LSE Research Online Documents on Economics

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119389: Robust nonparametric frontier estimation in two steps

Yining Chen, Hudson S. Torrent and Flavio A. Ziegelmann

119388: Urban land markets and city development: Sub-Saharan Africa

J. Vernon Henderson and Vivian Liu

119387: The economic costs of malaria in pregnancy: evidence from four sub-Saharan countries

Laia Cirera, Charfudin Sacoor, Martin Meremikwu, Louise Ranaivo, F. Manun’Ebo, Manu, Dachi Arikpo, Osvaldo Matavele, Victor Rafaralahy, Didier Ndombe, Clara Pons Duran, Maximo Ramirez, Francesco Ramponi, Raquel González, Christina Maly, Elaine Roman, Elisa Sicuri, Franco Pagnoni and Clara Menéndez

119379: Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms’ decision to innovate

Vassilis Hajivassiliou and Frédérique Savignac

119375: Dynamic asset-backed security design

Emre Ozdenoren, Kathy Yuan and Shengxing Zhang

119374: Summertime and the drivin’ is easy? Daylight saving time and vehicle accidents

Ioannis Laliotis, Giuseppe Moscelli and Vassilis Monastiriotis

119368: Be my guest: the effect of foreign policy visits to the USA on FDI

Antonis Adam and Sofia Tsarsitalidou

119359: The local impact of closing undersized schools

Marco Di Cataldo and Giulia Romani

119358: The effect of weather on the willingness to pay for residential energy-efficiency

Rodolfo Sejas-Portillo

119356: China’s role in scaling up energy storage investments

Lei Bian

119355: Evidence of supply security and sustainability challenges in Nigeria's power sector

Cosimo Magazzino, Carlo Drago and Nicolas Schneider

119354: The long shadow of local decline: birthplace economic adversity and long-term individual outcomes in the UK

Andrew McNeil, Davide Luca and Neil Lee

119353: Accounting for preferences and beliefs in social framing effects

Elizabeth Bernold, Elisabeth Gsottbauer, Kurt A. Ackermann and Ryan Murphy

119352: Testing for the Markov property in time series via deep conditional generative learning

Yunzhe Zhou, Chengchun Shi, Lexin Li and Qiwei Yao

119351: Income source confusion using the SILC

Christopher Bollinger and Iva Tasseva

119347: How Brexit damaged the United Kingdom and the City of London

John Ryan

119338: Does homeownership reduce crime? A radical housing reform from the UK

Richard Disney, John Gathergood, Stephen Machin and Matteo Sandi

119329: Impact of innovation and exports on productivity: are there complementary effects?

Saša Petković, Jelica Rastoka and Dragana Radicic

119327: Health and wellbeing spillovers of a partner’s cancer diagnosis

Viola Angelini and Joan Costa-Font

119307: 100 diverse voices: a framework for the future of work in financial and professional services

Jasmine Virhia, Yolanda Blavo and Grace Lordan

119302: The City Quantum Summit: a briefing on Diversity and Inclusion in the quantum sector

Cecily Josten, Grace Lordan and Karina Robinson

119290: Predicting the last zero before an exponential time of a spectrally negative Lévy process

Erik J. Baurdoux and José M. Pedraza

119289: Options-based systemic risk, financial distress, and macroeconomic downturns

Mattia Bevilacqua, Radu Tunaru and Davide Vioto

119287: Conditionalities in international organization accession processes: spreading business and human rights norms in central and Eastern Europe?

Ian Higham

119280: Detecting linear trend changes in data sequences

Hyeyoung Maeng and Piotr Fryzlewicz

119273: Unraveling disruptions: how employees pick up signals of change

Hermien E. Wiechers, Xander D. Lub, Jacqueline A.M. Coyle-Shapiro and Steven ten Have

119271: The digital undertow and institutional displacement: a sociomaterial approach

Wanda J. Orlikowski and Susan V. Scott

119268: (Mis-)perceptions, information, and political polarization

Maria Marino, Roberto Iacono and Johanna Mollerstrom

119262: Impacts of climate litigation on firm value

Misato Sato, Glen Gostlow, Catherine Higham, Joana Setzer and Frank Venmans

119261: Estimating the effects of regulation when treated and control firms compete: a new method with application to the EU ETS

Geoffrey Barrows, Raphael Calel, Martin Jégard and Hélène Ollivier

119260: Impacts of climate litigation on firm value

Misato Sato, Glen Gostlow, Catherine Higham, Joana Setzer and Frank Venmans

119259: Estimating the effects of regulation when treated and control firms compete: a new method with application to the EU ETS

Geoffrey Barrows, Raphael Calel, Martin Jégard and Hélène Ollivier

119258: Believe me when I say green! Heterogeneous expectations and climate policy uncertainty

Emanuele Campiglio, Francesco Lamperti and Roberta Terranova

119257: Believe me when I say green! Heterogeneous expectations and climate policy uncertainty

Emanuele Campiglio, Francesco Lamperti and Roberta Terranova

119256: Water risks for hydroelectricity generation

Chiara Colesanti Senni and Adrian von Jagow

119255: Water risks for hydroelectricity generation

Chiara Colesanti Senni and Adrian von Jagow

119251: Secure attachment predicts lower societal cost amongst severely antisocial adolescents

Christian J. Bachmann, Sajid Humayun, Madeleine Stevens, O’Connor, Thomas G. and Stephen Scott

119237: Learning by searching: spatial mismatches and imperfect information in Southern labor markets

Abhijit Banerjee and Sandra Sequeira

119226: Cleansing by tight credit: rational cycles and endogenous lending standards

Maryam Farboodi and Peter Kondor

119201: Scrutinising Nusantara: the making of an authoritarian city

Sulfikar Amir

119200: Great or grim? Disagreement about Brexit, economic expectations and household spending

Pei Kuang, Davide Luca, Zhiwu Wei and Yao Yao

119197: Is historical cost accounting a panacea? Market stress, incentive distortions, and gains trading

Andrew Ellul, Chotibhak Jotikasthira, Christian Lundblad and Yihui Wang

119194: Bank presence and health

Kim Fe Cramer

119192: Peer effects in deposit markets

Kim Fe Cramer and Naz Koont

119187: The foreign exchange market: a random walk with a dragging anchor

C. A. E. Goodhart

119186: The clustering of bid/ask prices and the spread in the foreign exchange market

C. A. E. Goodhart and Riccardo Curcio

119185: Auction and dealership markets: what is the difference?

Marco Pagano and Ailsa Röell

119184: When support/resistance levels are broken, can profits be made? Evidence from the foreign exchange market

Riccardo Curcio and C. A. E. Goodhart

119183: UK directors' trading: the impact of dealings in smaller firms

Alan Gregory, John Matako, Ian Tonks and Richard Purkis

119182: Exploiting cross section variation for unit root inference in dynamic data

Danny Quah

119181: Debt inflation: theory and evidence

Mervyn King

119180: State prices implicit in valuation formulae for derivative securities: a martingale approach

Sven Rady

119179: Risk and return in the Spanish stock market

Enrique Sentana

119178: Central bank reputation and conservativeness

Michele Frantianni and Haizhou Huang

119177: Pricing options on assets with predictable white noise returns

Angel Leon and Enrique Sentana

119176: What is the Central Bank's game?

C. A. E. Goodhart and Haizhou Huang

119175: Speculative securities

José Marín and Rohit Rahi

119174: Option pricing with a quadratic diffusion term

Sven Rady

119173: The dynamics of default and debt reorganization

Pierre Mella-Barral

119172: Optimal managerial remuneration and firm-level diversification

Erlend Nier

119171: Trading volumes and transaction costs in the foreign market - evidence from daily dollar-yen spot data

Philipp Hartmann

119170: R&D intensity and finance: are innovative firms financially constrained?

Ward Brown

119169: Announcement effects and seasonality in the intra-day foreign exchange market

Richard Payne

119168: Term structure modelling of defaultable bonds

Philipp Schonbucher

119167: Using time series methods to assess information and inventory effects in a dealer market in Il-liquid stocks

Andy Snell and Ian Tonks

119166: Value-at-risk and extreme returns

Jon Danielsson and Casper Vries

119165: Excessive stock price dispersion: a regression test of cross-sectional volatility

Andy Snell, Ian Tonks and George Bulkley

119164: Short-term and long-term government debt and non-resident interest withholding taxes

Sylvester Eijffinger, Harry Huizinga and Jan Lemmen

119163: Optimal monetary policy rules in a rational expectations model of the Phillips curve

Peter Clark, C. A. E. Goodhart and Haizhou Huang

119162: Implicit contracts, managerial incentives and financial structure

Roberta Dessi

119161: Maximum likelihood estimation of stochastic volatility models

G. Sandmann and Siem Jan Koopman

119160: Locally minimizing the credit risk

Christopher Lotz

119159: Default risk in asset pricing

Pierre Mella-Barral and Pierre Tychon

119158: Disclosure requirements and stock exchange listing choice in an international context

Steven Huddart, John Hughes and Markus Brunnermeier

119157: Soft budget constraint and stock price information

Antoine Faure-Grimaud

119154: Dynamic adverse selection and debt

Gilles Chemla and Antoine Faure-Grimaud

119153: The effects of macroeconomic 'news' on high frequency exchange rate behaviour

Alvaro Almeida, Charles Goodhart and Richard Payne

119152: Managers, debt and industry equilibrium

Erlend Nier

119151: An investigation of long range dependence in intra-day foreign exchange rate volatility

Marc Henry and Richard Payne

119150: Should speculators be taxed?

James Dow and Rohit Rahi

119148: Do Reuters spreads reflect currencies' differences in global trading activity?

Philipp Hartmann

119147: Informed trading, investment, and welfare

James Dow and Rohit Rahi

119146: Pareto-improving asymmetric information in a dynamic insurance market

Thomas Garidel

119145: Close relationships between banks and firms: is it good or bad?

Vittoria Cerasi and Sonja Daltung

119144: Data snooping, technical trading, rule performance, and the bootstrap

Ryan Sullivan, Allan Timmermann and Halbert White

119143: Housing market fluctuations in a life-cycle economy with credit constraints

Francois Ortalo-Magne and Sven Rady

119142: The dangers of data-driven inference: the case of calender effects in stock returns

Ryan Sullivan, Allan Timmermann and Halbert White

119141: Beyond the sample: extreme quantile and probability estimation

Jon Danielsson and Casper Vries

119140: A dilution cost approach to financial intermediation and securities markets

Patrick Bolton and Xavier Feixas

119139: Revenue efficiency and change of control: the case of bankruptcy

Francesca Cornelli and Leonardo Felli

119138: Optimal monetary policy in a model of asymmetric central bank preferences

Bob Nobay and David Peel

119137: Liquidity in second tier equity markets: evidence from London's Alternative Investment Market (AIM)

John Board, Anne Villa and Stephen Wells

119136: Utility functions for central bankers: the not so drastic quadratic

Phillip Schellekens and Jagjit Chadha

119135: Buy on rumours - sell on news: a manipulative trading strategy

Markus Brunnermeier

119134: Boom in, bust out: young households and the housing price cycle

Francois Ortalo-Magne and Sven Rady

119131: A model of the lender of last resort

C. A. E. Goodhart and Haizhou Huan

119130: Corporate governance rules and the value of control - a study of German dual-class shares

Ulrike Hoffmann-Burchardi

119129: Clustering of initial public offerings, information revelation and underpricing

Ulrike Hoffmann-Burchardi

119128: Moral hazard, insurance, and some collusion

Ingela Alger and Ching-to Ma

119127: Arbitrage and endogenous market integration

Jean-Pierre Zigrand