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Annual Review of Financial Economics

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Viewing: 1 - 50 of 188 papers

1.

Commercial Real Estate as an Asset Class

Annual Review of Financial Economics, Vol. 11, pp. 153-171, 2019
Posted: 12 Jan 2020
Accepted Paper Series
Andra C. Ghent, Rossen I. Valkanov and Walter N. Torous
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of California, San Diego (UCSD) - Rady School of Management and Massachusetts Institute of Technology
2.

Debt Covenants and Corporate Governance

Annual Review of Financial Economics, Vol. 11, pp. 197-219, 2019
Posted: 12 Jan 2020
Accepted Paper Series
Sudheer Chava, Shunlan Fang, Praveen Kumar and Saumya Prabhat
Georgia Institute of Technology - Scheller College of Business, Kent State University, University of Houston - Department of Finance and Federal Home Loan Mortgage Corporation (FHLMC)
3.

Direct versus Iterated Multiperiod Volatility Forecasts

Annual Review of Financial Economics, Vol. 11, pp. 173-195, 2019
Posted: 12 Jan 2020
Accepted Paper Series
Eric Ghysels, Alberto Plazzi, Rossen I. Valkanov, Antonio Rubia Serrano and Asad Dossani
University of North Carolina Kenan-Flagler Business School, Swiss Finance Institute, University of California, San Diego (UCSD) - Rady School of Management, University of Alicante, Department of Financial Economics and Colorado State University, Fort Collins - College of Business
4.

Measuring the Cost of Bailouts

Annual Review of Financial Economics, Vol. 11, pp. 85-108, 2019
Posted: 12 Jan 2020
Accepted Paper Series
Deborah Lucas
Massachusetts Institute of Technology (MIT) - Sloan School of Management
5.

The Household Finance Landscape in Emerging Economies

Annual Review of Financial Economics, Vol. 11, pp. 109-129, 2019
Posted: 12 Jan 2020
Accepted Paper Series
C. Badarinza, V. Balasubramaniam and T. Ramadorai
National University of Singapore (NUS) - Department of Real Estate, Queen Mary University of London and Imperial College London
6.

A Review of China's Institutions

Annual Review of Financial Economics, Vol. 11, pp. 39-64, 2019
Posted: 12 Jan 2020
Accepted Paper Series
Franklin Allen, Jun Qian and Meijun Qian
Imperial College London, Fanhai International School of Finance, Fudan University and Australian National University (ANU) - College of Business and Economics

Multiple version iconThere are 2 versions of this paper

7.

Digital Disruption in Banking

Annual Review of Financial Economics, Vol. 11, pp. 243-272, 2019
Posted: 12 Jan 2020
Accepted Paper Series
Xavier Vives
University of Navarra - IESE Business School
8.

Municipal Bond Markets

Annual Review of Financial Economics, Vol. 11, pp. 65-84, 2019
Posted: 12 Jan 2020
Accepted Paper Series
Dario Cestau, Burton Hollifield, Dan Li and Norman Schürhoff
IE Business School, IE University, Carnegie Mellon University - David A. Tepper School of Business, Federal Reserve Board and University of Lausanne

Multiple version iconThere are 3 versions of this paper

9.

Risk Adjustment in Private Equity Returns

Annual Review of Financial Economics, Vol. 11, pp. 131-152, 2019
Posted: 12 Jan 2020
Accepted Paper Series
Arthur G. Korteweg
University of Southern California - Marshall School of Business

Multiple version iconThere are 2 versions of this paper

10.

Robert C. Merton and the Science of Finance

Annual Review of Financial Economics, Vol. 11, pp. 1-20, 2019
Posted: 12 Jan 2020
Accepted Paper Series
Zvi Bodie
Boston University - Department of Finance & Economics

Multiple version iconThere are 2 versions of this paper

11.

Technological Innovation, Intangible Capital, and Asset Prices

Annual Review of Financial Economics, Vol. 11, pp. 221-242, 2019
Posted: 12 Jan 2020
Accepted Paper Series
Leonid Kogan and Dimitris Papanikolaou
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Northwestern University - Kellogg School of Management - Department of Finance
12.

The Anatomy of Distressed Debt Markets

Annual Review of Financial Economics, Vol. 11, pp. 21-37, 2019
Posted: 12 Jan 2020
Accepted Paper Series
Edward I. Altman and Robert Benhenni
New York University (NYU) - Salomon Center and New York University (NYU) - Salomon Center

Multiple version iconThere are 2 versions of this paper

13.

Capital Reallocation

Annual Review of Financial Economics, Vol. 10, pp. 361-386, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Andrea L. Eisfeldt and Yu Shi
UCLA Anderson School of Management and UCLA Anderson School of Management

Multiple version iconThere are 3 versions of this paper

14.

Capital Structure and a Firm's Workforce

Annual Review of Financial Economics, Vol. 10, pp. 387-412, 2018
Posted: 08 Nov 2018
Accepted Paper Series
David A. Matsa
Northwestern University - Kellogg School of Management

Multiple version iconThere are 2 versions of this paper

15.

Common-Ownership Concentration and Corporate Conduct

Annual Review of Financial Economics, Vol. 10, pp. 413-448, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Martin C. Schmalz
University of Oxford - Finance

Multiple version iconThere are 3 versions of this paper

16.

Liquidity, Leverage, and Regulation 10 Years after the Global Financial Crisis

Annual Review of Financial Economics, Vol. 10, pp. 1-24, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Tobias Adrian, John Kiff and Hyun Song Shin
International Monetary Fund, International Monetary Fund and Bank for International Settlements (BIS)
17.

Liquidity, Risk Premia, and the Financial Transmission of Monetary Policy

Annual Review of Financial Economics, Vol. 10, pp. 309-328, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Itamar Drechsler, Alexi Savov and Philipp Schnabl
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
18.

Risk-Neutral Densities: A Review

Annual Review of Financial Economics, Vol. 10, pp. 329-359, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Stephen Figlewski
New York University - Stern School of Business

Multiple version iconThere are 2 versions of this paper

19.

Risks in China's Financial System

Annual Review of Financial Economics, Vol. 10, pp. 261-286, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Zheng (Michael) Song and Wei Xiong
City University of Hong Kong (CityUHK) and Princeton University - Department of Economics

Multiple version iconThere are 3 versions of this paper

20.

Shadow Banking in China

Annual Review of Financial Economics, Vol. 10, pp. 287-308, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Kinda Hachem
University of Chicago - Booth School of Business
21.

Systemic Risk 10 Years Later

Annual Review of Financial Economics, Vol. 10, pp. 125-152, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Robert F. Engle
New York University - Leonard N. Stern School of Business - Department of Economics
22.

The Role of Housing and Mortgage Markets in the Financial Crisis

Annual Review of Financial Economics, Vol. 10, pp. 25-41, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Manuel Adelino, Antoinette Schoar and Felipe Severino
Duke University, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Dartmouth College - Tuck School of Business
23.

Deglobalization: The Rise of Disembedded Unilateralism

Annual Review of Financial Economics, Vol. 10, pp. 219-237, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Harold James
Princeton University - Department of History
24.

Deregulating Wall Street

Annual Review of Financial Economics, Vol. 10, pp. 199-217, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Matthew P. Richardson, Kermit L. Schoenholtz and Lawrence J. White
New York University (NYU) - Department of Finance, New York University - Stern School of Business - Department of Economics and New York University (NYU) - Leonard N. Stern School of Business, Department of Economics
25.

Financial Crises

Annual Review of Financial Economics, Vol. 10, pp. 43-58, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Gary B. Gorton
Yale School of Management

Multiple version iconThere are 2 versions of this paper

26.

Forecasting Methods in Finance

Annual Review of Financial Economics, Vol. 10, pp. 449-479, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Allan Timmermann
University of California, San Diego (UCSD) - Rady School of Management
27.

Intermediary Asset Pricing and the Financial Crisis

Annual Review of Financial Economics, Vol. 10, pp. 173-197, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Zhiguo He and Arvind Krishnamurthy
University of Chicago - Finance and National Bureau of Economic Research (NBER)

Multiple version iconThere are 2 versions of this paper

28.

Measuring Investor Sentiment

Annual Review of Financial Economics, Vol. 10, pp. 239-259, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Guofu Zhou
Washington University in St. Louis - John M. Olin Business School

Multiple version iconThere are 2 versions of this paper

29.

Mortgage-Default Research and the Recent Foreclosure Crisis

Annual Review of Financial Economics, Vol. 10, pp. 59-100, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Christopher L. Foote and Paul Willen
Federal Reserve Bank of Boston and Federal Reserve Bank of Boston - Research Department

Multiple version iconThere are 2 versions of this paper

30.

Recent Research on Banks’ Financial Reporting and Financial Stability

Annual Review of Financial Economics, Vol. 10, pp. 101-123, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Stephen G. Ryan
New York University (NYU) - Leonard N. Stern School of Business
31.

Recurring Firm Events and Predictable Returns: The Within-Firm Time Series

Annual Review of Financial Economics, Vol. 10, pp. 499-517, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Samuel M. Hartzmark and David H. Solomon
University of Chicago - Booth School of Business and Boston College - Carroll School of Management

Multiple version iconThere are 2 versions of this paper

32.

Regulatory Reform

Annual Review of Financial Economics, Vol. 10, pp. 153-172, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Andrew Metrick and June Rhee
Yale School of Management and Yale University - Yale Program on Financial Stability

Multiple version iconThere are 2 versions of this paper

33.

Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty

Annual Review of Financial Economics, Vol. 10, pp. 481-497, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Hao Zhou
Tsinghua University - PBC School of Finance

Multiple version iconThere are 3 versions of this paper

34.

Agent-Based Models for Financial Crises

Annual Review of Financial Economics, Vol. 9, pp. 85-100, 2017
Posted: 03 Jan 2018
Accepted Paper Series
Richard M. Bookstaber
Board of Regents - University of California Office of the CIO
35.

An Overview of China's Financial System

Annual Review of Financial Economics, Vol. 9, pp. 191-231, 2017
Posted: 03 Jan 2018
Accepted Paper Series
Franklin Allen, QJ Qian and Xian Gu
Imperial College London, Fudan University - Fanhai International School of Finance (FISF) and Central University of Finance and Economics (CUFE)
36.

Exchange-Traded Funds

Annual Review of Financial Economics, Vol. 9, pp. 169-189, 2017
Posted: 03 Jan 2018
Accepted Paper Series
Itzhak Ben-David, Francesco A. Franzoni and Rabih Moussawi
Ohio State University (OSU) - Department of Finance, USI Lugano and Villanova University - Department of Finance
37.

The Fundamentals Underlying Oil and Natural Gas Derivative Markets

Annual Review of Financial Economics, Vol. 9, pp. 283-300, 2017
Posted: 03 Jan 2018
Accepted Paper Series
John E. Parsons
Massachusetts Institute of Technology (MIT) - Sloan School of Management
38.

What to Do About the GSEs?

Annual Review of Financial Economics, Vol. 9, pp. 21-41, 2017
Posted: 03 Jan 2018
Accepted Paper Series
Matthew P. Richardson, Stijn Van Nieuwerburgh and Lawrence J. White
New York University (NYU) - Department of Finance, Columbia University Graduate School of Business and New York University (NYU) - Leonard N. Stern School of Business, Department of Economics
39.

A Firm's Cost of Capital

Annual Review of Financial Economics, Vol. 9, pp. 259-282, 2017
Posted: 03 Jan 2018
Accepted Paper Series
Ravi Jagannathan, José Liberti, Binying Liu and Iwan Meier
Northwestern University - Kellogg School of Management, National Bureau of Economic Research (NBER), Hong Kong University of Science & Technology (HKUST) and HEC Montreal - Department of Finance
40.

A Primer on Portfolio Choice with Small Transaction Costs

Annual Review of Financial Economics, Vol. 9, pp. 301-331, 2017
Posted: 03 Jan 2018
Accepted Paper Series
Johannes Muhle-Karbe, Max Reppen and H. Mete Soner
Imperial College London - Department of Mathematics, ETH Zürich and ETH Zürich - Department of Mathematics

Multiple version iconThere are 2 versions of this paper

41.

Do the Effects of Accounting Requirements on Banks’ Regulatory Capital Adequacy Undermine Financial Stability?

Annual Review of Financial Economics, Vol. 9, pp. 1-20, 2017
Posted: 03 Jan 2018
Accepted Paper Series
Stephen G. Ryan
New York University (NYU) - Leonard N. Stern School of Business
42.

Forward-Looking Estimates of Interest-Rate Distributions

Annual Review of Financial Economics, Vol. 9, pp. 333-351, 2017
Posted: 03 Jan 2018
Accepted Paper Series
Jonathan H. Wright
Johns Hopkins University - Department of Economics
43.

Information Disclosure in Financial Markets

Annual Review of Financial Economics, Vol. 9, pp. 101-125, 2017
Posted: 03 Jan 2018
Accepted Paper Series
Itay Goldstein and Liyan Yang
University of Pennsylvania - The Wharton School - Finance Department and University of Toronto - Rotman School of Management

Multiple version iconThere are 2 versions of this paper

44.

Market Liquidity after the Financial Crisis

Annual Review of Financial Economics, Vol. 9, pp. 43-83, 2017
Posted: 03 Jan 2018
Accepted Paper Series
Tobias Adrian, Michael J. Fleming, Or Shachar and Erik Vogt
International Monetary Fund, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Citadel LLC

Multiple version iconThere are 3 versions of this paper

45.

Mutual Funds in Equilibrium

Annual Review of Financial Economics, Vol. 9, pp. 147-167, 2017
Posted: 03 Jan 2018
Accepted Paper Series
Jonathan Berk and Jules H. van Binsbergen
Stanford Graduate School of Business and University of Pennsylvania - The Wharton School

Multiple version iconThere are 2 versions of this paper

46.

The Development of China's Stock Market and Stakes for the Global Economy

Annual Review of Financial Economics, Vol. 9, pp. 233-257, 2017
Posted: 03 Jan 2018
Accepted Paper Series
Jennifer N. Carpenter and Robert Whitelaw
New York University (NYU) - Department of Finance and New York University
47.

What Shapes Consumer Choice and Financial Products? A Review

Annual Review of Financial Economics, Vol. 9, pp. 127-146, 2017
Posted: 03 Jan 2018
Accepted Paper Series
Sumit Agarwal, Souphala Chomsisengphet and Cheryl Lim
National University of Singapore, Office of the Comptroller of the Currency (OCC) and EDHEC-Risk Institute

Multiple version iconThere are 2 versions of this paper

48.

Agency Dynamics in Corporate Finance

Annual Review of Financial Economics, Vol. 8, pp. 53-80, 2016
Posted: 18 Nov 2016
Accepted Paper Series
Bart M. Lambrecht and Stewart C. Myers
University of Cambridge - Judge Business School and Massachusetts Institute of Technology (MIT)
49.

Analysts’ Forecasts and Asset Pricing: A Survey

Annual Review of Financial Economics, Vol. 8, pp. 197-219, 2016
Posted: 18 Nov 2016
Accepted Paper Series
S.P. Kothari, Eric C. So and Rodrigo S. Verdi
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT)

Multiple version iconThere are 2 versions of this paper

50.

Credit Supply Disruptions: From Credit Crunches to Financial Crisis

Annual Review of Financial Economics, Vol. 8, pp. 81-95, 2016
Posted: 18 Nov 2016
Accepted Paper Series
Joe Peek and Eric S. Rosengren
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston - Supervision and Regulation

Multiple version iconThere are 2 versions of this paper