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Research Highlights

Below is a collection of notable forthcoming and published papers by our Faculty in the most recognised international journals in the field.

Featured publications: American Economic Review, Econometrica, Journal of Finance, Journal of Financial Economics, Journal of Political Economy, Review of Economic Studies, Review of Financial Studies, and Quarterly Journal of Economics.

2024-5 and forthcoming

Ferreira2

, Elena S. Pikulina and Daniel Ferreira, Journal of Finance, forthcoming

 

ConstantinCharles

, Constantin Charles, Review of Financial Studies, forthcoming

 

Peng2

, Francisco Gomes, Cameron Peng, Oksana Smirnova, Ning Zhu, Journal of Financial Economics, forthcoming

 

Julliard2

, Svetlana Bryzgalova, Jiantao Huang, Christian Julliard, Journal of Finance, forthcoming

 

Martin

, John Y. Campbell, Ian W. R. Martin, American Economic Review: Insights, forthcoming

Lou

, Jiangze Bian, Zhi Da, Zhiguo He, Dong Lou, Kelly Shue, and Hao Zhou, Journal of Finance, forthcoming

 

Christopher Polk

, Thummim Cho and Christopher Polk, Journal of Finance, forthcoming

Peng2

, Ran Gu, Cameron Peng and Weilong Zhang, Review of Financial Studies, forthcoming

ConstantinCharles

, Constantin Charles, Cary Frydman, Mete Kilic, Journal of Finance, 79:4, 2473-2503

Christopher Polk

, Thummim Cho, Lukas Kremens, Dongryeol Lee and Christopher Polk, Review of Financial Studies, 37:3, 950–988

Peng2

, Zhengyang Jiang, Cameron Peng, Hongjun Yan, Journal of Financial Economics, 153, 2024, 103776

Ferreira2

, Daniel Ferreira and Radoslawa Nikolowa, Journal of Finance, 79:1, 505-540


 

2023

Jenter

, Alex Edmans, Tom Gosling, Dirk Jenter, Journal of Financial Economics, 150:3, 103718

Makarov

, Ulf Axelson and Igor Makarov, Journal of Finance, 78:6, 3099-3140

Danielsson

, Jon Danielsson, Marcela Valenzuela, Ilknur Zer, Review of Financial Studies, 36:7, 2922-2961

Burkart

, Mike Burkart, Salvatore Miglietta, Charlotte Ostergaard, Review of Financial Studies, 36:5, 1788–1836

Ferreira2

, Daniel Ferreira, Jin Li, Radoslawa Nikolowa, Review of Financial Studies, 36:4, 1364–1407

Julliard2

, Svetlana Bryzgalova, Jiantao Huang and Christian Julliard, Journal of Finance, 78:1, 487-557


 

2022

Huan Tang

, Anthony A. DeFusco, Huan Tang, Constantine Yannelis, Journal of Financial Economics, 146:3, 821-840

Vayanos2

, Andrea M. Buffa, Dimitri Vayanos, Paul Woolley, Journal of Political Economy, 130:12, 3146–3201

Kathy Yuan

, Georgy Chabakauri, Kathy Yuan, Konstantinos E Zachariadis, Review of Economic Studies, 89:5, 2445–2490

Martin

, Ian W. R. Martin, Dimitris Papadimitriou, American Economic Review, 112:8, 2465-2517

Lou-Polk

, Dong Lou and Christopher Polk, Review of Financial Studies, 35:7, 3272–3302

 

Kondor

, Maryam Farboodi, Péter Kondor, American Economic Review, 112:7, 2178-2212

Lou-Polk

, Jeffery (Jinfan) Chang, Huancheng Du, Dong Lou, Christopher Polk, Journal of Financial Economics, 145:1, 217-238

Dasgupta2

, Dragana Cvijanovic, Amil Dasgupta, Konstantinos E. Zachariadis, Journal of Financial Economics, 144:2, 433-455

Peng2

, Jingchi Liao, Cameron Peng and Ning Zhu, Review of Financial Studies, 35:4, 1682-1722

Burkart

, Mike Burkart, Samuel Lee, Review of Financial Studies, 35:4, 1868–1896

Kondor

, Péter Kondor, Gábor Pintér, Journal of Finance, 77:1, 505-544

Peng2

, Hongqi Liu, Cameron Peng, Wei A. Xiong and Wei Xiong, Journal of Financial Economics, 143:2, 716-741

Varela

, Juliana Salomao, Liliana Varela, Review of Economic Studies, 89:1, 481-514

GonzalezUribe

, Ashwini Agrawal, Juanita González-Uribe, Jimmy Martínez-Correa, Journal of Financial Economics, 143:1, 381-408

Martin

, Ian W.R. Martin, Stefan Nagel, Journal of Financial Economics, 145:1, 154-177


 

2021

Martin

, Can Gao, Ian W. R. Martin, Journal of Finance, 76:6, 3211-3254

 

Lou

, Robert Czech, Shiyang Huang, Dong Lou, Tianyu Wang, Journal of Financial Economics, 142:3, 1253-1274

 

Paravisini

, Andres Liberman, Daniel Paravisini, Vikram Pathania, Journal of Financial Economics, 142:2, 719-736

 

Paravisini

, Will Dobbie, Andres Liberman, Daniel Paravisini, Vikram Pathania, Review of Economic Studies, 88:6, 2799–2832

 

JullYuan

, Edward Denbee, Christian Julliard, Ye Li, Kathy Yuan, Journal of Financial Economics, 141:3, 831-859

 

Lou

, Huang Shiyang, Hwang Byoung-Hyoun, Dong Lou, Journal of Financial Economics, 141:2, 533-550

 

Georgy Chabakauri

, Georgy Chabakauri, Oleg Rytchkov, Journal of Financial Economics, 141:1, 195-216

Jenter

, Dirk Jenter, Katharina Lewellen, Review of Financial Studies, 34:2, 569–617

 

Zhong

, Hongda Zhong, Journal of Finance, 76:1, 267-316

 

GonzalezUribe

, Juanita González-Uribe, Santiago Reyes, Journal of Financial Economics, 139:1, 260-287

 

Vayanos2

, Dimitri Vayanos and Jean-Luc Vila, Econometrica, 89:1, 77-112

2020

Kondor

Ana Babus, Péter Kondor, Yilin Wang, Econometrica, 88:5, 2221-2228

Agrawal

, Ashwini Agrawal, Isaac Hacamo, Zhongchen Hu, Review of Financial Studies, 34:10, 4785–4831

Lou

, Huaizhi Chena, Lauren Cohen, Umit Gurun, Dong Lou, Christopher Malloy, Journal of Financial Economics, 138:1, 118-137

Vicente Cunat

Vicente Cuñat, Maria Guadalupe and Mireia Gine, Journal of Finance, 75:5, 2591-2629

Thummim Cho

, Thummim Cho, Journal of Financial Economics, 137:2, 550-570

Lopes-Cocco

, João F Cocco, Paula Lopes, Review of Economic Studies, 87:4, 1799-1836 

Makarov

Igor Makarov, Antoinette Schoar, Journal of Financial Economics, 135:2, 293-319

Georgy Chabakauri

, Georgy Chabakauri and Brandon Yueyang Han, Journal of Financial Economics,

GonzalezUribe

Juanita Gonzalez-UribeJournal of Financial Economics, 135:1, 144-168.

 

2019

Oehmke

, Chong Huang, Martin Oehmke and Hongda Zhong,  Review of Financial Studies, 32:11, 4447-4500

Georgy Chabakauri

, Suleyman Basak, Georgy Chabakauri, M. Deniz Yavuz, Review of Financial Studies, 32:12, 4905–4946

Martin

 Ian Martin and Steve Ross, Journal of Financial Economics, 134:3, 689-702

Martin

 Ian Martin and Christian Wagner, Journal of Finance, 74:4, 1887-1929

Vicente Cunat

 Andrea Caggese, Vicente Cuñat and Daniel Metzger, Journal of Financial Economics, 133:3, 589-607

Oehmke

Martin Oehmke and Patrick Bolton, Review of Financial Studies, 32:6, 2384–2421

Kondor-Vayanos

Peter Kondor and Dimitri VayanosJournal of Finance, 74:3, 1139-1173

Lou-Polk

Dong LouChristopher Polk and Spyros Skouros, Journal of Financial Economics, 134, 192-213. 

Vayanos2

, Erik Eyster, Matthew Rabin and Dimitri Vayanos, Journal of Finance, 74:1, 371-399.

Martin

, Ian Martin and Lukas Kremens, American Economic Review, 109:3, 810-843.

 

2018

Xu

, Alex Edmans, Luis Goncalves-Pinto, Moqi Groen-Xu, Yanbo Wang, Review of Financial Studies, 31:11, 4099–4141.

Bretscher

, Lorenzo Bretscher, Lukas Schmid, Andrea Vedolin, Review of Financial Studies, 31:8, 3019–3060

 

Ferreira2

, Daniel Ferreira, Miguel Ferreira, Beatriz Mariano, Journal of Finance, 75:5, 2385-2423.

Vayanos2

, Denis Gromb and Dimitri Vayanos, Journal of Finance, 73:4, 1713-1750.

Paravisini

, A. Hertzberg , A. Liberman and Daniel Paravisini, Review of Financial Studies, 31:9, 3532 - 3567.

GonzalezUribe

, Juanita Gonzalez-Uribe and Michael Leatherbee, Review of Financial Studies, 31:4, 1586-1603.

Michela Verardo

, Hao Jiang and Michela Verardo, Journal of Finance, 73 (5), 2229-2269

Christopher Polk

John Y. Campbell, Stefano Giglio, Christopher Polk and Robert Turley, Journal of Financial Economics, 2018, 128, 207-233. ISSN 0304-405X

Danielsson

, Jon Danielsson, Marcela Valenzuela, and Ilknur Zer, Review of Financial Studies, 31 (7),  2018, 2774–2805

Anderson

, Ronald W. Anderson, M. Cecilia Bustamante, Stéphane Guibaud, Mihail Zervos, Journal of Finance, 73 (1), 419-464

Kondor

, Ana Babus, Peter Kondor, Econometrica, 86 (5), 1727-1769

 

2017

Vedolin

, Philippe Mueller, Andreas Stathopoulos, Andrea Vedolin, Journal of Financial Economics, 126:2, 270-299

 

Oehmke

  Martin Oehmke and Adam Zawadowski, Review of Financial Studies, 2017, 30 (1), 80-119, ISSN 0893-9454

Paravisini

, Raymond Fisman, Daniel Paravisini and Vikrant Vig American Economic Review, 2017, 107 (2), 457-492. ISSN 0002-8282

Vedolin

, Philippe Mueller, Alireza Tahbaz-Salehi, Andrea Vedolin, Journal of Finance, 72:3, 1213-1252

 

Julliard2

, Anisha Ghosh, Christian Julliard and Alex Taylor, Review of Financial Studies, 2016, 30 (2), 442-504

Martin

Ian MartinQuarterly Journal of Economics, 2017; 132 (1), 367-433. doi: 10.1093/qje/qjw034

Kathy Yuan

, Emre Ozdenoren,  and Kathy YuanReview of Economic Studies, 2017, 84 (4), 789-1817, ISSN 0034-6527

2016

Zhong

, Philip Bond and Hongda Zhong, Review of Financial Studies, 2016, 29 (6), 1409-1452

Lou

, Huaizhi Chen, Lauren Cohen, Dong Lou, Review of Financial Studies, 2016, 29 (12), 3354-3393

 

Dasgupta

, Dragana Cvijanovic, Amil Dasgupta and Konstantinos Zachariadis, Journal of Finance, 2016, 71, 2933–2966

Vedolin

, Aytek Malkhozov, Philippe Mueller, Andrea Vedolin and Gyuri Venter, Review of Financial Studies, 2016, 29 (5), 1220-1253

Agrawal

", Ashwini Agrawal and Prasanna Tambe, Review of Financial Studies, 2016, 29 (9), 2455-2489

 

Kondor

, Zhiguo He and Peter Kondor, Econometrica, 2016, 84 (2), 735-780

2015

Burkart

, Mike Burkart and Samuel Lee, Review of Economic Studies, 2015, 82 (3), 922-962. ISSN 0034-6527

Dasgupta

, Amil Dasgupta and Giorgia Piacentino, Journal of Finance, 2015, 70 (6), 2853–2896

Jenter

, Dirk Jenter and Katharina Lewellen, Journal of Finance, 2015, 70 (6), 2813–2852

Martin

, Ian Martin and Robert Pindyck, American Economic Review, 2015, 105 (10), 2947-85

Ulf Axelson

, Ulf Axelson and Philip Bond, Journal of Finance, 2015, 70 (5), 1949-1996

Makarov

, Igor Makarov and Guillaume Plantin, Journal of Finance, 2015, 70 (3), 925–962

Bustamante

, Maria Cecilia Bustamante, Review of Financial Studies, 2015, 28 (2), 297- 341 

Paravisini

, Daniel Paravisini Veronica Rappoport Philipp Schnabl Daniel Wolfenzon, Review of Economic Studies, 2015, 82 (1), 333-359

2014

Christopher Polk

, Miguel Anton and Christopher Polk, Journal of Finance, 69, 1099–1127 ()

Lou

, Dong Lou, Review of Financial Studies, 27 (6), 1797-1829

Vayanos

, Robin Greenwood and Dimitri Vayanos, Review of Financial Studies, 27 (3), 663 - 713

Burkart

, Mike Burkart, Denis Gromb, Holger M. Mueller, and Fausto Panunzi, Journal of Finance, 69 (3), 1129-1164

Vedolin

, Andrea Buraschi, Fabio Trojani and Andrea Vedolin, Journal of Finance, 69 (1), 101-137

Ferreira

,D. Ferreira, G. Manso and A. Silva, Review of Financial Studies, 27 (1), 256-300

2013

Georgy Chabakauri

, G. Chabakauri,, Review of Financial Studies, 26 (12), 3104-3141

Tamoni

, F. Ortu, A. Tamoni and C. Tebaldi, Review of Financial Studies, 26 (11), 2876-2915

Ulf Axelson

, U. Axelson, T. Jenkinson, P. Strömberg, and M. Weisbach, Journal of Finance, 68 (6), 2223–2267

Vayanos

, S. Guibaud, Y. Nosbusch and , Review of Financial Studies, 26 (8), 1914-1961

Lou

, Dong Lou, Hongjun Yan and Jinfan Zhang, Review of Financial Studies, 26 (8), 1891-1912

Yuan

, Goldstein, Itay, Emre, Ozdenoren and K. Yuan, Journal of Financial Economics, 109 (2), 566–582

Makarov

, Mikhail Chernov, Alexander S. Gorbenko, Igor Makarov, Review of Financial Studies, 26:3, 768–805

Vayanos

, D. Vayanos and P. Woolley, Review of Financial Studies, 26 (5), 1087-1145

Favilukis

, J. Favilukis, Journal of Financial Economics, 107 (3), 740-759

2012

Lou

, D. Lou, Review of Financial Studies, 25 (12), 3457-3489

Mueller

, M. Chernov and P. Mueller, Journal of Financial Economics, 106 (2), 367-394

Julliard

, C. Julliard and A. Ghosh, Review of Financial Studies, 25 (10), 3037-3076

Cunat

, V. Cunat, M. Guadalupe, and M. Gine, Journal of Finance, 67 (5), 1943-1977

Michela Verardo

, Michela Verardo and Andrew Patton, Review of Financial Studies, 25 (9), 2789-2839

Lou

, L. Cohen and D. Lou, Journal of Financial Economics, 104 (2), 383-400

Georgy Chabakauri

, Suleyman Basak, Georgy Chabakauri, Review of Financial Studies, 25:6, 1845–1896

 

Anderson

, R. Anderson and A. Carverhill, Review of Financial Studies, 25:3, 797-837

Cunat

, H. Bar-Isaac, V. Cunat, and G. Caruana, American Economic Review, 102:2, 1140-1160

Vayanos

, D. Vayanos and J. Wang, Review of Financial Studies, 25:5, 1339–1365

2011

Ferreira

, D. Ferreira, M. Ferreira, and C. Raposo, Journal of Financial Economics, 2011

Martin

, D. Backus, M. Chernov, and I. Martin, Journal of Finance, 2011

Dasgupta

, A. Dasgupta, A.Prat, and M. Verardo, Journal of Finance, 2011

Yuan

, I. Goldstein, K. Yuan, and E. Ozdenoren, Review of Economic Studies, 2011

Michela Verardo

, A. Dasgupta, A.Prat, and M. Verardo, Review of Financial Studies, 2011

2010

Georgy Chabakauri

, S. Basak and G. Chabakauri, Review of Financial Studies, 23:8, 2970–3016

Christopher Polk

, J. Campbell, C. Polk, and T. Vuolteenaho, Review of Financial Studies, 23:1, 305-344

Vayanos

, M. Rabin and D. Vayanos, Review of Economic Studies, 77:2, 730-778

Ferreira

, R. Adams and D. Ferreira, Review of Economic Studies, 77:3, 882-913

Vayanos

, Robin Greenwood, Dimitri Vayanos, American Economic Review, 100:2, 585-590

 

Antoine Faure-Grimaud

, Patrick Bolton, Antoine Faure-Grimaud, Review of Economic Studies, 77:3, 937–971

 

Contact us

Telephone

Telephone +44 (0)20 7955 7736

Fax +44 (0)20 7242 1394

Email

General enquiries finance@lse.ac.uk

Address

Department of Finance, Old Building, London School of Economics and Political Science, Houghton Street, London WC2A 2AE

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