"Systemic risk in clearing houses: Evidence from the European repo market."

Boissel, Charles, Francois Derrien, Evren Ors, and David Thesmar. Journal of Financial Economics Vol. 125, No. 3 (2017): 511-536. Download Paper.

"Banking Integration and House Price Comovement."

Landier, Augustin, David Alexandre Sraer and David Thesmar. Journal of Financial Economics Vol. 125, No. 1 (2017): 1-25. Download Paper.

"The Excess Returns of 'Quality' Stocks: A Behavioral Anomaly."

Bouchaud, Jean-Philippe, Stefano Ciliberti, Augustin Landier, Guillaume Simon, and David Thesmar. Journal of Investment Strategies Vol. 5, No. 3 (2016): 51-61. Download Paper.

"The Sovereign-Bank Diabolic Loop and ESBies."

Brunnermeier, Markus K., Luis Garicano, Philip R. Lane, Marco Pagano, Ricardo Reis, Tano Santos, David Thesmar, Stijn Van Nieuwerburgh, and Dimitri Vayanos. American Economic Review Vol. 106, No. 5 (2016): 508-512. Download Paper.

"The WACC Fallacy: The Real Effects of Using a Unique Discount Rate."

Kruger, Philipp, Augustin Landier, and David Thesmar. Journal of Finance Vol. 70, No. 3 (2015): 1253-1285.

"Vulnerable Banks."

Greenwood, Robin, Augustin Landier and David Thesmard. Journal of Financial Economics Vol. 115, No. 3 (2015): 471-485. Download Paper.