Skip to main content
Home
menu

Header Quick Links

  • About the Centre
  • FMG Digest
  • Contact us
menu

Main navigation

  • Programmes
  • People
  • Publications
  • News
  • Events
  • Seminars
menu

Header Quick Links

  • About the Centre
  • FMG Digest
  • Contact us

  

search

Publications

The Centre has a regular discussion paper series dedicated to academic research, as well as a special paper series focused on policy analysis. In addition, affiliated researchers publish a variety of books, reports and opinion pieces.

scroll-down

Breadcrumb

  1. Home
  2. Publications

Discussion Papers

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

We propose a novel, and simple, Bayesian estimation and model selection procedure for crosssectional asset pricing. Our approach, that allows for both...

January 2020
DP 791
Svetlana Bryzgalova
Jiantao Huang
Christian Julliard

Discussion Papers

Consumption in Asset Returns

Consumption dynamics are hard to measure accurately in the data, yet they are the crucial ingredient of macro-finance asset pricing models. The...

January 2020
DP 790
Svetlana Bryzgalova
Christian Julliard

Special Papers

Sell in May and Go Away in the Equity Index Futures Markets, 1993-2019

The period May 1 to the turn of the month of November (-6 trading day of October) has historically produced negligible returns. The rest of the year...

January 2020
SP 251
Constantine Dzhabarov
William T Ziemba

Opinion Pieces

Banks and government bonds: A love story

European banks have been criticised for holding too much domestic government debt during the recent euro area crisis, intensifying the doom loop...

January 2020
Orkun Saka

Academic journals

Exchanges of innovation resources inside venture capital portfolios

Journal of Financial Economics, 135 (1), 144-168

January 2020
Juanita Gonzalez-Uribe

Opinion Pieces

Dollars or Pence? Choosing a framework for US-China trade

Given that China is a strategic and economic rival to the US, the Trump administration’s framework for US-China trade makes far more sense than one...

December 2019
Kevin James

Opinion Pieces

Systemic consequences of outsourcing to the cloud

Financial institutions are increasingly outsourcing information technology to the cloud, motivated by efficiency, security, and cost. This column...

December 2019
Jón Danielsson
Robert Macrae

Academic journals

Notes on the yield curve

Journal of Financial Economics, 134 (3),  689-702

December 2019
Ian Martin
Stephen A. Ross

Academic journals

Liquidity, business cycles, and monetary policy

Journal of Political Economy, 127 (6), 2926-2966

December 2019
Nobuhiro Kiyotaki
John Moore

Academic journals

Investor Protection and Asset Prices

The Review of Financial Studies, 32(12), 4905-4946.

December 2019
Suleyman Basak
Georgy Chabakauri
M. Deniz Yavuz

Discussion Papers

Longterm decision making under the threat of earthquakes?

Under the threat of earthquakes, long-term policy makers need tools to optimally decide on the economic trajectories that will maximize the society...

November 2019
DP 789
Carmen Camacho
Yu Sun

Academic journals

A Theory of Multiperiod Debt Structure

The Review of Financial Studies, 32 (11), 4447-4500

November 2019
Chong Huang
Martin Oehmke
Hongda Zhong

Academic journals

Strategic news releases in equity vesting months

The Review of Financial Studies, 31 (11), 4099-4141

November 2019
Alex Edmans
Luis Goncalves-Pinto
Moqi Groen-Xu
Yanbo Wang

Academic journals

Learning in crowded markets

Journal of Economic Theory, Volume 184, November 2019, 104936.

November 2019
Peter Kondor
Adam Zawadowski

Academic journals

A tug of war: Overnight versus intraday expected returns

Journal of Financial Economics, 134 (1), 192-213.

October 2019
Dong Lou
Christopher Polk
Spyros Skouras

Academic journals

Firing the wrong workers: Financing constraints and labor misallocation

Journal of Financial Economics, 133 (3),  589-607

September 2019
Andrea Caggese
Vicente Cuñat
Daniel Metzger

Pagination

  • First page ⏴⏴
  • Previous page ⏴
  • …
  • Page 21
  • Page 22
  • Page 23
  • Page 24
  • Current page 25
  • Page 26
  • Page 27
  • Page 28
  • Page 29
  • …
  • Next page ⏵
  • Last page ⏵⏵

menu

Content Bottom Menu

  • About
  • Programmes
  • People
  • Contact us
  • Support Us

  

LSE Logo

News

Mike Burkart - Winner of the 2025 ECGI Finance Series Prize

LSE announces launch of an Initiative in Sustainable Finance

Forum on Financial Supervision

View all News

Events

Cognitive Foundations of Finance Conference

3rd London Political Finance (POLFIN) Workshop

5th Annual Conference on Non-Bank Financial Sector and Finan ...

View all Events

Seminars

Creditor-on-Creditor Violence and Secured Debt Dynamics

AI Personality Extraction from Faces: Labor Market Implicati ...

The dependence of belief dynamics on beliefs: implications f ...

View all Seminars

Publications

Marketwide Memory

The surprising leadership effect accelerators have on startu ...

Bond Supply, Yield Drifts, and Liquidity Provision Before Ma ...

View all Publications

© 2025 Financial Markets Group

- Web Designers - KD Web

menu

Footer menu

  • Centres
  • Contact us
  • Privacy policy