Annual Review of Financial Economics

2009 - 2017

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Volume 9, issue 1, 2017

Do the Effects of Accounting Requirements on Banks’ Regulatory Capital Adequacy Undermine Financial Stability? pp. 1-20

Stephen G. Ryan

What to Do About the GSEs? pp. 21-41

Lawrence J. White, Matthew P. Richardson and Stijn Van Nieuwerburgh

Market Liquidity After the Financial Crisis pp. 43-83

Erik Vogt, Michael Fleming, Or Shachar and Tobias Adrian

Agent-Based Models for Financial Crises pp. 85-100

Richard Bookstaber

Information Disclosure in Financial Markets pp. 101-125

Itay Goldstein and Liyan Yang

What Shapes Consumer Choice and Financial Products? A Review pp. 127-146

Cheryl Lim, Souphala Chomsisengphet and Sumit Agarwal

Mutual Funds in Equilibrium pp. 147-167

Jonathan B. Berk and Jules van Binsbergen

Exchange-Traded Funds pp. 169-189

Francesco Franzoni, Itzhak Ben-David and Rabih Moussawi

An Overview of China's Financial System pp. 191-231

Franklin Allen, Jun “QJ” Qian and Xian Gu

The Development of China's Stock Market and Stakes for the Global Economy pp. 233-257

Jennifer N. Carpenter and Robert F. Whitelaw

A Firm's Cost of Capital pp. 259-282

Binying Liu, Iwan Meier, José Liberti and Ravi Jagannathan

The Fundamentals Underlying Oil and Natural Gas Derivative Markets pp. 283-300

John E. Parsons

A Primer on Portfolio Choice with Small Transaction Costs pp. 301-331

H. Mete Soner, Johannes Muhle-Karbe and Max Reppen

Forward-Looking Estimates of Interest-Rate Distributions pp. 333-351

Jonathan H. Wright

Volume 8, issue 1, 2016

The Economics of High-Frequency Trading: Taking Stock pp. 1-24

Albert Menkveld

Money Market Funds and Regulation pp. 25-51

Craig M. Lewis

Agency Dynamics in Corporate Finance pp. 53-80

Bart M. Lambrecht and Stewart C. Myers

Credit Supply Disruptions: From Credit Crunches to Financial Crisis* pp. 81-95

Joe Peek and Eric Rosengren

Deposit Insurance: Theories and Facts pp. 97-120

Charles W. Calomiris and Matthew Jaremski

Equity Capital, Internal Capital Markets, and Optimal Capital Structure in the US Property-Casualty Insurance Industry pp. 121-153

J. David Cummins and Mary A. Weiss

The Life Insurance Industry and Systemic Risk: A Bond Market Perspective pp. 155-174

Anna Paulson and Richard Rosen

Credit Default Swaps: Past, Present, and Future pp. 175-196

Patrick Augustin, Marti G. Subrahmanyam, Dragon Y. Tang and Sarah Q. Wang

Analysts’ Forecasts and Asset Pricing: A Survey pp. 197-219

S.P. Kothari, Eric So and Rodrigo Verdi

Globalization and Asset Returns pp. 221-288

Geert Bekaert, Campbell Harvey, Andrea Kiguel and Xiaozheng Wang

Education Financing and Student Lending pp. 289-315

Gene Amromin and Janice Eberly

Small Business Bankruptcy pp. 317-336

Michelle J. White

Volume 7, issue 1, 2015

Finance, Theoretical and Applied pp. 1-34

Stewart C. Myers

Consumption-Based Asset Pricing, Part 1: Classic Theory and Tests, Measurement Issues, and Limited Participation pp. 35-83

Douglas T. Breeden, Robert H. Litzenberger and Tingyan Jia

Consumption-Based Asset Pricing, Part 2: Habit Formation, Conditional Risks, Long-Run Risks, and Rare Disasters pp. 85-131

Douglas T. Breeden, Robert H. Litzenberger and Tingyan Jia

Behavioral Finance pp. 133-159

David Hirshleife

Contributions to Defined Contribution Pension Plans pp. 161-178

James Choi

The Value and Risk of Human Capital pp. 179-200

Luca Benzon and Olena Chyruk

Asset Price Bubbles pp. 201-218

Robert Jarrow

Disaster Risk and Its Implications for Asset Pricing pp. 219-252

Jerry Tsai and Jessica A. Wachter

Analytics of Insurance Markets pp. 253-277

Edward W. Frees

The Role of Risk Management in Corporate Governance pp. 279-299

Andrew Ellul

The Axiomatic Approach to Risk Measures for Capital Determination pp. 301-337

Hans Föllmer and Stefan Weber

Supervisory Stress Tests pp. 339-355

Andreas Lehnert and Beverly Hirtle

Financial Stability Monitoring pp. 357-395

Daniel Covitz, Nellie Liang and Tobias Adrian

An Overview of Macroprudential Policy Tools pp. 397-422

Stijn Claessens

A Review of Empirical Research on the Design and Impact of Regulation in the Banking Sector pp. 423-443

Hans Degryse, Sanja Jakovljević and Steven Ongena

Financing Innovation pp. 445-462

Ramana Nanda and William Kerr

Peer-to-Peer Crowdfunding: Information and the Potential for Disruption in Consumer Lending pp. 463-482

Adair Morse

Hedge Funds: A Dynamic Industry in Transition pp. 483-577

Andrew W. Lo, Mila Getmansky and Peter A. Lee

Recent Advances in Research on Hedge Fund Activism: Value Creation and Identification pp. 579-595

Alon Brav, Hyunseob Kim and Wei Jiang

Private Equity Performance: A Survey pp. 597-614

Berk A. Sensoy and Steven N. Kaplan

Real Estate Price Indices and Price Dynamics: An Overview from an Investments Perspective pp. 615-633

David Geltner

Governance of Family Firms pp. 635-654

Alexander Guzmán, Belén Villalonga, María-Andrea Trujillo and Raphael Amit

Volume 6, issue 1, 2014

History of American Corporate Governance: Law, Institutions, and Politics pp. 1-21

Eric Hilt

Blockholders and Corporate Governance pp. 23-50

Alex Edmans

Corporate Takeovers and Economic Efficiency pp. 51-74

B. Eckbo

Payout Policy pp. 75-134

Joan Farre-Mensa, Roni Michaely and Martin Schmalz

Corporate Liquidity Management: A Conceptual Framework and Survey pp. 135-162

Heitor Almeida, Murillo Campello, Igor Cunha and Michael Weisbach

Corporate Pension Plans pp. 163-184

João F. Cocco

Bank Capital and Financial Stability: An Economic Trade-Off or a Faustian Bargain? pp. 185-223

Anjan Thakor

Contingent Capital Instruments for Large Financial Institutions: A Review of the Literature pp. 225-240

Mark J. Flannery

Counterparty Risk: A Review pp. 241-258

Stuart M. Turnbull

The Industrial Organization of the US Residential Mortgage Market pp. 259-288

Richard Stanton, Johan Walden and Nancy Wallace

Investor Flows to Asset Managers: Causes and Consequences pp. 289-310

Susan Christoffersen, David K. Musto and Russ Wermers

Exchange-Traded Funds: An Overview of Institutions, Trading, and Impacts pp. 311-341

Ananth Madhavan

Stock Prices and Earnings: A History of Research pp. 343-363

Patricia M. Dechow, Richard G. Sloan and Jenny Zha Giedt

Information Transmission in Finance pp. 365-384

Paul C. Tetlock

Insider Trading Controversies: A Literature Review pp. 385-403

Utpal Bhattacharya

Security Market Manipulation pp. 405-418

Chester Spatt

Financialization of Commodity Markets pp. 419-441

Ing-Haw Cheng and Wei Xiong

Forward Rate Curve Smoothing pp. 443-458

Robert Jarrow

Optimal Exercise for Derivative Securities pp. 459-487

Jérôme Detemple