LSE Research Online Documents on Economics

From London School of Economics and Political Science, LSE Library
LSE Library Portugal Street London, WC2A 2HD, U.K..
Contact information at EDIRC.
Bibliographic data for series maintained by LSERO Manager ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

119019: The booms and busts of beta arbitrage

Dong Lou, Christopher Polk and Shiyang Huang

119016: Information asymmetries, volatility, liquidity and the Tobin Tax

Albina Danilova and Christian Julliard

119013: What is the expected return on the market?

Ian Martin

119012: The dynamics of financially constrained arbitrage

Denis Gromb and Dimitri Vayanos

119010: A tug of war: overnight versus intraday expected returns

Dong Lou, Christopher Polk and Spyros Skouras

119008: Wolf pack activism

Alon Brav, Amil Dasgupta and Richmond Mathews

119005: Endogenous market making and network formation

Briana Chang and Shengxing Zhang

119002: A response to Professor Paul A. Samuelson's objections to Kelly capital growth investing

William Ziemba

119001: Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors

Georgy Chabakauri

119000: Resaleable debt and systemic risk

Jason Donaldson and Eva Micheler

118998: Exchange rates and monetary policy uncertainty

Philippe Mueller, Alireza Tahbaz-Salehi and Andrea Vedolin

118995: Blended automation: integrating algorithms on the floor of the New York Stock Exchange

Daniel Beunza and Yuval Millo

118992: The dynamics of expected returns: evidence from multi-scale time series modelling

Daniele Bianchi and Andrea Tamoni

118990: Curse of the benchmarks

Dimitri Vayanos and Paul Woolley

118989: Taming the Basel leverage cycle

Christoph Aymanns, Fabio Caccioli, J. Farmer and Vincent Tan

118983: Say on pay: do shareholders care?

Carsten Gerner-Beuerle and Tom Kirchmaier

118982: Informational black holes in financial markets

Ulf Axelson and Igor Makarov

118980: Downside risk neutral probabilities

Pierre Chaigneau and Louis Eeckhoudt

118978: An information based one-factor asset pricing model

Anisha Ghosh, Christian Julliard and Alex Taylor

118977: Pipeline risk in leveraged loan syndication

Max Bruche, Frederic Malherbe and Ralf Meisenzahlimeon

118976: European venture capital: myths and facts

Ulf Axelson and Milan Martinovic

118975: Corporate tax cuts: examining the record in advanced economies

Simeon Djankov

118974: Cultural proximity and loan outcomes

Raymond Fisman, Daniel Paravisini and Vikrant Vig

118973: Financial choice and financial information

Péter Kondor and Botond Koszegi

118972: Learning in crowded markets

Péter Kondor and Adam Zawadowski

118970: Women in finance

Renee Adams and Tom Kirchmaier

118969: Determinants of regulatory reform

Simeon Djankov, Dorina Georgieva and Rita Ramalho

118968: Macro-modelling, default and money

C. A. E. Goodhart, Nikolas Romanidis, Dimitri Tsomocos and Martin Shubik

118967: Executive compensation: a survey of theory and evidence

Alex Edmans, Xavier Gabaix and Dirk Jenter

118966: The divergent postcommunist paths to democracy and economic freedom

Simeon Djankov

118964: The anatomy of the CDS market

Martin Oehmke and Adam Zawadowski

118961: The quanto theory of exchange rates

Lukas Kremens and Ian Martin

118959: Performance-induced CEO turnover

Dirk Jenter and Katharina Lewellen

118957: What is the expected return on a stock?

Ian Martin and Christian Wagner

118956: Financial markets where traders neglect the informational content of prices

Erik Eyster, Matthew Rabin and Dimitri Vayanos

118955: Collateral constraints and asset prices

Georgy Chabakauri and Brandon Han

118954: The dynamics of financially constrained arbitrage

Denis Gromb and Dimitri Vayanos

118951: The City of London after Brexit

Simeon Djankov

118950: Business regulation and poverty

Simeon Djankov, Dorina Georgieva and Rita Ramalho

118948: Competitive screening of customers with non-common priors

Andreas Uthemann

118947: Consistent measures of systemic risk

Miguel Segoviano and Raphael Espinoza

118945: The quanto theory of exchange rates

Lukas Kremens and Ian Martin

118943: Towards an understanding of credit cycles: do all credit booms cause crises?

Ray Barrell, Dilly Karim and Corrado Macchiarelli

118942: Learning from history: volatility and financial crises

Jon Danielsson, Marcela Valenzuela and Ilknur Zer

118941: The effect of superstar firms on college major choice

Darwin Choi, Dong Lou and Abhiroop Mukherjee

118940: Communism as the unhappy coming

Simeon Djankov and Elena Nikolova

118939: Trading and information diffusion in over-the-counter markets

Ana Babus and Péter Kondor

118938: Reconstructing and stress testing credit networks

Amanah Ramadiah, Fabio Caccioli and Daniel Fricke

118937: Bank resolution and the structure of global banks

Patrick Bolton and Martin Oehmke

118936: Sentiment and speculation in a market with heterogeneous beliefs

Ian Martin and Dimitris Papadimitriou

118935: Information acquisition, price informativeness and welfare

Rohit Rahi and Jean-Pierre Zigrand

118934: The efficient IPO market hypothesis: theory and evidence

Kevin R. James and Marcela Valenzuela

118933: Clients' connections

Péter Kondor and Gabor Pinter

118932: Market resilience

Jon Danielsson, Efstathios Panayi, Gareth Peters and Jean-Pierre Zigrand

118931: Financial crises and liberalization: progress or reversals?

Orkun Saka, Nauro Campos, Paul De Grauwe, Yuemei Ji and Angelo Martelli

118930: Macroprudential stress tests: a reduced-form approach to quantifying systemic risk losses

Zineddine Alla, Raphael Espinoza, Helen Li and Miguel Segoviano

118929: Information acquisition with heterogeneous valuations

Rohit Rahi

118928: A comprehensive multi-sector tool for analysis of Systemic Risk and Interconnectedness (SyRIN)

Fabio Cortes, Peter Lindner, Sheheryar Malik and Miguel Segoviano

118927: Longterm decision making under the threat of earthquakes?

Carmen Camacho and Yu Sun

118925: Bankruptcy in groups

William Beaver, Stefano Cascino, Maria Correia and Maureen McNichols

118924: Bayesian solutions for the factor zoo: we just ran two quadrillion models

Svetlana Bryzgalova, Jiantao Huang and Christian Julliard

118923: A tale of two indexes: predicting equity market downturns in China

Sebastien Lleo and William Ziemba

118922: Information dispersion across employees and stock returns

Ashwini Agrawal, Isaac Hacamo and Zhongchen Hu

118921: Domestic banks as lightning rods? Home bias and information during Eurozone crisis

Orkun Saka

118920: The post-communist transition at 30

Simeon Djankov and Filip Jolevski

118919: Asset encumbrance, bank funding and fragility

Toni Ahnert, Kartik Anand, Prasanna Gai and James Chapman

118918: Loan insurance, market liquidity, and lending standards

Toni Ahnert and Martin Kuncl

118917: Investor protection and asset prices

Suleyman Basak, Georgy Chabakauri and M. Yavuz

118916: The effects of small-firm loan guarantees in the UK: insights for the COVID-19 pandemic crisis

Juanita Gonzalez-Uribe and Su Wang

118915: Turning alphas into betas: arbitrage and the cross-section of risk

Thummim Cho

118914: Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility

Gbenga Ibikunle and Khaladdin Rzayev

118913: Cryptocurrencies: policy, economics and fairness

Jon Danielsson

118912: Survival of firms during economic crisis

Erica Bosio, Simeon Djankov, Filip Jolevski and Rita Ramalho

118911: Heterogeneous global cycles

Maryam Farboodi and Péter Kondor

118910: Public procurement in law and practice

Erica Bosio, Simeon Djankov, Edward Glaeser and Andrei Shleifer

118909: Trading and Arbitrage in Cryptocurrency Markets

Igor Makarov and Antoinette Schoar

118908: Measuring the ex-ante incentive effects of bankruptcy reorganization procedures

Ashwini Agrawal, Juanita Gonzalez-Uribe and Jimmy Martinez-Correa

118907: Measuring human capital

Noam Angrist, Simeon Djankov, Pinelopi Goldberg and Harry Patrinos

118906: Exchange rate exposure and firm dynamics

Juliana Salomao and Liliana Varela

118905: Financial transaction taxes and the informational efficiency of financial markets: a structural estimation

Marco Cipriani, Antonio Guarino and Andreas Uthemann

118904: Revenge of the experts: will COVID-19 renew or diminish public trust in science?

Cevat Aksoy, Barry Eichengreen and Orkun Saka

118903: Gendered laws and women in the workforce

Marie Hyland, Simeon Djankov and Pinelopi Goldberg

118902: Lending cycles and real outcomes: costs of political misalignment

Çağatay Bircan and Orkun Saka

118901: The political scar of epidemics

Cevat Aksoy, Barry Eichengreen and Orkun Saka

118900: Cleansing by tight credit: rational cycles and endogenous lending standards

Maryam Farboodi and Péter Kondor

118899: The systemic governance influence of universal owners: evidence from an expectation document

Ruth Aguilera, Vicente Bermejo, Javier Capapé and Vicente Cuñat

118898: Reversal of fortune for political incumbents after oil shocks

Rabah Arezki, Simeon Djankov, Ha Nguyen and Ivan Yotzov

118897: Blockchain analysis of the Bitcoin market

Igor Makarov and Antoinette Schoar

118896: Managerial response to shareholder empowerment: evidence from majority- voting legislation changes

Vicente Cuñat, Yiqing Lu and Hong Wu

118895: Asset pricing with index investing

Georgy Chabakauri and Oleg Rytchkov

118893: Higher-order uncertainty in financial markets: evidence from a consensus pricing service

Lerby Ergun and Andreas Uthemann

118892: Stake-holder firms and the reform of local public finance in China

Ronald W. Anderson

118891: A theory of socially responsible investment

Martin Oehmke and Marcus Opp

118890: Wisdom of crowds detects COVID-19 severity ahead of officially available data

Jeremy Turiel, Delmiro Fernandez-Reyes and Tomaso Aste

118889: The role of sentiment in the economy: 1920 to 1934

Ali Kabiri, Harold James, John Landon-Lane, David Tuckett and Rickard Nyman

118888: Municipal bond insurance and the U.S. drinking water crisis

Ashwini Agrawal and Daniel Kim

118887: Extrapolative bubbles and trading volume

Jingchi Liao, Cameron Peng and Ning Zhu

118886: Financial volatility and economic growth, 1870-2016

Jon Danielsson, Marcela Valenzuela and Ilknur Zer

118885: High-frequency trading in the stock market and the costs of option market making

Mahendrarajah Nimalendran, Khaladdin Rzayev and Satchit Sagade

118884: Factor demand and factor returns

Cameron Peng and Chen Wang