JEL classification

Journal of Economic Literature Classification (10696) G - Financial Economics (1812) G1 - General Financial Markets (925) G14 - Information and Market Efficiency; Event Studies (173)
Number of items at this level: 173.
Accounting
  • Anolli, Mario, Beccalli, Elena, Molyneux, Philip (2014). Bank earnings forecasts, risk and the crisis. Journal of International Financial Markets, Institutions and Money, 29(1), 309-335. https://doi.org/10.1016/j.intfin.2014.01.003
  • Athanasakou, Vasiliki E., Simpson, Ana (2016). Investor attention to salient features of analyst forecasts. International Journal of Forecasting, 32(4), 1212-1233. https://doi.org/10.1016/j.ijforecast.2016.02.011
  • Beaver, William, Cascino, Stefano, Correia, Maria, McNichols, Maureen (2018). Bankruptcy in groups. (Systemic Risk Centre Discussion Papers 81). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Beaver, William H, Cascino, Stefano, Correia, Maria, McNichols, Maureen F. (2024). Bankruptcy in groups. Review of Accounting Studies, 29(4), 3449 - 3496. https://doi.org/10.1007/s11142-023-09779-4 picture_as_pdf
  • Beaver, William H, Cascino, Stefano, Correia, Maria, McNichols, Maureen F. (2019). Group affiliation and default prediction. Management Science, 65(8), 3559-3584. https://doi.org/10.1287/mnsc.2018.3128
  • Bhimani, Alnoor, Willcocks, Leslie P. (2014). Digitisation, ‘big data’ and the transformation of accounting information. Accounting and Business Research, 44(4), 469 - 490. https://doi.org/10.1080/00014788.2014.910051
  • Bloomfield, Matthew J., Heinle, Mirko, Timmermans, Oscar (2024). Relative performance evaluation and strategic peer-harming disclosures. Journal of Accounting Research, 62(3), 877 - 933. https://doi.org/10.1111/1475-679X.12543 picture_as_pdf
  • Carabias, Jose M. (2018). The real-time information content of macroeconomic news: implications for firm-level earnings expectations. Review of Accounting Studies, 23(1), 136-166. https://doi.org/10.1007/s11142-017-9436-9
  • Cascino, Stefano, Gassen, Joachim (2015). What drives the comparability effect of mandatory IFRS adoption? Review of Accounting Studies, 20(1), 242-282. https://doi.org/10.1007/s11142-014-9296-5
  • Correia, Maria, Kang, Johnny, Richardson, Scott (2018). Asset volatility. Review of Accounting Studies, 23(1), 37-94. https://doi.org/10.1007/s11142-017-9431-1
  • Frantz, Pascal, Instefjord, Norvald (2007). Implications of strategic disclosure of favourable news for capital markets-based research. Social Science Research Network.
  • Jorgensen, Bjorn N., Li, Jing, Sadka, Gil (2012). Earnings dispersion and aggregate stock returns. Journal of Accounting and Economics, 53(1-2), 1-20. https://doi.org/10.1016/j.jacceco.2011.06.001
  • Konstantinidi, Theodosia, Kraft, Arthur, Pope, Peter F. (2016). Asymmetric persistence and the market pricing of accruals and cash flows. Abacus, 52(1), 140-165. https://doi.org/10.1111/abac.12072
    • Centre for Economic Performance
  • Adam, Klaus, Marcet, Albert (2011). Internal rationality, imperfect market knowledge and asset prices. (CEP Discussion Papers CEPDP1068). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Bergeaud, Antonin, Eyméoud, Jean-Benoît, Garcia, Thomas, Henricot, Dorian (2022). Working from home and corporate real estate. (CEP Discussion Papers 1831). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Bergeaud, Antonin, Malgouyres, Clement, Mazet-Sonilhac, Clement (2021). Technological change and domestic outsourcing. (CEP Discussion Papers 1784). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Bergeaud, Antonin, Eyméoud, Jean Benoît, Garcia, Thomas, Henricot, Dorian (2023). Working from home and corporate real estate. Regional Science and Urban Economics, 99, https://doi.org/10.1016/j.regsciurbeco.2023.103878 picture_as_pdf
  • Biermann, Marcus, Leromain, Elsa (2023). The indirect effect of the Russian-Ukrainian war through international linkages: early evidence from the stock market. (CEP Discussion Papers CEPDP1899). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Breinlich, Holger (2011). Heterogeneous firm-level responses to trade liberalisation: a test using stock price reactions. (CEP Discussion Papers CEPDP1085). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Breinlich, Holger, Leromain, Elsa, Novy, Dennis, Sampson, Thomas, Usman, Ahmed (2018). The economic effects of Brexit- evidence from the stock market. (CEP Discussion Papers CEPDP1570). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Rosa, Carlo, Verga, Giovanni (2005). The importance of the wording of the ECB. (CEPDP 694). London School of Economics and Political Science. Centre for Economic Performance.
    • Centre for Macroeconomics
  • Guerron-Quintana, Pablo A., Hirano, Tomohiro, Jinnai, Ryo (2023). Bubbles, crashes, and economic growth: theory and evidence. American Economic Journal: Macroeconomics, 15(2), 333 - 371. https://doi.org/10.1257/mac.20220015
  • Miranda-Agrippino, Silvia (2016). Unsurprising shocks: information, Premia, and the Monetary Transmission. (CFM discussion paper series CFM-DP2016-13). Centre For Macroeconomics.
  • Miranda-Agrippino, Silvia, Ricco, Giovanni (2017). The transmission of monetary policy shocks. (CFM discussion paper series CFM-DP2017-11). Centre For Macroeconomics.
    • Centre for Philosophy of Natural and Social Sciences (CPNSS)
  • Leiss, Matthias, Nax, Heinrich H., Sornette, Didier (2015). Super-exponential growth expectations and the global financial crisis. Journal of Economic Dynamics and Control, 55, 1-13. https://doi.org/10.1016/j.jedc.2015.03.005
    • Economic History
  • Accominotti, Olivier, Chambers, David (2016). If you’re so smart: John Maynard Keynes and currency speculation in the interwar years. Journal of Economic History, 76(2), 342 - 386. https://doi.org/10.1017/S0022050716000589
  • Irigoin, Alejandra (2026). Foreign monies and exchange risk in pre-modern maritime private trade - (or why did European bills not circulate outside Europe?). Revista de Historia Economica - Journal of Iberian and Latin American Economic History, 43(3), 435 - 468. https://doi.org/10.1017/S0212610925100815
  • Irigoin, Alejandra (2025). Managing exchange risk foreign monies and private trade finance in pre-modern long-distance trade (or why did bills of exchange not circulate beyond Europe?). (Economic History Working Papers 381). London School of Economics and Political Science. picture_as_pdf
    • Economics
  • Adam, K., Marcet, Albert (2011). Internal rationality, imperfect market knowledge and asset prices. Journal of Economic Theory, 146(3), 1224 - 1252. https://doi.org/10.1016/j.jet.2010.11.003
  • Breinlich, Holger, Leromain, Elsa, Novy, Dennis, Sampson, Thomas, Usman, Ahmed (2018). The economic effects of Brexit - evidence from the stock market. Fiscal Studies, https://doi.org/10.1111/1475-5890.12175 picture_as_pdf
  • Dasgupta, Amil, Prat, Andrea, Verardo, Michela (2007). Institutional trade persistence and long-term equity returns. Centre for Economic Policy Research (Great Britain).
  • Faure-Grimaud, Antoine (1996). Soft budget constraint and stock price information. (Financial Markets Group Discussion Papers 251). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Ghosh, Anisha, Otsu, Taisuke (2025). Subjective beliefs estimators and their properties. Review of Finance, picture_as_pdf
  • Lagos, Ricardo, Zhang, Shengxing (2020). Turnover liquidity and the transmission of monetary policy. American Economic Review, 110(6), 1635 - 1672. https://doi.org/10.1257/aer.20170045 picture_as_pdf
  • Marin, Jose M., Rahi, Rohit (1999). Speculative securities. Economic Theory, 14(3), 653-668. https://doi.org/10.1007/s001990050346
  • Rahi, Rohit (1995). Optimal incomplete markets with asymmetric information. Journal of Economic Theory, 65(1), 171-197. https://doi.org/10.1006/jeth.1995.1006
  • Rahi, Rohit (1995). Partially revealing rational expectations equilibria with nominal assets. Journal of Mathematical Economics, 24(2), 137-146. https://doi.org/10.1016/0304-4068(94)00679-5
    • European Institute
  • Gerba, Eddie, Zochowski, Dawid (2016). Macroprudential policy in a Knightian uncertainty model with credit-, risk-, and leverage cycles. (ECB working paper). European Central Bank.
    • Finance
  • 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
  • Agrawal, Ashwini, Hacamo, Isaac, Hu, Zhongchen (2021). Information dispersion across employees and stock returns. Review of Financial Studies, 34(10), 4785 – 4831. https://doi.org/10.1093/rfs/hhaa105 picture_as_pdf
  • Andrikogiannopoulou, Angie, Papakonstantinou, Filippos (2017). Individual reaction to past performance sequences: evidence from a real marketplace. Management Science, 64(4), 1957-1973. https://doi.org/10.1287/mnsc.2016.2636
  • Anton, Miguel, Polk, Christopher (2010). Connected stocks. (Financial Markets Group Discussion Papers 651). Financial Markets Group, The London School of Economics and Political Science.
  • Babus, Ana, Kondor, Peter (2018). Trading and information diffusion in over-the-counter markets. (Financial Markets Group Discussion Papers 777). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Babus, Ana, Kondor, Peter (2018). Trading and information diffusion in OTC markets. Econometrica, 86(5), 1727-1769. https://doi.org/10.3982/ECTA12043
  • Bian, Jiangze, Da, Zhi, He, Zhiguo, Lou, Dong, Shue, Kelly, Zhou, Hao (2024). The drivers and implications of retail margin trading. Journal of Finance, picture_as_pdf
  • Buffa, Andrea, Vayanos, Dimitri, Woolley, Paul (2014). Asset management contracts and equilibrium prices. (Financial Markets Group Discussion Papers 736). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Bustamante, Maria Cecilia (2012). The dynamics of going public. Review of Finance, 16(2), 577-618. https://doi.org/10.1093/rof/rfr001
  • Chabakauri, Georgy, Yuan, Kathy, Zachariadis, Konstantinos (2014). Multi-asset noisy rational expectations equilibrium with contingent claims. (Working papers). Social Science Research Network (SSRN).
  • Chabakauri, Georgy, Yuan, Kathy, Zachariadis, Konstantinos (2021). Multi-asset noisy rational expectations equilibrium with contingent claims. (Financial Markets Group Discussion Papers 745). Financial Markets Group, The London School of Economics and Political Science.
  • Chabakauri, Georgy, Yuan, Kathy, Zachariadis, Kostas (2022). Multi-asset noisy rational expectations equilibrium with contingent claims. Review of Economic Studies, 89(5), 2445 - 2490. https://doi.org/10.1093/restud/rdab081 picture_as_pdf
  • Charles, Constantin (2025). Memory moves markets. Review of Financial Studies, 38(6), 1641 - 1686. https://doi.org/10.1093/rfs/hhae086 picture_as_pdf
  • Chau, Minh, Vayanos, Dimitri (2008). Strong-form efficiency with monopolistic insiders. Review of Financial Studies, 21(5), 2275-2306. https://doi.org/10.1093/rfs/hhl029
  • 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, Polk, Christopher (2024). Putting the price in asset pricing. Journal of Finance, 79(6), 3943 - 3984. https://doi.org/10.1111/jofi.13391 picture_as_pdf
  • Choi, Darwin, Lou, Dong, Mukherjee, Abhiroop (2018). The effect of superstar firms on college major choice. (Financial Markets Group Discussion Papers 772). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • 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
  • Cuñat, Vicente, Gine, Mireia, Guadalupe, Maria (2010). The vote is cast: the effect of corporate governance on shareholder value. (NBER working paper 16574). The National Bureau of Economic Research.
  • Cuñat, Vicente, Gine, Mireia, Guadalupe, Maria (2012). The vote is cast: the effect of corporate governance on shareholder value. Journal of Finance, 67(5), 1943-1977. https://doi.org/10.1111/j.1540-6261.2012.01776.x
  • Cuñat, Vicente, Giné, Mireia, Guadalupe, Maria (2010). The vote is cast: the effect of corporate governance on shareholder value. (Financial Markets Group Discussion Papers 663). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Cuñat, Vicente, Lu, Yiqing, Wu, Hong (2021). Managerial response to shareholder empowerment: evidence from majority- voting legislation changes. (Financial Markets Group Discussion Papers 826). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Cuñat, Vicente, Giné, Mireia, Guadalupe, Maria (2016). Say pays! Shareholder voice and firm performance. Review of Finance, 20(5), 1799 - 1834. https://doi.org/10.1093/rof/rfv056
  • Cuñat, Vicente, Lu, Yiqing, Wu, Hong (2025). Managerial response to shareholder empowerment: evidence from majority-voting legislation changes. Journal of Financial and Quantitative Analysis, 60(5), 2500 - 2525. https://doi.org/10.1017/S0022109025000146 picture_as_pdf
  • Cuñat, Vicente, Xu, Moqi (2025). Timing complex news to target attention. Management Science, 71(9), 7774 - 7799. https://doi.org/10.1287/mnsc.2021.03722 picture_as_pdf
  • Cvijanovic, Dragana, Favilukis, Jack, Polk, Christopher (2010). New in town: demographics, immigration, and the price of real estate. Department of Finance, London School of Economics and Political Science.
  • 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
  • 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
  • Dasgupta, Amil, Prat, Andrea, Verardo, Michela (2010). The price impact of institutional herding. (Financial Markets Group Discussion Papers 652). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Dias, Gustavo F., Fernandes, Marcelo, Scherrer, Cristina M. (2021). Price discovery in a continuous-time setting. Journal of Financial Econometrics, 19(5), 985 - 1008. https://doi.org/10.1093/jjfinec/nbz030
  • 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). Informed trading, investment, and welfare. (Financial Markets Group Discussion Papers 292). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Edmans, Alex, Goncalves-Pinto, Luis, Groen-Xu, Moqi, Wang, Yanbo (2018). Strategic news releases in equity vesting months. Review of Financial Studies, 31(11), 4099 - 4141. https://doi.org/10.1093/rfs/hhy070
  • Friederich, Sylvain, Gregory, Alan, Matako, John, Tonks, Ian (1999). Stock price patterns around the trades of corporate insiders on the London Stock Exchange. (Financial Markets Group Discussion Papers 332). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Gao, Pengjie, Lou, Dong (2011). Cross-market timing in security issuance. (AFA 2012 Chicago Meetings Paper). SSRN. https://doi.org/10.2139/ssrn.1787187
  • Gao, Pengjie, Lou, Dong (2013). Cross-market timing in security issuance. (Financial Markets Group Discussion Papers 718). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Goldstein, Itay, Ozdenoren, Emre, Yuan, Kathy (2010). Trading frenzies and their impact on real investment. (CEPR Discussion Paper DP7652). Centre for Economic Policy Research (Great Britain).
  • Goldstein, Itay, Ozdenoren, Emre, Yuan, Kathy (2011). Trading frenzies and their impact on real investment. (Financial Markets Group Discussion Papers 670). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Gromb, Denis, Vayanos, Dimitri (2017). The dynamics of financially constrained arbitrage. (Financial Markets Group Discussion Papers 771). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Gromb, Denis, Vayanos, Dimitri (2015). The dynamics of financially constrained arbitrage. (Systemic Risk Centre Discussion Papers 32). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Huang, Shiyang, Hwang, Byoung-Hyoun, Lou, Dong (2021). The rate of communication. Journal of Financial Economics, 141(2), 533 - 550. https://doi.org/10.1016/j.jfineco.2021.03.013 picture_as_pdf
  • Hwang, Byoung-Hyoun, Lou, Dong (2012). Do analysts manage earnings forecasts to 'confirm' their own recommendations?
  • Hwang, Byoung-Hyoung, Lou, Dong, Yin, Chengxi (2014). Offsetting disagreement and security prices. (Financial Markets Group Discussion Papers 739). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Kogana, Shimon, Makarov, Igor, Niessnerc, Marina, Schoar, Antoinette (2024). Are cryptos different? Evidence from retail trading. Journal of Financial Economics, 159, https://doi.org/10.1016/j.jfineco.2024.103897 picture_as_pdf
  • Kondor, Peter, Pinter, Gabor (2019). Private information and client connections in government bond markets. (CFM discussion paper series CFM-DP2019-01). Centre For Macroeconomics, London School of Economics and Political Science. picture_as_pdf
  • Kondor, Peter, Pintér, Gábor (2019). Clients' connections. (Financial Markets Group Discussion Papers 786). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Lou, Dong (2013). Attracting investor attention through advertising. London School of Economics and Political Science.
  • Lou, Dong, Polk, Christopher, Huang, Shiyang (2014). The booms and busts of beta arbitrage. (Financial Markets Group Discussion Papers 743). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Lou, Youcheng, Rahi, Rohit (2021). Information, market power and welfare. (Financial Markets Group Discussion Papers 842). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Lou, Dong, Pinter, Gabor, Üslü, Semih, Walker, Danny (2025). Yield drifts when issuance comes before macro news. Journal of Financial Economics, 165, https://doi.org/10.1016/j.jfineco.2025.103993 picture_as_pdf
  • Lou, Youcheng, Rahi, Rohit (2023). Information, market power and welfare. Journal of Economic Theory, 214, https://doi.org/10.1016/j.jet.2023.105756 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, Ian W.R., Nagel, Stefan (2022). Market efficiency in the age of big data. Journal of Financial Economics, 145(1), 154 - 177. https://doi.org/10.1016/j.jfineco.2021.10.006 picture_as_pdf
  • Marín, José, Rahi, Rohit (1997). Speculative securities. (Financial Markets Group Discussion Papers 268). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Massa, Massimo, Vermaelen, Theo, Xu, Moqi (2013). Rights offerings, trading, and regulation: a global perspective. (Financial Markets Group Discussion Papers 727). Financial Markets Group, The London School of Economics and Political Science.
  • Patton, Andrew J., Verardo, Michela (2012). Does beta move with news?: firm-specific information flows and learning about profitability. Review of Financial Studies, 25(9), 2789-2839. https://doi.org/10.1093/rfs/hhs073
  • Rahi, Rohit (2019). Information acquisition with heterogeneous valuations. (Financial Markets Group Discussion Papers 787). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Rahi, Rohit, Zigrand, Jean-Pierre (2018). Information acquisition, price informativeness and welfare. (Systemic Risk Centre Discussion Papers 77). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Rahi, Rohit (2021). Information acquisition with heterogeneous valuations. Journal of Economic Theory, 191, https://doi.org/10.1016/j.jet.2020.105155 picture_as_pdf
  • Rahi, Rohit, Zigrand, Jean-Pierre (2018). Information acquisition, price informativeness, and welfare. Journal of Economic Theory, 177, 558-593. https://doi.org/10.1016/j.jet.2018.07.007
  • Scherrer, Cristina Mabel (2021). Information processing on equity prices and exchange rate for cross-listed stocks. Journal of Financial Markets, 54, https://doi.org/10.1016/j.finmar.2021.100634 picture_as_pdf
  • Vayanos, Dimitri, Wang, Jiang (2012). Liquidity and asset returns under asymmetric information and imperfect competition. (Financial Markets Group Discussion Papers 708). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Vayanos, Dimitri, Wang, Jiang (2012). Market liquidity - theory and empirical evidence. (Financial Markets Group Discussion Papers 709). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Vayanos, Dimitri, Woolley, Paul (2013). An institutional theory of momentum and reversal. Review of Financial Studies, 26(5), 1087-1145. https://doi.org/10.1093/rfs/hht014
  • Vayanos, Dimitri, Woolley, Paul (2023). Asset management as creator of market inefficiency. Atlantic Economic Journal, 51(1), 1-11. https://doi.org/10.1007/s11293-023-09769-6 picture_as_pdf
  • Vermaelen, Theo, Xu, Moqi (2011). Acquisition finance, capital structure and market timing. The China Centre for Financial Research, Tsinghua University.
  • 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
  • Yuan, Kathy, Zheng, Liu, Zhu, Qiaoqiao (2006). Are investors moonstruck?: lunar phases and stock returns. Journal of Empirical Finance, 13(1), 1-23. https://doi.org/10.1016/j.jempfin.2005.06.001
  • Zachariadis, Konstantinos (2012). A baseline model of price formation in a sequential market.
    • Financial Markets Group
  • Bernales, Alejandro, Ladley, Daniel, Litos, Evangelos, Valenzuela, Marcela (2021). Dark trading and alternative execution priority rules. (Systemic Risk Centre Discussion Papers 111). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • 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
  • Blanes i Vidal, Jordi (2003). Credibility and cheap talk of securities analysts: theory and evidence. (Discussion paper 472). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Brunnermeier, Markus (1998). Buy on rumours - sell on news: a manipulative trading strategy. (Financial Markets Group Discussion Papers 309). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Cannon, Edmund, Tonks, Ian (2003). UK annuity rates and pension replacement ratios 1957-2002. (Financial Markets Group Discussion Papers 444). Financial Markets Group, The London School of Economics and Political Science.
  • Cella, Cristina, Ellul, Andrew, Giannetti, Mariassunta (2013). Investors' horizons and the amplification of market shocks. (Financial Markets Group Discussion Papers 717). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Chabakauri, Georgy, Yuan, Kathy, Zachariadis, Konstantinos (2014). Multi-asset noisy rational expectations equilibrium with contingent claims. (Working papers). Social Science Research Network (SSRN).
  • Cho, Young-Hyun, Linton, Oliver, Whang, Yoon-Jae (2006). Are there Monday effects in stock returns: a stochastic dominance approach. (Financial Markets Group Discussion Papers 568). Financial Markets Group, The London School of Economics and Political Science.
  • Cuñat, Vicente, Gine, Mireia, Guadalupe, Maria (2010). The vote is cast: the effect of corporate governance on shareholder value. (NBER working paper 16574). The National Bureau of Economic Research.
  • Cuñat, Vicente, Gine, Mireia, Guadalupe, Maria (2012). The vote is cast: the effect of corporate governance on shareholder value. Journal of Finance, 67(5), 1943-1977. https://doi.org/10.1111/j.1540-6261.2012.01776.x
  • Cuñat, Vicente, Giné, Mireia, Guadalupe, Maria (2010). The vote is cast: the effect of corporate governance on shareholder value. (Financial Markets Group Discussion Papers 663). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Cuñat, Vicente, Giné, Mireia, Guadalupe, Maria (2016). Say pays! Shareholder voice and firm performance. Review of Finance, 20(5), 1799 - 1834. https://doi.org/10.1093/rof/rfv056
  • Ellul, Andrew, Jotikasthira, Chotibhak, Lundblad, Christian, Wang, Yihui (2012). Is historical cost accounting a panacea? Market stress, incentive distortions, and gains trading. (Financial Markets Group Discussion Papers 701). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Faure-Grimaud, Antoine, Laffont, Jean-Jacques, Martimort, David (2000). A theory of supervision with endogenous transaction costs. Annals of Economics and Finance, 1(2), 231-263.
  • Garavito, Fabian (2009). Organizational diseconomies in the mutual fund industry. (Financial Markets Group Discussion Papers 638). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Hon, Mark T., Tonks, Ian (2002). Momentum in the UK stock market. (Financial Markets Group Discussion Papers 405). Financial Markets Group, The London School of Economics and Political Science.
  • Lou, Dong (2012). A flow-based explanation for return predictability. Review of Financial Studies, 25(12), 3457-3489. https://doi.org/10.1093/rfs/hhs103
  • 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.
  • Marin, Jose M., Rahi, Rohit (1999). Speculative securities. Economic Theory, 14(3), 653-668. https://doi.org/10.1007/s001990050346
  • Patton, Andrew J., Verardo, Michela (2009). Does beta move with news? Systematic risk and firm-specific information flows. (Financial Markets Group Discussion Papers 630). Financial Markets Group, The London School of Economics and Political Science.
  • Rahi, Rohit (1995). Optimal incomplete markets with asymmetric information. Journal of Economic Theory, 65(1), 171-197. https://doi.org/10.1006/jeth.1995.1006
  • Rahi, Rohit (1995). Partially revealing rational expectations equilibria with nominal assets. Journal of Mathematical Economics, 24(2), 137-146. https://doi.org/10.1016/0304-4068(94)00679-5
  • Sullivan, Ryan, Timmermann, Allan, White, Halbert (1998). Data snooping, technical trading, rule performance, and the bootstrap. (Financial Markets Group Discussion Papers 303). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Vitale, Paolo (2001). Foreign exchange intervention and macroeconomic stability. (Financial Markets Group Discussion Papers 317). Financial Markets Group, The London School of Economics and Political Science.
  • Zachariadis, Konstantinos (2012). A baseline model of price formation in a sequential market.
  • Zigrand, Jean-Pierre (2002). Rational asset pricing implications from realistic trading frictions. (Discussion paper 414). Financial Markets Group, The London School of Economics and Political Science.
    • Geography and Environment
  • Gostlow, Glen (2020). The materiality and measurement of physical climate risk: evidence from Form 8-K. (Geography and Environment Discussion Paper Series 15). Department of Geography and Environment, LSE. picture_as_pdf
  • Xin, Wei, Grant, Lewis, Groom, Ben, Zhang, Chendi (2025). Noisy biodiversity: the impact of ESG biodiversity ratings on asset prices. Ecological Economics, 236, https://doi.org/10.1016/j.ecolecon.2025.108662 picture_as_pdf
    • Grantham Research Institute
  • Baer, Moritz, Campiglio, Emanuele, Deyris, Jérôme (2021). It takes two to dance: institutional dynamics and climate-related financial policies. (Grantham Research Institute on Climate Change and the Environment Working Paper 356). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science. picture_as_pdf
  • Kruse, Tobias, Mohnen, Myra, Sato, Misato (2024). Do financial markets respond to green opportunities? Journal of the Association of Environmental and Resource Economists, 11(3), 549 - 576. https://doi.org/10.1086/727370 picture_as_pdf
  • Liu, Chang, Liu, Yuan, Zhang, Dayong, Xie, Chunping (2022). The capital market responses to new energy vehicle (NEV) subsidies: an event study on China. Energy Economics, 105, https://doi.org/10.1016/j.eneco.2021.105677
  • Venmans, Frank (2021). The leverage anomaly in U.S. bank stock returns. Journal of International Financial Markets, Institutions and Money, 75, https://doi.org/10.1016/j.intfin.2021.101425 picture_as_pdf
  • Xin, Wei, Grant, Lewis, Groom, Ben, Zhang, Chendi (2025). Noisy biodiversity: the impact of ESG biodiversity ratings on asset prices. Ecological Economics, 236, https://doi.org/10.1016/j.ecolecon.2025.108662 picture_as_pdf
    • Hellenic Observatory
  • Christodoulaki, Olga, Cho, Haeran, Fryzlewicz, Piotr (2011). A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929. (GreeSE 50). Hellenic Observatory, London School of Economics and Political Science.
    • India Observatory
  • Ahmad, Wasim, Kutan, Ali M., Gupta, Smarth (2021). Black swan events and COVID-19 outbreak: sector level evidence from the US, UK, and European stock markets. International Review of Economics and Finance, 75, 546 - 557. https://doi.org/10.1016/j.iref.2021.04.007
    • International Development
  • Sigurgeirsdottir, Silla, Wade, Robert H. (2015). From control by capital to control of capital: Iceland's boom and bust, and the IMF's unorthodox rescue package. Review of International Political Economy, 22(1), 103-133. https://doi.org/10.1080/09692290.2014.920400
    • LSE
  • Alòs, Elisa, Chen, Zhanyu, Rheinlander, Thorsten (2016). Valuation of barrier options via a general self-duality. Mathematical Finance, 26(3), 492-515. https://doi.org/10.1111/mafi.12063
  • Bahar, Dany, Molina, Carlos A., Santos, Miguel Angel (2018). Fool's gold: the impact of Venezuelan currency devaluations on multinational stock prices. Economía, 19(1), 93 - 128. https://doi.org/10.1353/eco.2018.0009 picture_as_pdf
  • Boone, Peter, Johnson, Simon (2014). Forty years of leverage: what have we learned about sovereign debt? American Economic Review, 104(5), 266-271. https://doi.org/10.1257/aer.104.5.266
  • Buffa, Andrea, Vayanos, Dimitri, Woolley, Paul (2014). Asset management contracts and equilibrium prices. (Financial Markets Group Discussion Papers 736). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Bustillo, Inés, Perrotti, Daniel, Velloso, Helvia (2019). Sovereign credit ratings in Latin America and the Caribbean: history and impact on bond spreads. Economía, 20(1), 155 - 196. https://doi.org/10.1353/eco.2019.0011 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
  • Dobrynskaya, Victoria (2014). Downside market risk of carry trades. Review of Finance, 18(5), 1885-1913. https://doi.org/10.1093/rof/rfu004
  • Fajnzylber, Eduardo, Reyes, Gonzalo (2015). Knowledge, information, and retirement saving decisions: evidence from a large-scale intervention in Chile. Economía, 15(2), 83 - 117. https://doi.org/10.31389/eco.91 picture_as_pdf
  • Fouirnaies, Alexander B., Hall, Andrew B. (2014). The financial incumbency advantage: causes and consequences. Journal of Politics, 76(3), 711-724. https://doi.org/10.1017/S0022381614000139
  • MacKenzie, Donald, Pardo-Guerra, Juan Pablo (2014). Insurgent capitalism: Island, bricolage and the re-making of finance. Economy and Society, 43(2), 153-182. https://doi.org/10.1080/03085147.2014.881597
  • Nieto-Parra, Sebastián (2009). Who saw sovereign debt crises coming? Economía, 10(1), 125 - 164. https://doi.org/10.1353/eco.0.0035 picture_as_pdf
  • Tapia, Matías, Tokman, Andrea (2004). Effects of foreign exchange intervention under public information: the Chilean case. Economía, 4(2), 215 - 245. https://doi.org/10.1353/eco.2004.0020 picture_as_pdf
  • Vayanos, Dimitri, Woolley, Paul (2023). Asset management as creator of market inefficiency. Atlantic Economic Journal, 51(1), 1-11. https://doi.org/10.1007/s11293-023-09769-6 picture_as_pdf
    • Management
  • Beunza, Daniel, Garud, Raghu (2007). Calculators, lemmings or frame-makers? the intermediary role of securities analysts. Sociological Review, 55(s2), 13-39. https://doi.org/10.1111/j.1467-954X.2007.00728.x
  • Bhimani, Alnoor, Willcocks, Leslie P. (2014). Digitisation, ‘big data’ and the transformation of accounting information. Accounting and Business Research, 44(4), 469 - 490. https://doi.org/10.1080/00014788.2014.910051
  • Cuñat, Vicente, Gine, Mireia, Guadalupe, Maria (2010). The vote is cast: the effect of corporate governance on shareholder value. (NBER working paper 16574). The National Bureau of Economic Research.
  • Khanna, Tarun, Thomas, Catherine (2009). Synchronicity and firm interlocks in an emerging market. Journal of Financial Economics, 92(2), 182-204. https://doi.org/10.1016/j.jfineco.2008.03.005
  • 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
    • Mathematics
  • Campi, Luciano, Cetin, Umut, Danilova, Albina (2013). Equilibrium model with default and dynamic insider information. Finance and Stochastics, 17(347), 565-585. https://doi.org/10.1007/s00780-012-0196-x
  • Kardaras, Constantinos, Ruf, Johannes (2020). Filtration shrinkage, the structure of deflators, and failure of market completeness. Finance and Stochastics, 24(4), 871 - 901. https://doi.org/10.1007/s00780-020-00435-2 picture_as_pdf
    • STICERD
  • Dasgupta, Amil, Prat, Andrea, Verardo, Michela (2007). Institutional trade persistence and long-term equity returns. Centre for Economic Policy Research (Great Britain).
  • 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
  • Dasgupta, Amil, Prat, Andrea, Verardo, Michela (2010). The price impact of institutional herding. (Financial Markets Group Discussion Papers 652). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Dridi, Ramdan, Germain, Laurent (2000). Noise and competition in strategic oligopoly. (EM 395). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Faure-Grimaud, Antoine, Laffont, Jean-Jacques, Martimort, David (2000). A theory of supervision with endogenous transaction costs. Annals of Economics and Finance, 1(2), 231-263.
  • Faure-Grimaud, Antoine, Laffont, Jean-Jacques, Martimort, David (1998). A theory of supervision with endogenous transaction costs. (TE 356). Suntory and Toyota International Centres for Economics and Related Disciplines.
    • Sociology
  • Pardo-Guerra, Juan Pablo (2010). Creating flows of interpersonal bits: the automation of the London Stock Exchange, c. 1955-90. Economy and Society, 39(1), 84-109. https://doi.org/10.1080/03085140903424584
    • Statistics
  • Campi, Luciano, Cetin, Umut, Danilova, Albina (2013). Equilibrium model with default and dynamic insider information. Finance and Stochastics, 17(347), 565-585. https://doi.org/10.1007/s00780-012-0196-x
  • Christodoulaki, Olga, Cho, Haeran, Fryzlewicz, Piotr (2011). A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929. (GreeSE 50). Hellenic Observatory, London School of Economics and Political Science.
  • Etesami, Jalal, Habibnia, Ali, Kiyavash, Negar (2017). Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity. (Systemic Risk Centre Discussion Papers 66). Systemic Risk Centre, The London School of Economics and Political Science.
  • Kardaras, Constantinos, Ruf, Johannes (2020). Filtration shrinkage, the structure of deflators, and failure of market completeness. Finance and Stochastics, 24(4), 871 - 901. https://doi.org/10.1007/s00780-020-00435-2 picture_as_pdf
    • Systemic Risk Centre
  • Bevilacqua, Mattia, Tunaru, Radu, Vioto, Davide (2020). Options-based systemic risk, financial distress, and macroeconomic downturns. (Systemic Risk Centre Discussion Papers 107). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Bevilacqua, Mattia, Tunaru, Radu, Vioto, Davide (2023). Options-based systemic risk, financial distress, and macroeconomic downturns. Journal of Financial Markets, 65, https://doi.org/10.1016/j.finmar.2023.100834 picture_as_pdf
  • Briola, Antonio, Bartolucci, Silvia, Aste, Tomaso (2025). Deep limit order book forecasting: a microstructural guide. Quantitative Finance, 25(7), 1101 - 1131. https://doi.org/10.1080/14697688.2025.2522911 picture_as_pdf
  • Buch, Claudia M., Neugebauer, Katja (2011). Bank-specific shocks and the real economy. Journal of Banking and Finance, 35(8), 2179-2187. https://doi.org/10.1016/j.jbankfin.2011.01.023
  • Cipriani, Marco, Guarino, Antonio, Uthemann, Andreas (2019). Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. (Systemic Risk Centre Discussion Papers 88). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Cipriani, Marco, Guarino, Antonio, Uthemann, Andreas (2022). Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. Journal of Financial Economics, 146(3), 1044 - 1072. https://doi.org/10.1016/j.jfineco.2022.04.007 picture_as_pdf
  • Ellul, Andrew, Jotikasthira, Chotibhak, Lundblad, Christian T., Wang, Yihui (2013). Mark-to-market accounting and systemic risk: evidence from the insurance industry. (Systemic Risk Centre Discussion Papers 4). Systemic Risk Centre, The London School of Economics and Political Science.
  • Ergun, Lerby, Uthemann, Andreas (2020). Higher-order uncertainty in financial markets: evidence from a consensus pricing service. (Systemic Risk Centre Discussion Papers 98). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Etesami, Jalal, Habibnia, Ali, Kiyavash, Negar (2017). Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity. (Systemic Risk Centre Discussion Papers 66). Systemic Risk Centre, The London School of Economics and Political Science.
  • Ibikunle, Gbenga, McGroarty, Frank, Rzayev, Khaladdin (2020). More heat than light: Investor attention and bitcoin price discovery. International Review of Financial Analysis, 69, https://doi.org/10.1016/j.irfa.2020.101459
  • Ibikunle, Gbenga, Rzayev, Khaladdin (2020). Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility. (Systemic Risk Centre Discussion Papers 95). Systemic Risk Centre, 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
  • 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.
  • Moffitt, Steven D., Ziemba, William T. (2017). Does it pay to buy the pot in the Canadian 6/49 Lotto: implications for lottery design. (Systemic Risk Centre Discussion Papers 64). Systemic Risk Centre, The London School of Economics and Political Science.
  • 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
  • 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
  • Ziemba, William (2020). Parimutuel betting markets: racetracks and lotteries revisited. (Systemic Risk Centre Discussion Papers 103). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Ziemba, William T. (2023). Pari-mutuel betting markets: racetracks and lotteries revisited. Annual Review of Financial Economics, 15, 641 - 662. https://doi.org/10.1146/annurev-financial-053122-021925 picture_as_pdf