Kevin R. James

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

Research Fellow

Houghton St

London

United Kingdom

SCHOLARLY PAPERS

8

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3,723

SSRN CITATIONS
Rank 24,371

SSRN RANKINGS

Top 24,371

in Total Papers Citations

36

CROSSREF CITATIONS

14

Scholarly Papers (8)

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 1,440 (25,422)
Citation 23

Abstract:

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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 700 (69,792)
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 578 (88,899)
Citation 1

Abstract:

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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
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 361 (155,603)
Citation 9

Abstract:

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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 341 (165,001)
Citation 9

Abstract:

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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 303 (187,000)

Abstract:

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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

Abstract:

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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

Abstract:

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