Kevin R. James

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

Research Fellow

Houghton St

London

United Kingdom

SCHOLARLY PAPERS

6

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SSRN CITATIONS
Rank 34,040

SSRN RANKINGS

Top 34,040

in Total Papers Citations

4

CROSSREF CITATIONS

15

Scholarly Papers (6)

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 1,068 (20,749)
Citation 13

Abstract:

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

2.

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 245 (131,237)
Citation 1

Abstract:

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Systemic risk, macroprudential policy, financial stability, risk management

3.

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 222 (144,478)
Citation 7

Abstract:

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

4.

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 147 (208,600)

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

5.

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

6.

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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