LSE Research Online Documents on Economics

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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

119332: Refugees and the education of host populations: evidence from the Syrian inflow to Jordan

Ragui Assaad, Thomas Ginn and Mohamed Saleh

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

119277: Business groups and export performance: the role of coordination failures and institutional configurations

Daniel Shapiro, Saul Estrin, Michael Carney and Steven Liang

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

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

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

Emanuele Campiglio, Francesco Lamperti and Roberta Terranova

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 Péter 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

119126: Real trading patterns and prices in spot foreign exchange markets

Jon Danielsson and Richard Payne

119124: Moments of Markov switching models

Allan Timmermann

119123: Corporate walkout decisions and the value of default

Tom Dahlström and Pierre Mella-Barral

119122: Bank moral hazard and market discipline

Elena Carletti

119121: Optimal bail out policy, conditionality and creative ambiguity

Xavier Freixas

119120: Financing entrepreneurs: optimal contracts and the role of intermediaries

Roberta Dessi

119119: Contrasting different forms of price stickiness: an analysis of exchange rate overshooting and the beggar thy neighbour policy

Markus Brunnermeier and Clemens Grafe

119118: Barbarians in chains - takeover regulation and minority shareholder wealth

Ulrike Hoffmann-Burchardi

119117: Time series of commodity futures prices

Jane Black and Ian Tonks

119116: Stock price patterns around the trades of corporate insiders on the London Stock Exchange

Sylvain Friederich, Alan Gregory, John Matako and Ian Tonks

119115: Equity finance, adverse selection and product market competition

Erlend Nier

119114: Insider trading, investment and liquidity: a welfare analysis

Sudipto Bhattacharya and Giovanna Nicodano

119113: Firm size and cyclical variations in stock returns

Gabriel Perez-Quiros and Allan Timmermann

119112: A simple model of an international lender of last resort

C. A. E. Goodhart and Haizhou Huang