Annual Review of Financial Economics

2009 - 2023

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Volume 13, issue 1, 2021

The Contributions of Stephen A. Ross to Financial Economics pp. 1-14

Stephen Brown, Philip Dybvig, William N. Goetzmann and Jonathan E. Ingersoll

Climate Finance pp. 15-36

Stefano Giglio, Bryan Kelly and Johannes Stroebel

Social Finance pp. 37-55

Theresa Kuchler and Johannes Stroebel

The Rise of Digital Money pp. 57-77

Tobias Adrian and Tommaso Mancini-Griffoli

The Economics of Insurance: A Derivatives-Based Approach pp. 79-110

Robert Jarrow

Venture Capital Booms and Start-Up Financing pp. 111-127

William H. Janeway, Ramana Nanda and Matthew Rhodes-Kropf

Financial Architecture and Financial Stability pp. 129-151

Franklin Allen and Ansgar Walther

The Economics of Central Clearing pp. 153-178

Albert Menkveld and Guillaume Vuillemey

Confronting Banking Crises: Lessons from the Field pp. 179-199

Marc Dobler, Marina Moretti and Alvaro Piris

Banks and Negative Interest Rates pp. 201-218

Florian Heider, Farzad Saidi and Glenn Schepens

Consumer Protection for Financial Inclusion in Low- and Middle-Income Countries: Bridging Regulator and Academic Perspectives pp. 219-246

Seth Garz, Xavier Gine, Dean Karlan, Rafe Mazer, Caitlin Sanford and Jonathan Zinman

The Rise of State-Owned Investors: Sovereign Wealth Funds and Public Pension Funds pp. 247-270

William L. Megginson, Diego Lopez and Asif I. Malik

Do Capital Structure Models Square with the Dynamics of Payout? pp. 271-299

Shiqi Chen and Bart M. Lambrecht

Diversity on Corporate Boards pp. 301-320

Anzhela Knyazeva, Diana Knyazeva and Lalitha Naveen

Trends in Corporate Borrowing pp. 321-340

Tobias Berg, Anthony Saunders and Sascha Steffen

Does the Yield Curve Predict Output? pp. 341-362

Joseph Haubrich

What Do We Know About Corporate Bond Returns? pp. 363-399

Jingzhi Huang and Zhan Shi

Recent Developments in Factor Models and Applications in Econometric Learning pp. 401-430

Jianqing Fan, Kunpeng Li and Yuan Liao

Volume 12, issue 1, 2020

Robert C. Merton: The First Financial Engineer pp. 1-18

Andrew Lo

Robert C. Merton and the Science of Finance pp. 19-38

Zvi Bodie

The Information View of Financial Crises pp. 39-65

Tri Vi Dang, Gary Gorton and Bengt Holmstrom

Refinancing, Monetary Policy, and the Credit Cycle pp. 67-93

Gene Amromin, Neil Bhutta and Benjamin Keys

Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective pp. 95-140

Winston Dou, Andrew Lo, Ameya Muley and Harald Uhlig

Global Banking: Toward an Assessment of Benefits and Costs pp. 141-175

Claudia Buch and Linda Goldberg

Credit Default Swaps: A Primer and Some Recent Trends pp. 177-192

David Lando

Debt Structure pp. 193-215

Paolo Colla, Filippo Ippolito and Kai Li

Conflicts of Interest in Asset Management and Advising pp. 217-235

Chester S. Spatt

Strategic Decisions in Takeover Auctions: Recent Developments pp. 237-276

Bjorn Eckbo, Andrey Malenko and Karin Thorburn

Portfolio Choice Over the Life Cycle: A Survey pp. 277-304

Francisco Gomes

The Global Equilibrium Real Interest Rate: Concepts, Estimates, and Challenges pp. 305-326

Michael Kiley

Informed Options Trading Before Corporate Events pp. 327-355

Patrick Augustin and Marti G. Subrahmanyam

Textual Analysis in Finance pp. 357-375

Tim Loughran and Bill McDonald

Institutions and Innovation pp. 377-398

Jie (Jack) He and Xuan Tian

Volume 11, issue 1, 2019

Robert C. Merton and the Science of Finance pp. 1-20

Zvi Bodie

The Anatomy of Distressed Debt Markets pp. 21-37

Edward Altman and Robert Benhenni

A Review of China's Institutions pp. 39-64

Franklin Allen, Jun “QJ” Qian and Meijun Qian

Municipal Bond Markets pp. 65-84

Dario Cestau, Burton Hollifield, Dan Li and Norman Schürhoff

Measuring the Cost of Bailouts pp. 85-108

Deborah Lucas

The Household Finance Landscape in Emerging Economies pp. 109-129

C. Badarinza, Vimal Balasubramaniam and Tarun Ramadorai

Risk Adjustment in Private Equity Returns pp. 131-152

Arthur Korteweg

Commercial Real Estate as an Asset Class pp. 153-171

Andra Ghent, Walter N. Torous and Rossen I. Valkanov

Direct Versus Iterated Multiperiod Volatility Forecasts pp. 173-195

Eric Ghysels, Alberto Plazzi, Rossen Valkanov, Antonio Rubia and Asad Dossani

Debt Covenants and Corporate Governance pp. 197-219

Sudheer Chava, Shunlan Fang, Praveen Kumar and Saumya Prabhat

Technological Innovation, Intangible Capital, and Asset Prices pp. 221-242

Leonid Kogan and Dimitris Papanikolaou

Digital Disruption in Banking pp. 243-272

Xavier Vives

Volume 10, issue 1, 2018

Liquidity, Leverage, and Regulation 10 Years After the Global Financial Crisis pp. 1-24

Tobias Adrian, John Kiff and Hyun Song Shin

The Role of Housing and Mortgage Markets in the Financial Crisis pp. 25-41

Manuel Adelino, Antoinette Schoar and Felipe Severino

Financial Crises pp. 43-58

Gary Gorton

Mortgage-Default Research and the Recent Foreclosure Crisis pp. 59-100

Christopher Foote and Paul Willen

Recent Research on Banks’ Financial Reporting and Financial Stability pp. 101-123

Stephen G. Ryan

Systemic Risk 10 Years Later pp. 125-152

Robert Engle

Regulatory Reform pp. 153-172

Andrew Metrick and June Rhee

Intermediary Asset Pricing and the Financial Crisis pp. 173-197

Zhiguo He and Arvind Krishnamurthy

Deregulating Wall Street pp. 199-217

Matthew Richardson, Kermit Schoenholtz and Lawrence J. White

Deglobalization: The Rise of Disembedded Unilateralism pp. 219-237

Harold James

Measuring Investor Sentiment pp. 239-259

Guofu Zhou

Risks in China's Financial System pp. 261-286

Zheng (Michael) Song and Wei Xiong

Shadow Banking in China pp. 287-308

Kinda Hachem

Liquidity, Risk Premia, and the Financial Transmission of Monetary Policy pp. 309-328

Itamar Drechsler, Alexi Savov and Philipp Schnabl

Risk-Neutral Densities: A Review pp. 329-359

Stephen Figlewski

Capital Reallocation pp. 361-386

Andrea L. Eisfeldt and Yu Shi

Capital Structure and a Firm's Workforce pp. 387-412

David A. Matsa

Common-Ownership Concentration and Corporate Conduct pp. 413-448

Martin C. Schmalz

Forecasting Methods in Finance pp. 449-479

Allan Timmermann

Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty pp. 481-497

Hao Zhou

Recurring Firm Events and Predictable Returns: The Within-Firm Time Series pp. 499-517

Samuel M. Hartzmark and David H. Solomon