1.
Capital Reallocation
Annual Review of Financial Economics, Vol. 10, pp. 361-386, 2018
Posted: 08 Nov 2018
Accepted Paper Series
UCLA Anderson School of Management and UCLA Anderson School of Management
There are 3 versions of this paper
Capital Reallocation
Annual Review of Financial Economics, 2018
Number of pages: 36
Posted: 07 Oct 2018
Downloads
29
Downloads
7
Capital Reallocation
Annual Review of Financial Economics, Vol. 10, pp. 361-386, 2018
Posted: 08 Nov 2018
2.
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
There are 2 versions of this paper
Capital Structure and a Firm's Workforce
NBER Working Paper No. w25125
Number of pages: 51
Posted: 08 Oct 2018
Downloads
15
Capital Structure and a Firm's Workforce
Annual Review of Financial Economics, Vol. 10, pp. 387-412, 2018
Posted: 08 Nov 2018
3.
Common-Ownership Concentration and Corporate Conduct
Annual Review of Financial Economics, Vol. 10, pp. 413-448, 2018
Posted: 08 Nov 2018
Accepted Paper Series
University of Oxford - Finance
There are 3 versions of this paper
Common-Ownership Concentration and Corporate Conduct
Annual Review of Financial Economics, Vol. 10, December 2018, CESifo Working Paper Series No. 6908
Number of pages: 40
Posted: 05 Oct 2017
Last Revised: 18 May 2018
Downloads
1,253
Common Ownership Concentration and Corporate Conduct
CEPR Discussion Paper No. DP12598
Number of pages: 34
Posted: 22 Jan 2018
Downloads
1
Common-Ownership Concentration and Corporate Conduct
Annual Review of Financial Economics, Vol. 10, pp. 413-448, 2018
Posted: 08 Nov 2018
4.
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
International Monetary Fund, International Monetary Fund and Bank for International Settlements (BIS)
5.
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
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
6.
Risk-Neutral Densities: A Review
Annual Review of Financial Economics, Vol. 10, pp. 329-359, 2018
Posted: 08 Nov 2018
Accepted Paper Series
New York University - Stern School of Business
There are 2 versions of this paper
Risk Neutral Densities: A Review
Number of pages: 61
Posted: 13 Feb 2018
Last Revised: 19 Apr 2018
Downloads
371
Risk-Neutral Densities: A Review
Annual Review of Financial Economics, Vol. 10, pp. 329-359, 2018
Posted: 08 Nov 2018
7.
Risks in China's Financial System
Annual Review of Financial Economics, Vol. 10, pp. 261-286, 2018
Posted: 08 Nov 2018
Accepted Paper Series
City University of Hong Kong (CityUHK) and Princeton University - Department of Economics
There are 3 versions of this paper
Risks in China's Financial System
BOFIT Discussion Paper No. 1/2018
Number of pages: 40
Posted: 17 Jan 2018
Last Revised: 28 Jan 2018
Downloads
72
Risks in China's Financial System
NBER Working Paper No. w24230
Number of pages: 42
Posted: 22 Jan 2018
Downloads
12
Risks in China's Financial System
Annual Review of Financial Economics, Vol. 10, pp. 261-286, 2018
Posted: 08 Nov 2018
8.
Shadow Banking in China
Annual Review of Financial Economics, Vol. 10, pp. 287-308, 2018
Posted: 08 Nov 2018
Accepted Paper Series
University of Chicago - Booth School of Business
9.
Systemic Risk 10 Years Later
Annual Review of Financial Economics, Vol. 10, pp. 125-152, 2018
Posted: 08 Nov 2018
Accepted Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics
10.
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
Duke University, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Dartmouth College - Tuck School of Business
11.
Deglobalization: The Rise of Disembedded Unilateralism
Annual Review of Financial Economics, Vol. 10, pp. 219-237, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Princeton University - Department of History
12.
Deregulating Wall Street
Annual Review of Financial Economics, Vol. 10, pp. 199-217, 2018
Posted: 08 Nov 2018
Accepted Paper Series
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
13.
Financial Crises
Annual Review of Financial Economics, Vol. 10, pp. 43-58, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Yale School of Management
There are 2 versions of this paper
14.
Forecasting Methods in Finance
Annual Review of Financial Economics, Vol. 10, pp. 449-479, 2018
Posted: 08 Nov 2018
Accepted Paper Series
University of California, San Diego (UCSD) - Rady School of Management
15.
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
University of Chicago - Finance and National Bureau of Economic Research (NBER)
There are 2 versions of this paper
Intermediary Asset Pricing and the Financial Crisis
NBER Working Paper No. w24415
Number of pages: 39
Posted: 20 Mar 2018
Last Revised: 23 Mar 2018
Downloads
29
Intermediary Asset Pricing and the Financial Crisis
Annual Review of Financial Economics, Vol. 10, pp. 173-197, 2018
Posted: 08 Nov 2018
16.
Measuring Investor Sentiment
Annual Review of Financial Economics, Vol. 10, pp. 239-259, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Washington University in St. Louis - John M. Olin Business School
There are 2 versions of this paper
Measuring Investor Sentiment
Annual Review of Financial Economics, Forthcoming
Number of pages: 37
Posted: 11 Oct 2017
Last Revised: 17 Dec 2017
Downloads
706
Measuring Investor Sentiment
Annual Review of Financial Economics, Vol. 10, pp. 239-259, 2018
Posted: 08 Nov 2018
17.
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
Federal Reserve Bank of Boston and Federal Reserve Bank of Boston - Research Department
There are 2 versions of this paper
Mortgage-Default Research and the Recent Foreclosure Crisis
FRB of Boston Working Paper No. 17-13
Number of pages: 56
Posted: 05 Dec 2017
Last Revised: 06 Dec 2017
Downloads
80
Mortgage-Default Research and the Recent Foreclosure Crisis
Annual Review of Financial Economics, Vol. 10, pp. 59-100, 2018
Posted: 08 Nov 2018
18.
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
New York University (NYU) - Leonard N. Stern School of Business
19.
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
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
There are 2 versions of this paper
Recurring Firm Events and Predictable Returns: The Within-Firm Time-Series
Number of pages: 36
Posted: 16 Oct 2017
Last Revised: 05 Dec 2017
Downloads
393
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
20.
Regulatory Reform
Annual Review of Financial Economics, Vol. 10, pp. 153-172, 2018
Posted: 08 Nov 2018
Accepted Paper Series
Yale School of Management and Yale University - Yale Program on Financial Stability
There are 2 versions of this paper
Regulatory Reform
Annual Review of Financial Economics, Vol. 10, pp. 153-172, 2018
Posted: 08 Nov 2018
21.
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
Tsinghua University - PBC School of Finance
There are 3 versions of this paper
Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
Number of pages: 50
Posted: 07 May 2009
Last Revised: 24 Aug 2012
Downloads
2,187
Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
Number of pages: 29
Posted: 14 Mar 2011
Last Revised: 26 Aug 2018
Downloads
502
Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
Annual Review of Financial Economics, Vol. 10, pp. 481-497, 2018
Posted: 08 Nov 2018
22.
Agent-Based Models for Financial Crises
Annual Review of Financial Economics, Vol. 9, pp. 85-100, 2017
Posted: 03 Jan 2018
Accepted Paper Series
Board of Regents - University of California Office of the CIO
23.
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
Imperial College London, Fudan University - Fanhai International School of Finance and Central University of Finance and Economics (CUFE)
24.
Exchange-Traded Funds
Annual Review of Financial Economics, Vol. 9, pp. 169-189, 2017
Posted: 03 Jan 2018
Accepted Paper Series
Ohio State University (OSU) - Department of Finance, USI Lugano and Villanova University - Department of Finance
25.
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
Massachusetts Institute of Technology (MIT) - Sloan School of Management
26.
What to Do About the GSEs?
Annual Review of Financial Economics, Vol. 9, pp. 21-41, 2017
Posted: 03 Jan 2018
Accepted Paper Series
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
27.
A Firm's Cost of Capital
Annual Review of Financial Economics, Vol. 9, pp. 259-282, 2017
Posted: 03 Jan 2018
Accepted Paper Series
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
28.
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
Imperial College London - Department of Mathematics, ETH Zurich and ETH Zurich - Department of Mathematics
There are 2 versions of this paper
A Primer on Portfolio Choice with Small Transaction Costs
Swiss Finance Institute Research Paper No. 16-74
Number of pages: 32
Posted: 07 Dec 2016
Downloads
116
A Primer on Portfolio Choice with Small Transaction Costs
Annual Review of Financial Economics, Vol. 9, pp. 301-331, 2017
Posted: 03 Jan 2018
29.
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
New York University (NYU) - Leonard N. Stern School of Business
30.
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
Johns Hopkins University - Department of Economics
31.
Information Disclosure in Financial Markets
Annual Review of Financial Economics, Vol. 9, pp. 101-125, 2017
Posted: 03 Jan 2018
Accepted Paper Series
University of Pennsylvania - The Wharton School - Finance Department and University of Toronto - Rotman School of Management
There are 2 versions of this paper
Information Disclosure in Financial Markets
Annual Review of Financial Economics, 2017, 9, 101–125, Rotman School of Management Working Paper No. 2927013,
Number of pages: 38
Posted: 04 Mar 2017
Last Revised: 21 Nov 2017
Downloads
713
Information Disclosure in Financial Markets
Annual Review of Financial Economics, Vol. 9, pp. 101-125, 2017
Posted: 03 Jan 2018
32.
Market Liquidity after the Financial Crisis
Annual Review of Financial Economics, Vol. 9, pp. 43-83, 2017
Posted: 03 Jan 2018
Accepted Paper Series
International Monetary Fund, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York
There are 3 versions of this paper
Market Liquidity after the Financial Crisis
FRB of NY Staff Report No. 796
Number of pages: 47
Posted: 20 Oct 2016
Last Revised: 21 Sep 2017
Downloads
280
Market Liquidity after the Financial Crisis
CEPR Discussion Paper No. DP12248
Number of pages: 49
Posted: 29 Aug 2017
Market Liquidity after the Financial Crisis
Annual Review of Financial Economics, Vol. 9, pp. 43-83, 2017
Posted: 03 Jan 2018
33.
Mutual Funds in Equilibrium
Annual Review of Financial Economics, Vol. 9, pp. 147-167, 2017
Posted: 03 Jan 2018
Accepted Paper Series
Stanford Graduate School of Business and University of Pennsylvania - The Wharton School
There are 2 versions of this paper
Mutual Funds in Equilibrium
Stanford University Graduate School of Business Research Paper No. 17-13
Number of pages: 29
Posted: 10 Feb 2017
Last Revised: 18 Jul 2017
Downloads
644
Mutual Funds in Equilibrium
Annual Review of Financial Economics, Vol. 9, pp. 147-167, 2017
Posted: 03 Jan 2018
34.
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
New York University (NYU) - Department of Finance and New York University
35.
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
National University of Singapore, Office of the Comptroller of the Currency (OCC) and EDHEC-Risk Institute
There are 2 versions of this paper
What Shapes Consumer Choice and Financial Products? - A Review
Georgetown McDonough School of Business Research Paper No. 2875886
Number of pages: 19
Posted: 29 Nov 2016
Last Revised: 20 Apr 2017
Downloads
432
What Shapes Consumer Choice and Financial Products? A Review
Annual Review of Financial Economics, Vol. 9, pp. 127-146, 2017
Posted: 03 Jan 2018
36.
Agency Dynamics in Corporate Finance
Annual Review of Financial Economics, Vol. 8, pp. 53-80, 2016
Posted: 18 Nov 2016
Accepted Paper Series
University of Cambridge - Judge Business School and Massachusetts Institute of Technology (MIT)
37.
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
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT)
There are 2 versions of this paper
Analysts’ Forecasts and Asset Pricing: A Survey
Number of pages: 46
Posted: 16 Mar 2016
Downloads
829
Analysts’ Forecasts and Asset Pricing: A Survey
Annual Review of Financial Economics, Vol. 8, pp. 197-219, 2016
Posted: 18 Nov 2016
38.
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
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston - Supervision and Regulation
There are 2 versions of this paper
Credit Supply Disruptions: From Credit Crunches to Financial Crisis
Federal Reserve Bank of Boston Research Paper Series Current Policy Perspectives Paper No. 15-5
Number of pages: 23
Posted: 09 Nov 2015
Downloads
59
Credit Supply Disruptions: From Credit Crunches to Financial Crisis
Annual Review of Financial Economics, Vol. 8, pp. 81-95, 2016
Posted: 18 Nov 2016
39.
Education Financing and Student Lending
Annual Review of Financial Economics, Vol. 8, pp. 289-315, 2016
Posted: 18 Nov 2016
Accepted Paper Series
Federal Reserve Bank of Chicago and Northwestern University - Kellogg School of Management
40.
Globalization and Asset Returns
Annual Review of Financial Economics, Vol. 8, pp. 221-288, 2016
Posted: 18 Nov 2016
Accepted Paper Series
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, Columbia University - Columbia Business School and PriceWaterhouseCoopers LLP - Financial services
There are 2 versions of this paper
Globalization and Asset Returns
Duke I&E Research Paper No. 2016-40, Columbia Business School Research Paper No. 16-64
Number of pages: 79
Posted: 28 Aug 2016
Downloads
401
Globalization and Asset Returns
Annual Review of Financial Economics, Vol. 8, pp. 221-288, 2016
Posted: 18 Nov 2016
41.
Small Business Bankruptcy
Annual Review of Financial Economics, Vol. 8, pp. 317-336, 2016
Posted: 18 Nov 2016
Accepted Paper Series
University of California, San Diego (UCSD) - Department of Economics
42.
The Economics of High-Frequency Trading: Taking Stock
Annual Review of Financial Economics, Vol. 8, pp. 1-24, 2016
Posted: 18 Nov 2016
Accepted Paper Series
VU Amsterdam
There are 2 versions of this paper
The Economics of High-Frequency Trading: Taking Stock
Annual Review of Financial Economics, Volume 8, Forthcoming
Number of pages: 28
Posted: 09 Jun 2016
Last Revised: 28 Jul 2016
Downloads
2,144
The Economics of High-Frequency Trading: Taking Stock
Annual Review of Financial Economics, Vol. 8, pp. 1-24, 2016
Posted: 18 Nov 2016
43.
The Life Insurance Industry and Systemic Risk: A Bond Market Perspective
Annual Review of Financial Economics, Vol. 8, pp. 155-174, 2016
Posted: 18 Nov 2016
Accepted Paper Series
Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago - Economic Research
There are 2 versions of this paper
The Life Insurance Industry and Systemic Risk: A Bond Market Perspective
FRB of Chicago Working Paper No. WP-2016-4
Number of pages: 37
Posted: 05 May 2016
Downloads
81
The Life Insurance Industry and Systemic Risk: A Bond Market Perspective
Annual Review of Financial Economics, Vol. 8, pp. 155-174, 2016
Posted: 18 Nov 2016
44.
Credit Default Swaps: Past, Present, and Future
Annual Review of Financial Economics, Vol. 8, pp. 175-196, 2016
Posted: 18 Nov 2016
Accepted Paper Series
McGill University, Desautels Faculty of Management, New York University - Stern School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
45.
Deposit Insurance: Theories and Facts
Annual Review of Financial Economics, Vol. 8, pp. 97-120, 2016
Posted: 18 Nov 2016
Accepted Paper Series
Columbia University - Columbia Business School and Utah State University - Huntsman School of Business
There are 3 versions of this paper
Deposit Insurance: Theories and Facts
Columbia Business School Research Paper No. 16-35
Number of pages: 44
Posted: 28 Apr 2016
Downloads
395
Deposit Insurance: Theories and Facts
NBER Working Paper No. w22223
Number of pages: 45
Posted: 09 May 2016
Downloads
20
Deposit Insurance: Theories and Facts
Annual Review of Financial Economics, Vol. 8, pp. 97-120, 2016
Posted: 18 Nov 2016
46.
Equity Capital, Internal Capital Markets, and Optimal Capital Structure in the US Property-Casualty Insurance Industry
Annual Review of Financial Economics, Vol. 8, pp. 121-153, 2016
Posted: 18 Nov 2016
Accepted Paper Series
Temple University - Risk Management & Insurance & Actuarial Science and Temple University
47.
Money Market Funds and Regulation
Annual Review of Financial Economics, Vol. 8, pp. 25-51, 2016
Posted: 18 Nov 2016
Accepted Paper Series
Vanderbilt University - Finance
48.
A Review of Empirical Research on the Design and Impact of Regulation in the Banking Sector
Annual Review of Financial Economics, Vol. 7, pp. 423-443, 2015
Posted: 11 Dec 2015
Accepted Paper Series
Lancaster University - Department of Accounting and Finance, KU Leuven, Department Accounting, Finance and Insurance and University of Zurich - Department of Banking and Finance
49.
An Overview of Macroprudential Policy Tools
Annual Review of Financial Economics, Vol. 7, pp. 397-422, 2015
Posted: 11 Dec 2015
Accepted Paper Series
Bank for International Settlements
There are 2 versions of this paper
An Overview of Macroprudential Policy Tools
IMF Working Paper No. 14/214
Number of pages: 39
Posted: 31 Dec 2014
Downloads
153
An Overview of Macroprudential Policy Tools
Annual Review of Financial Economics, Vol. 7, pp. 397-422, 2015
Posted: 11 Dec 2015
50.
Analytics of Insurance Markets
Annual Review of Financial Economics, Vol. 7, pp. 253-277, 2015
Posted: 11 Dec 2015
Accepted Paper Series
University of Wisconsin - Madison
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