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Latest News
![Dimitri Vayanos](/sites/default/files/styles/630x420_news_cover/public/2024-06/LSE_CONFERENCE_LIBRARY_19MAY23_high_1G4A8409.jpg?h=163aa8b3&itok=4aqmuzxA)
Swiss Finance Institute Outstanding Paper Award 2024 for paper co-authored by Dimitri Vayanos
05/06/2024
David Webb receives the inaugural Denis Gromb Award for Outstanding Citizenship in Financial Economics
05/06/2024
![Daniel Paravisini](/sites/default/files/styles/305x100_news_cover/public/2024-04/Paravisini%201024x1540_0.jpg?h=e0304a5f&itok=1yNzen6w)
Daniel Paravisini wins Brattle Group First Prize
22/04/2024
![Dirk Jenter](/sites/default/files/styles/305x100_news_cover/public/2024-03/Screenshot%20Dirk%20CEO%20Pay%20Video_0.png?h=b65d8703&itok=rX_XjsiQ)
Professor Dirk Jenter's research into CEO compensation
06/03/2024
Charles Goodhart interview for South Korean knowledge-sharing platform
05/03/2024
Latest Publications
Latent fragility: Conditioning banks' joint probability of default on the financial cycle
Journal of International Money and Finance, 146, 103107
Investor Memory and Biased Beliefs: Evidence from the Field
We survey a large representative sample of retail investors in China to elicit their memories of stock market investment and return expectations. We...
DP 912
High-frequency trading in the stock market and the costs of options market making
Journal of Financial Economics, 159, 103900
The Law of Small Numbers in Financial Markets: Theory and Evidence
We build a model of the law of small numbers (LSN)—the incorrect belief that even small samples represent the properties of the underlying population...
DP 911