Items where subject area is Finance (2003)

Acharya, V, Bharath, S T and Srinivasan, A (2003) Understanding the recovery rates on defaulted securities. Working Paper. London Business School IFA Working Paper.

Acharya, V and Bisin, A (2003) Optimal financial-market integration and security design. Working Paper. London Business School IFA Working Paper.

Acharya, V and Pedersen, L H (2003) Asset pricing with liquidity risk. Working Paper. London Business School IFA Working Paper.

Acharya, V and Yorulmazer, T (2003) Information contagion and inter-bank correlation in a theory of systemic risk. Working Paper. London Business School IFA Working Paper.

Bhamra, H S and Uppal, R (2003) Non-redundant derivatives in a dynamic general equilibrium economy. Working Paper. London Business School IFA Working Paper.

Bhamra, H S and Uppal, R (2003) Role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility. Working Paper. London Business School IFA Working Paper.

Boyle, P, Uppal, R and Wang, T (2003) Ambiguity aversion and the puzzle of own-company stock in pension plans. Working Paper. London Business School IFA Working Paper.

Dimson, E, Marsh, P and Staunton, M (2003) Global evidence on the equity risk premium. Working Paper. London Business School IFA Working Paper.

Goldreich, CD, Hanke, B and Nath, P (2003) Price of future liquidity: time-varying liquidity in the U.S. Treasury market. Working Paper. London Business School IFA Working Paper.

Jackson, Andrew (2003) Market participant behaviour and equity market dynamics. Doctoral thesis, University of London: London Business School.

Johnson, T (2003) Forecast dispersion and the cross section of expected returns. Working Paper. London Business School IFA Working Paper.

Kogan, L, Makarov, I and Uppal, R (2003) Equity risk premium and the riskfree rate in an economy with borrowing constraints. Working Paper. London Business School IFA Working Paper.

Kremer, I and Nyborg, K G (2003) Divisible good auctions - the role of allocation rules. Working Paper. London Business School IFA Working Paper.

Malloy, C (2003) Geography of equity analysis. Working Paper. London Business School IFA Working Paper.

Nagel, Stefan (2003) Limited arbitrage in equity markets. Doctoral thesis, University of London: London Business School.

Nath, Purnendu (2003) Microstructural investigation of trading in equity and bond markets. Doctoral thesis, University of London: London Business School.

Pelizzon, L and Schaefer, SM (2003) Do Risk Managment and Regulation Reduce Risk in Banking? Working Paper. London Business School IFA Working Paper.

Sanzhar, S V (2003) Two Puzzles about the Diversification Discount: SFAS # 131 and "Pseudo-Conglomerates". Working Paper. London Business School IFA Working Paper.

Sercu, P and Uppal, R (2003) Exchange rate volatility and international trade: a general equilibrium analysis. Working Paper. London Business School IFA Working Paper.

Sercu, P, Uppal, R and Van, Hulle C (2003) International portfolio choice and home bias: the effects of commodity market imperfections. Working Paper. London Business School IFA Working Paper.

Tian, Lihui (2003) Government, governance and finance: some corporate finance issues in China's emerging stock market. Doctoral thesis, University of London: London Business School.