IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Publications

by members of

Finance Department
London School of Economics (LSE)
London, United Kingdom

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.


| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

Undated material is listed at the end

2015

  1. Denis Gromb & Dimitri Vayanos, 2015. "The Dynamics of Financially Constrained Arbitrage," NBER Working Papers 20968, National Bureau of Economic Research, Inc.
  2. Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2015. "Financial Markets where Traders Neglect the Informational Content of Prices," NBER Working Papers 21224, National Bureau of Economic Research, Inc.
  3. Robin Greenwood & Samuel Hanson & Dimitri Vayanos, 2015. "Forward Guidance in the Yield Curve: Short Rates versus Bond Supply," NBER Working Papers 21750, National Bureau of Economic Research, Inc.
  4. Simeon Djankov, 2015. "Hungary under Orbán: Can Central Planning Revive Its Economy?," Policy Briefs PB15-11, Peterson Institute for International Economics.
  5. Simeon Djankov, 2015. "Russia's Economy under Putin: From Crony Capitalism to State Capitalism," Policy Briefs PB15-18, Peterson Institute for International Economics.
  6. Martin, Ian, 2015. "What is the Expected Return on the Market?," CEPR Discussion Papers 10715, C.E.P.R. Discussion Papers.

2014

  1. Péter Kondor & Dimitri Vayanos, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," NBER Working Papers 19931, National Bureau of Economic Research, Inc.
  2. Andrea M. Buffa & Dimitri Vayanos & Paul Woolley, 2014. "Asset Management Contracts and Equilibrium Prices," NBER Working Papers 20480, National Bureau of Economic Research, Inc.
  3. Edward Denbee & Christian Julliard & Ye Li & Kathy Yuan, 2014. "Network Risk and Key Players: A Structural Analysis of Interbank Liquidity," FMG Discussion Papers dp734, Financial Markets Group.
  4. Albina Danilova & Christian Julliard, 2014. "Information asymmetries, volatility, liquidity, and the Tobin Tax," LSE Research Online Documents on Economics 60957, London School of Economics and Political Science, LSE Library.
  5. Philippe Mueller & Gyuri Venter & Andrea Vedolin & Aytek Malkhozov, 2014. "International Liquidity CAPM," 2014 Meeting Papers 1165, Society for Economic Dynamics.
  6. Ian W.R. Martin & Robert S. Pindyck, 2014. "Averting Catastrophes: The Strange Economics of Scylla and Charybdis," NBER Working Papers 20215, National Bureau of Economic Research, Inc.

2013

  1. Bar-Isaac, Heski & Caruana, Guillermo & Cuñat, Vicente, 2013. "Locating inside the Salop circle: Demand rotations in a micro-founded model," MPRA Paper 46468, University Library of Munich, Germany.
  2. Vicente Cunat & Mireia Gine & Maria Guadalupe, 2013. "Say Pays! Shareholder Voice and Firm Performance," Upjohn Working Papers and Journal Articles 13-192, W.E. Upjohn Institute for Employment Research.
  3. Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2013. "Mortgage Hedging in Fixed Income Markets," FMG Discussion Papers dp722, Financial Markets Group.
  4. Sandra Sequeira & Simeon Djankov, 2013. "Corruption and firm behavior," LSE Research Online Documents on Economics 54321, London School of Economics and Political Science, LSE Library.

2012

  1. Dimitri Vayanos & Jiang Wang, 2012. "Market Liquidity - Theory and Empirical Evidence," FMG Discussion Papers dp709, Financial Markets Group.
  2. Dimitri Vayanos & Jiang Wang, 2012. "Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition," FMG Discussion Papers dp708, Financial Markets Group.
  3. Dimitri Vayanos & Denis Gromb, 2012. "Financially constrained arbitrage and cross-market contagion," 2012 Meeting Papers 112, Society for Economic Dynamics.
  4. Heski Bar-Isaac & Vicente Cuñat, 2012. "Long-term Debt and Hidden Borrowing," Working Papers 12-05, New York University, Leonard N. Stern School of Business, Department of Economics.
  5. Philippe Mueller & Andrea Vedolin & Yu-min Yen, 2012. "Bond Variance Risk Premia," FMG Discussion Papers dp699, Financial Markets Group.
  6. John Y. Campbell & Stefano Giglio & Christopher Polk & Robert Turley, 2012. "An Intertemporal CAPM with Stochastic Volatility," NBER Working Papers 18411, National Bureau of Economic Research, Inc.

2011

  1. Dimitri Vayanos & Paul Woolley, 2011. "Fund Flows and Asset Prices: A Baseline Model," FMG Discussion Papers dp667, Financial Markets Group.
  2. Iryna Kaminska & Dimitri Vayanos & Gabriele Zinna, 2011. "Preferred-Habitat Investors and the US Term Structure of Real Rates," FMG Discussion Papers dp674, Financial Markets Group.
  3. Stephane Guibaud & Yves NOsbusch & Dimitri Vayanos, 2011. "Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt," FMG Discussion Papers dp669, Financial Markets Group.
  4. Andrea Caggese & Vincente Cunat, 2011. "Financing Constraints, Firm Dynamics, Export Decisions and Aggregate productivity," FMG Discussion Papers dp685, Financial Markets Group.
  5. Anisha Ghosh & Christian Julliard, 2011. "What is the Consumption-CAPM missing? An informative-Theoretic Framework for the Analysis of Asset Pricing Models," FMG Discussion Papers dp691, Financial Markets Group.
  6. Philippe Mueller & Andrea Vedolin & Hao Zhou, 2011. "Short Run Bond Risk Premia," FMG Discussion Papers dp686, Financial Markets Group.
  7. JOhnny Kang & Tapio Pekkala & Christopher Polk & Ruy Ribeiro, 2011. "Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year," FMG Discussion Papers dp671, Financial Markets Group.
  8. Ian Martin, 2011. "The Forward Premium Puzzle in a Two-Country World," NBER Working Papers 17564, National Bureau of Economic Research, Inc.
  9. Ian Martin, 2011. "The Lucas Orchard," NBER Working Papers 17563, National Bureau of Economic Research, Inc.
  10. Ian Martin, 2011. "Simple Variance Swaps," NBER Working Papers 16884, National Bureau of Economic Research, Inc.

2010

  1. Dimitri Vayanos & Denis Gromb, 2010. "Limits of Arbitrage: The State of the Theory," FMG Discussion Papers dp650, Financial Markets Group.
  2. Robin Greenwood & Dimitri Vayanos, 2010. "Price pressure in the government bond market," LSE Research Online Documents on Economics 28618, London School of Economics and Political Science, LSE Library.
  3. Vicente Cuñat & Mireia Gine & Maria Guadalupe, 2010. "The Vote is Cast: The Effect of Corporate Governance on Shareholder Value," NBER Working Papers 16574, National Bureau of Economic Research, Inc.
  4. Vicente, Cuñat & Luis, Garicano, 2010. "Did Good Cajas Extend Bad Loans? Governance, Human Capital and Loan Portfolios," MPRA Paper 42434, University Library of Munich, Germany.
  5. Sequeira, Sandra & Djankov, Simeon, 2010. "An Empirical Study of Corruption in Ports," MPRA Paper 21791, University Library of Munich, Germany.
  6. John Y. Campbell & Stefano Giglio & Christopher Polk, 2010. "Hard Times," NBER Working Papers 16222, National Bureau of Economic Research, Inc.
    • Campbell, John Y. & Giglio, Stefano & Polk, Christopher, 2013. "Hard Times," Scholarly Articles 12172786, Harvard University Department of Economics.
  7. Miguel Anton, & Christopher Polk, 2010. "Connected Stocks," FMG Discussion Papers dp651, Financial Markets Group.
  8. Ian Martin, 2010. "The Valuation of Long-Dated Assets," NBER Working Papers 16219, National Bureau of Economic Research, Inc.
  9. Ian Martin, 2010. "Consumption-Based Asset Pricing with Higher Cumulants," NBER Working Papers 16153, National Bureau of Economic Research, Inc.

2009

  1. Vayanos, Dimitri & Wang, Jiang, 2009. "Liquidity and Asset Prices: A Unified Framework," CEPR Discussion Papers 7410, C.E.P.R. Discussion Papers.
  2. Vayanos, Dimitri & Vila, Jean-Luc, 2009. "A Preferred-Habitat Model of the Term Structure of Interest Rates," CEPR Discussion Papers 7547, C.E.P.R. Discussion Papers.
  3. Heski Bar-Isaac & Guillermo Caruana & Vicente Cuñat, 2009. "Costly search and design," Economics Working Papers 1155, Department of Economics and Business, Universitat Pompeu Fabra.
  4. Heski Bar-Isaac & Guillermo Caruana & Vicente Cuñat, 2009. "Search, Design and Market Structure," Working Papers 09-17, NET Institute, revised Sep 2009.
  5. Victoria Dobrynskaya & Edouard Turkish, 2009. "Is Russia Sick with the Dutch Disease?," Working Papers 2009-20, CEPII research center.
  6. Simeon Djankov & Rafael La Porta & Florencio Lopez-de-Silanes & Andrei Shleifer, 2009. "Disclosure by Politicians," NBER Working Papers 14703, National Bureau of Economic Research, Inc.
  7. Amin, Mohammad & Djankov, Simeon, 2009. "Democracy and reforms," Policy Research Working Paper Series 4835, The World Bank.
  8. Amin, Mohammad & Djankov, Simeon, 2009. "Natural resources and reforms," Policy Research Working Paper Series 4882, The World Bank.
  9. Backus, David & Chernov, Mikhail & Martin, Ian, 2009. "Disasters implied by equity index options," CEPR Discussion Papers 7416, C.E.P.R. Discussion Papers.

2008

  1. Robin Greenwood & Dimitri Vayanos, 2008. "Bond Supply and Excess Bond Returns," NBER Working Papers 13806, National Bureau of Economic Research, Inc.
  2. Dimitri Vayanos & Paul Woolley, 2008. "An Institutional Theory of Momentum and Reversal," FMG Discussion Papers dp621, Financial Markets Group.
  3. Heski Bar-Isaac & Guillermo Caruana & Vicente Cunat, 2008. "Information Gathering and Marketing," Working Papers 08-17, New York University, Leonard N. Stern School of Business, Department of Economics.
  4. Anisha Ghosh & Christian Julliard, 2008. "Can Rare Events Explain the Equity Premium Puzzle?," FMG Discussion Papers dp610, Financial Markets Group.
  5. Chernov, Mikhail & Mueller, Philippe, 2008. "The Term Structure of Inflation Expectations," CEPR Discussion Papers 6809, C.E.P.R. Discussion Papers.
  6. Simeon Djankov & Tim Ganser & Caralee McLiesh & Rita Ramalho & Andrei Shleifer, 2008. "The Effect of Corporate Taxes on Investment and Entrepreneurship," NBER Working Papers 13756, National Bureau of Economic Research, Inc.
  7. Djankov, Simeon & Miranda, Pedro & Seira, Enrique & Sharma, Siddharth, 2008. "Who are the unbanked ?," Policy Research Working Paper Series 4647, The World Bank.
  8. Djankov, Simeon, 2008. "The Regulation of Entry: A Survey," CEPR Discussion Papers 7080, C.E.P.R. Discussion Papers.
  9. Djankov, Simeon & Ramalho, Rita, 2008. "Employment Laws in Developing Countries," CEPR Discussion Papers 7097, C.E.P.R. Discussion Papers.
  10. Djankov, Simeon & Reynal-Querol, Marta, 2008. "Poverty and Civil War: Revisiting the evidence," CEPR Discussion Papers 6980, C.E.P.R. Discussion Papers.

2007

  1. Rabin, Matthew & Vayanos, Dimitri, 2007. "The Gambler's and Hot-Hand Fallacies: Theory and Applications," CEPR Discussion Papers 6081, C.E.P.R. Discussion Papers.
  2. Heski Bar-Isaac & Guillermo Caruana & Vicente Cunat, 2007. "Information Gathering Externalities in Product Markets," Working Papers 07-19, New York University, Leonard N. Stern School of Business, Department of Economics.
  3. Tullio Jappelli & Christian Julliard & Marco Pagano, 2007. "Households’ Portfolio Diversification," CSEF Working Papers 180, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  4. Christian Julliard, 2007. "Labor income risk and asset returns," LSE Research Online Documents on Economics 4811, London School of Economics and Political Science, LSE Library.
  5. Simeon Djankov & Yingyi Qian & Gerard Roland & Ekaterina Zhuravskaya, 2007. "What Makes a Successful Entrepreneur? Evidence from Brazil," Working Papers w0104, Center for Economic and Financial Research (CEFIR).
  6. Simeon Djankov & Marta Reynal-Querol, 2007. "The colonial origins of Civil War," Economics Working Papers 1038, Department of Economics and Business, Universitat Pompeu Fabra.
  7. Djankov, Simeon & Reynal-Querol, Marta, 2007. "The causes of civil war," Policy Research Working Paper Series 4254, The World Bank.

2006

  1. Cuñat, Vicente & Guadalupe, Maria, 2006. "Globalization and the Provision of Incentives Inside the Firm," CEPR Discussion Papers 5950, C.E.P.R. Discussion Papers.
  2. Heski Bar-Isaac & Guillermo Caruana & Vicente Cunat, 2006. "Diversity and demand externalities: How cheap information can reduce welfare," Working Papers 06-08, New York University, Leonard N. Stern School of Business, Department of Economics.
  3. Cuñat, Vicente & Guadalupe, Maria, 2006. "Globalization and the Provision of Incentives Inside the Firm: The Effect of Foreign Competition," IZA Discussion Papers 2408, Institute for the Study of Labor (IZA).
  4. Andrea Caggese & Vicente Cuñat, 2006. "Financing constraints and fixed-term employment contracts," Economics Working Papers 1010, Department of Economics and Business, Universitat Pompeu Fabra.
  5. Markus K. Brunnermeier & Christian Julliard, 2006. "Money Illusion and Housing Frenzies," NBER Working Papers 12810, National Bureau of Economic Research, Inc.
  6. Marianne Bertrand & Simeon Djankov & Rema Hanna & Sendhil Mullainathan, 2006. "Does Corruption Produce Unsafe Drivers?," NBER Working Papers 12274, National Bureau of Economic Research, Inc.
  7. Simeon Djankov & Oliver Hart & Caralee McLiesh & Andrei Shleifer, 2006. "Debt Enforcement Around the World," NBER Working Papers 12807, National Bureau of Economic Research, Inc.
  8. Djankov, Simeon & Freund, Caroline & Pham, Cong S., 2006. "Trading on time," Policy Research Working Paper Series 3909, The World Bank.
  9. Simeon Djankov & Yingyi Qian & Gerard Roland & Ekaterina Zhuravskaya, 2006. "Entrepreneurship in Brazil, China, and Russia," Working Papers w0066, Center for Economic and Financial Research (CEFIR).
  10. Djankov, Simeon & Miguel, Edward & Qian, Yingyi & Roland, Gérard & Zhuravskaya, Ekaterina, 2006. "Entrepreneurship: First Results from Russia," CEPR Discussion Papers 5707, C.E.P.R. Discussion Papers.

2005

  1. Matthew Rabin & Dimitri Vayanos, 2005. "The Gambler's and Hot-Hand Fallacies In a Dynamic-Inference Model," Levine's Bibliography 122247000000000972, UCLA Department of Economics.
  2. Pierre-Olivier Weill & Dimitri Vayanos, 2005. "A Search-Based Theory of the On-the-Run Phenomenon," 2005 Meeting Papers 701, Society for Economic Dynamics.
  3. Minh Chau & Dimitri Vayanos, 2005. "Strong-form efficiency with monopolistic insiders," LSE Research Online Documents on Economics 458, London School of Economics and Political Science, LSE Library.
  4. Heski Bar-Isaac & Vicente Cuñat, 2005. "Long term debt with hidden borrowing," Economics Working Papers 803, Department of Economics and Business, Universitat Pompeu Fabra.
  5. Vicente Cuñat & María Guadalupe, 2005. "How Does Product Market Competition Shape Incentive Contracts?," CEP Discussion Papers dp0687, Centre for Economic Performance, LSE.
  6. Vicente Cuñat & Claudio Gonzalez-Iturriaga, 2005. "Shocks to the cost of borrowing and capital structure," LSE Research Online Documents on Economics 43165, London School of Economics and Political Science, LSE Library.
  7. Simeon Djankov & Caralee McLiesh & Andrei Shleifer, 2005. "Private Credit in 129 Countries," NBER Working Papers 11078, National Bureau of Economic Research, Inc.
  8. Simeon Djankov & Rafael LaPorta & Florencio Lopez-de-Silanes & Andrei Shleifer, 2005. "The Law and Economics of Self-Dealing," NBER Working Papers 11883, National Bureau of Economic Research, Inc.
  9. Simeon Djankov & Yingyi Qian & Gerard Roland & Ekaterina Zhuravskaya, 2005. "Who Are China’s Entrepreneurs?," Working Papers w0047, Center for Economic and Financial Research (CEFIR).
  10. Simeon Djankov & Edward Miguel & Yingyi Qian & Gerard Roland & Ekaterina Zhuravskaya, 2005. "Who are Russia’s entrepreneurs?," Working Papers w0048, Center for Economic and Financial Research (CEFIR).
  11. Simeon Djankov & Yingyi Qian & Gerard Roland & Ekaterina Zhuravskaya, 2005. "Entrepreneurship in China and Russia Compared," Working Papers w0049, Center for Economic and Financial Research (CEFIR).
  12. Simeon Djankov & José Garcia Montalvo & Marta Reynal-Querol, 2005. "The curse of aid," Economics Working Papers 870, Department of Economics and Business, Universitat Pompeu Fabra.
  13. John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005. "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," Harvard Institute of Economic Research Working Papers 2082, Harvard - Institute of Economic Research.
  14. Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2005. "Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis," NBER Working Papers 11018, National Bureau of Economic Research, Inc.

2004

  1. Dimitri Vayanos, 2004. "Flight to Quality, Flight to Liquidity, and the Pricing of Risk," NBER Working Papers 10327, National Bureau of Economic Research, Inc.
  2. Dmitrios Vayanos, 2004. "Search and Endogenous Concentration of Liquidity in Asset Markets," Econometric Society 2004 North American Winter Meetings 647, Econometric Society.
  3. Vicente Cuñat & María Guadalupe, 2004. "Executive Compensation and Product Market Competition," CEP Discussion Papers dp0617, Centre for Economic Performance, LSE.
  4. Cuñat, Vicente & Guadalupe, Maria, 2004. "Executive Compensation and Competition in the Banking and Financial Sectors," IZA Discussion Papers 1123, Institute for the Study of Labor (IZA).
  5. Christian Julliard, 2004. "Human capital and international portfolio choice," LSE Research Online Documents on Economics 4813, London School of Economics and Political Science, LSE Library.
  6. Jonathan A. Parker & Christian Julliard, 2004. "Consumption Risk and the Cross-Section of Expected Returns," Working Papers 138, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics..
  7. Christopher Polk & Samuel Thompson & Tuomo Vuolteenaho, 2004. "New Forecasts of the Equity Premium," NBER Working Papers 10406, National Bureau of Economic Research, Inc.
  8. Christopher Polk & Paola Sapienza, 2004. "The Real Effects of Investor Sentiment," NBER Working Papers 10563, National Bureau of Economic Research, Inc.

2003

  1. Dimitri Vayanos, 2003. "The decentralization of information processing in the presence of interactions," LSE Research Online Documents on Economics 452, London School of Economics and Political Science, LSE Library.
  2. Jonathan A. Parker & Christian Julliard, 2003. "Consumption Risk and Cross-Sectional Returns," NBER Working Papers 9538, National Bureau of Economic Research, Inc.
  3. Christian Julliard, 2003. "The international diversification puzzle is not worse than you think," International Finance 0301004, EconWPA.
  4. Andrei Shleifer & Simeon Djankov & Edward L. Glaeser & Rafael La Porta & Florencio Lopez de Silanes, 2003. "The New Comparative Economics," Yale School of Management Working Papers ysm355, Yale School of Management.
  5. Simeon Djankov & Rafael La Porta & Florencio Lopez-de-Silane & Andrei Shleifer & Juan Botero, 2003. "The Regulation of Labor," NBER Working Papers 9756, National Bureau of Economic Research, Inc.
  6. Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2003. "The Price is (Almost) Right," NBER Working Papers 10131, National Bureau of Economic Research, Inc.

2002

  1. Vicente Cuñat, 2002. "Trade credit: Suppliers as debt collectors and insurance providers," Economics Working Papers 625, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2004.
  2. Djankov, Simeon & Murrell, Peter, 2002. "Enterprise Restructuring in Transition: A Quantitative Survey," CEPR Discussion Papers 3319, C.E.P.R. Discussion Papers.
  3. Djankov, Simeon & La Porta, Rafael & López-de-Silanes, Florencio & Shleifer, Andrei, 2002. "Courts: The Lex Mundi project," CEPR Discussion Papers 3344, C.E.P.R. Discussion Papers.

2001

  1. Zwiebel, Jeffrey H. & Vayanos, Dimitri & DeMarzo, Peter M., 2001. "Persuasion Bias, Social Influence, and Uni-Dimensional Opinions," Research Papers 1719, Stanford University, Graduate School of Business.
  2. Gromb, Denis & Vayanos, Dimitri, 2001. "Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs," CEPR Discussion Papers 3049, C.E.P.R. Discussion Papers.
  3. Dimitri Vayanos, 2001. "Strategic trading in a dynamic noisy market," LSE Research Online Documents on Economics 447, London School of Economics and Political Science, LSE Library.
  4. Coricelli, Fabrizio & Djankov, Simeon, 2001. "Hardened Budgets and Enterprise Restructuring: Theory and an Application to Romania," CEPR Discussion Papers 2950, C.E.P.R. Discussion Papers.
  5. Djankov, Simeon & La Porta, Rafael & López-de-Silanes, Florencio & Shleifer, Andrei, 2001. "The Regulation of Entry," CEPR Discussion Papers 2953, C.E.P.R. Discussion Papers.
  6. Djankov, Simeon & McLeish, Caralee & Nenova, Tatiana & Shleifer, Andrei, 2001. "Who owns the media?," Policy Research Working Paper Series 2620, The World Bank.
  7. Claessens, Stijn & Djankov, Simeon & Fan, Joseph P.H. & Lang, Larry H.P., 2001. "The Benefits and Costs of Internal Markets: Evidence from Asia's Financial Crisis," CEI Working Paper Series 2001-15, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  8. Claessens, Stijn & Djankov, Simeon & Fan, Joseph P.H. & Lang, Larry H.P., 2001. "The Pattern and Valuation Effects of Corporate Diversification: A Comparison of the United States, Japan, and other East Asian Economies," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  9. Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2001. "The Value Spread," NBER Working Papers 8242, National Bureau of Economic Research, Inc.

2000

  1. Peter M. deMarzo & Dimitri Vayanos & Jeffrey Zwiebel, 2000. "A Model of Persuasion - With Implications for Financial Markets," Econometric Society World Congress 2000 Contributed Papers 1635, Econometric Society.
  2. Djankov, Simeon & Freund, Caroline, 2000. "Disintegration," CEPR Discussion Papers 2545, C.E.P.R. Discussion Papers.
  3. Freund, Caroline & Djankov, Simeon, 2000. "Which firms do foreigners buy : evidence from the Republic of Korea," Policy Research Working Paper Series 2450, The World Bank.
  4. Djankov, Simeon & Freund, Caroline, 2000. "Disintegration and trade flows : evidence from the Former Soviet Union," Policy Research Working Paper Series 2378, The World Bank.
  5. Claessens, Stijn & Djankov, Simeon & Nenova, Tatiana, 2000. "Corporate risk around the world," Policy Research Working Paper Series 2271, The World Bank.
  6. Claessens, Stijn & Djankov^, Simeon & Fan, Joseph P.H. & Lang, Larry H.P., 2000. "Expropriation of Minority Shareholders in East Asia," CEI Working Paper Series 2000-4, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  7. Deardorff, A.V. & Djankov, S., 2000. "Knowledge Transfer Under Subcontracting: Evidence from Czech Firms," Working Papers 454, Research Seminar in International Economics, University of Michigan.
  8. Claessens, Stijn & Djankov^, Simeon & Fan, Joseph P.H. & Lang, Larry H.P., 2000. "The Costs of Group Affiliation: Evidence from East Asia," CEI Working Paper Series 2000-5, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  9. Simeon Djankov & Jan Jindra & Leora Klapper, 2000. "Resolution of bank insolvency and borrower evaluation in East Asia," Proceedings 681, Federal Reserve Bank of Chicago.

1999

  1. Dimitri Vayanos & Jean-Luc Vila, 1999. "Equilibrium interest rate and liquidity premium with transaction costs," LSE Research Online Documents on Economics 453, London School of Economics and Political Science, LSE Library.
  2. Dimitri Vayanos, 1999. "Strategic trading and welfare in a dynamic market," LSE Research Online Documents on Economics 449, London School of Economics and Political Science, LSE Library.
  3. Djankov, Simeon, 1999. "The Enterprise Isolation Programme in Romania," CEPR Discussion Papers 2131, C.E.P.R. Discussion Papers.
  4. Claessens, Stijn & Djankov, Simeon, 1999. "Ownership Concentration and Corporate Performance in the Czech Republic," CEPR Discussion Papers 2145, C.E.P.R. Discussion Papers.
  5. Djankov, Simeon, 1999. "Restructuring of insider-dominated firms," Policy Research Working Paper Series 2046, The World Bank.
  6. Djankov, Simeon, 1999. "Ownership structure and enterprise restructuring in six newly independent states," Policy Research Working Paper Series 2047, The World Bank.
  7. Claessens, Constantijn A. & Djankov, Simeon & Lang, Larry H. P., 1999. "Who controls East Asian corporations ?," Policy Research Working Paper Series 2054, The World Bank.
  8. Claessens, Stijn & Djankov, Simeon & Joseph P. H. Fan & Lang, Larry H. P., 1999. "Corporate diversification in East Asia : the role of ultimate ownership and group affiliation," Policy Research Working Paper Series 2089, The World Bank.
  9. Claessens, Stijn & Djankov, Simeon & Klapper, Leora, 1999. "Resolution of corporate distress - evidence from East Asia's financial crisis," Policy Research Working Paper Series 2133, The World Bank.
  10. Claessens, Stijn & Djankov, Simeon & Joseph P. H. Fan & Lang, Larry H. P., 1999. "Expropriation of minority shareholders : evidence from East Asia," Policy Research Working Paper Series 2088, The World Bank.
  11. Simeon Djankov, 1999. "The Enterprise Isolation Program in Russia," William Davidson Institute Working Papers Series 228, William Davidson Institute at the University of Michigan.
  12. Claessens, S. & Djankov, S. & Lang, L.H.P., 1999. "East Asian Corporations. Heroes or Villains?," World Bank - Discussion Papers 409, World Bank.
  13. Djankov, Simeon & Hoekman, Bernard, 1999. "Foreign investment and productivity growth in Czech enterprises," Policy Research Working Paper Series 2115, The World Bank.
  14. Stijn Claessens & Simeon Djankov & Daniela Klingebiel, 1999. "How to Accelerate Corporate and Financial Sector Restructuring in East Asia," World Bank Other Operational Studies 11452, The World Bank.
  15. Stijn Claessens & Simeon Djankov & Giovanni Ferri, 1999. "Corporate Distress in East Asia : The Effect of Currency and Interest Rate Shocks," World Bank Other Operational Studies 11500, The World Bank.
  16. Stijn Claessens & Simeon Djankov & Larry H. P. Lang, 1999. "Who Controls East Asian Corporations—and the Implications for Legal Reform," World Bank Other Operational Studies 11465, The World Bank.
  17. Owen Lamont & Christopher Polk, 1999. "The Diversification Discount: Cash Flows vs. Returns," NBER Working Papers 7396, National Bureau of Economic Research, Inc.

1998

  1. Dimitri Vayanos, 1998. "Transaction costs and asset prices : a dynamic equilibrium model," LSE Research Online Documents on Economics 451, London School of Economics and Political Science, LSE Library.
  2. Djankov, Simeon & Hoekman, Bernard, 1998. "Conditions of Competition and Multilateral Surveillance," CEPR Discussion Papers 1988, C.E.P.R. Discussion Papers.
  3. Djankov, Simeon & Hoekman, Bernard, 1998. "Avenues of Technology Transfer: Foreign Investment and Productivity Change in the Czech Republic," CEPR Discussion Papers 1883, C.E.P.R. Discussion Papers.
  4. Claessens, Stijn & Djankov, Simeon, 1998. "Politicians and firms in seven central and eastern European countries," Policy Research Working Paper Series 1954, The World Bank.
  5. Alba, Pedro & Claessens, Stijn & Djankov, Simeon, 1998. "Thailand's corporate financing and governance structures," Policy Research Working Paper Series 2003, The World Bank.
  6. Claessens, Stijn & Djankov, Simeon & Lang, Larry, 1998. "Corporate growth, financing, and risks in the decade before East Asia's financial crisis," Policy Research Working Paper Series 2017, The World Bank.
  7. Claessens, Constantijn A. & Djankov, Simeon & Joseph P. H. Fan & Lang, Larry H. P., 1998. "Diversification and efficiency of investment by East Asian corporations," Policy Research Working Paper Series 2033, The World Bank.
  8. Djankov, Simeon, 1998. "Enterprise isolation programs in transition economies : evidence from Romania," Policy Research Working Paper Series 1952, The World Bank.

1997

  1. Djankov, Simeon & Hoekman, Bernard, 1997. "Competition Law in Post-Central Planning Bulgaria," CEPR Discussion Papers 1723, C.E.P.R. Discussion Papers.
  2. Aturupane, Chonira & Djankov, Simeon & Hoekman, Bernard, 1997. "Determinants of Intra-Industry Trade between East and West Europe," CEPR Discussion Papers 1721, C.E.P.R. Discussion Papers.
  3. Claessens, Stijn & Djankov, Simeon & Pohl, Gerhard, 1997. "Ownership and corporate governance : evidence from the Czech Republic," Policy Research Working Paper Series 1737, The World Bank.
  4. Djankov, Simeon & Pohl, Gerhard, 1997. "The restructuring of large firms in Slovakia," Policy Research Working Paper Series 1758, The World Bank.
  5. Simeon Djankov & Gerhard Pohl, 1997. "Restructuring of Large Firms in Slovakia," William Davidson Institute Working Papers Series 73, William Davidson Institute at the University of Michigan.
  6. Djankov, Simeon & Hoekman, Bernard, 1997. "Trade reorientation and productivity growth in Bulgarian enterprises," Policy Research Working Paper Series 1707, The World Bank.
  7. Simeon Djankov & Kosali Ilayperuma, 1997. "The Failure of Government-led Program of Corporate Reorganization in Romania," William Davidson Institute Working Papers Series 139, William Davidson Institute at the University of Michigan.
  8. Simeon Djankov & Stijn Claessens, 1997. "Enterprise Performance and Managers' Profiles," William Davidson Institute Working Papers Series 115, William Davidson Institute at the University of Michigan.
  9. Stijn Claessens & Simeon Djankov & Gerhard Pohl, 1997. "Determinants of Performance of Manufacturing Firms in Seven European Transition Economies," William Davidson Institute Working Papers Series 74, William Davidson Institute at the University of Michigan.
  10. Pohl, G. & Anderson, R.E. & Claessens, S. & Djankov, S., 1997. "Privatization and Restructuring in Central and Eastern Europe: Evidence and Policy Options," Papers 368, World Bank - Technical Papers.
  11. Hoekman, Bernard & Djankov, Simeon, 1997. "Competition law in Bulgaria after central planning," Policy Research Working Paper Series 1789, The World Bank.
  12. Owen Lamont & Christopher Polk & Jesus Saa-Requejo, 1997. "Financial Constraints and Stock Returns," NBER Working Papers 6210, National Bureau of Economic Research, Inc.

1996

  1. Djankov, Simeon & Hoekman, Bernard, 1996. "Intra-Industry Trade, Foreign Direct Investment and the Reorientation of East European Exports," CEPR Discussion Papers 1377, C.E.P.R. Discussion Papers.
  2. Djankov, Simeon & Hoekman, Bernard, 1996. "Fuzzy Transition and Firm Efficiency: Evidence from Bulgaria, 1991-4," CEPR Discussion Papers 1424, C.E.P.R. Discussion Papers.
  3. Djankov, Simeon & Hoekman, Bernard, 1996. "Effective Protection and Investment Incentives in Egypt and Jordan During the Transition to Free Trade with Europe," CEPR Discussion Papers 1415, C.E.P.R. Discussion Papers.
  4. Hoekman, Bernard & Djankov, Simeon, 1996. "Intra-industry trade, foreign direct investment, and the reorientation of Eastern European exports," Policy Research Working Paper Series 1652, The World Bank.
  5. Pohl, G. & Djankov, S. & Anderson, R.E., 1996. "Restructuring Large Industrial Firms in Central and Eastern Europe: An Empirical Analysis," Papers 332, World Bank - Technical Papers.

1995

  1. Djankov, Simeon & Hoekman, Bernard, 1995. "Trade Liberalization and Enterprise Restructuring in Bulgaria, 1992-4," CEPR Discussion Papers 1301, C.E.P.R. Discussion Papers.
  2. Djankov, Simeon & Hoekman, Bernard, 1995. "Catching Up With Eastern Europe? The European Union's Mediterranean Free Trade Initiative," CEPR Discussion Papers 1300, C.E.P.R. Discussion Papers.
  3. Brown, D. & Deardorff & A. & Djankov, S. & Stern, R., 1995. "An Economic Assessment of the Integration of Czechoslovakia, Hungary and Poland into the European Union," Papers 8, American Institute for Contemporary German Studies-.

1993

  1. Dimitri Vayanos & Diego Rodríguez, 1993. "Decentralization and the management of competition," Economics Working Papers 47, Department of Economics and Business, Universitat Pompeu Fabra.
  2. Dimitri Vayanos, 1993. "A Dynamic Model of an Imperfectly Competitive Bid-Ask Market," CEPR Financial Markets Paper 0040, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ..

Undated

  1. Philippe Mueller & Andreas Stathopoulos & Andrea Vedolin, . "International Correlation Risk," FMG Discussion Papers dp716, Financial Markets Group.
  2. Simeon Djankov & Rafael LaPorta & Florencio Lopez-de-Silanes & Andrei Shleifer, . "Courts," Working Paper 19471, Harvard University OpenScholar.
  3. Owen A. Lamont & Christopher Polk, . "Does Diversification Destroy Value? Evidence from Industry Shocks."," CRSP working papers 521, Center for Research in Security Prices, Graduate School of Business, University of Chicago.

Journal articles

2015

  1. Ian W. R. Martin & Robert S. Pindyck, 2015. "Averting Catastrophes: The Strange Economics of Scylla and Charybdis," American Economic Review, American Economic Association, vol. 105(10), pages 2947-85, October.

2014

  1. Allen, Franklin & Vayanos, Dimitri & Vives, Xavier, 2014. "Introduction to financial economics," Journal of Economic Theory, Elsevier, vol. 149(C), pages 1-14.
  2. Robin Greenwood & Dimitri Vayanos, 2014. "Bond Supply and Excess Bond Returns," Review of Financial Studies, Society for Financial Studies, vol. 27(3), pages 663-713.
  3. Vicente Cuñat, 2014. "Why Some Firms Thrive While Others Fail: Governance and Management Lessons from the Crisis . By Thomas S. Stanton . Oxford University Press , New York . xii + 278 pp. Hbk £30.00," Economica, London School of Economics and Political Science, vol. 81(321), pages 187-188, 01.
  4. Victoria Dobrynskaya, 2014. "Downside Market Risk of Carry Trades," Review of Finance, European Finance Association, vol. 18(5), pages 1885-1913.
  5. Amin, Mohammad & Djankov, Simeon, 2014. "Democratic institutions and regulatory reforms," Journal of Comparative Economics, Elsevier, vol. 42(4), pages 839-854.
  6. Sequeira, Sandra & Djankov, Simeon, 2014. "Corruption and firm behavior: Evidence from African ports," Journal of International Economics, Elsevier, vol. 94(2), pages 277-294.

2013

  1. Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," Review of Financial Studies, Society for Financial Studies, vol. 26(8), pages 1914-1961.
  2. Dimitri Vayanos & Paul Woolley, 2013. "An Institutional Theory of Momentum and Reversal," Review of Financial Studies, Society for Financial Studies, vol. 26(5), pages 1087-1145.
  3. Andrea Caggese & Vicente Cunat, 2013. "Financing Constraints, Firm Dynamics, Export Decisions, and Aggregate Productivity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(1), pages 177-193, January.
  4. Vicente Cuñat & Mireia Gine & Maria Guadalupe, 2013. "Corporate Governance and Value: Evidence from “Close Calls” On Shareholder Governance Proposals," Journal of Applied Corporate Finance, Morgan Stanley, vol. 25(1), pages 44-54, 03.
  5. Ian W. Martin, 2013. "Consumption-Based Asset Pricing with Higher Cumulants," Review of Economic Studies, Oxford University Press, vol. 80(2), pages 745-773.
  6. Ian Martin, 2013. "The Lucas Orchard," Econometrica, Econometric Society, vol. 81(1), pages 55-111, 01.

2012

  1. Dimitri Vayanos & Jiang Wang, 2012. "Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition," Review of Financial Studies, Society for Financial Studies, vol. 25(5), pages 1339-1365.
  2. Michael Joyce & David Miles & Andrew Scott & Dimitri Vayanos, 2012. "Quantitative Easing and Unconventional Monetary Policy – an Introduction," Economic Journal, Royal Economic Society, vol. 122(564), pages F271-F288, November.
  3. Vayanos, Dimitri & Wang, Jiang, 2012. "Theories of Liquidity," Foundations and Trends(R) in Finance, now publishers, vol. 6(4), pages 221-317, November.
  4. Heski Bar‐Isaac & Guillermo Caruana & Vicente Cuñat, 2012. "Information Gathering Externalities for a Multi‐Attribute Good," Journal of Industrial Economics, Wiley Blackwell, vol. 60(1), pages 162-185, 03.
  5. Heski Bar-Isaac & Guillermo Caruana & Vicente Cunat, 2012. "Search, Design, and Market Structure," American Economic Review, American Economic Association, vol. 102(2), pages 1140-60, April.
  6. Vicente Cuñat & Mireia Gine & Maria Guadalupe, 2012. "The Vote Is Cast: The Effect of Corporate Governance on Shareholder Value," Journal of Finance, American Finance Association, vol. 67(5), pages 1943-1977, October.
  7. Christian Julliard & Anisha Ghosh, 2012. "Can Rare Events Explain the Equity Premium Puzzle?," Review of Financial Studies, Society for Financial Studies, vol. 25(10), pages 3037-3076.
  8. Chernov, Mikhail & Mueller, Philippe, 2012. "The term structure of inflation expectations," Journal of Financial Economics, Elsevier, vol. 106(2), pages 367-394.
  9. Ian Martin, 2012. "On the Valuation of Long-Dated Assets," Journal of Political Economy, University of Chicago Press, vol. 120(2), pages 346 - 358.

2011

  1. David Backus & Mikhail Chernov & Ian Martin, 2011. "Disasters Implied by Equity Index Options," Journal of Finance, American Finance Association, vol. 66(6), pages 1969-2012, December.

2010

  1. Robin Greenwood & Dimitri Vayanos, 2010. "Price Pressure in the Government Bond Market," American Economic Review, American Economic Association, vol. 100(2), pages 585-90, May.
  2. Denis Gromb & Dimitri Vayanos, 2010. "A Model of Financial Market Liquidity Based on Intermediary Capital," Journal of the European Economic Association, MIT Press, vol. 8(2-3), pages 456-466, 04-05.
  3. Denis Gromb & Dimitri Vayanos, 2010. "Limits of Arbitrage," Annual Review of Financial Economics, Annual Reviews, vol. 2(1), pages 251-275, December.
  4. Matthew Rabin & Dimitri Vayanos, 2010. "The Gambler's and Hot-Hand Fallacies: Theory and Applications," Review of Economic Studies, Oxford University Press, vol. 77(2), pages 730-778.
  5. Heski Bar-Isaac & Guillermo Caruana & Vicente Cuñat, 2010. "Information Gathering and Marketing," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 19(2), pages 375-401, 06.
  6. Tullio Jappelli & Christian Julliard & Marco Pagano, 2010. "Households' Portfolio Diversification," STUDI ECONOMICI, FrancoAngeli Editore, vol. 0(100), pages 117-143.
  7. Victoria Dobrynskaya & Edouard Turkisch, 2010. "Economic diversification and Dutch disease in Russia," Post-Communist Economies, Taylor & Francis Journals, vol. 22(3), pages 283-302.
  8. Simeon Djankov & Marta Reynal-Querol, 2010. "Poverty and Civil War: Revisiting the Evidence," The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 1035-1041, November.
  9. Simeon Djankov & Caroline Freund & Cong S. Pham, 2010. "Trading on Time," The Review of Economics and Statistics, MIT Press, vol. 92(1), pages 166-173, February.
  10. Simeon Djankov & Rafael La Porta & Florencio Lopez-de-Silanes & Andrei Shleifer, 2010. "Disclosure by Politicians," American Economic Journal: Applied Economics, American Economic Association, vol. 2(2), pages 179-209, April.
  11. Simeon Djankov & Tim Ganser & Caralee McLiesh & Rita Ramalho & Andrei Shleifer, 2010. "The Effect of Corporate Taxes on Investment and Entrepreneurship," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(3), pages 31-64, July.

2009

  1. Cuñat, Vicente & Guadalupe, Maria, 2009. "Executive compensation and competition in the banking and financial sectors," Journal of Banking & Finance, Elsevier, vol. 33(3), pages 495-504, March.
  2. Vicente Cuñat & Maria Guadalupe, 2009. "Globalization and the Provision of Incentives inside the Firm: The Effect of Foreign Competition," Journal of Labor Economics, University of Chicago Press, vol. 27(2), pages 179-212, 04.
  3. Vicente Cu�At, 2009. "Finance for Development: Latin America in a Comparative Perspective. By BARBARA STALLINGS with ROGERIO STUDART," Economica, London School of Economics and Political Science, vol. 76(301), pages 216-217, 02.
  4. Djankov, Simeon & Montalvo, Jose G. & Reynal-Querol, Marta, 2009. "Aid with multiple personalities," Journal of Comparative Economics, Elsevier, vol. 37(2), pages 217-229, June.
  5. Djankov, Simeon & Ramalho, Rita, 2009. "Employment laws in developing countries," Journal of Comparative Economics, Elsevier, vol. 37(1), pages 3-13, March.
  6. Christopher Polk & Paola Sapienza, 2009. "The Stock Market and Corporate Investment: A Test of Catering Theory," Review of Financial Studies, Society for Financial Studies, vol. 22(1), pages 187-217, January.
  7. Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2009. "The Price Is (Almost) Right," Journal of Finance, American Finance Association, vol. 64(6), pages 2739-2782, December.

2008

  1. Dimitri Vayanos & Pierre-Olivier Weill, 2008. "A Search-Based Theory of the On-the-Run Phenomenon," Journal of Finance, American Finance Association, vol. 63(3), pages 1361-1398, 06.
  2. Minh Chau & Dimitri Vayanos, 2008. "Strong-Form Efficiency with Monopolistic Insiders," Review of Financial Studies, Society for Financial Studies, vol. 21(5), pages 2275-2306, September.
  3. Andrea Caggese & Vicente Cuñat, 2008. "Financing Constraints and Fixed-term Employment Contracts," Economic Journal, Royal Economic Society, vol. 118(533), pages 2013-2046, November.
  4. Markus K. Brunnermeier & Christian Julliard, 2008. "Money Illusion and Housing Frenzies," Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 135-180, January.
  5. Dobrynskaya, V.V., 2008. "Asymmetric price rigidity and the optimal interest rate defense of the exchange rate: Some evidence for the US," Journal of Policy Modeling, Elsevier, vol. 30(5), pages 713-724.
  6. Victoria V. Dobrynskaya, 2008. "The Monetary and Exchange Rate Policy of the Central Bank of Russia under Asymmetrical Price Rigidity," Journal of Innovation Economics, De Boeck Université, vol. 0(1), pages 29-62.
  7. Djankov, Simeon & La Porta, Rafael & Lopez-de-Silanes, Florencio & Shleifer, Andrei, 2008. "The law and economics of self-dealing," Journal of Financial Economics, Elsevier, vol. 88(3), pages 430-465, June.
  8. Simeon Djankov & Jose Montalvo & Marta Reynal-Querol, 2008. "The curse of aid," Journal of Economic Growth, Springer, vol. 13(3), pages 169-194, September.
  9. Simeon Djankov & Oliver Hart & Caralee McLiesh & Andrei Shleifer, 2008. "Debt Enforcement around the World," Journal of Political Economy, University of Chicago Press, vol. 116(6), pages 1105-1149, December.
  10. Ian W. R. Martin, 2008. "Disasters and the Welfare Cost of Uncertainty," American Economic Review, American Economic Association, vol. 98(2), pages 74-78, May.

2007

  1. Vayanos, Dimitri & Wang, Tan, 2007. "Search and endogenous concentration of liquidity in asset markets," Journal of Economic Theory, Elsevier, vol. 136(1), pages 66-104, September.
  2. Marianne Bertrand & Simeon Djankov & Rema Hanna & Sendhil Mullainathan, 2007. "Obtaining a Driver's License in India: An Experimental Approach to Studying Corruption," The Quarterly Journal of Economics, Oxford University Press, vol. 122(4), pages 1639-1676.
  3. Djankov, Simeon & McLiesh, Caralee & Shleifer, Andrei, 2007. "Private credit in 129 countries," Journal of Financial Economics, Elsevier, vol. 84(2), pages 299-329, May.

2006

  1. Vicente Cunat, 2006. "Efficient Monopolies: The Limits of Competition in the European Property Insurance Market. By THOMAS VON UNGERN-STERNBERG," Economica, London School of Economics and Political Science, vol. 73(291), pages 553-554, 08.
  2. Djankov, Simeon & McLiesh, Caralee & Ramalho, Rita Maria, 2006. "Regulation and growth," Economics Letters, Elsevier, vol. 92(3), pages 395-401, September.
  3. Simeon Djankov & Yingyi Qian & Gérard Roland & Ekaterina Zhuravskaya, 2006. "Entrepreneurship in China and Russia Compared," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 352-365, 04-05.
  4. Simeon Djankov & Yingyi Qian & Gérard Roland & Ekaterina Zhuravskaya, 2006. "Who Are China's Entrepreneurs?," American Economic Review, American Economic Association, vol. 96(2), pages 348-352, May.
  5. Simeon Djankov & Jose G. Montalvo & Marta Reynal-Querol, 2006. "Does Foreign Aid Help," Cato Journal, Cato Journal, Cato Institute, vol. 26(1), pages 1-28, Winter.
  6. Polk, Christopher & Thompson, Samuel & Vuolteenaho, Tuomo, 2006. "Cross-sectional forecasts of the equity premium," Journal of Financial Economics, Elsevier, vol. 81(1), pages 101-141, July.

2005

  1. Vicente Cuñat & Maria Guadalupe, 2005. "How Does Product Market Competition Shape Incentive Contracts?," Journal of the European Economic Association, MIT Press, vol. 3(5), pages 1058-1082, 09.
  2. Jonathan A. Parker & Christian Julliard, 2005. "Consumption Risk and the Cross Section of Expected Returns," Journal of Political Economy, University of Chicago Press, vol. 113(1), pages 185-222, February.
  3. Simeon Djankov & Edward Miguel & Yingyi Qian & Gérard Roland & Ekaterina Zhuravskaya, 2005. "Who are Russia's Entrepreneurs?," Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 587-597, 04/05.
  4. Djankov, Simeon & Jindra, Jan & Klapper, Leora F., 2005. "Corporate valuation and the resolution of bank insolvency in East Asia," Journal of Banking & Finance, Elsevier, vol. 29(8-9), pages 2095-2118, August.
  5. Francis X. Diebold & Sean D. Campbell, 2005. "Stock returns and expected business conditions: half a century of direct evidence," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  6. John Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005. "Growth or glamour? fundamentals and systemic risk in stock returns," Proceedings, Board of Governors of the Federal Reserve System (U.S.).

2003

  1. Dimitri Vayanos, 2003. "The Decentralization of Information Processing in the Presence of Interactions," Review of Economic Studies, Oxford University Press, vol. 70(3), pages 667-695.
  2. Gromb, Denis & Vayanos, Dimitri, 2003. "Corrigendum to "Equilibrium and welfare in markets with financially constrained arbitrageurs" [J. Financial Economics 66 (2002) 361]," Journal of Financial Economics, Elsevier, vol. 67(3), pages 531-531, March.
  3. Peter M. DeMarzo & Dimitri Vayanos & Jeffrey Zwiebel, 2003. "Persuasion Bias, Social Influence, and Unidimensional Opinions," The Quarterly Journal of Economics, Oxford University Press, vol. 118(3), pages 909-968.
  4. Djankov, Simeon & Glaeser, Edward & La Porta, Rafael & Lopez-de-Silanes, Florencio & Shleifer, Andrei, 2003. "The new comparative economics," Journal of Comparative Economics, Elsevier, vol. 31(4), pages 595-619, December.
  5. Claessens, Stijn & Djankov, Simeon & Klapper, Leora, 2003. "Resolution of corporate distress in East Asia," Journal of Empirical Finance, Elsevier, vol. 10(1-2), pages 199-216, February.
  6. Claessens, Stijn & Djankov, Simeon & Fan, Joseph P. H. & Lang, Larry H. P., 2003. "When does corporate diversification matter to productivity and performance? Evidence from East Asia," Pacific-Basin Finance Journal, Elsevier, vol. 11(3), pages 365-392, July.
  7. Simeon Djankov & Rafael La Porta & Florencio Lopez-de-Silanes & Andrei Shleifer, 2003. "Courts," The Quarterly Journal of Economics, Oxford University Press, vol. 118(2), pages 453-517.
    • Simeon Djankov & Rafael LaPorta & Florencio Lopez-de-Silanes & Andrei Shleifer, . "Courts," Working Paper 19471, Harvard University OpenScholar.
  8. Djankov, Simeon & et al, 2003. "Who Owns the Media?," Journal of Law and Economics, University of Chicago Press, vol. 46(2), pages 341-81, October.
  9. Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2003. "The Value Spread," Journal of Finance, American Finance Association, vol. 58(2), pages 609-642, 04.

2002

  1. Gromb, Denis & Vayanos, Dimitri, 2002. "Equilibrium and welfare in markets with financially constrained arbitrageurs," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 361-407.
  2. Djankov, Simeon & Freund, Caroline, 2002. "Trade Flows in the Former Soviet Union, 1987 to 1996," Journal of Comparative Economics, Elsevier, vol. 30(1), pages 76-90, March.
  3. Simeon Djankov & Rafael La Porta & Florencio Lopez-de-Silanes & Andrei Shleifer, 2002. "The Regulation of Entry," The Quarterly Journal of Economics, Oxford University Press, vol. 117(1), pages 1-37.
  4. Simeon Djankov & Peter Murrell, 2002. "Enterprise Restructuring in Transition: A Quantitative Survey," Journal of Economic Literature, American Economic Association, vol. 40(3), pages 739-792, September.
  5. Claessens, Stijn & Djankov, Simeon, 2002. "Privatization benefits in Eastern Europe," Journal of Public Economics, Elsevier, vol. 83(3), pages 307-324, March.
  6. Stijn Claessens & Simeon Djankov & Joseph P. H. Fan & Larry H. P. Lang, 2002. "Disentangling the Incentive and Entrenchment Effects of Large Shareholdings," Journal of Finance, American Finance Association, vol. 57(6), pages 2741-2771, December.
  7. Simeon Djankov & Caroline Freund, 2002. "New borders: Evidence from the former Soviet Union," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 138(3), pages 493-508, September.
  8. Lamont, Owen A. & Polk, Christopher, 2002. "Does diversification destroy value? Evidence from the industry shocks," Journal of Financial Economics, Elsevier, vol. 63(1), pages 51-77, January.

2001

  1. Dimitri Vayanos, 2001. "Strategic Trading in a Dynamic Noisy Market," Journal of Finance, American Finance Association, vol. 56(1), pages 131-171, 02.
  2. Coricelli, Fabrizio & Djankov, Simeon, 2001. "Hardened Budgets and Enterprise Restructuring: Theory and an Application to Romania," Journal of Comparative Economics, Elsevier, vol. 29(4), pages 749-763, December.
  3. Lamont, Owen & Polk, Christopher & Saa-Requejo, Jesus, 2001. "Financial Constraints and Stock Returns," Review of Financial Studies, Society for Financial Studies, vol. 14(2), pages 529-54.

2000

  1. Claessens, Stijn & Djankov, Simeon & Lang, Larry H. P., 2000. "The separation of ownership and control in East Asian Corporations," Journal of Financial Economics, Elsevier, vol. 58(1-2), pages 81-112.
  2. Deardorff, Alan & Djankov, Simeon, 2000. "Knowledge Transfer Under Subcontracting: Evidence from Czech Firms," World Development, Elsevier, vol. 28(10), pages 1837-1847, October.
  3. Djankov, Simeon & Hoekman, Bernard M, 2000. "Foreign Investment and Productivity Growth in Czech Enterprises," World Bank Economic Review, World Bank Group, vol. 14(1), pages 49-64, January.
  4. Claessens, Stijn & Djankov, Simeon & Xu, Lixin Colin, 2000. "Corporate Performance in the East Asian Financial Crisis," World Bank Research Observer, World Bank Group, vol. 15(1), pages 23-46, February.
  5. Simeon Djankov & Bernard Hoekman, 2000. "Market discipline and corporate efficiency: evidence from Bulgaria," Canadian Journal of Economics, Canadian Economics Association, vol. 33(1), pages 190-212, February.
  6. Stijn Claessens & Simeon Djankov & Leora Klapper1, 2000. "The Role And Functioning Of Business Groups In East Asia And Chile," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 3(1), pages 91 -107.

1999

  1. Jean-Luc Vila & Dimitri Vayanos, 1999. "Equilibrium interest rate and liquidity premium with transaction costs," Economic Theory, Springer, vol. 13(3), pages 509-539.
  2. Dimitri Vayanos, 1999. "Strategic Trading and Welfare in a Dynamic Market," Review of Economic Studies, Oxford University Press, vol. 66(2), pages 219-254.
  3. Vicente Cuñat, 1999. "Determinantes del plazo de endeudamiento de las empresas españolas," Investigaciones Economicas, Fundación SEPI, vol. 23(3), pages 351-392, September.
  4. Claessens, Stijn & Djankov, Simeon, 1999. "Enterprise performance and management turnover in the Czech Republic," European Economic Review, Elsevier, vol. 43(4-6), pages 1115-1124, April.
  5. Djankov, Simeon, 1999. "The Enterprise Isolation Program in Romania," Journal of Comparative Economics, Elsevier, vol. 27(2), pages 281-293, June.
  6. Claessens, Stijn & Djankov, Simeon, 1999. "Ownership Concentration and Corporate Performance in the Czech Republic," Journal of Comparative Economics, Elsevier, vol. 27(3), pages 498-513, September.
  7. Stijn Claessens & Simeon Djankov & Tatiana Nenova, 1999. "Corporate growth and risk around the world," Proceedings, Federal Reserve Bank of San Francisco, issue Sep.
  8. Simeon Djankov, 1999. "The restructuring of insider-dominated firms: A comparative analysis," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 7(2), pages 467-479, July.
  9. Chonira Aturupane & Simeon Djankov & Bernard Hoekman, 1999. "Horizontal and vertical intra-industry trade between Eastern Europe and the European union," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 135(1), pages 62-81, March.
  10. Simeon Djankov, 1999. "Ownership Structure and Enterprise Restructuring in Six Newly Independent States," Comparative Economic Studies, Palgrave Macmillan, vol. 41(1), pages 75-95, April.

1998

  1. Vayanos, Dimitri, 1998. "Transaction Costs and Asset Prices: A Dynamic Equilibrium Model," Review of Financial Studies, Society for Financial Studies, vol. 11(1), pages 1-58.
  2. Simeon Djankov & Bernard Hoekman, 1998. "Conditions of Competition and Multilateral Surveillance," The World Economy, Wiley Blackwell, vol. 21(8), pages 1109-1128, November.
  3. Simeon Djankov & Gerhard Pohl, 1998. "The restructuring of large firms in the Slovak Republic," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 6(1), pages 67-85, 05.
  4. Simeon Djankov & Bernard Hoekman, 1998. "Trade reorientation and post-reform productivity growth in Bulgarian enterprises," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 2(2), pages 151-168.

1997

  1. Hoekman, Bernard & Djankov, Simeon, 1997. "Effective protection and investment incentives in Egypt and Jordan during the transition to free trade With Europe," World Development, Elsevier, vol. 25(2), pages 281-291, February.
  2. Hoekman, Bernard & Djankov, Simeon, 1997. "Determinants of the Export Structure of Countries in Central and Eastern Europe," World Bank Economic Review, World Bank Group, vol. 11(3), pages 471-87, September.

1996

  1. Bernard Hoekman & Simeon Djankov, 1996. "The European Union's Mediterranean Free Trade Initiative," The World Economy, Wiley Blackwell, vol. 19(4), pages 387-405, 07.

Books

2014

  1. Simeon Djankov, 2014. "Inside the Euro Crisis: An Eyewitness Account," Peterson Institute Press: All Books, Peterson Institute for International Economics, number 6857, December.
  2. Anders Aslund & Simeon Djankov (ed.), 2014. "The Great Rebirth: Lessons from the Victory of Capitalism over Communism," Peterson Institute Press: All Books, Peterson Institute for International Economics, number 6970, December.

2001

  1. Stijn Claesens & Simeon Djankov & Ashoka Mody, 2001. "Resolution of Financial Distress : An International Perspective on the Design of Bankruptcy Laws," World Bank Publications, The World Bank, number 14029, June.

Chapters

2015

  1. Lorenzo Bretscher & Christian Julliard & Carlo Rosa, 2015. "Human Capital and International Portfolio Diversification: A Reappraisal," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015 National Bureau of Economic Research, Inc.

2013

  1. Vayanos, Dimitri & Wang, Jiang, 2013. "Market Liquidity—Theory and Empirical Evidence ," Handbook of the Economics of Finance, Elsevier.

Software components

2012

  1. Andrea Caggese & Vicente Cunat, 2012. "Code and data files for "Financing Constraints, Firm Dynamics, Export Decisions, and Aggregate Productivity"," Computer Codes 11-37, Review of Economic Dynamics.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.