Title | Authors | Year | JEL Codes |
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The Effect of Stock Splits on Liquidity in a Dynamic Model | Hafner, C. M., Linton, O. B., Wang, L. | [2024] | C12 C14 G14 G32 |
Green Transmission: Monetary Policy in the Age of ESG | Patozi, A.
| [2023] | E52 G12 G14 G30 |
The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets | Bachmair, K. | [2023] | G13 G14 G18 G28 |
Political markets as equity price factors | Auld, T. | [2022] | C38 C51 D72 G12 G14 G15 |
Betting and financial markets are cointegrated on election night | Auld, T. | [2022] | C51 D72 G12 G14 G15 |
Non-Standard Errors | Menkveld, A., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Neusüss, S., Razen, M., Weitzel, U., Linton, O.
| [2021] | A14 C10 C12 C59 C90 G14 G40 |
Modelling Demand for ESG | Ahmed, M. F., Gao, Y. and Satchell, S. | [2020] | G11 G12 G14 G23 G34 |
Common Short Selling and Excess Comovement: Evidence from a Sample of LSE Stocks | Geraci, M. V., Gnabo, J-Y. and Veredas, D.
| [2020] | G11 G12 G14 |
Behavioural Finance at Home: Testing Deviations of House Prices from their Fundamental Values | Lake, A. | [2020] | G14 R31 G40 E32 D84 |
Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market | Corsetti, G., Lafarguette, R. and Mehl, A. | [2019] | F31 G14 G15 |
Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing | Lloyd, S. P. | [2017] | E32 E43 E44 E52 E58 G12 G14 |
Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes | Pesaran, Hashem. and Johnsson. Ida. | [2016] | C83 D84 G12 G14 |
Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels | Crowley, M. A., Meng, N. and Song, H. | [2015] | F12 F13 G10 G14 |
Asset price manipulation with several traders | Walther, A. | [2012] | D80 D82 G10 G14 |
Predictability of Asset Returns and the Efficient Market Hypothesis | Pesaran, M. H. | [2010] | G12 G14 |
Impacts of Personality on Herding in Financial Decision-Making | Baddeley, M., Burke, C., Schultz, W. and Tobler, P. | [2010] | D03 D81 C92 G14 |