Items where subject area is Finance (2015)

Article

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

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

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

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

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

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

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

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

Book Section

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

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

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

Monograph

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

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.

Thesis

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

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

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