When Variance Risk Has Two Prices: Evidence from the Equity and Option Markets

Aytek Malkhozov

Misspecified Recovery

Jose Scheinkman

Single stock circuit breakers on the London Stock Exchange: Do they improve subsequent market quality?

James Brugler

Information Aggregation in a Competitive Economy

Rohit Rahi

Need for Speed: An Empirical Analysis of Hard and Soft Information in a High Frequency World

Sarah Zhang

Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties

Albert J. Menkveld

Macroprudential oversight, risk communication and visualizations

Peter Sarlin

A model of investment subject to financing constraints

Alistair Milne

Prime Broker-Level Comovement in Hedge Fund Returns: Information or Contagion?

Byoung Uk Kang

Sovereign, Bank and Insurance Credit Spreads: Connectedness and System Networks

Loriana Pelizzon

Mark-to-Market Accounting and Systemic Risk: Evidence from the Insurance Industry

Andrew Ellul

A network analysis of the E-mid interbank market: implications for financial stability

Giulia Iori

From evolving to temporal networks: the impact on spreading

Claudio Tessone

Taking uncertainty seriously: simplicity versus complexity in financial regulation

Sujit Kapadia

Distress and systemic risk in financial networks

Stefano Battiston