LSE Research Online Documents on Economics

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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

118883: Reform chatter and democracy

Rabah Arezki, Simeon Djankov, Ha Nguyenc and Ivan Yotzov

118882: Technology as deregulation

Simeon Djankov, Igor Luksic and Eva Zhang

118881: Property rights and urban form

Simeon Djankov, Edward Glaeser, Valeria Perotti and Andrei Shleifer

118879: Who bears risk in China's non-financial enterprise debt?

Ronald W. Anderson

118878: Sustainability in a risky world

John Campbell and Ian Martin

118877: Parameterized state-contingent games, 3M minimal Nash correspondences, and connectedness

Jing Fu and Frank Page

118876: Market fragmentation and contagion

Rohit Rahi and Jean-Pierre Zigrand

118875: Using a mean changing stochastic processes exit-entry model for stock market long-short prediction

Sebastien Lleo, Mikhail Zhitlukhin and William Ziemba

118874: Layered networks, equilibrium dynamics, and stable coalitions

Jing Fu, Frank Page and Jean-Pierre Zigrand

118873: Parimutuel betting markets: racetracks and lotteries revisited

William Ziemba

118872: The market for CEOs

Peter Cziraki and Dirk Jenter

118871: Epidemic exposure, financial technology, and the digital divide

Orkun Saka, Barry Eichengreen and Cevat Aksoy

118870: Resolving the excessive trading puzzle: an integrated approach based on surveys and transactions

Hongqi Liu, Cameron Peng, Wei A. Xiong and Wei Xiong

118869: Speculative and precautionary demand for liquidity in competitive banking markets

Diemo Dietrich and Thomas Gehrig

118868: Demand-supply imbalance risk and long-term swap spreads

Samuel Hanson, Aytek Malkhozov and Gyuri Venter

118867: Exploited by complexity

Pengjie Gao, Allen Hu, Peter Kelly, Cameron Peng and Ning Zhu

118866: Dark trading and alternative execution priority rules

Alejandro Bernales, Daniel Ladley, Evangelos Litos and Marcela Valenzuela

118865: Discounted stochastic games, the 3M property and stationary Markov perfect equilibria

Jing Fu and Frank Page

118864: The spread of COVID-19 in London: network effects and optimal lockdowns

Christian Julliard, Ran Shi and Kathy Yuan

118863: Shareholder liability and bank failure

Felipe Aldunate, Dirk Jenter, Arthur Korteweg and Peter Koudijs

118862: Bankers' pay and the evolving structure of US banking

Ronald W. Anderson and Karin Jõeveer

118861: Financial policymaking after crises: public vs. private interests

Orkun Saka, Yuemei Ji and Paul De Grauwe

118860: CEO compensation: evidence from the field

Alex Edmans, Tom Gosling and Dirk Jenter

118859: Dynamic asset-backed security design

Emre Ozdenoren, Kathy Yuan and Shengxing Zhang

118858: Revenge of the experts: will COVID-19 renew or diminish public trust in science?

Barry Eichengreen, Cevat Aksoy and Orkun Saka

118857: Informed trading in government bond markets

Robert Czech, Shiyang Huang, Dong Lou and Tianyu Wang

118856: Bond funds and credit risk

Jaewon Choi, Amil Dasgupta and Ji Oh

118855: Outsized arbitrage

Igor Makarov

118854: Why don't most mutual funds short sell?

Li Li, Shiyang Huang, Dong Lou and Jiahong Shi

118853: Are bigger banks better? Firm-level evidence from Germany

Kilian Huber