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Publications

by members of

London School of Economics (LSE) → Finance Department

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

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

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Working papers

2026

  1. Valentin Haddad & Zhiguo He & Paul Huebner & Péter Kondor & Erik Loualiche, 2026, "Causal Inference for Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 35413, Jul.
  2. Martin, Ian & Shi, Ran, 2026, "On the Moments of the Stochastic Discount Factor," CEPR Discussion Papers, Centre for Economic Policy Research, number 21235, Mar.

2025

  1. Azmat, Ghazala & Cuñat, Vicente & Henry, Emeric, 2025, "Gender promotion gaps and career aspirations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120741, Mar.
  2. Cuñat, Vicente & Xu, Moqi, 2025, "Timing complex news to target attention," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 122380, Sep.
  3. Kondor, Péter, 2025, "Why are there financial crises? Recent developments in theory," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 129142, Nov.
  4. Zhiguo He & Péter Kondor & Jessica S. Li, 2025, "Demand Elasticity in Dynamic Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 34450, Nov.
  5. Martin, Ian, 2025, "Information in Derivatives Markets: Forecasting Prices with Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 19998, Mar.
  6. Iñaki Aldasoro & Sebastian Doerr & Karamfil Todorov, 2025, "Retail investors in private credit," BIS Bulletins, Bank for International Settlements, number 106, Jul.
  7. Yuet Chau & Karamfil Todorov & Eyub Yegen, 2025, "ETFs as a disciplinary device," BIS Working Papers, Bank for International Settlements, number 1261, Apr.
  8. Jiang, Hao & Vayanos, Dimitri & Zheng, Lu, 2025, "Passive investing and the rise of mega-firms," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128591, Dec.

2024

  1. Aguilera, Ruth V. & J. Bermejo, Vicente & Capapé, Javier & Cuñat, Vicente, 2024, "The systemic governance influence of expectation documents: evidence from a universal owner," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 122267, May.
  2. Cho, Thummim & Polk, Christopher, 2024, "Putting the price in asset pricing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120805, Dec.
  3. Karamfil Todorov & Grigory Vilkov, 2024, "Anatomy of the VIX spike in August 2024," BIS Bulletins, Bank for International Settlements, number 95, Oct.
  4. Greenwood, Robin & Hanson, Samuel & Vayanos, Dimitri, 2024, "Supply and demand and the term structure of interest rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126107, Nov.

2023

  1. Burkart, Mike & Zhong, Hongda, 2023, "Equity issuance methods and dilution," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117895, Feb.
  2. Julliard, Christian & Shi, Ran & Yuan, Kathy, 2023, "The spread of COVID-19 in London: network effects and optimal lockdowns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118825, Aug.
  3. John Y. Campbell & Can Gao & Ian Martin, 2023, "Debt and Deficits: Fiscal Analysis with Stationary Ratios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-101, Nov.
  4. Kremens, Lukas & Martin, Ian & Varela, Liliana, 2023, "Long-Horizon Exchange Rate Expectations," CEPR Discussion Papers, Centre for Economic Policy Research, number 18412, Sep.
  5. Martin, Ian & Shi, Ran, 2023, "Forecasting crashes with a smile," CEPR Discussion Papers, Centre for Economic Policy Research, number 18524, Oct.
  6. John Y. Campbell & Stefano Giglio & Christopher Polk, 2023, "What Drives Booms and Busts in Value?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31859, Nov.
  7. Maik Schmeling & Andreas Schrimpf & Karamfil Todorov, 2023, "Crypto carry," BIS Working Papers, Bank for International Settlements, number 1087, Apr.
  8. Albert S. (Pete) & Karamfil Todorov, 2023, "The cumulant risk premium," BIS Working Papers, Bank for International Settlements, number 1128, Oct.
  9. Simon Jurkatis & Andreas Schrimpf & Karamfil Todorov & Nicholas Vause, 2023, "Relationship discounts incorporate bond trading," BIS Working Papers, Bank for International Settlements, number 1140, Nov.
  10. Gong Cheng & Eric Jondeau & Benoit Mojon & Dimitri Vayanos, 2023, "The impact of green investors on stock prices," BIS Working Papers, Bank for International Settlements, number 1127, Sep.
  11. Hardouvelis, Gikas A. & Vayanos, Dimitri, 2023, "The Greek economic crisis and the banks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117880, Jan.
  12. Vayanos, Dimitri & Woolley, Paul, 2023, "Asset management as creator of market inefficiency," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118540, Apr.
  13. Vayanos, Dimitri & Vila, Jean-Luc, 2023, "Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440)," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125272, May.
  14. Laura Alfaro & Mauricio Calani & Liliana Varela, 2023, "Granular Corporate Hedging Under Dominant Currency," Discussion Papers, Centre for Macroeconomics (CFM), number 2315, Feb.

2022

  1. Christian Julliard & Gabor Pinter & Karamfil Todorov & Jean-Charles Wijnandts & Kathy Yuan, 2022, "What drives repo haircuts? Evidence from the UK market," BIS Working Papers, Bank for International Settlements, number 1027, Jul.
  2. Farboodi, Maryam & Kondor, Peter, 2022, "Heterogeneous global booms and busts," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 114547, Jul.
  3. Campbell, John Y & Martin, Ian, 2022, "Sustainability in a Risky World," CEPR Discussion Papers, Centre for Economic Policy Research, number 16219, Mar.
  4. Lou, Dong & Polk, Christopher, 2022, "Comomentum: inferring arbitrage activity from return correlations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 109318, Jul.
  5. Chang, Jeffery (Jinfan) & Du, Huancheng & Lou, Dong & Polk, Christopher, 2022, "Ripples into waves: trade networks, economic activity, and asset prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110838, Jul.
  6. Gourinchas, Pierre-Olivier & Ray, Walker & Vayanos, Dimitri, 2022, "A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers," CEPR Discussion Papers, Centre for Economic Policy Research, number 17119, Mar.
  7. Kalemli-Özcan, Ṣebnem & Varela, Liliana, 2022, "Five Facts about the UIP Premium," CEPR Discussion Papers, Centre for Economic Policy Research, number 16244, May.

2021

  1. Bar-Isaac, Heski & Caruana, Guillermo & Cuñat, Vicente, 2021, "Targeted product design," CEPR Discussion Papers, Centre for Economic Policy Research, number 15708, Jan.
  2. Cuñat, Vicente & Lu, Yiqing & Wu, Hong, 2021, "Managerial response to shareholder empowerment: evidence from majority- voting legislation changes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118896, Feb.
  3. Aguilera, Ruth & Bermejo, Vicente & Capapé, Javier & Cuñat, Vicente, 2021, "The systemic governance influence of universal owners: evidence from an expectation document," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118899, Feb.
  4. Peter Cziraki & Dirk Jenter, 2021, "The Market for CEOs," CESifo Working Paper Series, CESifo, number 9143.
  5. Alex Edmans & Tom Gosling & Dirk Jenter, 2021, "CEO Compensation: Evidence from the Field," CESifo Working Paper Series, CESifo, number 9162.
  6. Felipe Aldunate & Dirk Jenter & Arthur Korteweg & Peter Koudijs, 2021, "Shareholder Liability and Bank Failure," CESifo Working Paper Series, CESifo, number 9168.
  7. Farboodi, Maryam & Kondor, Peter, 2021, "Cleansing by tight credit: rational cycles and endogenous lending standards," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118900, Oct.
  8. Martin, Ian, 2021, "On the autocorrelation of the stock market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 106215, Jan.
  9. Gormsen, Niels J. & Koijen, Ralph S.J. & Martin, Ian W.R., 2021, "Implied dividend volatility and expected growth," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 127796, May.
  10. Karamfil Todorov, 2021, "Passive funds affect prices: evidence from the most ETF-dominated asset classes," BIS Working Papers, Bank for International Settlements, number 952, Jul.
  11. John J Shim & Karamfil Todorov, 2021, "ETFs, illiquid assets, and fire sales," BIS Working Papers, Bank for International Settlements, number 975, Nov.
  12. Vayanos, Dimitri & Hardouvelis, Gikas & Karalas, Georgios, 2021, "The Distribution of Investor Beliefs, Stock Ownership and Stock Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 16029, Apr.
  13. Felipe Saffie & Liliana Varela & Kei-Mu Yi, 2021, "The Micro and Macro Dynamics of Capital Flows," Discussion Papers, Centre for Macroeconomics (CFM), number 2121, Jun.
  14. Vanessa ALVIAREZ & Cheng CHEN & Nitya PANDALAI-NAYAR & Liliana VARELA & Kei-Mu YI & Hongyong ZHANG, 2021, "Multinationals and Structural Transformation," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 21100, Dec.

2020

  1. Burkart, Mike & Lee, Samuel & Petri, Henrik, 2020, "The Social Value of Debt in the Market for Corporate Control," CEPR Discussion Papers, Centre for Economic Policy Research, number 15249, Sep.
  2. Dasgupta, Amil & Burkart, Mike, 2020, "Competition for flow and and short-termism in activism," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 106516, Dec.
  3. Azmat, Ghazala & Cuñat, Vicente & Henry, Emeric, 2020, "Gender Promotion Gaps: Career Aspirations and Workplace Discrimination," CEPR Discussion Papers, Centre for Economic Policy Research, number 14311, Jan.
  4. Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2020, "Bayesian solutions for the factor zoo: we just ran two quadrillion models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118924, Jan.
  5. Maryam Farboodi & Péter Kondor, 2020, "Rational Sentiments and Economic Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 27472, Jul.
  6. Todorov, Karamfil, 2020, "Quantify the quantitative easing: impact on bonds and corporate debt issuance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101665, Feb.
  7. Vayanos, Dimitri & Jiang, Hao & Zheng, Lu, 2020, "Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing," CEPR Discussion Papers, Centre for Economic Policy Research, number 15563, Dec.

2019

  1. Burkart, Mike & Zhong, Hongda, 2019, "Equity Issue Methods and dilution," CEPR Discussion Papers, Centre for Economic Policy Research, number 14130, Nov.
  2. Kondor, Péter & Pinter, Gabor, 2019, "Clients' Connections: Measuring the Role of Private Information in Decentralised Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 13880, Jul.
  3. Kondor, Peter & Pintér, Gábor, 2019, "Clients' connections," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118933, Jul.
  4. Ian Martin & Stefan Nagel, 2019, "Market Efficiency in the Age of Big Data," CESifo Working Paper Series, CESifo, number 8015.
  5. Martin, Ian & Gao, Can, 2019, "Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment," CEPR Discussion Papers, Centre for Economic Policy Research, number 13454, Jan.
  6. Martin, Ian & ,, 2019, "Sentiment and Speculation in a Market with Heterogeneous Beliefs," CEPR Discussion Papers, Centre for Economic Policy Research, number 13857, Jul.
  7. Santacreu, Ana Maria & Varela, Liliana, 2019, "Innovation and the Patterns of Trade: A Firm-Level Analysis," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 404.
  8. Sebnem Kalemli-Ozcan & Liliana Varela, 2019, "Exchange Rate and Interest Rate Disconnect: The Role of Capital Flows, Currency Risk and Default Risk," 2019 Meeting Papers, Society for Economic Dynamics, number 351.
  9. Felipe Saffie & Kei-Mu Yi & Liliana Varela, 2019, "Income and Substitution Effects of International Financial Integration: A Firm-Level Analysis," 2019 Meeting Papers, Society for Economic Dynamics, number 510.

2018

  1. Burkart, Mike & Lee, Samuel, 2018, "Activism and Takeovers," CEPR Discussion Papers, Centre for Economic Policy Research, number 12616, Jan.
  2. Edward L. Glaeser & Giacomo A.M. Ponzetto, 2018, "The Political Economy of Transportation Investment," Working Papers, Barcelona School of Economics, number 1057, Oct.
  3. Daniel Metzger & Vicente Cuñat & Andrea Caggese, 2018, "Firing the Wrong Workers: Financing Constraints and Labor Misallocation," Working Papers, Barcelona School of Economics, number 1058, Oct.
  4. Cuñat, Vicente & Cvijanovic, Dragana & Yuan, Kathy, 2018, "Within-bank spillovers of real estate shocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87374, Sep.
  5. Denbee, Edward & Julliard, Christian & Li, Ye & Yuan, Kathy, 2018, "Network Risk and Key Players: A Structural Analysis of Interbank Liquidity," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-11, Mar.
  6. Peter Kondor & Adam Zawadowski, 2018, "Learning in Crowded Markets," CEU Working Papers, Department of Economics, Central European University, number 2018_4, Apr.
  7. Peter Kondor & Gabor Pinter, 2018, "Private Information and Client Connections in Government Bond Markets," Discussion Papers, Centre for Macroeconomics (CFM), number 1901, Dec.
  8. Farboodi, Maryam & Kondor, Peter, 2018, "Heterogeneous global cycles," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118911, Dec.
  9. Martin, Ian, 2018, "Options and the Gamma Knife," CEPR Discussion Papers, Centre for Economic Policy Research, number 12883, Apr.
  10. Martin, Ian & Ross, Stephen, 2018, "Notes on the Yield Curve," CEPR Discussion Papers, Centre for Economic Policy Research, number 13176, Sep.
  11. Salomao, Juliana & Varela, Liliana, 2018, "Exchange Rate Exposure and Firm Dynamics," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 364.
  12. Varela, Liliana, 2018, "Reallocation, competition, and productivity: evidence from a financial liberalization episode," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102060, Apr.

2017

  1. Burkart, Mike & Miglietta, Salvatore & Ostergaard, Charlotte, 2017, "Why Do Boards Exist? Governance Design in the Absence of Corporate Law," CEPR Discussion Papers, Centre for Economic Policy Research, number 12147, Jul.
  2. Guadalupe, Maria & Cuñat, Vicente & Gine, Mireia, 2017, "Price and Probability: Decomposing the Takeover Effects of Anti-Takeover Provisions," CEPR Discussion Papers, Centre for Economic Policy Research, number 12059, May.
  3. Alex Edmans & Xavier Gabaix & Dirk Jenter, 2017, "Executive Compensation: A Survey of Theory and Evidence," CESifo Working Paper Series, CESifo, number 6585.
  4. Jenter, Dirk & Lewellen, Katharina A., 2017, "Performance-induced CEO turnover," CEPR Discussion Papers, Centre for Economic Policy Research, number 12274, Sep.
  5. Kondor, Peter & Koszegi, Botond, 2017, "Financial choice and financial information," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118973, May.
  6. Peter Kondor & Maryam Farboodi, 2017, "Flight-to-Quality Cycles and the Real Economy," 2017 Meeting Papers, Society for Economic Dynamics, number 1168.
  7. Martin, Ian & Kremens, Lukas, 2017, "The Quanto Theory of Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 11970, Apr.
  8. Ian Martin & Robert S. Pindyck, 2017, "Averting Catastrophes that Kill," NBER Working Papers, National Bureau of Economic Research, Inc, number 23346, Apr.
  9. Gourinchas, Pierre-Olivier & Philippon, Thomas & Vayanos, Dimitri, 2017, "The Analytics of the Greek Crisis," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt2cg7m1gf, Jan.
  10. Varela, Liliana, 2017, "Sector heterogeneity and credit market imperfections in emerging markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102061, Feb.

2016

  1. Ghosh, Anisha & Julliard, Christian & Taylor, Alex, 2016, "An information based one-factor asset pricing model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118978, Apr.
  2. Zhiguo, He & Kondor, Peter, 2016, "Inefficient investment waves," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64412, Mar.
  3. Martin, Ian & Wagner, Christian, 2016, "What is the Expected Return on a Stock?," CEPR Discussion Papers, Centre for Economic Policy Research, number 11608, Nov.
  4. Polk, Christopher & Lou, Dong & Huang, Shiyang, 2016, "The Booms and Busts of Beta Arbitrage," CEPR Discussion Papers, Centre for Economic Policy Research, number 11531, Sep.
  5. Jan Polach & Jiri Kukacka, 2016, "Prospect Theory in the Heterogeneous Agent Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2016/14, Jul, revised Jul 2016.
  6. Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016, "The sovereign-bank diabolic loop and ESBies," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1414, Mar.
  7. Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016, "ESBies: Safety in the tranches," Discussion Papers, Centre for Macroeconomics (CFM), number 1627, Sep.
  8. Vayanos, Dimitri & Woolley, Paul, 2016, "Curse of the benchmarks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118990, Mar.
  9. Gourinchas, Pierre-Olivier & Philippon, Thomas & Vayanos, Dimitri, 2016, "The analytics of the Greek crisis: celebratory centenary issue," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 67368, Jul.
  10. Liliana Varela & Juliana Salomao, 2016, "Foreign Currency Debt, Investment and Exit Choices in the Cross Section of Firms," 2016 Meeting Papers, Society for Economic Dynamics, number 1422.

2015

  1. Burkart, Mike & Lee, Samuel, 2015, "Signalling to dispersed shareholders and corporate control," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 69538, Jul.
  2. Danilova, Albina & Julliard, Christian, 2015, "Information asymmetries, volatility, liquidity and the Tobin Tax," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119016, Feb.
  3. Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015, "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119454, Oct.
  4. Botond Koszegi & Peter Kondor, 2015, "Cursed financial innovation," 2015 Meeting Papers, Society for Economic Dynamics, number 1098.
  5. Martin, Ian, 2015, "What is the Expected Return on the Market?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10715, Jul.
  6. Pindyck, Robert S. & Martin, Ian, 2015, "Averting Catastrophes: The Strange Economics of Scylla and Charybdis," CEPR Discussion Papers, Centre for Economic Policy Research, number 10730, Jul.
  7. Michael Chin & Christopher Polk, 2015, "A forecast evaluation of expected equity return measures," Bank of England Staff Working Paper series, Bank of England, number 520, Jan.
  8. Campbell, John Y & Polk, Christopher & Giglio, Stefano & Turley, Robert, 2015, "An Intertemporal CAPM with Stochastic Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 10681, Jun.
  9. Lou, Dong & Polk, Christopher & Skouras, Spyros, 2015, "A tug of war: overnight versus intraday expected returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119010, Mar.
  10. Gromb, Denis & Vayanos, Dimitri, 2015, "The Dynamics of Financially Constrained Arbitrage," CEPR Discussion Papers, Centre for Economic Policy Research, number 10436, Feb.
  11. Vayanos, Dimitri & Rabin, Matthew & Eyster, Erik, 2015, "Financial Markets where Traders Neglect the Informational Content of Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 10629, May.
  12. Vayanos, Dimitri & Greenwood, Robin & Hanson, Samuel G, 2015, "Forward Guidance in the Yield Curve: Short Rates versus Bond Supply," CEPR Discussion Papers, Centre for Economic Policy Research, number 11005, Dec.

2014

  1. Burkart, Mike & Dasgupta, Amil, 2014, "Activist funds, leverage, and procyclicality," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119029, Apr.
  2. Cuñat, Vicente & Guadalupe, Maria & Gine, Mireia, 2014, "Say Pays! Shareholder Voice and Firm Performance," CEPR Discussion Papers, Centre for Economic Policy Research, number 10141, Sep.
  3. Vayanos, Dimitri & Kondor, Péter, 2014, "Liquidity Risk and the Dynamics of Arbitrage Capital," CEPR Discussion Papers, Centre for Economic Policy Research, number 9885, Mar.
  4. Vayanos, Dimitri & Woolley, Paul & ,, 2014, "Asset Management Contracts and Equilibrium Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 10152, Sep.

2013

  1. Burkart, Mike & Dasgupta, Amil, 2013, "Why is hedge fund activism procyclical?," CEPR Discussion Papers, Centre for Economic Policy Research, number 9409, Mar.
  2. Kondor, Péter & Babus, Ana, 2013, "Trading and information diffusion in OTC markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 9271, Jan.
  3. Campbell, John Y. & Giglio, Stefano & Polk, Christopher, 2013, "Hard Times," Scholarly Articles, Harvard University Department of Economics, number 12172786.
  4. Vayanos, Dimitri & Guibaud, Stéphane & Nosbusch, Yves, 2013, "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," CEPR Discussion Papers, Centre for Economic Policy Research, number 9407, Mar.

2012

  1. Burkart, Mike & Lee, Samuel, 2012, "Smart Buyers," CEPR Discussion Papers, Centre for Economic Policy Research, number 8774, Jan.
  2. Burkart, Mike & Raff, Konrad, 2012, "Performance Pay, CEO Dismissal, and the Dual Role of Takeovers," CEPR Discussion Papers, Centre for Economic Policy Research, number 8794, Feb.
  3. Berglöf, Erik & Burkart, Mike & Friebel, Guido & Paltseva, Elena, 2012, "Club-in-the-club: reform under unanimity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 69541, Aug.
  4. Julliard, Christian & Ghosh, Anisha, 2012, "Can Rare Events Explain the Equity Premium Puzzle?," CEPR Discussion Papers, Centre for Economic Policy Research, number 8899, Mar.
  5. Namho Kang & Peter Kondor & Ronnie Sadka, 2012, "Do Hedge Funds Reduce Idiosyncratic Risk?," CEU Working Papers, Department of Economics, Central European University, number 2012_15, Oct, revised 04 Oct 2012.
  6. Ana Babus & Péter Kondor, 2012, "Trading and Information Diffusion in Over-the-Counter Markets," CEU Working Papers, Department of Economics, Central European University, number 2012_19, Aug, revised 09 Dec 2012.
  7. Dragana Cvijanovic & Jack Favilukis & Christopher Polk, 2012, "New in Town: Demographics, Immigration, and the Price of Real Estate," Working Papers, HAL, number hal-00686122, Apr.
  8. Vayanos, Dimitri & Wang, Jiang, 2012, "Market liquidity - theory and empirical evidence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119044, Jul.
  9. Vayanos, Dimitri & Wang, Jiang, 2012, "Liquidity and asset returns under asymmetric information and imperfect competition," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119045, Jul.
  10. Dimitri Vayanos & Denis Gromb, 2012, "Financially constrained arbitrage and cross-market contagion," 2012 Meeting Papers, Society for Economic Dynamics, number 112.

2011

  1. Gromb, Denis & Panunzi, Fausto & Burkart, Mike & Mueller, Holger, 2011, "Legal Investor Protection and Takeovers," CEPR Discussion Papers, Centre for Economic Policy Research, number 8397, May.
  2. Caggese, Andrea & Cuñat, Vicente, 2011, "Financing constraints, firm dynamics, export decisions, and aggregate productivity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 43160, Jun.
  3. Bar-Isaac, Heski & Caruana, Guillermo & Cuñat, Vicente, 2011, "Locating inside the Salop circle: demand rotations in a micro-founded model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 43163, Dec.
  4. Dirk Jenter & Katharina Lewellen, 2011, "CEO Preferences and Acquisitions," CESifo Working Paper Series, CESifo, number 3681.
  5. Ghosh, Anisha & Julliard, Christian & Taylor, Alex, 2011, "What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119061, Oct.
  6. Kondor, Péter & Sadka, Ronnie & Kang, Namho, 2011, "Idiosyncratic Return Volatility in the Cross-Section of Stocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 8307, Apr.
  7. Kondor, Péter & Guerrieri, Veronica, 2011, "Fund Managers, Career Concerns, and Asset Price Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 8454, Jun.
  8. Kondor, Péter, 2011, "The more we know on the fundamental, the less we agree on the price," CEPR Discussion Papers, Centre for Economic Policy Research, number 8455, Jun.
  9. Kaniel, Ron & Kondor, Péter, 2011, "The delegated Lucas tree," CEPR Discussion Papers, Centre for Economic Policy Research, number 8578, Sep.
  10. Ian Martin, 2011, "Simple Variance Swaps," NBER Working Papers, National Bureau of Economic Research, Inc, number 16884, Mar.
  11. Ian Martin, 2011, "The Lucas Orchard," NBER Working Papers, National Bureau of Economic Research, Inc, number 17563, Nov.
  12. Ian Martin, 2011, "The Forward Premium Puzzle in a Two-Country World," NBER Working Papers, National Bureau of Economic Research, Inc, number 17564, Nov.
  13. Kang, Johnny & Pekkala, Tapio & Polk, Christopher & Ribeiro, Ruy, 2011, "Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 43096, Feb.
  14. Iryna Kaminska & Dimitri Vayanos & Gabriele Zinna, 2011, "Preferred-habitat investors and the US term structure of real rates," Bank of England Staff Working Paper series, Bank of England, number 435, Jul.
  15. Vayanos, Dimitri & Woolley, Paul, 2011, "Fund flows and asset prices: a baseline model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 29784, Jan.

2010

  1. Burkart, Mike & Lee, Samuel, 2010, "Signaling in Tender Offer Games," CEPR Discussion Papers, Centre for Economic Policy Research, number 7938, Aug.
  2. Cuñat, Vicente & Giné, Mireia & Guadalupe, Maria, 2010, "The vote is cast: the effect of corporate governance on shareholder value," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119079, Dec.
  3. Vicente Cuñat & Luis Garicano, 2010, "Did Good Cajas Extend Bad Loans? Governance, Human Capital and Loan Portfolios," Working Papers, FEDEA, number 2010-08, Feb.
  4. Carola Frydman & Dirk Jenter, 2010, "CEO Compensation," CESifo Working Paper Series, CESifo, number 3277.
  5. Ian Martin, 2010, "Consumption-Based Asset Pricing with Higher Cumulants," NBER Working Papers, National Bureau of Economic Research, Inc, number 16153, Jul.
  6. Ian Martin, 2010, "The Valuation of Long-Dated Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16219, Jul.
  7. Anton, Miguel & Polk, Christopher, 2010, "Connected stocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 43098, Mar.
  8. Gromb, Denis & Vayanos, Dimitri, 2010, "Limits of Arbitrage: The State of the Theory," CEPR Discussion Papers, Centre for Economic Policy Research, number 7738, Mar.
  9. Greenwood, Robin & Vayanos, Dimitri, 2010, "Price pressure in the government bond market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 28618, May.

2009

  1. Heski Bar-Isaac & Guillermo Caruana & Vicente Cuñat, 2009, "Search, Design and Market Structure," Working Papers, NET Institute, number 09-17, Sep, revised Sep 2009.
  2. Heski Bar-Isaac & Guillermo Caruana & Vicente Cuñat, 2009, "Costly search and design," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1155, Apr.
  3. Péter Kondor, 2009, "The more we know, the less we agree: Higher-order expectations and public announcements," 2009 Meeting Papers, Society for Economic Dynamics, number 1018.
  4. Backus, David & Chernov, Mikhail & Martin, Ian, 2009, "Disasters implied by equity index options," CEPR Discussion Papers, Centre for Economic Policy Research, number 7416, Aug.
  5. Vayanos, Dimitri & Wang, Jiang, 2009, "Liquidity and Asset Prices: A Unified Framework," CEPR Discussion Papers, Centre for Economic Policy Research, number 7410, Aug.
  6. Vayanos, Dimitri & ,, 2009, "A Preferred-Habitat Model of the Term Structure of Interest Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 7547, Nov.

2008

  1. Berglöf, Erik & Friebel, Guido & Burkart, Mike & Paltseva, Elena, 2008, "Widening and Deepening: Reforming the European Union," CEPR Discussion Papers, Centre for Economic Policy Research, number 6672, Feb.
  2. Burkart, Mike & Lee, Samuel, 2008, "One share - one vote: the theory," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 69545, Jan.
  3. Heski Bar-Isaac & Guillermo Caruana & Vicente Cunat, 2008, "Information Gathering and Marketing," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 08-17.
  4. Jenter, Dirk & Kanaan, Fadi, 2008, "CEO Turnover and Relative Performance Evaluation," Research Papers, Stanford University, Graduate School of Business, number 1992, May.
  5. Silli, Bernhard & Cohen, Randolph B & Polk, Christopher, 2008, "Best ideas," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24471, Oct.
  6. Vayanos, Dimitri & Greenwood, Robin, 2008, "Bond Supply and Excess Bond Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 6694, Feb.
  7. Vayanos, Dimitri & Woolley, Paul, 2008, "An Institutional Theory of Momentum and Reversal," CEPR Discussion Papers, Centre for Economic Policy Research, number 7068, Dec.

2007

  1. Burkart, Mike & At, Christian & Lee, Samuel, 2007, "Security-Voting Structure and Bidder Screening," CEPR Discussion Papers, Centre for Economic Policy Research, number 6241, Mar.
  2. Jarrad Harford & Dirk Jenter & Kai Li, 2007, "Conflicts of Interests Among Shareholders: The Case of Corporate Acquisitions," NBER Working Papers, National Bureau of Economic Research, Inc, number 13274, Jul.
  3. Brunnermeier, Markus & Julliard, Christian, 2007, "Money Illusion and Housing Frenzies," CEPR Discussion Papers, Centre for Economic Policy Research, number 6183, Mar.
  4. Julliard, Christian, 2007, "Labor income risk and asset returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4811, May.
  5. Tullio Jappelli & Christian Julliard & Marco Pagano, 2007, "Households’ Portfolio Diversification," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 180, Jun.
  6. Peter Kondor & Veronica Guerrieri, 2007, "Emerging Economies and Fund Managers," 2007 Meeting Papers, Society for Economic Dynamics, number 838.
  7. Vayanos, Dimitri & Rabin, Matthew, 2007, "The Gambler's and Hot-Hand Fallacies: Theory and Applications," CEPR Discussion Papers, Centre for Economic Policy Research, number 6081, Feb.

2006

  1. Panunzi, Fausto & Burkart, Mike, 2006, "Takeovers," CEPR Discussion Papers, Centre for Economic Policy Research, number 5572, Mar.
  2. Cuñat, Vicente & Guadalupe, Maria, 2006, "Globalization and the Provision of Incentives Inside the Firm," CEPR Discussion Papers, Centre for Economic Policy Research, number 5950, Nov.
  3. Cuñat, Vicente & Guadalupe, Maria, 2006, "Globalization and the Provision of Incentives Inside the Firm: The Effect of Foreign Competition," IZA Discussion Papers, IZA Network @ LISER, number 2408, Oct.
  4. Heski Bar-Isaac & Guillermo Caruana & Vicente Cunat, 2006, "Diversity and demand externalities: How cheap information can reduce welfare," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 06-08.
  5. Andrea Caggese & Vicente Cuñat, 2006, "Financing constraints and fixed-term employment contracts," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1010, Jun.
  6. Dirk Jenter & Katharina Lewellen & Jerold B. Warner, 2006, "Security Issue Timing: What Do Managers Know, and When Do They Know It?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12724, Dec.
  7. Prasanna Gai & Peter Kondor & Nicholas Vause, 2006, "Procyclicality, collateral values and financial stability," Bank of England Staff Working Paper series, Bank of England, number 304, Aug.
  8. Péter Kondor, 2006, "Risk in Dynamic Arbitrage: Price Effects of Convergence Trading," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/6.
  9. Vayanos, Dimitri & Weill, Pierre-Olivier, 2006, "A Search-Based Theory of the On-the-Run Phenomenon," CEPR Discussion Papers, Centre for Economic Policy Research, number 5965, Nov.

2005

  1. Gromb, Denis & Panunzi, Fausto & Burkart, Mike, 2005, "Minority Blocks and Takeover Premia," CEPR Discussion Papers, Centre for Economic Policy Research, number 5240, Sep.
  2. Vicente Cuñat & María Guadalupe, 2005, "How Does Product Market Competition Shape Incentive Contracts?," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0687, May.
  3. Bar-Isaac, Heski & Cuñat, Alejandro, 2005, "Long-term debt and hidden borrowing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24661, Jun.
  4. Cuñat, Vicente & Gonzalez-Iturriaga, Claudio, 2005, "Shocks to the cost of borrowing and capital structure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 43165, Jul.
  5. Heski Bar-Isaac & Vicente Cuñat, 2005, "Long term debt with Hidden Borrowing," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 05-04.
  6. Nittai K. Bergman & Dirk Jenter, 2005, "Employee Sentiment and Stock Option Compensation," NBER Working Papers, National Bureau of Economic Research, Inc, number 11409, Jun.
  7. 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, Harvard - Institute of Economic Research, number 2082.
  8. Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2005, "Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis," NBER Working Papers, National Bureau of Economic Research, Inc, number 11018, Jan.
  9. Matthew Rabin & Dimitri Vayanos, 2005, "The Gambler's and Hot-Hand Fallacies In a Dynamic-Inference Model," Levine's Bibliography, UCLA Department of Economics, number 122247000000000972, Dec.
  10. Chau, Minh & Vayanos, Dimitri, 2005, "Strong-form efficiency with monopolistic insiders," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 458, Nov.

2004

  1. Ellingsen, Tore & Burkart, Mike & Giannetti, Mariassunta, 2004, "What You Sell is What You Lend? Explaining Trade Credit Contracts," CEPR Discussion Papers, Centre for Economic Policy Research, number 4823, Dec.
  2. Burkart, Mike & Ellingsen, Tore, 2004, "In-kind finance: a theory of trade credit," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 69548, Jun.
  3. Vicente Cuñat & María Guadalupe, 2004, "Executive Compensation and Product Market Competition," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0617, Feb.
  4. Cuñat, Vicente & Guadalupe, Maria, 2004, "Executive Compensation and Competition in the Banking and Financial Sectors," CEPR Discussion Papers, Centre for Economic Policy Research, number 4425, Jun.
  5. Jenter, Dirk, 2004, "Executive Compensation, Incentives, and Risk," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 4466-02, May.
  6. Julliard, Christian, 2004, "Human capital and international portfolio choice," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4813, Oct.
  7. Jonathan A. Parker & Christian Julliard, 2004, "Consumption Risk and the Cross-Section of Expected Returns," Working Papers, Princeton University, School of Public and International Affairs, Discussion Papers in Economics, number 138, Mar.
  8. Kondor, Peter, 2004, "The more we know, the less we agree: public announcements and higher-order expectations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24645, Dec.
  9. Kondor, Peter, 2004, "Rational trader risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24646, May.
  10. Christopher Polk & Samuel Thompson & Tuomo Vuolteenaho, 2004, "New Forecasts of the Equity Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 10406, Apr.
  11. Dmitrios Vayanos, 2004, "Search and Endogenous Concentration of Liquidity in Asset Markets," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 647, Aug.
  12. Vayanos, Dimitri, 2004, "Flight to quality, flight to liquidity, and the pricing of risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 456, Feb.

2003

  1. Berglöf, Erik & Burkart, Mike, 2003, "European takeover regulation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 69550, Apr.
  2. Jonathan A. Parker & Christian Julliard, 2003, "Consumption Risk and Cross-Sectional Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 9538, Mar.
  3. Jonathan A. Parker & Christian Julliard, 2003, "Consumption Risk And Expected Stock Returns," Working Papers, Princeton University, School of Public and International Affairs, Discussion Papers in Economics, number 144, Jan.
  4. Sapienza, Paola & Polk, Christopher, 2003, "The Real Effects of Investor Sentiment," CEPR Discussion Papers, Centre for Economic Policy Research, number 3826, Mar.
  5. Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2003, "The Price is (Almost) Right," NBER Working Papers, National Bureau of Economic Research, Inc, number 10131, Dec.
    • Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2009, "The Price Is (Almost) Right," Journal of Finance, American Finance Association, volume 64, issue 6, pages 2739-2782, December, DOI: 10.1111/j.1540-6261.2009.01516.x.
  6. Vayanos, Dimitri, 2003, "The decentralization of information processing in the presence of interactions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 452, Jul.

2002

  1. Shleifer, Andrei & Panunzi, Fausto & Burkart, Mike, 2002, "Family Firms," CEPR Discussion Papers, Centre for Economic Policy Research, number 3234, Feb.
  2. Ellingsen, Tore & Burkart, Mike, 2002, "In-Kind Finance," CEPR Discussion Papers, Centre for Economic Policy Research, number 3536, Sep.
  3. Julliard, Christian, 2002, "The international diversification puzzle is not worse than you think," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4814, Jun.

2001

  1. Panunzi, Fausto & Burkart, Mike, 2001, "Agency Conflicts, Ownership Concentration, and Legal Shareholder Protection," CEPR Discussion Papers, Centre for Economic Policy Research, number 2708, Feb.
  2. Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2001, "The Value Spread," NBER Working Papers, National Bureau of Economic Research, Inc, number 8242, Apr.
    • Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2003, "The Value Spread," Journal of Finance, American Finance Association, volume 58, issue 2, pages 609-641, April, DOI: 10.1111/1540-6261.00539.
  3. Gromb, Denis & Vayanos, Dimitri, 2001, "Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs," CEPR Discussion Papers, Centre for Economic Policy Research, number 3049, Nov.
  4. Zwiebel, Jeffrey H. & Vayanos, Dimitri & DeMarzo, Peter M., 2001, "Persuasion Bias, Social Influence, and Uni-Dimensional Opinions," Research Papers, Stanford University, Graduate School of Business, number 1719, Nov.
  5. Vayanos, Dimitri, 2001, "Strategic trading in a dynamic noisy market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 447, Feb.

2000

  1. Burkart, Mike & Wallner, Klaus, 2000, "Club Enlargement: Early Versus Late Admittance," CEPR Discussion Papers, Centre for Economic Policy Research, number 2600, Nov.
  2. Burkart, Mike & Gromb, Denis & Panunzi, Fausto, 2000, "Agency conflicts in public and negotiated transfers of corporate control," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 69551, Apr.
  3. Vincente Cuñat, 2000, "Trade Credit: Suppliers as Debt Collectors and Insurance Providers," FMG Discussion Papers, Financial Markets Group, number dp365, Nov.
  4. Degeorge, François & Tufano, Peter & Jenter, Dirk & Moel, Alberto, 2000, "Selling Company Shares to Reluctant Employees: France Télécom's Experience," CEPR Discussion Papers, Centre for Economic Policy Research, number 2483, Jun.
  5. DEGEORGE, François & JENTER, Dirk & MOEL, Alberto & TUFANO, Peter, 2000, "Selling company shares to reluctant employees : France Télécom's experience," HEC Research Papers Series, HEC Paris, number 703, Apr.
  6. Owen Lamont & Christopher Polk, 2000, "Does Diversification Destroy Value? Evidence From Industry Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 7803, Jul.
  7. Peter M. deMarzo & Dimitri Vayanos & Jeffrey Zwiebel, 2000, "A Model of Persuasion - With Implications for Financial Markets," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1635, Aug.

1999

  1. Owen Lamont & Christopher Polk, 1999, "The Diversification Discount: Cash Flows vs. Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 7396, Oct.
  2. Vayanos, Dimitri, 1999, "Strategic trading and welfare in a dynamic market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 449, Apr.
  3. Vayanos, Dimitri & Vila, Jean-Luc, 1999, "Equilibrium interest rate and liquidity premium with transaction costs," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 453, Apr.

1998

  1. Gromb, Denis & Panunzi, Fausto & Burkart, Mike, 1998, "Block Premia in Transfers of Corporate Control," CEPR Discussion Papers, Centre for Economic Policy Research, number 1868, Jun.
  2. Burkart, Mike & Gromb, Denis & Panunzi, Fausto, 1998, "Why higher takeover premia protect minority shareholders," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 69552, Feb.
  3. Vayanos, Dimitri, 1998, "Transaction costs and asset prices : a dynamic equilibrium model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 451.

1997

  1. Owen Lamont & Christopher Polk & Jesus Saa-Requejo, 1997, "Financial Constraints and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 6210, Oct.

1993

  1. Dimitri Vayanos, 1993, "A Dynamic Model of an Imperfectly Competitive Bid-Ask Market," CEPR Financial Market Papers, Centre for Economic Policy Research, number 0040, Oct.
  2. Dimitri Vayanos & Diego Rodríguez, 1993, "Decentralization and the management of competition," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 47, Nov.

Undated

  1. Martin, Ian W. R. & Pindyck, Robert S., undated, "Welfare Costs of Catastrophes: Lost Consumption and Lost Lives," 2030 Agenda, Fondazione Eni Enrico Mattei (FEEM), number 308023, DOI: 10.22004/ag.econ.308023.
  2. Dong Lou & Christopher Polk, undated, "Inferring Arbitrage Activity from Return Correlations," FMG Discussion Papers, Financial Markets Group, number dp721.

Journal articles

2026

  1. Gikas Hardouvelis & Georgios Karalas & Dimitri Vayanos, 2026, "The Distribution of Investor Beliefs, Stock Ownership, and Stock Returns," Management Science, INFORMS, volume 72, issue 2, pages 1595-1615, February, DOI: 10.1287/mnsc.2022.02027.

2025

  1. Cuñat, Vicente & Lü, Yiqing & Wu, Hong, 2025, "Managerial Response to Shareholder Empowerment: Evidence from Majority-Voting Legislation Changes," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 60, issue 5, pages 2500-2525, August.
  2. Ghazala Azmat & Vicente Cuñat & Emeric Henry, 2025, "Gender Promotion Gaps and Career Aspirations," Management Science, INFORMS, volume 71, issue 3, pages 2127-2141, March, DOI: 10.1287/mnsc.2023.00715.
  3. Vicente Cuñat & Moqi Groen-Xu, 2025, "Timing Complex News to Target Attention," Management Science, INFORMS, volume 71, issue 9, pages 7774-7799, September, DOI: 10.1287/mnsc.2021.03722.
  4. Ruth V Aguilera & Vicente J Bermejo & Javier Capapé & Vicente Cuñat, 2025, "The Systemic Governance Influence of Expectation Documents: Evidence from a Universal Owner," The Review of Corporate Finance Studies, Society for Financial Studies, volume 14, issue 2, pages 372-407.
  5. Péter Kondor, 2025, "Why Are There Financial Crises? Recent Developments in Theory," Annual Review of Financial Economics, Annual Reviews, volume 17, issue 1, pages 77-92, November, DOI: 10.1146/annurev-financial-112923-11.
  6. John Y. Campbell & Ian W. R. Martin, 2025, "Sustainability in a Risky World," American Economic Review: Insights, American Economic Association, volume 7, issue 2, pages 196-212, June, DOI: 10.1257/aeri.20240061.
  7. Ian W.R. Martin, 2025, "Information in Derivatives Markets: Forecasting Prices with Prices," Annual Review of Financial Economics, Annual Reviews, volume 17, issue 1, pages 295-319, November, DOI: 10.1146/annurev-financial-082123-10.
  8. Lukas Kremens & Ian W. R. Martin & Liliana Varela, 2025, "Long‐Horizon Exchange Rate Expectations," Journal of Finance, American Finance Association, volume 80, issue 6, pages 3695-3724, December, DOI: 10.1111/jofi.13504.
  9. Torsten Ehlers & Karamfil Todorov, 2025, "Goodbye Libor, hello basis traders: unpacking the surge in global interest rate derivatives turnover," BIS Quarterly Review, Bank for International Settlements, December.
  10. Pierre-Olivier Gourinchas & Walker Ray & Dimitri Vayanos, 2025, "A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers," American Economic Review, American Economic Association, volume 115, issue 11, pages 3788-3824, November, DOI: 10.1257/aer.20220379.
  11. Hao Jiang & Dimitri Vayanos & Lu Zheng, 2025, "Passive Investing and the Rise of Mega-Firms," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 12, pages 3461-3496.

2024

  1. Thummim Cho & Christopher Polk, 2024, "Putting the Price in Asset Pricing," Journal of Finance, American Finance Association, volume 79, issue 6, pages 3943-3984, December, DOI: 10.1111/jofi.13391.
  2. Shiyang Huang & Xin Liu & Dong Lou & Christopher Polk, 2024, "The Booms and Busts of Beta Arbitrage," Management Science, INFORMS, volume 70, issue 8, pages 5367-5385, August, DOI: 10.1287/mnsc.2023.4929.
  3. Thummim Cho & Lukas Kremens & Dongryeol Lee & Christopher Polk, 2024, "Scale or Yield? A Present-Value Identity," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 3, pages 950-988.
  4. Fabian Garavito & Ulf Lewrick & Tomas Stastny & Karamfil Todorov, 2024, "Shifting landscapes: life insurance and financial stability," BIS Quarterly Review, Bank for International Settlements, September.
  5. Karamfil Todorov, 2024, "When passive funds affect prices: evidence from volatility and commodity ETFs," Review of Finance, European Finance Association, volume 28, issue 3, pages 831-863.
  6. Robin Greenwood & Samuel Hanson & Dimitri Vayanos, 2024, "Supply and Demand and the Term Structure of Interest Rates," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 115-151, November, DOI: 10.1146/annurev-financial-082123-11.

2023

  1. Mike Burkart & Hongda Zhong, 2023, "Equity Issuance Methods and Dilution," The Review of Corporate Finance Studies, Society for Financial Studies, volume 12, issue 1, pages 78-130.
  2. Mike Burkart & Salvatore Miglietta & Charlotte Ostergaard, 2023, "Why Do Boards Exist? Governance Design in the Absence of Corporate Law," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 5, pages 1788-1836.
  3. Heski Bar-Isaac & Guillermo Caruana & Vicente Cuñat, 2023, "Targeted Product Design," American Economic Journal: Microeconomics, American Economic Association, volume 15, issue 2, pages 157-186, May, DOI: 10.1257/mic.20200474.
  4. Edmans, Alex & Gosling, Tom & Jenter, Dirk, 2023, "CEO compensation: Evidence from the field," Journal of Financial Economics, Elsevier, volume 150, issue 3, DOI: 10.1016/j.jfineco.2023.103718.
  5. Svetlana Bryzgalova & Jiantao Huang & Christian Julliard, 2023, "Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models," Journal of Finance, American Finance Association, volume 78, issue 1, pages 487-557, February, DOI: 10.1111/jofi.13197.
  6. Julliard, Christian & Shi, Ran & Yuan, Kathy, 2023, "The spread of COVID-19 in London: Network effects and optimal lockdowns," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 2125-2154, DOI: 10.1016/j.jeconom.2023.02.012.
  7. Farboodi, Maryam & Kondor, Péter, 2023, "Cleansing by tight credit: Rational cycles and endogenous lending standards," Journal of Financial Economics, Elsevier, volume 150, issue 1, pages 46-67, DOI: 10.1016/j.jfineco.2023.07.003.
  8. Matteo Aquilina & Andreas Schrimpf & Karamfil Todorov, 2023, "CP and CDs markets: a primer," BIS Quarterly Review, Bank for International Settlements, September.
  9. Dimitri Vayanos & Paul Woolley, 2023, "Asset Management as Creator of Market Inefficiency," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 51, issue 1, pages 1-11, March, DOI: 10.1007/s11293-023-09769-6.

2022

  1. Mike Burkart & Samuel Lee, 2022, "Activism and Takeovers," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 4, pages 1868-1896.
  2. Maryam Farboodi & Péter Kondor, 2022, "Heterogeneous Global Booms and Busts," American Economic Review, American Economic Association, volume 112, issue 7, pages 2178-2212, July, DOI: 10.1257/aer.20181830.
  3. Péter Kondor & Gábor Pintér, 2022, "Clients' Connections: Measuring the Role of Private Information in Decentralized Markets," Journal of Finance, American Finance Association, volume 77, issue 1, pages 505-544, February, DOI: 10.1111/jofi.13087.
  4. Ian W. R. Martin & Dimitris Papadimitriou, 2022, "Sentiment and Speculation in a Market with Heterogeneous Beliefs," American Economic Review, American Economic Association, volume 112, issue 8, pages 2465-2517, August, DOI: 10.1257/aer.20200505.
  5. Martin, Ian W.R. & Nagel, Stefan, 2022, "Market efficiency in the age of big data," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 154-177, DOI: 10.1016/j.jfineco.2021.10.006.
  6. Chang, Jeffery (Jinfan) & Du, Huancheng & Lou, Dong & Polk, Christopher, 2022, "Ripples into waves: Trade networks, economic activity, and asset prices," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 217-238, DOI: 10.1016/j.jfineco.2021.08.005.
  7. Dong Lou & Christopher Polk, 2022, "Comomentum: Inferring Arbitrage Activity from Return Correlations," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 7, pages 3272-3302.
  8. Wenqian Huang & Karamfil Todorov, 2022, "The post-Libor world: a global view from the BIS derivatives statistics," BIS Quarterly Review, Bank for International Settlements, December.
  9. Andrea M. Buffa & Dimitri Vayanos & Paul Woolley, 2022, "Asset Management Contracts and Equilibrium Prices," Journal of Political Economy, University of Chicago Press, volume 130, issue 12, pages 3146-3201, DOI: 10.1086/720515.
  10. Juliana Salomao & Liliana Varela, 2022, "Exchange Rate Exposure and Firm Dynamics," The Review of Economic Studies, Review of Economic Studies Ltd, volume 89, issue 1, pages 481-514.

2021

  1. Mike Burkart & Amil Dasgupta, 2021, "Competition for Flow and Short-Termism in Activism," The Review of Corporate Finance Studies, Society for Financial Studies, volume 10, issue 1, pages 44-81.
  2. Dirk Jenter & Katharina Lewellen, 2021, "Performance-Induced CEO Turnover
    [The “Wall Street Walk” and shareholder activism: Exit as a form of voice]    ," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 2, pages 569-617.
  3. Denbee, Edward & Julliard, Christian & Li, Ye & Yuan, Kathy, 2021, "Network risk and key players: A structural analysis of interbank liquidity," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 831-859, DOI: 10.1016/j.jfineco.2021.05.010.
  4. Niels J. Gormsen & Ralph S. J. Koijen & Ian W. R. Martin, 2021, "Implied Dividend Volatility and Expected Growth," AEA Papers and Proceedings, American Economic Association, volume 111, pages 361-365, May, DOI: 10.1257/pandp.20211065.
  5. Can Gao & Ian W. R. Martin, 2021, "Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment," Journal of Finance, American Finance Association, volume 76, issue 6, pages 3211-3254, December, DOI: 10.1111/jofi.13068.
  6. Ian W R Martin & Robert S Pindyck, 2021, "Welfare Costs of Catastrophes: Lost Consumption and Lost Lives," The Economic Journal, Royal Economic Society, volume 131, issue 634, pages 946-969.
  7. Ian Martin, 2021, "On the Autocorrelation of the Stock Market
    [X-CAPM: An Extrapolative Capital Asset Pricing Model]    ," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 1, pages 39-52.
  8. Karamfil Todorov, 2021, "The anatomy of bond ETF arbitrage," BIS Quarterly Review, Bank for International Settlements, March.
  9. Dimitri Vayanos & Jean‐Luc Vila, 2021, "A Preferred‐Habitat Model of the Term Structure of Interest Rates," Econometrica, Econometric Society, volume 89, issue 1, pages 77-112, January, DOI: 10.3982/ECTA17440.

2020

  1. Vicente Cuñat & Mireia Giné & Maria Guadalupe, 2020, "Price and Probability: Decomposing the Takeover Effects of Anti‐Takeover Provisions," Journal of Finance, American Finance Association, volume 75, issue 5, pages 2591-2629, October, DOI: 10.1111/jofi.12908.
  2. Todorov, Karamfil, 2020, "Quantify the quantitative easing: Impact on bonds and corporate debt issuance," Journal of Financial Economics, Elsevier, volume 135, issue 2, pages 340-358, DOI: 10.1016/j.jfineco.2019.08.003.

2019

  1. Caggese, Andrea & Cuñat, Vicente & Metzger, Daniel, 2019, "Firing the wrong workers: Financing constraints and labor misallocation," Journal of Financial Economics, Elsevier, volume 133, issue 3, pages 589-607, DOI: 10.1016/j.jfineco.2017.10.008.
  2. Péter Kondor & Dimitri Vayanos, 2019, "Liquidity Risk and the Dynamics of Arbitrage Capital," Journal of Finance, American Finance Association, volume 74, issue 3, pages 1139-1173, June, DOI: 10.1111/jofi.12757.
  3. Kondor, Péter & Zawadowski, Adam, 2019, "Learning in crowded markets," Journal of Economic Theory, Elsevier, volume 184, issue C, DOI: 10.1016/j.jet.2019.08.006.
  4. Lukas Kremens & Ian Martin, 2019, "The Quanto Theory of Exchange Rates," American Economic Review, American Economic Association, volume 109, issue 3, pages 810-843, March.
  5. Ian W. R. Martin & Christian Wagner, 2019, "What Is the Expected Return on a Stock?," Journal of Finance, American Finance Association, volume 74, issue 4, pages 1887-1929, August, DOI: 10.1111/jofi.12778.
  6. Martin, Ian W. R. & Ross, Stephen A., 2019, "Notes on the yield curve," Journal of Financial Economics, Elsevier, volume 134, issue 3, pages 689-702, DOI: 10.1016/j.jfineco.2019.04.014.
  7. Lou, Dong & Polk, Christopher & Skouras, Spyros, 2019, "A tug of war: Overnight versus intraday expected returns," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 192-213, DOI: 10.1016/j.jfineco.2019.03.011.
  8. Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2019, "Financial Markets Where Traders Neglect the Informational Content of Prices," Journal of Finance, American Finance Association, volume 74, issue 1, pages 371-399, February, DOI: 10.1111/jofi.12729.

2018

  1. Vicente Cuñat & Dragana Cvijanović & Kathy Yuan, 2018, "Within-Bank Spillovers of Real Estate Shocks," The Review of Corporate Finance Studies, Society for Financial Studies, volume 7, issue 2, pages 157-193.
  2. Ana Babus & Péter Kondor, 2018, "Trading and Information Diffusion in Over‐the‐Counter Markets," Econometrica, Econometric Society, volume 86, issue 5, pages 1727-1769, September, DOI: 10.3982/ECTA12043.
  3. Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert, 2018, "An intertemporal CAPM with stochastic volatility," Journal of Financial Economics, Elsevier, volume 128, issue 2, pages 207-233, DOI: 10.1016/j.jfineco.2018.02.011.
  4. Denis Gromb & Dimitri Vayanos, 2018, "The Dynamics of Financially Constrained Arbitrage," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1713-1750, August, DOI: 10.1111/jofi.12689.
  5. Liliana Varela, 2018, "Reallocation, Competition, and Productivity: Evidence from a Financial Liberalization Episode," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 2, pages 1279-1313.

2017

  1. Anisha Ghosh & Christian Julliard & Alex P. Taylor, 2017, "What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 2, pages 442-504.
  2. Ian Martin, 2017, "What is the Expected Return on the Market?," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 1, pages 367-433.
  3. Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2017, "ESBies: safety in the tranches," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 32, issue 90, pages 175-219.
  4. Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos, 2017, "The Analytics of the Greek Crisis," NBER Macroeconomics Annual, University of Chicago Press, volume 31, issue 1, pages 1-81, DOI: 10.1086/690239.
  5. Varela, Liliana, 2017, "Sector heterogeneity and credit market imperfections in emerging markets," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 433-451, DOI: 10.1016/j.jimonfin.2016.09.006.

2016

  1. Mike Burkart & Samuel Lee, 2016, "Smart Buyers," The Review of Corporate Finance Studies, Society for Financial Studies, volume 5, issue 2, pages 239-270.
  2. Vicente Cuñat & Mireia Giné & Maria Guadalupe, 2016, "Say Pays! Shareholder Voice and Firm Performance," Review of Finance, European Finance Association, volume 20, issue 5, pages 1799-1834.
  3. Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016, "Human capital and international portfolio diversification: A reappraisal," Journal of International Economics, Elsevier, volume 99, issue S1, pages 78-96, DOI: 10.1016/j.jinteco.2015.12.007.
  4. Zhiguo He & Péter Kondor, 2016, "Inefficient Investment Waves," Econometrica, Econometric Society, volume 84, issue , pages 735-780, March.
  5. Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016, "The Sovereign-Bank Diabolic Loop and ESBies," American Economic Review, American Economic Association, volume 106, issue 5, pages 508-512, May.

2015

  1. Mike Burkart & Samuel Lee, 2015, "Signalling to Dispersed Shareholders and Corporate Control," The Review of Economic Studies, Review of Economic Studies Ltd, volume 82, issue 3, pages 922-962.
  2. Mike Burkart & Konrad Raff, 2015, "Performance Pay, CEO Dismissal, and the Dual Role of Takeovers," Review of Finance, European Finance Association, volume 19, issue 4, pages 1383-1414.
  3. Dirk Jenter & Fadi Kanaan, 2015, "CEO Turnover and Relative Performance Evaluation," Journal of Finance, American Finance Association, volume 70, issue 5, pages 2155-2184, October.
  4. Dirk Jenter & Katharina Lewellen, 2015, "CEO Preferences and Acquisitions," Journal of Finance, American Finance Association, volume 70, issue 6, pages 2813-2852, December, DOI: 10.1111/jofi.12283.
  5. Ian W. R. Martin & Robert S. Pindyck, 2015, "Averting Catastrophes: The Strange Economics of Scylla and Charybdis," American Economic Review, American Economic Association, volume 105, issue 10, pages 2947-2985, October.

2014

  1. Mike Burkart & Denis Gromb & Holger M. Mueller & Fausto Panunzi, 2014, "Legal Investor Protection and Takeovers," Journal of Finance, American Finance Association, volume 69, issue 3, pages 1129-1165, June.
  2. 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, volume 81, issue 321, pages 187-188, January.
  3. Heski Bar-Isaac & Vicente Cuñat, 2014, "Long-Term Debt and Hidden Borrowing," The Review of Corporate Finance Studies, Society for Financial Studies, volume 3, issue 1-2, pages 87-122.
  4. Kang, Namho & Kondor, Péter & Sadka, Ronnie, 2014, "Do Hedge Funds Reduce Idiosyncratic Risk?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 49, issue 4, pages 843-877, August.
  5. Kondor, Péter & Koren, Miklós & Pál, Jenő & Szeidl, Ádám, 2014, "Cégek kapcsolati hálózatainak gazdasági szerepe
    [The economic role of the networks of connections possessed by firms]    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 1341-1360.
  6. Miguel Antón & Christopher Polk, 2014, "Connected Stocks," Journal of Finance, American Finance Association, volume 69, issue 3, pages 1099-1127, June.
  7. Allen, Franklin & Vayanos, Dimitri & Vives, Xavier, 2014, "Introduction to financial economics," Journal of Economic Theory, Elsevier, volume 149, issue C, pages 1-14, DOI: 10.1016/j.jet.2013.10.007.
  8. Robin Greenwood & Dimitri Vayanos, 2014, "Bond Supply and Excess Bond Returns," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 3, pages 663-713.

2013

  1. 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, volume 25, issue 1, pages 44-54, March, DOI: j.1745-6622.2013.12005.x.
  2. 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, volume 16, issue 1, pages 177-193, January, DOI: 10.1010/j.red.2012.10.004.
  3. Valentinyi, Ákos & Kézdi, Gábor & Kondor, Péter & Benczúr, Péter & Mátyás, László, 2013, "Javaslat a magyarországi közgazdasági doktori képzés korszerűsítésére
    [Proposal for modernizing the doctoral training for economics in Hungary]    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 722-732.
  4. Ron Kaniel & Péter Kondor, 2013, "The Delegated Lucas Tree," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 4, pages 929-984.
  5. Ian Martin, 2013, "The Lucas Orchard," Econometrica, Econometric Society, volume 81, issue 1, pages 55-111, January, DOI: ECTA8446.
  6. Ian W. Martin, 2013, "Consumption-Based Asset Pricing with Higher Cumulants," The Review of Economic Studies, Review of Economic Studies Ltd, volume 80, issue 2, pages 745-773.
  7. Christopher Polk & John Y. Campbell, 2013, "Predicting asset prices," Nature, Nature, volume 504, issue 7478, pages 97-97, December, DOI: 10.1038/504097a.
  8. John Y. Campbell & Stefano Giglio & Christopher Polk, 2013, "Hard Times," The Review of Asset Pricing Studies, Society for Financial Studies, volume 3, issue 1, pages 95-132.
    • Campbell, John Y. & Giglio, Stefano & Polk, Christopher, 2013, "Hard Times," Scholarly Articles, Harvard University Department of Economics, number 12172786.
    • John Y. Campbell & Stefano Giglio & Christopher Polk, 2010, "Hard Times," NBER Working Papers, National Bureau of Economic Research, Inc, number 16222, Jul.
  9. Dimitri Vayanos & Paul Woolley, 2013, "An Institutional Theory of Momentum and Reversal," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 5, pages 1087-1145.
  10. Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013, "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 8, pages 1914-1961.

2012

  1. Berglöf, Erik & Burkart, Mike & Friebel, Guido & Paltseva, Elena, 2012, "Club-in-the-club: Reform under unanimity," Journal of Comparative Economics, Elsevier, volume 40, issue 3, pages 492-507, DOI: 10.1016/j.jce.2011.12.002.
  2. Heski Bar-Isaac & Guillermo Caruana & Vicente Cunat, 2012, "Search, Design, and Market Structure," American Economic Review, American Economic Association, volume 102, issue 2, pages 1140-1160, April.
  3. 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, volume 67, issue 5, pages 1943-1977, October, DOI: j.1540-6261.2012.01776.x.
  4. Heski Bar‐Isaac & Guillermo Caruana & Vicente Cuñat, 2012, "Information Gathering Externalities for a Multi‐Attribute Good," Journal of Industrial Economics, Wiley Blackwell, volume 60, issue 1, pages 162-185, March.
  5. Christian Julliard & Anisha Ghosh, 2012, "Can Rare Events Explain the Equity Premium Puzzle?," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 10, pages 3037-3076.
  6. Veronica Guerrieri & Peter Kondor, 2012, "Fund Managers, Career Concerns, and Asset Price Volatility," American Economic Review, American Economic Association, volume 102, issue 5, pages 1986-2017, August.
  7. Péter Kondor, 2012, "The More We Know about the Fundamental, the Less We Agree on the Price," The Review of Economic Studies, Review of Economic Studies Ltd, volume 79, issue 3, pages 1175-1207.
  8. Ian Martin, 2012, "On the Valuation of Long-Dated Assets," Journal of Political Economy, University of Chicago Press, volume 120, issue 2, pages 346-358, DOI: 10.1086/666527.
  9. Michael Joyce & David Miles & Andrew Scott & Dimitri Vayanos, 2012, "Quantitative Easing and Unconventional Monetary Policy – an Introduction," Economic Journal, Royal Economic Society, volume 122, issue 564, pages 271-288, November.
  10. Vayanos, Dimitri & Wang, Jiang, 2012, "Theories of Liquidity," Foundations and Trends(R) in Finance, now publishers, volume 6, issue 4, pages 221-317, November, DOI: 10.1561/0500000014.
  11. Dimitri Vayanos & Jiang Wang, 2012, "Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 5, pages 1339-1365.

2011

  1. At, Christian & Burkart, Mike & Lee, Samuel, 2011, "Security-voting structure and bidder screening," Journal of Financial Intermediation, Elsevier, volume 20, issue 3, pages 458-476, July.
  2. Mariassunta Giannetti & Mike Burkart & Tore Ellingsen, 2011, "What You Sell Is What You Lend? Explaining Trade Credit Contracts," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 4, pages 1261-1298.
  3. Dirk Jenter & Katharina Lewellen & Jerold B. Warner, 2011, "Security Issue Timing: What Do Managers Know, and When Do They Know It?," Journal of Finance, American Finance Association, volume 66, issue 2, pages 413-443, April.
  4. Harford, Jarrad & Jenter, Dirk & Li, Kai, 2011, "Institutional cross-holdings and their effect on acquisition decisions," Journal of Financial Economics, Elsevier, volume 99, issue 1, pages 27-39, January.
  5. David Backus & Mikhail Chernov & Ian Martin, 2011, "Disasters Implied by Equity Index Options," Journal of Finance, American Finance Association, volume 66, issue 6, pages 1969-2012, December, DOI: j.1540-6261.2011.01697.x.

2010

  1. Heski Bar‐Isaac & Guillermo Caruana & Vicente Cuñat, 2010, "Information Gathering and Marketing," Journal of Economics & Management Strategy, Wiley Blackwell, volume 19, issue 2, pages 375-401, June, DOI: 10.1111/j.1530-9134.2010.00255.x.
  2. Carola Frydman & Dirk Jenter, 2010, "CEO Compensation," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 75-102, December.
  3. Tullio Jappelli & Christian Julliard & Marco Pagano, 2010, "Households' Portfolio Diversification," STUDI ECONOMICI, FrancoAngeli Editore, volume 0, issue 100, pages 117-143.
  4. Robin Greenwood & Dimitri Vayanos, 2010, "Price Pressure in the Government Bond Market," American Economic Review, American Economic Association, volume 100, issue 2, pages 585-590, May, DOI: 10.1257/aer.100.2.585.
  5. Denis Gromb & Dimitri Vayanos, 2010, "Limits of Arbitrage," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 251-275, December.
  6. Matthew Rabin & Dimitri Vayanos, 2010, "The Gambler's and Hot-Hand Fallacies: Theory and Applications," The Review of Economic Studies, Review of Economic Studies Ltd, volume 77, issue 2, pages 730-778.
  7. Denis Gromb & Dimitri Vayanos, 2010, "A Model of Financial Market Liquidity Based on Intermediary Capital," Journal of the European Economic Association, MIT Press, volume 8, issue 2-3, pages 456-466, 04-05.

2009

  1. Vicente Cuñat, 2009, "Finance for Development: Latin America in a Comparative Perspective. By BARBARA STALLINGS with ROGERIO STUDART," Economica, London School of Economics and Political Science, volume 76, issue 301, pages 216-217, February, DOI: 10.1111/j.1468-0335.2009.00701.x.
  2. Cuñat, Vicente & Guadalupe, Maria, 2009, "Executive compensation and competition in the banking and financial sectors," Journal of Banking & Finance, Elsevier, volume 33, issue 3, pages 495-504, March.
  3. 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, volume 27, issue 2, pages 179-212, April, DOI: 10.1086/599817.
  4. Péter Kondor, 2009, "Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading," Journal of Finance, American Finance Association, volume 64, issue 2, pages 631-655, April, DOI: 10.1111/j.1540-6261.2009.01445.x.
  5. Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2009, "The Price Is (Almost) Right," Journal of Finance, American Finance Association, volume 64, issue 6, pages 2739-2782, December, DOI: 10.1111/j.1540-6261.2009.01516.x.
  6. Christopher Polk & Paola Sapienza, 2009, "The Stock Market and Corporate Investment: A Test of Catering Theory," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 1, pages 187-217, January.

2008

  1. Erik Berglof & Mike Burkart & Guido Friebel & Elena Paltseva, 2008, "Widening and Deepening: Reforming the European Union," American Economic Review, American Economic Association, volume 98, issue 2, pages 133-137, May, DOI: 10.1257/aer.98.2.133.
  2. Mike Burkart & Samuel Lee, 2008, "One Share - One Vote: the Theory," Review of Finance, European Finance Association, volume 12, issue 1, pages 1-49.
  3. Andrea Caggese & Vicente Cuñat, 2008, "Financing Constraints and Fixed-term Employment Contracts," Economic Journal, Royal Economic Society, volume 118, issue 533, pages 2013-2046, November.
  4. Markus K. Brunnermeier & Christian Julliard, 2008, "Money Illusion and Housing Frenzies," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 1, pages 135-180, January.
  5. Ian W. R. Martin, 2008, "Disasters and the Welfare Cost of Uncertainty," American Economic Review, American Economic Association, volume 98, issue 2, pages 74-78, May, DOI: 10.1257/aer.98.2.74.
  6. Dimitri Vayanos & Pierre‐Olivier Weill, 2008, "A Search‐Based Theory of the On‐the‐Run Phenomenon," Journal of Finance, American Finance Association, volume 63, issue 3, pages 1361-1398, June, DOI: 10.1111/j.1540-6261.2008.01360.x.
  7. Minh Chau & Dimitri Vayanos, 2008, "Strong-Form Efficiency with Monopolistic Insiders," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 5, pages 2275-2306, September.

2007

  1. Vicente Cuñat, 2007, "Trade Credit: Suppliers as Debt Collectors and Insurance Providers," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 2, pages 491-527.
  2. Bergman, Nittai K. & Jenter, Dirk, 2007, "Employee sentiment and stock option compensation," Journal of Financial Economics, Elsevier, volume 84, issue 3, pages 667-712, June.
  3. Vayanos, Dimitri & Wang, Tan, 2007, "Search and endogenous concentration of liquidity in asset markets," Journal of Economic Theory, Elsevier, volume 136, issue 1, pages 66-104, September.

2006

  1. Burkart, Mike & Panunzi, Fausto, 2006, "Agency conflicts, ownership concentration, and legal shareholder protection," Journal of Financial Intermediation, Elsevier, volume 15, issue 1, pages 1-31, January.
  2. Mike Burkart & Denis Gromb & Fausto Panunzi, 2006, "Minority Blocks and Takeover Premia," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 162, issue 1, pages 32-49, March.
  3. Vicente Cuñat, 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, volume 73, issue 291, pages 553-554, August, DOI: 10.1111/j.1468-0335.2006.00081_5.x.
  4. Polk, Christopher & Thompson, Samuel & Vuolteenaho, Tuomo, 2006, "Cross-sectional forecasts of the equity premium," Journal of Financial Economics, Elsevier, volume 81, issue 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, volume 3, issue 5, pages 1058-1082, September.
  2. Dirk Jenter, 2005, "Market Timing and Managerial Portfolio Decisions," Journal of Finance, American Finance Association, volume 60, issue 4, pages 1903-1949, August, DOI: 10.1111/j.1540-6261.2005.00783.x.
  3. Jonathan A. Parker & Christian Julliard, 2005, "Consumption Risk and the Cross Section of Expected Returns," Journal of Political Economy, University of Chicago Press, volume 113, issue 1, pages 185-222, February, DOI: 10.1086/426042.
  4. 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.).
  5. Sean D. Campbell & Francis X. Diebold, 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. Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2005, "Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 120, issue 2, pages 639-668.

2004

  1. Mike Burkart & Tore Ellingsen, 2004, "In-Kind Finance: A Theory of Trade Credit," American Economic Review, American Economic Association, volume 94, issue 3, pages 569-590, June, DOI: 10.1257/0002828041464579.
  2. Degeorge, Francois & Jenter, Dirk & Moel, Alberto & Tufano, Peter, 2004, "Selling company shares to reluctant employees: France Telecom's experience," Journal of Financial Economics, Elsevier, volume 71, issue 1, pages 169-202, January.

2003

  1. Mike Burkart & Fausto Panunzi & Andrei Shleifer, 2003, "Family Firms," Journal of Finance, American Finance Association, volume 58, issue 5, pages 2167-2201, October, DOI: 10.1111/1540-6261.00601.
  2. Erik Berglöf & Mike Burkart, 2003, "European takeover regulation
    [‘Efficient and inefficient sales of corporate control’]    ," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 18, issue 36, pages 171-213.
  3. Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2003, "The Value Spread," Journal of Finance, American Finance Association, volume 58, issue 2, pages 609-641, April, DOI: 10.1111/1540-6261.00539.
  4. Peter M. DeMarzo & Dimitri Vayanos & Jeffrey Zwiebel, 2003, "Persuasion Bias, Social Influence, and Unidimensional Opinions," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 118, issue 3, pages 909-968.
  5. Dimitri Vayanos, 2003, "The Decentralization of Information Processing in the Presence of Interactions," The Review of Economic Studies, Review of Economic Studies Ltd, volume 70, issue 3, pages 667-695.

2002

  1. Lamont, Owen A. & Polk, Christopher, 2002, "Does diversification destroy value? Evidence from the industry shocks," Journal of Financial Economics, Elsevier, volume 63, issue 1, pages 51-77, January.
  2. Gromb, Denis & Vayanos, Dimitri, 2002, "Equilibrium and welfare in markets with financially constrained arbitrageurs," Journal of Financial Economics, Elsevier, volume 66, issue 2-3, pages 361-407.

2001

  1. Owen A. Lamont & Christopher Polk, 2001, "The Diversification Discount: Cash Flows Versus Returns," Journal of Finance, American Finance Association, volume 56, issue 5, pages 1693-1721, October, DOI: 10.1111/0022-1082.00386.
  2. Lamont, Owen & Polk, Christopher & Saa-Requejo, Jesus, 2001, "Financial Constraints and Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 14, issue 2, pages 529-554.
  3. Dimitri Vayanos, 2001, "Strategic Trading in a Dynamic Noisy Market," Journal of Finance, American Finance Association, volume 56, issue 1, pages 131-171, February, DOI: 10.1111/0022-1082.00321.

2000

  1. Mike Burkart & Denis Gromb & Fausto Panunzi, 2000, "Agency Conflicts in Public and Negotiated Transfers of Corporate Control," Journal of Finance, American Finance Association, volume 55, issue 2, pages 647-677, April, DOI: 10.1111/0022-1082.00222.
  2. Madarász, Kristóf & Kondor, Péter, 2000, "Az elvesztett tér nyomában. Egy új könyv kapcsán az új gazdaságföldrajzról. Fujita, M.Krugman, P.Venables, A. J.: The Spatial Economy. Cities, Regions and International Trade. MIT Press, Cambridge, Mass., London, 1999, 367 oldal
    [Fujita, M.Krugman    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 475-484.

1999

  1. Vicente Cuñat, 1999, "Determinantes del plazo de endeudamiento de las empresas españolas," Investigaciones Economicas, Fundación SEPI, volume 23, issue 3, pages 351-392, September.
  2. Dimitri Vayanos, 1999, "Strategic Trading and Welfare in a Dynamic Market," The Review of Economic Studies, Review of Economic Studies Ltd, volume 66, issue 2, pages 219-254.
  3. Jean-Luc Vila & Dimitri Vayanos, 1999, "Equilibrium interest rate and liquidity premium with transaction costs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 13, issue 3, pages 509-539.

1998

  1. Mike Burkart & Denis Gromb & Fausto Panunzi, 1998, "Why Higher Takeover Premia Protect Minority Shareholders," Journal of Political Economy, University of Chicago Press, volume 106, issue 1, pages 172-204, February, DOI: 10.1086/250006.
  2. Vayanos, Dimitri, 1998, "Transaction Costs and Asset Prices: A Dynamic Equilibrium Model," The Review of Financial Studies, Society for Financial Studies, volume 11, issue 1, pages 1-58.

1997

  1. Mike Burkart & Denis Gromb & Fausto Panunzi, 1997, "Large Shareholders, Monitoring, and the Value of the Firm," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 112, issue 3, pages 693-728.

1995

  1. Burkart, Mike, 1995, "Initial Shareholdings and Overbidding in Takeover Contests," Journal of Finance, American Finance Association, volume 50, issue 5, pages 1491-1515, December.

Books

2025

  1. Matteo Aquilina & Fabian Garavito & Gaston Gelos & Ulf Lewrick & Frank Packer & Gabor Pinter & Vladyslav Sushko & Karamfil Todorov, 2025, "The transformation of the life insurance industry: systemic risks and policy challenges," BIS Papers, Bank for International Settlements, number 161, ISBN: ARRAY(0x8d62eb18).

Chapters

2026

  1. Ṣebnem Kalemli-Özcan & Liliana Varela, 2026, "Five Facts about the UIP Premium," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2026".

2024

  1. Laura Alfaro & Mauricio Calani & Liliana Varela, 2024, "Firms, currency hedging, and financial derivatives," Chapters, Edward Elgar Publishing, chapter 15, in: Guglielmo M. Caporale, "Handbook of Financial Integration".

2023

  1. Pissarides, Christopher & Meghir, Costas & Vayanos, Dimitri & Vettas, Nikolaos, 2023, "Executive summary: A Growth Strategy for the Greek Economy," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 0, "A Growth Strategy for the Greek Economy".
  2. Pissarides, Christopher & Meghir, Costas & Vayanos, Dimitri & Vettas, Nikolaos, 2023, "Main features and trends of the Greek economy," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 1, "A Growth Strategy for the Greek Economy".
  3. Pissarides, Christopher & Meghir, Costas & Vayanos, Dimitri & Vettas, Nikolaos, 2023, "Global trends and challenges," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 2, "A Growth Strategy for the Greek Economy".
  4. Pissarides, Christopher & Meghir, Costas & Vayanos, Dimitri & Vettas, Nikolaos, 2023, "Vision and goals for the Greek economy," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 3, "A Growth Strategy for the Greek Economy".
  5. Pissarides, Christopher & Meghir, Costas & Vayanos, Dimitri & Vettas, Nikolaos, 2023, "Barriers and policy proposals: The public sector," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 4, "A Growth Strategy for the Greek Economy".
  6. Pissarides, Christopher & Meghir, Costas & Vayanos, Dimitri & Vettas, Nikolaos, 2023, "Barriers and policy recommendations: Markets," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 5, "A Growth Strategy for the Greek Economy".
  7. Pissarides, Christopher & Meghir, Costas & Vayanos, Dimitri & Vettas, Nikolaos, 2023, "Sectoral priorities and interventions," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 6, "A Growth Strategy for the Greek Economy".
  8. Pissarides, Christopher & Meghir, Costas & Vayanos, Dimitri & Vettas, Nikolaos, 2023, "Final remarks: A growth strategy for the Greek economy," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 7, "A Growth Strategy for the Greek Economy".

2020

  1. Cynthia Balloch & Simeon Djankov & Juanita Gonzalez-Uribe & Dimitri Vayanos, 2020, "A restart procedure to deal with COVID-19," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 1, in: Simeon Djankov & Ugo Panizza, "COVID-19 in Developing Economies".

2016

  1. Lorenzo Bretscher & Christian Julliard & Carlo Rosa, 2016, "Human Capital and International Portfolio Diversification: A Reappraisal," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2015".
  2. Robin Greenwood & Samuel G. Hanson & Dimitri Vayanos, 2016, "Forward Guidance in the Yield Curve: Short Rates versus Bond Supply," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 2, in: Elías Albagli & Diego Saravia & Michael Woodford, "Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World".
  3. Pierre-Olivier Gourinchas & Thomas Philippon & Dimitri Vayanos, 2016, "The Analytics of the Greek Crisis," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2016, Volume 31".

2013

  1. Vayanos, Dimitri & Wang, Jiang, 2013, "Market Liquidity—Theory and Empirical Evidence ," Handbook of the Economics of Finance, Elsevier, chapter 0, in: G.M. Constantinides & M. Harris & R. M. Stulz, "Handbook of the Economics of Finance", DOI: 10.1016/B978-0-44-459406-8.00019-6.

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, Review of Economic Dynamics, number 11-37, revised .

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