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.
None
  • 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
  • Agrawal, Ashwini, Hacamo, Isaac, Hu, Zhongchen (2018). Employees and stock returns. SSRN.
  • 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.
  • 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
  • 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.
  • 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
  • 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
  • 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
  • Carabias, Jose M. (2014). Downside risk, capital flexibility and operating leases. https://doi.org/10.2139/ssrn.2598101
  • Caselli, Francesco, Gennaioli, Nicola (2003). Dynastic management. Centre for Economic Policy Research (Great Britain).
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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.
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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.
  • 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
  • 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.
  • Neugebauer, Katja (2011). Banks in space: does distance really affect cross-border banking. (IAW-Diskussionspapiere 70). IAW.
  • 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).
  • 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.
  • 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).
  • 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
  • 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
  • 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
  • Sattler, Thomas (2013). Do markets punish left governments? Journal of Politics, 75(2), 343-356. https://doi.org/10.1017/S0022381613000054
  • 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.
  • 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
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  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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, 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
  • 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
  • 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, Love, Ryan (2004). Feedback trading. (Financial Markets Group Discussion Papers 510). Financial Markets Group, 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, 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, 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, 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
  • 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
  • De Haas, Ralph, Popov, Alexander (2018). Financial development and industrial pollution. (European Banking Center Discussion Paper Series 2018-001). SSRN. 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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.
  • 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
  • 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.
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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.
  • 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
  • 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.
  • 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
  • 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.
  • 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
  • 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
  • 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
  • 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
  • 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.
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