Items where subject area is Finance (2021)

A

Aktas, N, Petmezas, D, Servaes, H and Karampatsas, N (2021) Credit ratings and acquisitions. Journal of Corporate Finance. ISSN 0929-1199 (In Press)

Aldrich, E M and Kung, H (2021) Computational Methods for Production-Based Asset Pricing Models with Recursive Utility. Studies in Nonlinear Dynamics and Econometrics, 25 (1). ISSN 1558-3708

B

Baghai, R P, Silva, R, Thell, V and Vig, V (2021) Talent in Distressed Firms: Investigating the Labor Costs of Financial Distress. Journal of Finance, 76 (6). pp. 2907-2961. ISSN 0022-1082

Behn, M, Haselmann, R and Vig, V (2021) The limits of model-based regulation. Working Paper. Working Paper.

Bond, P and Dow, J (2021) Failing to forecast rare events. Journal of Financial Economics, 142 (3). pp. 1001-1016. ISSN 0304-405X

C

Cardinale, M, Naik, N and Sharma, V (2021) Forecasting long-horizon volatility for strategic asset allocation. Journal of Portfolio Management, 47 (4). pp. 83-98. ISSN 0095-4918

Chemla, G and Hennessy, C (2021) Equilibrium Counterfactuals. International Economic Review, 62 (2). pp. 639-669. ISSN 0020-6598

Cocco, J F, Campbell, J Y and Clara, N (2021) Structuring mortgages for macroeconomic stability. Journal of Finance, 76 (5). pp. 2525-2576. ISSN 0022-1082

D

Dimson, E, Marsh, P and Staunton, M (2021) American exceptionalism: the long-term evidence. Journal of Portfolio Management, 47 (7). pp. 14-26. ISSN 0095-4918

Dimson, E, Marsh, P and Staunton, M (2021) Practical Applications of Divergent ESG Ratings. Practical Applications, 9 (3). pp. 1-7. ISSN 2329-0196

Dow, J, Han, J and Sangiorgi, F (2021) Hysteresis in price efficiency and the economics of slow-moving capital. Review of Financial Studies, 34 (6). pp. 2857-2909. ISSN 0893-9454

F

Franks, J, Serrano-Velarde, N and Sussman, O (2021) Marketplace Lending, Information Aggregation, and Liquidity. Review of Financial Studies, 34 (5). pp. 2318-2361. ISSN 0893-9454

Franks, J, Seth, G, Sussman, O and Vig, V (2021) The Limits of Coase: A Study of Financial Distress in the Shipping Industry. Working Paper. Working Paper.

Franks, J, Seth, G, Sussman, O and Vig, V (2021) Quality and productivity in aircraft sales: why the welfare costs of fire sales are overstated. Working Paper. Working Paper.

Fung, W, Hsieh, D A, Naik, N and Teo, M (2021) Hedge Fund Franchises. Management Science, 67 (2). pp. 1199-1226. ISSN 0025-1909

G

Gabudean, R, Gomes, F, Michaelides, A and Zhang, Y (2021) On optimal allocations of target-date funds. The Journal of Retirement, 9 (2). pp. 58-79. ISSN 2326-6899

Gomes, F, Haliassos, M and Ramadorai, T (2021) Household finance: a survey. Journal of Economic Literature, 59 (3). pp. 919-1000. ISSN 0022-0515

Gomez-Cram, R and Yaron, A (2021) How Important Are Inflation Expectations for the Nominal Yield Curve? Review of Financial Studies, 34 (2). pp. 985-1045. ISSN 0893-9454

H

Hennessy, C and Livdan, D (2021) Learning, Parameter Drift, and the Credibility Revolution. Journal of Monetary Economics, 117. pp. 395-417. ISSN 0304-3932

Hirschey, N (2021) Do High-Frequency Traders Anticipate Buying and Selling Pressure? Management Science, 67 (6). pp. 3321-3345. ISSN 0025-1909

K

Kashyap, A K, Kovrijnykh, N, Li, Jian and Pavlova, A (2021) The benchmark inclusion subsidy. Journal of Financial Economics, 142 (2). pp. 756-774. ISSN 0304-405X

Kind, Thilo (2021) Essays in macro finance. Doctoral thesis, University of London: London Business School.

L

Liberti, J M, Seru, A and Vig, V (2021) Information, Credit, and Organization. Working Paper. Working Paper.

N

Naaraayanan, L and Nielsen, K M (2021) Does personal liability deter individuals from serving as independent directors? Journal of Financial Economics, 140 (2). pp. 621-643. ISSN 0304-405X

S

Silva, R (2021) Internal Labor Markets, Wage Convergence, and Investment. Journal of Financial and Quantitative Analysis, 56 (4). pp. 1192-1227. ISSN 0022-1090

V

van Binsbergen, J, Diamond, W and Grotteria, M (2021) Daily Data: Risk-free Interest Rates. [Dataset]

Y

Young, Trevor (2021) Essays in empirical and behavioral asset pricing. Doctoral thesis, University of London: London Business School.