Kevin R. James

London School of Economics & Political Science (LSE) - Systemic Risk Centre

Research Fellow

Houghton St

London

United Kingdom

  • London School of Economics & Political Science (LSE) - Systemic Risk Centre

SCHOLARLY PAPERS

8

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SSRN CITATIONS
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Top 23,959

in Total Papers Citations

36

CROSSREF CITATIONS

14

Scholarly Papers (8)

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1.

Model Risk of Risk Models

Journal of Financial Stability, Forthcoming, FEDS Working Paper No. 2014-34
Number of pages: 33 Posted: 18 Apr 2014 Last Revised: 01 Jun 2017
Jon Danielsson, Kevin R. James, Marcela Valenzuela and Ilknur Zer
London School of Economics - Systemic Risk Centre, London School of Economics & Political Science (LSE) - Systemic Risk Centre, Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System
Downloads 1,428 (25,326)
Citation 23

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Value-at-Risk, systemic risk, CoVaR, MES, financial stability, Basel III

2.

Ideas, Idea Processing, and TFP Growth in the US: 1899 to 2019

Number of pages: 67 Posted: 29 Jul 2022
Kevin R. James, Akshay Kotak and Dimitrios P. Tsomocos
London School of Economics & Political Science (LSE) - Systemic Risk Centre, Systemic Risk Centre, LSE and University of Oxford - Said Business School and St. Edmund Hall
Downloads 697 (69,161)
Citation 1

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Innovation, Financial Market Effectiveness, Endogenous Growth, Total Factor Productivity

3.

The Efficient IPO Market Hypothesis: Theory and Evidence

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 63 Posted: 27 Jan 2019 Last Revised: 25 Jun 2019
Kevin R. James and Marcela Valenzuela
London School of Economics & Political Science (LSE) - Systemic Risk Centre and Pontificia Universidad Católica de Chile
Downloads 576 (88,082)
Citation 1

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Initial Public Offerings, Underwriters, IPO Underpricing, Efficient Markets Hypothesis

4.

Can We Prove a Bank Guilty of Creating Systemic Risk? A Minority Report

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 27 Posted: 19 Nov 2015 Last Revised: 16 Feb 2016
Jon Danielsson, Kevin R. James, Marcela Valenzuela and Ilknur Zer
London School of Economics - Systemic Risk Centre, London School of Economics & Political Science (LSE) - Systemic Risk Centre, Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System
Downloads 359 (154,048)
Citation 9

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Systemic risk, macroprudential policy, financial stability, risk management

5.

The Price of Retail Investing in the UK

Financial Services Authority Occasional Paper 6
Number of pages: 76 Posted: 17 Oct 2003
Kevin R. James
London School of Economics & Political Science (LSE) - Systemic Risk Centre
Downloads 340 (163,430)
Citation 9

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Retail investors, Financial Services Authority, Comparative tables, investment funds

6.

Rebooting UK Financial Regulation for a Post-Brexit World - A Conference Summary

LSE Law - Policy Briefing Paper No. 45
Number of pages: 12 Posted: 08 Jun 2021 Last Revised: 17 Jun 2021
Anamika Ahir and Kevin R. James
London School of Economics & Political Science (LSE) and London School of Economics & Political Science (LSE) - Systemic Risk Centre
Downloads 301 (185,975)

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Brexit, Post-Brexit, Financial Regulation

7.

IPO Pricing and Share Allocation: The Importance of Being Ignorant

Journal of Finance, Vol. 63, No. 1, February 2008
Posted: 14 Apr 2011
Céline Gondat-Larralde and Kevin R. James
Bank of England, Centre for Central Banking Studies and London School of Economics & Political Science (LSE) - Systemic Risk Centre

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Initial public offerings, underpricing, book-building, asymmetric information, investment banking

8.

No Fable this: A Theory of Esops

Posted: 31 Oct 2000
Paul Clyde and Kevin R. James
University of Michigan, Stephen M. Ross School of Business and London School of Economics & Political Science (LSE) - Systemic Risk Centre

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