Items where subject area is Finance (2015)

A

Acharya, V, Schaefer, S M and Zhang, Y (2015) Liquidity risk and correlation risk: a clinical study of the General Motors and Ford downgrade of May 2005. Quarterly Journal of Finance, 5 (2). pp. 1-51. ISSN 2010-1392

Agarwal, V, Mullally, K A and Naik, N (2015) The economics and finance of hedge funds. Foundations and Trends in Finance, 10 (1). pp. 1-111. ISSN 1567-2395

Atmaz, Adem (2015) Essays in asset pricing with belief dispersion and learning. Doctoral thesis, University of London: London Business School.

B

Becht, M, Franks, J and Grant, J (2015) Hedge fund activism in Europe: does privacy matter? In: Research handbook on shareholder power. Research Handbooks in Corporate Law and Governance . Edward Elgar, Cheltenham, Glos., pp. 116-128. ISBN 9781782546849

C

Campanale, C, Fugazza, C and Gomes, F (2015) Life-cycle portfolio choice with liquid and illiquid financial assets. Journal of Monetary Economics, 71. pp. 67-83. ISSN 0304-3932

Campbell, J Y and Cocco, J F (2015) A Model of Mortgage Default. Journal of Finance, 70 (4). pp. 1495-1554. ISSN 0022-1082

Cornelli, F and Karakas, O (2015) CEO Turnover in LBOs: The Role of Boards. Working Paper. Social Sciences Research Network.

D

Dimson, E (2015) Commentary. In: Inclusive Capitalism: the pathway to action - thoughts from the 2015 Conference on Inclusive capitalism. Coalition for Inclusive Capitalism, London, pp. 145-146. ISBN 9780993379703

Dimson, E and Chambers, D J (2015) The British origins of the U.S. endowment model. Financial Analysts Journal, 71 (2). pp. 10-14. ISSN 0015-198X

Dimson, E, Chambers, D and Foo, J (2015) Keynes the stock market investor. Journal of Financial and Quantitative Analysis, 50 (4). pp. 843-868. ISSN 0022-1090

Dimson, E, Karakaş, O and Li, X (2015) Active ownership. Review of Financial Studies, 28 (12). pp. 3225-3268. ISSN 0893-9454

Dimson, E, Rousseau, P L and Spaenjers, C (2015) The price of wine. Journal of Financial Economics, 118 (2). pp. 431-449. ISSN 0304-405X

Dow, J and Han, J (2015) Contractual incompleteness, limited liability and asset price bubbles. Journal of Financial Economics, 116 (2). pp. 383-409. ISSN 0304-405X

E

Edmans, A, Goldstein, I and Jiang, W (2015) Feedback Effects, Asymmetric Trading, and the Limits to Arbitrage. American Economic Review, 105 (12). pp. 3766-3797. ISSN 0002-8282

Ehling, P and Heyerdahl-Larsen, C (2015) Complete and incomplete financial markets in multi-good economies. Journal of Economic Theory, 160 (Dec). pp. 438-462. ISSN 0022-0531

F

Feldhütter, P (2015) Can affine models match the moments in bond yields? Quarterly Journal of Finance, 6 (2). ISSN 2010-1392

Friewald, N, Hennessy, C A and Jankowitsch, R (2015) Secondary market liquidity and security design: theory and evidence from ABS markets. Working Paper. London Business School Working Paper.

K

Koijen, R and Yogo, M (2015) The cost of financial frictions for life insurers. American Economic Review, 105 (1). pp. 445-475. ISSN 0002-8282

Koijen, R, van Nieuwerburgh, S and Yogo, M (2015) Health and mortality delta: Assessing the welfare costs of household insurance choice. Journal of Finance, 71 (2). pp. 957-1010. ISSN 0022-1082

Kung, H (2015) Macroeconomic linkages between monetary policy and the term structure of interest rates. Journal of Financial Economics, 115 (1). pp. 42-57. ISSN 0304-405X

Kung, H and Schmid, L (2015) Innovation, Growth, and Asset Prices. Journal of Finance, 70 (3). pp. 1001-1037. ISSN 0022-1082

M

Marsh, P, Dimson, E and Staunton, M (2015) Action to achieve inclusive capitalism. In: Inclusive Capitalism: the pathway to action - thoughts from the 2015 Conference on Inclusive capitalism. Coalition for Inclusive Capitalism, London, pp. 77-78. ISBN 9780993379703

Marsh, P, Dimson, E and Staunton, M (2015) Industries: their rise and fall. In: Global Investment Returns Yearbook. Credit Suisse Research Institute, Zurich, Switzerland, pp. 5-16. ISBN 9783952430224

R

Radnaev, Boris (2015) Learning in financial markets. Doctoral thesis, University of London: London Business School.

Rajan, U, Seru, A and Vig, V (2015) The failure of models that predict failure: Distance, incentives, and defaults. Journal of Financial Economics, 115 (2). pp. 237-260. ISSN 0304-405X

S

Simintzi, E, Vig, V and Volpin, P (2015) Labor Protection and Leverage. Review of Financial Studies, 28 (2). pp. 561-591. ISSN 0893-9454

Skrastins, Janis (2015) Organizational design of financial institutions. Doctoral thesis, University of London: London Business School.