LSE Research Online Documents on Economics

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119051: Financial regulation in general equilibrium

Charles Goodhart, Anil Kashyap, Dimitri Tsomocos and Alexandros Vardoulakis

119050: Estimating the quadratic covariation matrix for an asynchronously observed continuous time signal masked by additive noise

Sujin Park and Oliver Linton

119049: Securitized banking, asymmetric information, and financial crisis: regulating systemic risk away

Sudipto Bhattacharya, Georgy Chabakauri and Kjell Nyborg

119048: Transparency, tax pressure and access to finance

Andrew Ellul, Tullio Jappelli, Marco Pagano and Fausto Panunzi

119047: Stock market tournaments

Emre Ozdenoren and Kathy Yuan

119046: Asset pricing with heterogeneous investors and portfolio constraints

Georgy Chabakauri

119045: Liquidity and asset returns under asymmetric information and imperfect competition

Dimitri Vayanos and Jiang Wang

119044: Market liquidity - theory and empirical evidence

Dimitri Vayanos and Jiang Wang

119043: Do standard corporate governance practices matter in family firms?

Sridhar Arcot and Valentina Bruno

119042: Agency, firm growth, and managerial turnover

Ronald W. Anderson, Maria Cecilia Bustamante and Stéphane Guibaud

119041: Bankers and bank investors: reconsidering the economies of scale in banking

Ronald W. Anderson and Karin Jõeveer

119040: The structure of CEO pay: pay-for-luck and stock-options

Pierre Chaigneau and Nicolas Sahuguet

119039: Shareholder empowerment and bank bailouts

Daniel Ferreira, David Kershaw, Tom Kirchmaier and Edmund-Philipp Schuster

119038: From female labor force participation to boardroom gender diversity

Renee Adams and Tom Kirchmaier

119037: Investors' horizons and the amplification of market shocks

Cristina Cella, Andrew Ellul and Mariassunta Giannetti

119036: Cross-market timing in security issuance

Pengjie Gao and Dong Lou

119035: Industry window dressing

Huaizhi Chen, Lauren Cohen and Dong Lou

119034: Does herding behavior reveal skill? An analysis of mutual fund performance

Hao Jiang and Michela Verardo

119033: Comomentum: inferring arbitrage activity from return correlations

Dong Lou and Christopher Polk

119032: Mortgage hedging in fixed income markets

Aytek Malkhozov, Philippe Mueller, Andrea Vedolin and Gyuri Venter

119031: Product market competition and industry returns

Maria Cecilia Bustamante and Andrés Donangelo

119030: Ties that bind: how business connections affect mutual fund activism

Dragana Cvijanovic, Amil Dasgupta and Konstantinos Zachariadis

119029: Activist funds, leverage, and procyclicality

Mike Burkart and Amil Dasgupta

119028: Network risk and key players: a structural analysis of interbank liquidity

Edward Denbee, Christian Julliard, Liana Yepremyan and Kathy Yuan

119027: Employment and wage insurance within firms: worldwide evidence

Andrew Ellul, Marco Pagano and Fabiano Schivardi

119026: Asset management contracts and equilibrium prices

Andrea M. Buffa, Dimitri Vayanos and Paul Woolley

119024: The value of informativeness for contracting

Pierre Chaigneau, Alex Edmans and Daniel Gottlieb

119022: Offsetting disagreement and security prices

Byoung-Hyoung Hwang, Dong Lou and Chengxi Yin

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