Kevin R. James

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

Research Fellow

Houghton St

London

United Kingdom

SCHOLARLY PAPERS

7

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2,249

SSRN CITATIONS
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SSRN RANKINGS

Top 26,740

in Total Papers Citations

20

CROSSREF CITATIONS

15

Scholarly Papers (7)

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
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 1,176 (22,255)
Citation 23

Abstract:

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

2.

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 424 (86,484)

Abstract:

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

3.

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
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 294 (130,671)
Citation 6

Abstract:

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Systemic risk, macroprudential policy, financial stability, risk management

4.

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 250 (153,035)
Citation 9

Abstract:

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

5.

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 105 (316,004)

Abstract:

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Brexit, Post-Brexit, Financial Regulation

6.

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
affiliation not provided to SSRN and London School of Economics & Political Science (LSE) - Systemic Risk Centre

Abstract:

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

7.

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

Abstract:

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