London, London WC2A 2AE
London School of Economics & Political Science (LSE) - Department of Finance
in Total Papers Downloads
in Total Papers Citations
Behavioral Finance, Mood, Lunar Effect, Stock Return, Market Efficiency
crises, contagion, limits to arbitrage
asymmetric information, rational expectations, learning from prices, contingent claims, derivative securities
Feedback effects, coordination, strategic uncertainty, global games, Grossman-Stiglitz, asymmetric information, heterogenous information, multiple equilibria
Trading constraints, information asymmetry, REE, bubbles, crashes, shortsales constraints, borrowing constraints
Coordination, Asset price, Feedback, Excess Volatility
Banks, Real Estate, Contagion, Crisis, Regulatory Capital
Liquidity, benchmark, sovereign bond, corporate bond, emerging market
Performance Metric, Portfolio Variance-Covariance matrix, Portfolio Beliefs, Belief Accuracy Index (SBAI and BAI)
Liquidity, benchmark, information Asymmetry,
Optimal Contract, Stock Market Tournament, Beauty Contest, Excess (Insufficient) Effort, Excessive (Insufficient) Systematic Risk-taking, Boom and Bust, Financial Crisis
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP7652.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Coordination, Financial markets, Heterogenous Information, Learning, Liquidity
File name: DP7651.
Coordination, Currency attacks, Feedback effects, Financial markets, Global games, Heterogenous information, Strategic complementarities
Liquidity, Interbank Market, Network, Systemic Risk, Strategic Complementarity, Amplification Mechanism
File name: DP10052.
boom-bust effort exertion, contractual externalities, relative and absolute performance contracts, risk taking
File name: DP9000.
Contractual Externalities, Excessive Risk-Taking, Insuffi cient Risk-Taking, Stock-Based Incentives
G10, G12, G14
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.563 seconds