1.
Conflicts of Interest in Asset Management and Advising
Annual Review of Financial Economics, Vol. 12, pp. 217-235, 2020
Posted: 10 Dec 2020
Accepted Paper Series
Carnegie Mellon University - David A. Tepper School of Business
2.
Global Banking: Toward an Assessment of Benefits and Costs
Annual Review of Financial Economics, Vol. 12, pp. 141-175, 2020
Posted: 10 Dec 2020
Accepted Paper Series
Deutsche Bundesbank and Federal Reserve Bank of New York
3.
Informed Options Trading Before Corporate Events
Annual Review of Financial Economics, Vol. 12, pp. 327-355, 2020
Posted: 10 Dec 2020
Accepted Paper Series
McGill University, Desautels Faculty of Management and New York University (NYU) - Department of Finance
There are 2 versions of this paper
Informed Options Trading Before Corporate Events
Annual Review of Financial Economics, Vol. 12, pp. 327-355, 2020
Posted: 10 Dec 2020
Informed Options Trading Before Corporate Events
Annual Review of Financial Economics, Forthcoming
Posted: 24 Apr 2020
4.
Institutions and Innovation
Annual Review of Financial Economics, Vol. 12, pp. 377-398, 2020
Posted: 10 Dec 2020
Accepted Paper Series
University of Georgia and Tsinghua University - PBC School of Finance
5.
Portfolio Choice Over the Life Cycle: A Survey
Annual Review of Financial Economics, Vol. 12, pp. 277-304, 2020
Posted: 10 Dec 2020
Accepted Paper Series
London Business School
6.
Robert C. Merton and the Science of Finance
Annual Review of Financial Economics, Vol. 12, pp. 19-38, 2020
Posted: 10 Dec 2020
Accepted Paper Series
Boston University - Department of Finance & Economics
There are 3 versions of this paper
Robert C. Merton and the Science of Finance
Annual Review of Financial Economics, Vol. 12, pp. 19-38, 2020
Posted: 10 Dec 2020
Robert C. Merton and the Science of Finance
Annual Review of Financial Economics, Vol. 11, pp. 1-20, 2019
Posted: 12 Jan 2020
7.
Robert C. Merton: The First Financial Engineer
Annual Review of Financial Economics, Vol. 12, pp. 1-18, 2020
Posted: 10 Dec 2020
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
8.
Textual Analysis in Finance
Annual Review of Financial Economics, Vol. 12, pp. 357-375, 2020
Posted: 10 Dec 2020
Accepted Paper Series
University of Notre Dame and University of Notre Dame - Mendoza College of Business - Department of Finance
There are 2 versions of this paper
Textual Analysis in Finance
Annual Review of Financial Economics, Vol. 12, pp. 357-375, 2020
Posted: 10 Dec 2020
Textual Analysis in Finance
Number of pages: 38
Posted: 24 Oct 2019
Last Revised: 18 Jun 2020
Downloads
1,265
9.
The Information View of Financial Crises
Annual Review of Financial Economics, Vol. 12, pp. 39-65, 2020
Posted: 10 Dec 2020
Accepted Paper Series
Columbia University, Yale School of Management and National Bureau of Economic Research (NBER)
10.
Credit Default Swaps: A Primer and Some Recent Trends
Annual Review of Financial Economics, Vol. 12, pp. 177-192, 2020
Posted: 10 Dec 2020
Accepted Paper Series
Copenhagen Business School
11.
Debt Structure
Annual Review of Financial Economics, Vol. 12, pp. 193-215, 2020
Posted: 10 Dec 2020
Accepted Paper Series
Bocconi University, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and University of British Columbia (UBC) - Sauder School of Business
12.
Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective
Annual Review of Financial Economics, Vol. 12, pp. 95-140, 2020
Posted: 10 Dec 2020
Accepted Paper Series
University of Pennsylvania, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) and University of Chicago - Department of Economics
13.
Refinancing, Monetary Policy, and the Credit Cycle
Annual Review of Financial Economics, Vol. 12, pp. 67-93, 2020
Posted: 10 Dec 2020
Accepted Paper Series
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and The Wharton School - University of Pennsylvania, Real Estate Department
There are 2 versions of this paper
Refinancing, Monetary Policy, and the Credit Cycle
Annual Review of Financial Economics, Vol. 12, pp. 67-93, 2020
Posted: 10 Dec 2020
Refinancing, Monetary Policy, and the Credit Cycle
NBER Working Paper No. w28039
Number of pages: 35
Posted: 02 Nov 2020
Downloads
28
14.
Strategic Decisions in Takeover Auctions: Recent Developments
Annual Review of Financial Economics, Vol. 12, pp. 237-276, 2020
Posted: 10 Dec 2020
Accepted Paper Series
Tuck School of Business at Dartmouth, University of Michigan, Stephen M. Ross School of Business and Norwegian School of Economics
15.
The Global Equilibrium Real Interest Rate: Concepts, Estimates, and Challenges
Annual Review of Financial Economics, Vol. 12, pp. 305-326, 2020
Posted: 10 Dec 2020
Accepted Paper Series
Board of Governors of the Federal Reserve System
There are 2 versions of this paper
The Global Equilibrium Real Interest Rate: Concepts, Estimates, and Challenges
Annual Review of Financial Economics, Vol. 12, pp. 305-326, 2020
Posted: 10 Dec 2020
The Global Equilibrium Real Interest Rate: Concepts, Estimates, and Challenges
FEDS Working Paper No. 2019-076
Number of pages: 53
Posted: 27 Nov 2019
Downloads
85
16.
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
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
17.
Debt Covenants and Corporate Governance
Annual Review of Financial Economics, Vol. 11, pp. 197-219, 2019
Posted: 12 Jan 2020
Accepted Paper Series
Georgia Institute of Technology - Scheller College of Business, Kent State University, University of Houston - Department of Finance and Federal Home Loan Mortgage Corporation (FHLMC)
There are 2 versions of this paper
Debt Covenants and Corporate Governance
Annual Review of Financial Economics Vol. 11:197-219 (Volume publication date December 2019)
Posted: 09 Mar 2020
Debt Covenants and Corporate Governance
Annual Review of Financial Economics, Vol. 11, pp. 197-219, 2019
Posted: 12 Jan 2020
18.
Direct versus Iterated Multiperiod Volatility Forecasts
Annual Review of Financial Economics, Vol. 11, pp. 173-195, 2019
Posted: 12 Jan 2020
Accepted Paper Series
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
19.
Measuring the Cost of Bailouts
Annual Review of Financial Economics, Vol. 11, pp. 85-108, 2019
Posted: 12 Jan 2020
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
20.
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
National University of Singapore (NUS) - Department of Real Estate, Queen Mary University of London and Imperial College London
21.
A Review of China's Institutions
Annual Review of Financial Economics, Vol. 11, pp. 39-64, 2019
Posted: 12 Jan 2020
Accepted Paper Series
Imperial College London, Fanhai International School of Finance, Fudan University and Australian National University (ANU) - College of Business and Economics
There are 2 versions of this paper
A Review of China's Institutions
CEPR Discussion Paper No. DP13269
Number of pages: 36
Posted: 22 Oct 2018
Downloads
1
A Review of China's Institutions
Annual Review of Financial Economics, Vol. 11, pp. 39-64, 2019
Posted: 12 Jan 2020
22.
Digital Disruption in Banking
Annual Review of Financial Economics, Vol. 11, pp. 243-272, 2019
Posted: 12 Jan 2020
Accepted Paper Series
University of Navarra - IESE Business School
23.
Municipal Bond Markets
Annual Review of Financial Economics, Vol. 11, pp. 65-84, 2019
Posted: 12 Jan 2020
Accepted Paper Series
IE Business School, IE University, Carnegie Mellon University - David A. Tepper School of Business, Board of Governors of the Federal Reserve System and University of Lausanne
There are 3 versions of this paper
Municipal Bond Markets
Swiss Finance Institute Research Paper No. 18-69
Number of pages: 41
Posted: 31 Oct 2018
Last Revised: 12 Nov 2018
Downloads
247
Downloads
1
Municipal Bond Markets
Annual Review of Financial Economics, Vol. 11, pp. 65-84, 2019
Posted: 12 Jan 2020
24.
Risk Adjustment in Private Equity Returns
Annual Review of Financial Economics, Vol. 11, pp. 131-152, 2019
Posted: 12 Jan 2020
Accepted Paper Series
University of Southern California - Marshall School of Business
There are 2 versions of this paper
Risk Adjustment in Private Equity Returns
Number of pages: 34
Posted: 19 Dec 2018
Last Revised: 18 Sep 2019
Downloads
472
Risk Adjustment in Private Equity Returns
Annual Review of Financial Economics, Vol. 11, pp. 131-152, 2019
Posted: 12 Jan 2020
25.
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
Boston University - Department of Finance & Economics
There are 3 versions of this paper
Robert C. Merton and the Science of Finance
Annual Review of Financial Economics, Vol. 12, pp. 19-38, 2020
Posted: 10 Dec 2020
Robert C. Merton and the Science of Finance
Annual Review of Financial Economics, Vol. 11, pp. 1-20, 2019
Posted: 12 Jan 2020
26.
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
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Northwestern University - Kellogg School of Management - Department of Finance
27.
The Anatomy of Distressed Debt Markets
Annual Review of Financial Economics, Vol. 11, pp. 21-37, 2019
Posted: 12 Jan 2020
Accepted Paper Series
New York University (NYU) - Salomon Center and New York University (NYU) - Salomon Center
There are 2 versions of this paper
The Anatomy of Distressed Debt Markets
Annual Review of Financial Economics, Vol. 11, pp. 21-37, 2019
Posted: 12 Jan 2020
28.
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
85
Downloads
10
Capital Reallocation
Annual Review of Financial Economics, Vol. 10, pp. 361-386, 2018
Posted: 08 Nov 2018
29.
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
18
Capital Structure and a Firm's Workforce
Annual Review of Financial Economics, Vol. 10, pp. 387-412, 2018
Posted: 08 Nov 2018
30.
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
2,113
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
31.
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)
32.
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
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
33.
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
797
Risk-Neutral Densities: A Review
Annual Review of Financial Economics, Vol. 10, pp. 329-359, 2018
Posted: 08 Nov 2018
34.
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: 07 Aug 2019
Downloads
159
Risks in China's Financial System
NBER Working Paper No. w24230
Number of pages: 42
Posted: 22 Jan 2018
Downloads
13
Risks in China's Financial System
Annual Review of Financial Economics, Vol. 10, pp. 261-286, 2018
Posted: 08 Nov 2018
35.
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
36.
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 (NYU) - Department of Finance
37.
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
38.
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
39.
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
40.
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
Downloads
309
41.
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
42.
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
51
Intermediary Asset Pricing and the Financial Crisis
Annual Review of Financial Economics, Vol. 10, pp. 173-197, 2018
Posted: 08 Nov 2018
43.
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
1,243
Measuring Investor Sentiment
Annual Review of Financial Economics, Vol. 10, pp. 239-259, 2018
Posted: 08 Nov 2018
44.
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
116
Mortgage-Default Research and the Recent Foreclosure Crisis
Annual Review of Financial Economics, Vol. 10, pp. 59-100, 2018
Posted: 08 Nov 2018
45.
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
46.
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
524
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
47.
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
48.
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
2,242
Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
Number of pages: 29
Posted: 14 Mar 2011
Last Revised: 26 Aug 2018
Downloads
551
Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
Annual Review of Financial Economics, Vol. 10, pp. 481-497, 2018
Posted: 08 Nov 2018
49.
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
50.
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 (FISF) and Durham University Business School
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