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Subtle Discrimination, Elena S. Pikulina and Daniel Ferreira, Journal of Finance, forthcoming
Memory Moves Markets, Constantin Charles, Review of Financial Studies, forthcoming
Reaching for Yield: Evidence from Households, Francisco Gomes, Cameron Peng, Oksana Smirnova, Ning Zhu, Journal of Financial Economics, forthcoming
Consumption in Asset Returns, Svetlana Bryzgalova, Jiantao Huang, Christian Julliard, Journal of Finance, forthcoming
Sustainability in a Risky World, John Y. Campbell, Ian W. R. Martin, American Economic Review: Insights, forthcoming
The Drivers and Implications of Retail Margin Trading, Jiangze Bian, Zhi Da, Zhiguo He, Dong Lou, Kelly Shue, and Hao Zhou, Journal of Finance, forthcoming
Putting the Price in Asset Pricing, Thummim Cho and Christopher Polk, Journal of Finance, forthcoming
The Gender Gap in Household Bargaining Power: A Revealed-Preference Approach, Ran Gu, Cameron Peng and Weilong Zhang, Review of Financial Studies, forthcoming
Insensitive Investors, Constantin Charles, Cary Frydman, Mete Kilic, Journal of Finance, 79:4, 2473-2503
Scale or Yield? A Present-Value Identity, Thummim Cho, Lukas Kremens, Dongryeol Lee and Christopher Polk, Review of Financial Studies, 37:3, 950–988
Personality differences and investment decision-making, Zhengyang Jiang, Cameron Peng, Hongjun Yan, Journal of Financial Economics, 153, 2024, 103776
Prestige, Promotion and Pay, Daniel Ferreira and Radoslawa Nikolowa, Journal of Finance, 79:1, 505-540
CEO compensation: Evidence from the field, Alex Edmans, Tom Gosling, Dirk Jenter, Journal of Financial Economics, 150:3, 103718
Informational Black Holes in Financial Markets, Ulf Axelson and Igor Makarov, Journal of Finance, 78:6, 3099-3140
The Impact of Risk Cycles on Business Cycles: A Historical View, Jon Danielsson, Marcela Valenzuela, Ilknur Zer, Review of Financial Studies, 36:7, 2922-2961
Why Do Boards Exist? Governance Design in the Absence of Corporate Law, Mike Burkart, Salvatore Miglietta, Charlotte Ostergaard, Review of Financial Studies, 36:5, 1788–1836
Corporate Capture of Blockchain Governance, Daniel Ferreira, Jin Li, Radoslawa Nikolowa, Review of Financial Studies, 36:4, 1364–1407
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models, Svetlana Bryzgalova, Jiantao Huang and Christian Julliard, Journal of Finance, 78:1, 487-557
Measuring the welfare cost of asymmetric information in consumer credit markets, Anthony A. DeFusco, Huan Tang, Constantine Yannelis, Journal of Financial Economics, 146:3, 821-840
Asset Management Contracts and Equilibrium Prices, Andrea M. Buffa, Dimitri Vayanos, Paul Woolley, Journal of Political Economy, 130:12, 3146–3201
Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims, Georgy Chabakauri, Kathy Yuan, Konstantinos E Zachariadis, Review of Economic Studies, 89:5, 2445–2490
Sentiment and Speculation in a Market with Heterogeneous Beliefs, Ian W. R. Martin, Dimitris Papadimitriou, American Economic Review, 112:8, 2465-2517
Comomentum: Inferring Arbitrage Activity from Return Correlations, Dong Lou and Christopher Polk, Review of Financial Studies, 35:7, 3272–3302
Heterogeneous Global Booms and Busts, Maryam Farboodi, Péter Kondor, American Economic Review, 112:7, 2178-2212
Ripples into waves: Trade networks, economic activity, and asset prices, Jeffery (Jinfan) Chang, Huancheng Du, Dong Lou, Christopher Polk, Journal of Financial Economics, 145:1, 217-238
The Wall Street Stampede: Exit as Governance with Interacting Blockholders, Dragana Cvijanovic, Amil Dasgupta, Konstantinos E. Zachariadis, Journal of Financial Economics, 144:2, 433-455
Extrapolative Bubbles and Trading Volume, Jingchi Liao, Cameron Peng and Ning Zhu, Review of Financial Studies, 35:4, 1682-1722
Activism and Takeovers, Mike Burkart, Samuel Lee, Review of Financial Studies, 35:4, 1868–1896
Clients' Connections: Measuring the Role of Private Information in Decentralized Markets, Péter Kondor, Gábor Pintér, Journal of Finance, 77:1, 505-544
Taming the Bias Zoo, Hongqi Liu, Cameron Peng, Wei A. Xiong and Wei Xiong, Journal of Financial Economics, 143:2, 716-741
Exchange Rate Exposure and Firm Dynamics, Juliana Salomao, Liliana Varela, Review of Economic Studies, 89:1, 481-514
Measuring the ex-ante incentive effects of creditor control rights during bankruptcy reorganization, Ashwini Agrawal, Juanita González-Uribe, Jimmy Martínez-Correa, Journal of Financial Economics, 143:1, 381-408
Market efficiency in the age of big data, Ian W.R. Martin, Stefan Nagel, Journal of Financial Economics, 145:1, 154-177
Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment, Can Gao, Ian W. R. Martin, Journal of Finance, 76:6, 3211-3254
Informed trading in government bond markets, Robert Czech, Shiyang Huang, Dong Lou, Tianyu Wang, Journal of Financial Economics, 142:3, 1253-1274
High-cost debt and perceived creditworthiness: Evidence from the UK, Andres Liberman, Daniel Paravisini, Vikram Pathania, Journal of Financial Economics, 142:2, 719-736
Measuring Bias in Consumer Lending, Will Dobbie, Andres Liberman, Daniel Paravisini, Vikram Pathania, Review of Economic Studies, 88:6, 2799–2832
Network risk and key players: A structural analysis of interbank liquidity, Edward Denbee, Christian Julliard, Ye Li, Kathy Yuan, Journal of Financial Economics, 141:3, 831-859
The Rate of Communication, Huang Shiyang, Hwang Byoung-Hyoun, Dong Lou, Journal of Financial Economics, 141:2, 533-550
Asset Pricing with Index Investing, Georgy Chabakauri, Oleg Rytchkov, Journal of Financial Economics, 141:1, 195-216
Performance-Induced CEO Turnover, Dirk Jenter, Katharina Lewellen, Review of Financial Studies, 34:2, 569–617
A Dynamic Model of Optimal Creditor Dispersion, Hongda Zhong, Journal of Finance, 76:1, 267-316
Identifying and boosting “Gazelles”: Evidence from business accelerators, Juanita González-Uribe, Santiago Reyes, Journal of Financial Economics, 139:1, 260-287
A Preferred-Habitat Model of the Term Structure of Interest Rates, Dimitri Vayanos and Jean-Luc Vila, Econometrica, 89:1, 77-112
Corrigendum to “Trading and Information Diffusion in Over-the-Counter Markets” Ana Babus, Péter Kondor, Yilin Wang, Econometrica, 88:5, 2221-2228
Information Dispersion across Employees and Stock Returns, Ashwini Agrawal, Isaac Hacamo, Zhongchen Hu, Review of Financial Studies, 34:10, 4785–4831
IQ from IP: Simplifying search in portfolio choice, Huaizhi Chena, Lauren Cohen, Umit Gurun, Dong Lou, Christopher Malloy, Journal of Financial Economics, 138:1, 118-137
Price and Probability: Decomposing the Takeover Effects of Anti-Takeover Provisions, Vicente Cuñat, Maria Guadalupe and Mireia Gine, Journal of Finance, 75:5, 2591-2629
Turning Alphas into Betas: Arbitrage and Endogenous Risk, Thummim Cho, Journal of Financial Economics, 137:2, 550-570
Aging in Place, Housing Maintenance, and Reverse Mortgages, João F Cocco, Paula Lopes, Review of Economic Studies, 87:4, 1799-1836
Trading and arbitrage in cryptocurrency markets, Igor Makarov, Antoinette Schoar, Journal of Financial Economics, 135:2, 293-319
Collateral Constraints and Asset Prices, Georgy Chabakauri and Brandon Yueyang Han, Journal of Financial Economics,
Exchanges of Innovation Resources in Venture Capital Portfolios, Juanita Gonzalez-Uribe, Journal of Financial Economics, 135:1, 144-168.
A Theory of Multiperiod Debt Structure, Chong Huang, Martin Oehmke and Hongda Zhong, Review of Financial Studies, 32:11, 4447-4500
Investor Protection and Asset Prices, Suleyman Basak, Georgy Chabakauri, M. Deniz Yavuz, Review of Financial Studies, 32:12, 4905–4946
Notes on the Yield Curve, Ian Martin and Steve Ross, Journal of Financial Economics, 134:3, 689-702
What is the Expected Return on a Stock? Ian Martin and Christian Wagner, Journal of Finance, 74:4, 1887-1929
Firing the Wrong Workers: Financing Constraints and Labor Misallocation, Andrea Caggese, Vicente Cuñat and Daniel Metzger, Journal of Financial Economics, 133:3, 589-607
Bank Resolution and the Structure of Global Banks, Martin Oehmke and Patrick Bolton, Review of Financial Studies, 32:6, 2384–2421
Liquidity Risk and the Dynamics of Arbitrage Capital, Peter Kondor and Dimitri Vayanos, Journal of Finance, 74:3, 1139-1173
A Tug of War: Overnight vs.Intraday Expected Returns, Dong Lou, Christopher Polk and Spyros Skouros, Journal of Financial Economics, 134, 192-213.
Financial Markets where Traders Neglect the Informational Content of Prices, Erik Eyster, Matthew Rabin and Dimitri Vayanos, Journal of Finance, 74:1, 371-399.
The Quanto Theory of Exchange Rates, Ian Martin and Lukas Kremens, American Economic Review, 109:3, 810-843.
Strategic News Releases in Equity Vesting Months, Alex Edmans, Luis Goncalves-Pinto, Moqi Groen-Xu, Yanbo Wang, Review of Financial Studies, 31:11, 4099–4141.
Interest Rate Risk Management in Uncertain Times, Lorenzo Bretscher, Lukas Schmid, Andrea Vedolin, Review of Financial Studies, 31:8, 3019–3060
Creditor Control Rights and Board Independence, Daniel Ferreira, Miguel Ferreira, Beatriz Mariano, Journal of Finance, 75:5, 2385-2423.
The Dynamics of Financially Constrained Arbitrage, Denis Gromb and Dimitri Vayanos, Journal of Finance, 73:4, 1713-1750.
Screening on Loan Terms: Evidence from Maturity Choice in Consumer Credit, A. Hertzberg , A. Liberman and Daniel Paravisini, Review of Financial Studies, 31:9, 3532 - 3567.
The effects of business accelerators on venture performance: evidence from start-up Chile, Juanita Gonzalez-Uribe and Michael Leatherbee, Review of Financial Studies, 31:4, 1586-1603.
Does Herding Behavior Reveal Skill? An Analysis of Mutual Fund Performance, Hao Jiang and Michela Verardo, Journal of Finance, 73 (5), 2229-2269
An Intertemporal CAPM with Stochastic Volatility, John Y. Campbell, Stefano Giglio, Christopher Polk and Robert Turley, Journal of Financial Economics, 2018, 128, 207-233. ISSN 0304-405X
Learning from History: Volatility and Financial Crises, Jon Danielsson, Marcela Valenzuela, and Ilknur Zer, Review of Financial Studies, 31 (7), 2018, 2774–2805
Agency, Firm Growth, and Managerial Turnover, Ronald W. Anderson, M. Cecilia Bustamante, Stéphane Guibaud, Mihail Zervos, Journal of Finance, 73 (1), 419-464
Trading and Information Diffusion in Over-the-Counter Markets, Ana Babus, Peter Kondor, Econometrica, 86 (5), 1727-1769
International correlation risk, Philippe Mueller, Andreas Stathopoulos, Andrea Vedolin, Journal of Financial Economics, 126:2, 270-299
The Anatomy of the CDS Market, Martin Oehmke and Adam Zawadowski, Review of Financial Studies, 2017, 30 (1), 80-119, ISSN 0893-9454
Cultural Proximity and Loan Outcomes, Raymond Fisman, Daniel Paravisini and Vikrant Vig, American Economic Review, 2017, 107 (2), 457-492. ISSN 0002-8282
Exchange Rates and Monetary Policy Uncertainty, Philippe Mueller, Alireza Tahbaz-Salehi, Andrea Vedolin, Journal of Finance, 72:3, 1213-1252
What is the Consumption-CAPM missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models, Anisha Ghosh, Christian Julliard and Alex Taylor, Review of Financial Studies, 2016, 30 (2), 442-504
What is the Expected Return on the Market?, Ian Martin, Quarterly Journal of Economics, 2017; 132 (1), 367-433. doi: 10.1093/qje/qjw034
Contractual Externalities and Systemic Risk, Emre Ozdenoren, and Kathy Yuan, Review of Economic Studies, 2017, 84 (4), 789-1817, ISSN 0034-6527
Buying High and Selling Low: Stock Repurchases and Persistent Asymmetric Information, Philip Bond and Hongda Zhong, Review of Financial Studies, 2016, 29 (6), 1409-1452
Industry Window Dressing, Huaizhi Chen, Lauren Cohen, Dong Lou, Review of Financial Studies, 2016, 29 (12), 3354-3393
Ties that Bind: How business ties affect mutual fund activism, Dragana Cvijanovic, Amil Dasgupta and Konstantinos Zachariadis, Journal of Finance, 2016, 71, 2933–2966
Mortgage Risk and the Yield Curve, Aytek Malkhozov, Philippe Mueller, Andrea Vedolin and Gyuri Venter, Review of Financial Studies, 2016, 29 (5), 1220-1253
Private Equity and Workers’ Career Paths: The Role of Technological Change", Ashwini Agrawal and Prasanna Tambe, Review of Financial Studies, 2016, 29 (9), 2455-2489
Inefficient Investment Waves, Zhiguo He and Peter Kondor, Econometrica, 2016, 84 (2), 735-780
Signalling to Dispersed Shareholders and Corporate Control, Mike Burkart and Samuel Lee, Review of Economic Studies, 2015, 82 (3), 922-962. ISSN 0034-6527
The Wall Street Walk When Blockholders Compete for Flows, Amil Dasgupta and Giorgia Piacentino, Journal of Finance, 2015, 70 (6), 2853–2896
CEO Preferences and Acquisitions, Dirk Jenter and Katharina Lewellen, Journal of Finance, 2015, 70 (6), 2813–2852
Averting Catastrophes: The Strange Economics of Scylla and Charybdis, Ian Martin and Robert Pindyck, American Economic Review, 2015, 105 (10), 2947-85
Wall Street Occupations, Ulf Axelson and Philip Bond, Journal of Finance, 2015, 70 (5), 1949-1996
Rewarding Trading Skills Without Inducing Gambling, Igor Makarov and Guillaume Plantin, Journal of Finance, 2015, 70 (3), 925–962
Strategic Investment and Industry Risk Dynamics, Maria Cecilia Bustamante, Review of Financial Studies, 2015, 28 (2), 297- 341
Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data, Daniel Paravisini Veronica Rappoport Philipp Schnabl Daniel Wolfenzon, Review of Economic Studies, 2015, 82 (1), 333-359
Connected Stocks, Miguel Anton and Christopher Polk, Journal of Finance, 69, 1099–1127 (Internet appendix to 'Connected Stocks')
Attracting Investor Attention through Advertising, Dong Lou, Review of Financial Studies, 27 (6), 1797-1829
Bond Supply and Bond Excess Returns, Robin Greenwood and Dimitri Vayanos, Review of Financial Studies, 27 (3), 663 - 713
Legal Investor Protection and Takeovers, Mike Burkart, Denis Gromb, Holger M. Mueller, and Fausto Panunzi, Journal of Finance, 69 (3), 1129-1164
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia, Andrea Buraschi, Fabio Trojani and Andrea Vedolin, Journal of Finance, 69 (1), 101-137
Incentives to Innovate and the Decision to Go Public or Private,D. Ferreira, G. Manso and A. Silva, Review of Financial Studies, 27 (1), 256-300
Dynamic Equilibrium with Two Stocks, Heterogeneous Investors, and Portfolio Constraints, G. Chabakauri,, Review of Financial Studies, 26 (12), 3104-3141
Long Run Risk and the Persistence of Consumption Shocks, F. Ortu, A. Tamoni and C. Tebaldi, Review of Financial Studies, 26 (11), 2876-2915
Borrow Cheap, Buy High? Determinants of Leverage and Pricing in Buyouts, U. Axelson, T. Jenkinson, P. Strömberg, and M. Weisbach, Journal of Finance, 68 (6), 2223–2267
Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt, S. Guibaud, Y. Nosbusch and D. Vayanos, Review of Financial Studies, 26 (8), 1914-1961
Anticipated and Repeated Shocks in Liquid Markets, Dong Lou, Hongjun Yan and Jinfan Zhang, Review of Financial Studies, 26 (8), 1891-1912
Trading Frenzies and Their Impact on Real Investment, Goldstein, Itay, Emre, Ozdenoren and K. Yuan, Journal of Financial Economics, 109 (2), 566–582
CDS Auctions, Mikhail Chernov, Alexander S. Gorbenko, Igor Makarov, Review of Financial Studies, 26:3, 768–805
An Institutional Theory of Momentum and Reversal, D. Vayanos and P. Woolley, Review of Financial Studies, 26 (5), 1087-1145
Inequality, stock market participation, and the equity premium, J. Favilukis, Journal of Financial Economics, 107 (3), 740-759
A Flow-Based Explanation for Return Predictability, D. Lou, Review of Financial Studies, 25 (12), 3457-3489
The Term Structure of Inflation Expectations, M. Chernov and P. Mueller, Journal of Financial Economics, 106 (2), 367-394
Can Rare Events Explain the Equity Premium Puzzle?, C. Julliard and A. Ghosh, Review of Financial Studies, 25 (10), 3037-3076
The vote is cast: The effect of corporate governance on shareholder value, V. Cunat, M. Guadalupe, and M. Gine, Journal of Finance, 67 (5), 1943-1977
Does Beta Move with News? Firm-Specific Information Flows and Learning about Profitability, Michela Verardo and Andrew Patton, Review of Financial Studies, 25 (9), 2789-2839
Complicated Firms, L. Cohen and D. Lou, Journal of Financial Economics, 104 (2), 383-400
Dynamic Hedging in Incomplete Markets: A Simple Solution, Suleyman Basak, Georgy Chabakauri, Review of Financial Studies, 25:6, 1845–1896
Corporate Liquidity and Capital Structure, R. Anderson and A. Carverhill, Review of Financial Studies, 25:3, 797-837
Search, Design, and Market Structure, H. Bar-Isaac, V. Cunat, and G. Caruana, American Economic Review, 102:2, 1140-1160
Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition, D. Vayanos and J. Wang, Review of Financial Studies, 25:5, 1339–1365
Board structure and price informativeness, D. Ferreira, M. Ferreira, and C. Raposo, Journal of Financial Economics, 2011
Disasters implied by equity index options, D. Backus, M. Chernov, and I. Martin, Journal of Finance, 2011
Institutional trade persistence and long-term equity returns, A. Dasgupta, A.Prat, and M. Verardo, Journal of Finance, 2011
Learning and strategic complementarities in speculative attacks, I. Goldstein, K. Yuan, and E. Ozdenoren, Review of Economic Studies, 2011
The price impact of institutional herding, A. Dasgupta, A.Prat, and M. Verardo, Review of Financial Studies, 2011
Dynamic mean-variance asset allocation, S. Basak and G. Chabakauri, Review of Financial Studies, 23:8, 2970–3016
Growth or Glamour? Fundamentals and systematic risks in stock returns, J. Campbell, C. Polk, and T. Vuolteenaho, Review of Financial Studies, 23:1, 305-344
The gambler's and hot-hand fallacies: Theory and applications, M. Rabin and D. Vayanos, Review of Economic Studies, 77:2, 730-778
Moderation in groups: Evidence from betting on ice break-ups in Alaska, R. Adams and D. Ferreira, Review of Economic Studies, 77:3, 882-913
Price Pressure in the Government Bond Market, Robin Greenwood, Dimitri Vayanos, American Economic Review, 100:2, 585-590
Satisficing Contracts, Patrick Bolton, Antoine Faure-Grimaud, Review of Economic Studies, 77:3, 937–971
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