.1016/j.geb.2014.03.014
  • Vayanos, Dimitri, Woolley, Paul (2016). Curse of the benchmarks. (Financial Markets Group Discussion Papers 747). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • 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
  • 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
    • Financial Markets Group
  • Battalio, Robert, Ellul, Andrew, Jennings, Robert (2005). Reputation effects in trading on the New York Stock Exchange. (Financial Markets Group Discussion Papers 540). Financial Markets Group, The London School of Economics and Political Science.
  • 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
  • Board, John, Villa, Anne, Wells, Stephen (1998). Liquidity in second tier equity markets evidence from London's Alternative Investment Market (AIM). (Financial Markets Group Discussion Papers 301). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Bolton, Patrick, Feixas, Xavier (1998). A dilution cost approach to financial intermediation and securities markets. (Financial Markets Group Discussion Papers 305). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Brunnermeier, Markus K., Pedersen, Lasse Heje (2007). Market liquidity and funding liquidity. (Financial Markets Group Discussion Papers 580). Financial Markets Group, The London School of Economics and Political Science.
  • Brunnermeier, Markus K., Pederson, Lasse Heje (2003). Predatory trading. (Financial Markets Group Discussion Papers 441). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Caggese, Andrea (2003). Financing constraints, irreversibility, and investment dynamics. (Financial Markets Group Discussion Papers 440). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Chen, Runquan (2009). Regime switching in volatilities and correlation between stock and bond markets. (Financial Markets Group Discussion Papers 640). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2015). Can we prove a bank guilty of creating systemic risk? A minority report. (Systemic Risk Centre Discussion Papers 47). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2014). Model risk of risk models. (Systemic Risk Centre Discussion Papers 11). Systemic Risk Centre, The London School of Economics and Political Science.
  • Danielsson, Jon, Love, Ryan (2004). Feedback trading. (Financial Markets Group Discussion Papers 510). Financial Markets Group, The London School of Economics and Political Science.
  • Danielsson, Jon, Penaranda, Francisco (2007). On the impact of fundamentals, liquidity and coordination on market stability. (Financial Markets Group Discussion Papers 586). Financial Markets Group, The London School of Economics and Political Science.
  • Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2016). Can we prove a bank guilty of creating systemic risk? A minority report. Journal of Money, Credit and Banking, 48(4), 795 - 812. https://doi.org/10.1111/jmcb.12318
  • Demirovic, Amer, Kabiri, Ali, Tuckett, David, Nyman, Rickard (2020). A common risk factor and the correlation between equity and corporate bond returns. Journal of Asset Management, 21(2), 119-134. https://doi.org/10.1057/s41260-020-00151-8 picture_as_pdf
  • Duffie, Darrell, Rahi, Rohit (1995). Financial market innovation and security design: an introduction. Journal of Economic Theory, 65(1), 1-42. https://doi.org/10.1006/jeth.1995.1001
  • Ellul, Andrew, Holden, Craig W., Jain, Pankaj, Jennings, Robert (2003). A comprehensive test of order choice theory: recent evidence from the NYSE. (Financial Markets Group Discussion Papers 471). Financial Markets Group, The London School of Economics and Political Science.
  • Engle, Robert F., Patton, Andrew J. (2007). What good is a volatility model? In Knight, John, Satchell, Stephen (Eds.), Forecasting Volatility in the Financial Markets (pp. 47 - 63). Elsevier (Firm). https://doi.org/10.1016/B978-075066942-9.50004-2
  • Ericsson, Jan, Renault, Olivier (2000). Liquidity and credit risk. (Financial Markets Group Discussion Papers 362). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Farmer, J. Doyne, Goodhart, C. A. E., Kleinnijenhuis, Alissa M. (2020). Systemic implications of the bail-in design: a precis of our main text. (SUERF Policy Notes 257). SUERF The European Money and Finance Forum.
  • Freixas, Xavier (1999). Optimal bail out policy, conditionality and creative ambiguity. (Financial Markets Group Discussion Papers 327). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Garidel, Thomas (1997). Pareto-improving asymmetric information in a dynamic insurance market. (Financial Markets Group Discussion Papers 266). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Goodhart, C. A. E., Romanidis, Nikolas, Tsomocos, Dimitri, Shubik, Martin (2017). Macro-modelling, default and money. (Financial Markets Group Discussion Papers 755). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Goodhart, Charles, Sunirand, Pojanart, Tsomocos, Dimitrios P. (2004). A model to analyse financial fragility. (Financial Markets Group Discussion Papers 492). Financial Markets Group, The London School of Economics and Political Science.
  • Goodhart, Charles, Tsomocos, Dimitri, Vardoulakis, Alexandros (2010). Modelling a housing and mortgage crisis. (Financial Markets Group Discussion Papers 649). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Goodhart, Charles, Romanidis, Nikolaos, Tsomocos, Dimitrios P., Shubik, Martin (2019). Macro-modelling, default and money. In Mayes, David G., Siklos, Pierre L., Sturm, Jan-Egbert (Eds.), The Oxford Handbook of the Economics of Central Banking . Oxford University Press. https://doi.org/10.1093/oxfordhb/9780190626198.013.22 picture_as_pdf
  • Hong, Harrison, Rady, Sven (2000). Strategic trading and learning about liquidity. (Financial Markets Group Discussion Papers 356). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Iacoviello, Matteo, Ortalo-Magné, François (2002). Hedging housing risk in London. (Discussion paper 415). Financial Markets Group, The London School of Economics and Political Science.
  • Inderst, Roman, Müller, Holger M. (2002). Venture capital contracts and market structure. (Financial Markets Group Discussion Papers 411). Financial Markets Group, The London School of Economics and Political Science.
  • Jurczenko, Emmanuel, Maillet, Bertrand, Negrea, Bogdan (2002). Revisited multi-moment approximate option pricing models a general comparison (Part 1). (Financial Markets Group Discussion Papers 430). Financial Markets Group, The London School of Economics and Political Science.
  • Jurczenko, Emmanuel, Maillet, Bertrand, Negrea, Bogdan (2002). Skewness and kurtosis implied by option prices: a second comment. (Financial Markets Group Discussion Papers 419). Financial Markets Group, The London School of Economics and Political Science.
  • Leon, Angel, Sentana, Enrique (1997). Pricing options on assets with predictable white noise returns. (Financial Markets Group Discussion Papers 267). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Lou, Dong (2009). A flow-based explanation for return predictability. (Financial Markets Group Discussion Papers 643). Financial Markets Group, The London School of Economics and Political Science.
  • Love, Ryan, Payne, Richard (2003). Macroeconomic news, order flows and exchange rates. (Financial Markets Group Discussion Papers 475). Financial Markets Group, The London School of Economics and Political Science.
  • Maillet, Bertrand, Michel, Thierry (2002). How deep was the September 2001 stock market crisis?: putting recent events on the American and French markets into perspective with an index of market shocks. (Financial Markets Group Discussion Papers 417). Financial Markets Group, The London School of Economics and Political Science.
  • Muermann, Alexander (2002). Pricing catastrophe insurance derivatives. (Financial Markets Group Discussion Papers 400). Financial Markets Group, The London School of Economics and Political Science.
  • Muermann, Alexander, Shore, Stephen H. (2005). Spot market power and future market trading. (Financial Markets Group Discussion Papers 531). Financial Markets Group, The London School of Economics and Political Science.
  • Patton, Andrew J. (2004). Are "market neutral" hedge funds really market neutral? (Financial Markets Group Discussion Papers 522). Financial Markets Group, The London School of Economics and Political Science.
  • Perez-Quiros, Gabriel, Timmermann, Allan (1999). Firm size and cyclical variations in stock returns. (Financial Markets Group Discussion Papers 335). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Pesaran, M. Hashem, Timmermann, Allan (2002). Market timing and return prediction under model instability. (Financial Markets Group Discussion Papers 412). Financial Markets Group, The London School of Economics and Political Science.
  • Plantin, Guillaume (2003). Self-fulfilling liquidity and the coordination premium. (Financial Markets Group Discussion Papers 448). Financial Markets Group, The London School of Economics and Political Science.
  • Rabin, Matthew, Vayanos, Dimitri (2007). The gambler's and hot-hand fallacies: theory and applications. (Financial Markets Group Discussion Papers 578). Financial Markets Group, The London School of Economics and Political Science.
  • Rady, Sven (1995). Option pricing with a quadratic diffusion term. (Financial Markets Group Discussion Papers 226). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Rady, Sven (1994). State prices implicit in valuation formulae for derivative securities: a martingale approach. (Financial Markets Group Discussion Papers 181). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Rahi, Rohit, Zigrand, Jean-Pierre (2009). Endogenous liquidity and contagion. (Financial Markets Group Discussion Papers 637). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Rahi, Rohit, Zigrand, Jean-Pierre (2007). A theory of strategic intermediation and endogenous liquidity. Rohit Rahi and Jean-Pierre Zigrand.
  • Rahi, Rohit, Zigrand, Jean-Pierre (2014). Walrasian foundations for equilibria in segmented markets. Mathematics and Financial Economics, 8(3), 249 - 264. https://doi.org/10.1007/s11579-014-0114-4
  • Rochet, Jean-Charles, Triole, Jean (2002). Platform competition in two sided markets. (Financial Markets Group Discussion Papers 409). Financial Markets Group, The London School of Economics and Political Science.
  • Sabbatini, Michael, Linton, Oliver (2004). A GARCH model of the implied volatility of the Swiss Market Index from options prices. (Financial Markets Group Discussion Papers 516). Financial Markets Group, The London School of Economics and Political Science.
  • Satterthwaite, Mark, Williams, Steven R., Zachariadis, Konstantinos (2011). Optimality versus practicality in market design: a comparison of two double auctions.
  • Satterthwaite, Mark, Williams, Steven R., Zachariadis, Konstantinos (2014). Optimality versus practicality in market design: a comparison of two double auctions. Games and Economic Behavior, 86, 248-263. https://doi.org/10.1016/j.geb.2014.03.014
  • Schuster, Josef Anton, Luo, Jinhui (2003). Management behaviour and market response. (Financial Markets Group Discussion Papers 462). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Sentana, Enrique (1995). Risk and return in the Spanish stock market. (Financial Markets Group Discussion Papers 212). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Shin, Hyun Song (2001). Disclosures and asset returns. (Financial Markets Group Discussion Papers 371). Financial Markets Group, The London School of Economics and Political Science.
  • Snell, Andy, Tonks, Ian (1996). Using time series methods to assess information and inventory effects in a dealer market in Il-liquid stocks. (Financial Markets Group Discussion Papers 242). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Snell, Andy, Tonks, Ian (2000). The profitability of block trades in auction and dealer markets. (Financial Markets Group Discussion Papers 340). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Sullivan, Ryan, Timmermann, Allan, White, Halbert (1998). The dangers of data-driven inference: the case of calender effects in stock returns. (Financial Markets Group Discussion Papers 304). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Vayanos, Dimitri, Weill, Pierre-Olivier (2007). A search-based theory of the on-the-run phenomenon. (Financial Markets Group Discussion Papers 577). Financial Markets Group, The London School of Economics and Political Science.
    • Geography and Environment
  • Lee, Neil, Luca, Davide (2019). The big-city bias in access to finance: evidence from firm perceptions in almost 100 countries. Journal of Economic Geography, 19(1), 199 - 224. https://doi.org/10.1093/jeg/lbx047
    • Government
  • Eggers, Andrew C., Hainmueller, Jens (2013). Capitol losses: the mediocre performance of Congressional stock portfolios. Journal of Politics, 75(2), 535-551. https://doi.org/10.1017/S0022381613000194
    • Grantham Research Institute
  • Dikau, Simon, Volz, Ulrich (2021). Out of the window? Green monetary policy in China: window guidance and the promotion of sustainable lending and investment. (Grantham Research Institute on Climate Change and the Environment Working Paper 360). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science. picture_as_pdf
  • Koundouri, Phoebe, Kourogenis, Nikolaos, Pittis, Nikitas, Samartzis, Panagiotis (2016). Factor models of stock returns: GARCH errors versus time-varying betas. Journal of Forecasting, 35(5), 445-461. https://doi.org/10.1002/for.2387
  • Miller, Hugh, Dikau, Simon, Svartzman, Romain, Dees, Stéphane (2023). The stumbling block in ‘the race of our lives’: transition-critical materials, financial risks and the NGFS climate scenarios. (Grantham Research Institute on Climate Change and the Environment Working Papers 393). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science. picture_as_pdf
  • Miller, Hugh, Dikau, Simon, Svartzman, Romain, Dees, Stéphane (2023). The stumbling block in ‘the race of our lives’: transition-critical materials, financial risks and the NGFS climate scenarios. (CCCEP Working Paper 417). Centre for Climate Change Economics and Policy. picture_as_pdf
    • Institute of Global Affairs
  • De Haas, Ralph, Popov, Alexander (2018). Financial development and industrial pollution. (European Banking Center Discussion Paper Series 2018-001). SSRN. picture_as_pdf
  • Demekas, Dimitri G. (2019). Building an effective financial stability policy framework: lessons from the post-crisis decade. London School of Economics and Political Science. picture_as_pdf
    • International Inequalities Institute
  • Roy, Preeti, Ahmad, Wasim, Sadorsky, Perry, Phani, B. V. (2022). What do we know about the idiosyncratic risk of clean energy equities? Energy Economics, 112, https://doi.org/10.1016/j.eneco.2022.106167
    • International Relations
  • Buzan, Barry, Falkner, Robert (2022). The market in global international society: a dialectic of contestation and resilience. In Flockhart, Trine, Paikin, Zachary (Eds.), Rebooting Global International Society: Change, Contestation and Resilience (pp. 237 - 260). Palgrave Macmillan. https://doi.org/10.1007/978-3-031-11393-2_12 picture_as_pdf
  • Heinzel, Mirko, Reinsberg, Bernhard (2024). Trust funds and the sub-national effectiveness of development aid: evidence from the World Bank. World Development, 179, https://doi.org/10.1016/j.worlddev.2024.106609 picture_as_pdf
  • Sattler, Thomas (2013). Do markets punish left governments? Journal of Politics, 75(2), 343-356. https://doi.org/10.1017/S0022381613000054
    • LSE
  • Galindo, Arturo, Micco, Alejandro, Ordoñez, Guillermo (2002). Financial liberalization does it pay to join the party? Economía, 3(1), 231 - 252. https://doi.org/10.1353/eco.2002.0015 picture_as_pdf
  • Jana, Rabin K., Ghosh, Indranil, Jawadi, Fredj, Uddin, Gazi Salah, Sousa, Ricardo M. (2022). COVID-19 news and the US equity market interactions: an inspection through econometric and machine learning lens. Annals of Operations Research, https://doi.org/10.1007/s10479-022-04744-x
  • Kirtac, Kemal, Germano, Guido (2024). Enhanced financial sentiment analysis and trading strategy development using large language models. In De Clercq, Orphée, Barriere, Valentin, Barnes, Jeremy, Klinger, Roman, Sedoc, João, Tafreshi, Shabnam (Eds.), Proceedings of the 14th Workshop on Computational Approaches to Subjectivity, Sentiment, & Social Media Analysis (pp. 1-10). Association for Computational Linguistics. https://doi.org/10.18653/v1/2024.wassa-1.1 picture_as_pdf
  • Parsons, John E. (2010). Black gold and fool's gold: speculation in the oil futures market. Economía, 10(2), 81 - 116. https://doi.org/10.1353/eco.2010.0000 picture_as_pdf
  • Vayanos, Dimitri, Wang, Tan (2004). Search and endogenous concentration of liquidity in asset markets. Econometric Society.
  • Vayanos, Dimitri, Woolley, Paul (2016). Curse of the benchmarks. (Financial Markets Group Discussion Papers 747). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • Law School
  • Braithwaite, Jo, Murphy, David (2025). Extra-territorial regulatory action in the financial markets does the EU third country central counterparty regime go too far? Capital Markets Law Journal, 20(1). https://doi.org/10.1093/cmlj/kmae019 picture_as_pdf
  • Moloney, Niamh (2024). Access to the UK financial market after the UK withdrawal from the EU: disruption, design, and diffusion. European Business Organization Law Review, 25(1), 25 - 47. https://doi.org/10.1007/s40804-023-00309-y picture_as_pdf
    • Management
  • Barrett, Michael, Scott, Susan V. (2004). Electronic trading and the process of globalization in traditional futures exchanges: a temporal perspective. European Journal of Information Systems, 13(1), 65-79. https://doi.org/10.1057/palgrave.ejis.3000487
  • Barrett, Michael I., Scott, Susan V. (2000-07-03 - 2000-07-05) The emergence of electronic trading in global financial markets: envisioning the role of future exchanges in the next millennium [Paper]. Proceedings of the European Conference in Information Systems, Vienna, Austria, AUT.
  • Kirtac, Kemal, Germano, Guido (2024). Enhanced financial sentiment analysis and trading strategy development using large language models. In De Clercq, Orphée, Barriere, Valentin, Barnes, Jeremy, Klinger, Roman, Sedoc, João, Tafreshi, Shabnam (Eds.), Proceedings of the 14th Workshop on Computational Approaches to Subjectivity, Sentiment, & Social Media Analysis (pp. 1-10). Association for Computational Linguistics. https://doi.org/10.18653/v1/2024.wassa-1.1 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
  • Lee, Kenneth, Aleksanyan, Mark, Harris, Elaine, Manochin, Melina (2023). Throwing in the towel what happens when analysts' recommendations go wrong? Contemporary Accounting Research, 40(3), 1576-1604. https://doi.org/10.1111/1911-3846.12875 picture_as_pdf
  • Muniesa, Fabian, Chabert, D., Ducrocq-Grondin, M., Scott, Susan V. (2004). Post-trade logistics in financial markets: qualitative findings. (The Moving Markets Research Project). Information Systems and Innovation Group, London School of Economics and Political Science.
  • Panourgias, Nikiforos S., Scott, Susan V. (2002). JIWAY: a case study of IT-enabled straight-through-processing innovation in the financial markets. (The Moving Markets Research Project). Information Systems Group, London School of Economics and Political Science.
  • Scott, Susan V. (2003). Moving markets: report on IT-enabled strategic developments in clearing and settlement. (The Moving Markets Research Project). Information Systems Group, London School of Economics and Political Science.
  • Scott, Susan V., Paris, Carolyn (2010). The place of contract in organizational awareness: deconstructing process, market and connectedness. (Working paper series 179). Information Systems Group, London School of Economics and Political Science.
    • Mathematics
  • Hüser, Anne-Caroline, Lepore, Caterina, Veraart, Luitgard A. M. (2024). How does the repo market behave under stress? Evidence from the COVID-19 crisis. Journal of Financial Stability, 70, https://doi.org/10.1016/j.jfs.2023.101193 picture_as_pdf
    • STICERD
  • 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
  • Ortalo-Magné, François, Prat, Andrea (2010). Spatial asset pricing: a first step. (Discussion paper, no. 7842. Financial economics). Centre for Economic Policy Research (Great Britain).
    • Social Policy
  • Asteriou, Dimitrios, Kavetsos, Georgios (2006). Testing for the existence of the ‘January effect’ in transition economies. Applied Financial Economics Letters, 2(6), 375-381. https://doi.org/10.1080/17446540600706817
  • Kavetsos, Georgios, Szymanski, Stefan (2008). Olympic Games, terrorism and their impact on the London and Paris stock exchanges. Revue d’Economie Politique, 118(2), 189-206.
    • Statistics
  • Barrieu, Pauline, Braun, Alexander, Makariou, Despoina (2024). Catastrophe bonds. In Handbook of Insurance: Volume I: Third Edition (pp. 169-194). Springer Nature. https://doi.org/10.1007/978-3-031-69561-2_6 picture_as_pdf
  • Kardaras, Constantinos (2012). Market viability via absence of arbitrage of the first kind. Finance and Stochastics, 16(4), 651-667. https://doi.org/10.1007/s00780-012-0172-5
  • Kardaras, Constantinos, Žitković, Gordan (2011). Stability of the utility maximization problem with random endowment in incomplete markets. Mathematical Finance, 21(2), 313-333. https://doi.org/10.1111/j.1467-9965.2010.00433.x
  • Kardaras, Constantinos (2010). Numéraire-invariant preferences in financial modeling. Annals of Applied Probability, 20(5), 1697-1728. https://doi.org/10.1214/09-AAP669
  • Kardaras, Constantinos (2013). On the closure in the Emery topology of semimartingale wealth-process sets. Annals of Applied Probability, 23(4), 1355-1376. https://doi.org/10.1214/12-AAP872
  • Kardaras, Constantinos, Robertson, Scott (2012). Robust maximization of asymptotic growth. Annals of Applied Probability, 22(4), 1576-1610. https://doi.org/10.1214/11-AAP802
  • Rheinlander, Thorsten, Osterrieder, Jörg R (2006). Arbitrage opportunities in diverse markets via a non-equivalent measure change. Annals of Finance, 2(3), 287-301. https://doi.org/10.1007/s10436-006-0037-z
    • Systemic Risk Centre
  • Briola, Antonio, Vidal-Tomás, David, Wang, Yuanrong, Aste, Tomaso (2023). Anatomy of a stablecoin's failure: the Terra-Luna case. Finance Research Letters, 51, https://doi.org/10.1016/j.frl.2022.103358
  • Caccioli, Fabio, Kondor, Imre, Papp, Gábor (2015). Portfolio optimization under expected shortfall: contour maps of estimation error. (Systemic Risk Centre Discussion Papers 49). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Chen, Huaizhi, Cohen, Lauren, Lou, Dong (2013). Industry window dressing. (Financial Markets Group Discussion Papers 719). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2015). Can we prove a bank guilty of creating systemic risk? A minority report. (Systemic Risk Centre Discussion Papers 47). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2014). Model risk of risk models. (Systemic Risk Centre Discussion Papers 11). Systemic Risk Centre, The London School of Economics and Political Science.
  • Danielsson, Jon, Panayi, Efstathios, Peters, Gareth, Zigrand, Jean-Pierre (2018). Market resilience. (Systemic Risk Centre Discussion Papers 78). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • 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, Valenzuela, Marcela, Zer, Ilknur (2016). Learning from history: volatility and financial crises. (Systemic Risk Centre Discussion Papers 57). Systemic Risk Centre, The London School of Economics and Political Science.
  • Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2016). Can we prove a bank guilty of creating systemic risk? A minority report. Journal of Money, Credit and Banking, 48(4), 795 - 812. https://doi.org/10.1111/jmcb.12318
  • Danielsson, Jon, James, Kevin R., Valenzuela, Marcela, Zer, Ilknur (2016). Model risk of risk models. Journal of Financial Stability, 23, 79-91. https://doi.org/10.1016/j.jfs.2016.02.002
  • Eppinger, Peter S., Neugebauer, Katja (2017). External financial dependence and firms' crisis performance across Europe. (Systemic Risk Centre Discussion Papers 65). Systemic Risk Centre, The London School of Economics and Political Science.
  • Eppinger, Peter S., Neugebauer, Katja (2022). External financial dependence and firms' crisis performance across Europe. Empirical Economics, 62(2), 887 - 904. https://doi.org/10.1007/s00181-021-02025-3 picture_as_pdf
  • Ergun, Lerby M. (2016). Disaster and fortune risk in asset returns. (Systemic Risk Centre Discussion Papers 59). Systemic Risk Centre, The London School of Economics and Political Science.
  • Foldes, Lucien (1990). Certainty equivalence in the continuous-time portfolio-cum-saving model. (Financial Markets Group Discussion Papers 95). Financial Markets Group, The 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
  • Koukorinis, Andreas, Peters, Gareth W., Germano, Guido (2025). Generative-discriminative machine learning models for high-frequency financial regime classification. Methodology and Computing in Applied Probability, 27, https://doi.org/10.1007/s11009-025-10148-8 picture_as_pdf
  • Lleo, Sebastien, Ziemba, Bill (2014). Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world. (Systemic Risk Centre Discussion Papers 21). Systemic Risk Centre, The London School of Economics and Political Science.
  • Lleo, Sebastien, Ziemba, William (2017). A tale of two indexes: predicting equity market downturns in China. (Systemic Risk Centre Discussion Papers 72). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Lleo, Sebastien, Ziemba, William (2018). A tale of two indexes: predicting equity market downturns in China. (Systemic Risk Centre Discussion Papers 82). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Lleo, Sebastien, Ziemba, William T. (2014). Does the bond-stock earning yield differential model predict equity market corrections better than high P/E models? (Systemic Risk Centre Discussion Papers 18). Systemic Risk Centre, The London School of Economics and Political Science.
  • MacLean, Leonard C., Zhao, Yonggan, Ziemba, William T. (2014). Optimal capital growth with convex shortfall penalties. (Systemic Risk Centre Discussion Papers 15). Systemic Risk Centre, The London School of Economics and Political Science.
  • Neugebauer, Katja (2011). Banks in space: does distance really affect cross-border banking. (IAW-Diskussionspapiere 70). IAW.
  • Nimalendran, Mahendrarajah, Rzayev, Khaladdin, Sagade, Satchit (2022). High-frequency trading in the stock market and the costs of option market making. (Systemic Risk Centre Discussion Papers 113). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Rahi, Rohit, Zigrand, Jean-Pierre (2013). Market quality and contagion in fragmented markets. (Systemic Risk Centre Discussion Papers 2). Systemic Risk Centre, The London School of Economics and Political Science.
  • Rahi, Rohit, Zigrand, Jean-Pierre (2013). Walrasian foundations for equilibria in segmented markets. (Systemic Risk Centre Discussion Papers 6). Systemic Risk Centre, The London School of Economics and Political Science.
  • Rzayev, Khaladdin, Ibikunle, Gbenga, Steffen, Tom (2023). The market quality implications of speed in cross-platform trading: evidence from Frankfurt-London microwave. Journal of Financial Markets, 66, https://doi.org/10.1016/j.finmar.2023.100853 picture_as_pdf
  • Shiryaev, Albert N., Zhitlukhin, Mikhail N., Ziemba, William T. (2014). Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013. (Systemic Risk Centre Discussion Papers 20). Systemic Risk Centre, The London School of Economics and Political Science.
  • Vidal-Tomás, David, Briola, Antonio, Aste, Tomaso (2023). FTX's downfall and Binance's consolidation: the fragility of centralised digital finance. Physica A, 625, https://doi.org/10.1016/j.physa.2023.129044 picture_as_pdf
  • Wang, Yuanrong, Aste, Tomaso (2023). Dynamic portfolio optimization with inverse covariance clustering. Expert Systems With Applications, 213, https://doi.org/10.1016/j.eswa.2022.118739 picture_as_pdf
  • Zhang, Ning, Gong, Yujing, Xue, Xiaohan (2023). Less disagreement, better forecasts: adjusted risk measures in the energy futures market. Journal of Futures Markets, 43(10), 1332 - 1372. https://doi.org/10.1002/fut.22412 picture_as_pdf
    • Urban and Spatial Programme
  • Bracke, Philippe (2013). House prices and rents: micro evidence from a matched dataset in Central London. (SERC discussion papers SERCDP0127). Spatial Economics Research Centre, London School of Economics and Political Science.
  • Bracke, Philippe, Pinchbeck, Edward W., Wyatt, James (2017). The time value of housing: historical evidence on discount rates. The Economic Journal, 128(613), 1820-1843. https://doi.org/10.1111/ecoj.12501