Millo, Yuval


Mr Yuval Millo  

Department

Position held

Department of Accounting

ESRC Postdoctoral Research Fellow

Experience keywords:

economic sociology; sociology of science and technology; mathematical risk management; options; derivatives market; financial markets regulation

Research summary > [Click to expand]

Yuval is currently examining the historical sociology of financial derivatives markets, especially regulatory aspects, and, more generally, social aspects of financial risk today. Yuval's research perspective analyses the interplay between regulation and entrepreneurship in financial markets while concentrating on the part that technology plays in the social shaping of these markets. Among the issues Yuval studies are: the development of some of the pioneering markets for financial derivatives (CBOE, CME), the ways in which mathematical models were incorporated into both the markets' infrastructure (e.g. clearing and settlement systems) and into regulatory mechanisms, and the challenges that the state-based financial regulation systems face in the global market environment.

Languages:

Hebrew [Spoken: Fluent, Written: Fluent]

Media experience:

RadioTV

Contact Points

LSE phone number:

+44 (0)20 7955 7315

Publications

The following references are sourced from LSE Research Online|. References that are linked lead to the full text.

2012

MacKenzie, Donald and Beunza, Daniel and Millo, Yuval and Pardo-Guerra, Juan Pablo (2012) Drilling through the Allegheny mountains: liquidity, materiality and high-frequency trading. Journal of cultural economy, 5 (3). pp. 279-296. ISSN 1753-0350

Millo, Yuval (2012) Dangerous connections: hedge fund managers’ over-reliance on trusted networks expose them to financial risk. Blog post from London School of Economics & Political Science

Horton, Joanne and Millo, Yuval and Serafeim, George (2012) Resources or power?: implications of social networks on compensation and firm performance. Journal of business finance & accounting, 39 (3-4). pp. 399-426. ISSN 0306-686X

2010

Simon, Jan and Millo, Yuval and Engel, Ofer and Kellard , Neil (2010) Close connections: hedge funds, brokers and the emergence of a consensus trade. Department of Accounting, London School of Economics and Political Science, London, UK

Pardo-Guerra, Juan Pablo and Beunza, Daniel and Millo, Yuval and MacKenzie, Donald (2010) Impersonal efficiency and the dangers of a fully automated securities exchange. Foresight, London, UK

2009

Millo, Yuval and MacKenzie, Donald (2009) The usefulness of inaccurate models: financial risk management "in the wild". Journal of risk model validation, 3 (1). pp. 23-49. ISSN 1753-9579

2007

Millo, Yuval and Muniesa, Fabian and Callon, Michel, (eds.) (2007) Market devices. Blackwell, Malden. ISBN 140517028X

Millo, Yuval (2007) From green fields to green felt tables and back: the origin of index-based derivatives. CARR Discussion Papers, DP 44. Centre for Analysis of Risk and Regulation, London School of Economics and Political Science, London, UK

2006

Lezaun, Javier and Millo, Yuval (2006) Regulatory experiments: genetically modified crops and financial derivatives on trial. Science and public policy, 33 (3). pp. 179-190. ISSN 0302-3427

2005

Lezaun, Javier and Millo, Yuval (2005) Regulatory experiments: putting GM crops and financial markets on trial. CARR Discussion Papers, DP 30. Centre for Analysis of Risk and Regulation, London School of Economics and Political Science, London, UK

Millo, Yuval and Muniesa, Fabian and Panourgias, Nikiforos S. and Scott, S.V. (2005) Organised detachment: clearinghouse mechanisms in financial markets. Information and organization, 15 (3). pp. 229-246. ISSN 1471-7727

2004

Holzer, Boris and Millo, Yuval (2004) From risks to second-order dangers in financial markets: unintended consequences of risk management systems. CARR Discussion Papers, DP 29. Centre for Analysis of Risk and Regulation, London School of Economics and Political Science, London, UK

Millo, Yuval (2004) Creation of a market network: the regulatory approval of Chicago Board Options Exchange (CBOE). CARR Discussion Papers, DP 23. Centre for Analysis of Risk and Regulation, London School of Economics and Political Science, London, UK

2003

MacKenzie, Donald and Millo, Yuval (2003) Constructing a market, performing theory: the historical sociology of a financial derivatives exchange. American journal of sociology, 109 (1). pp. 107-145. ISSN 0002-9602

LSE Research Online is the primary resource for references to publications. For queries or updates please email the LSE Research Online team at lseresearchonline@lse.ac.uk|.

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