Administrative contact: Liz Mincin, e.c.mincin@lse.ac.uk
Empirical Asset Pricing
Behavioural Finance
We use granular data covering regulated (brokerage-financed) and unregulated (shadow-financed) margin trading during the 2015 market turmoil in China...
An intriguing observation in the US mutual fund industry is that most equity funds do not short sell, even though virtually all regulatory...
Using comprehensive administrative data from the UK, we examine trading by different investor types in government bond markets. Our sample covers...
Journal of Financial Economics, 134 (1), 192-213.
We study the effect of superstar firms on an important human capital decision – college students’ choice of major. Past salient, extreme events in an...
We decompose the abnormal profits associated with well-known patterns in the cross-section of expected returns into their overnight and intraday...
