Annual Review of Financial Economics

2009 - 2023

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Volume 5, issue 1, 2013

Introduction to Volume 5 of the Annual Review of Financial Economics pp. 1-7

Andrew Lo

Fischer Black pp. 9-19

Robert Merton and Myron Scholes

A Review of Merton’s Model of the Firm’s Capital Structure with Its Wide Applications pp. 21-41

Suresh Sundaresan

Too Big to Fail: Causes, Consequences, and Policy Responses pp. 43-61

Philip E. Strahan

Corporate Governance: What’s Special About Banks? pp. 63-92

Luc Laeven

Credit Rating Agencies: An Overview pp. 93-122

Lawrence White

Interest Rates and the Bank Risk-Taking Channel pp. 123-141

Giovanni Dell’Ariccia and Robert Marquez

R 2 and the Economy pp. 143-166

Randall Morck, Bernard Yeung and Wayne Yu

Empirical Cross-Sectional Asset Pricing pp. 167-199

Stefan Nagel

Insurance Risk, Risk Measures, and Capital Allocation: Navigating a Copernican Shift pp. 201-223

Michael Powers and George Zanjani

Conglomerate Firms, Internal Capital Markets, and the Theory of the Firm pp. 225-244

Vojislav Maksimovic and Gordon Phillips

Short Selling pp. 245-258

Adam V. Reed

Law and Finance: The Case of Constructive Sales pp. 259-276

Thomas J. Brennan

Financial Contagion and Network Analysis pp. 277-297

Martin Summer

Volume 4, issue 1, 2012

Implications of the Dodd-Frank Act pp. 1-38

Viral Acharya and Matthew Richardson

Valuation of Government Policies and Projects pp. 39-58

Deborah Lucas

The Impacts of Automation and High Frequency Trading on Market Quality pp. 59-98

Robert Litzenberger, Jeff Castura and Richard Gorelick

Shadow Banking Regulation pp. 99-140

Tobias Adrian and Adam Ashcraft

Narrow Banking pp. 141-159

George Pennacchi

Federal Reserve Liquidity Provision during the Financial Crisis of 2007–2009 pp. 161-177

Michael Fleming

Efficient Markets and the Law: A Predictable Past and an Uncertain Future pp. 179-214

Henry T.C. Hu

Corporate Governance of Financial Institutions pp. 215-232

Hamid Mehran and Lindsay Mollineaux

Corporate Finance and Financial Institutions pp. 233-253

Mark Flannery

A Survey of Systemic Risk Analytics pp. 255-296

Dimitrios Bisias, Mark Flood, Andrew Lo and Stavros Valavanis

Sovereign and Financial-Sector Risk: Measurement and Interactions pp. 297-312

Dale F. Gray and Samuel Malone

Regime Changes and Financial Markets pp. 313-337

Andrew Ang and Allan Timmermann

The Real Effects of Financial Markets pp. 339-360

Philip Bond, Alex Edmans and Itay Goldstein

Economic Activity of Firms and Asset Prices pp. 361-384

Leonid Kogan and Dimitris Papanikolaou

Consumption-Based Asset Pricing Models pp. 385-409

Rajnish Mehra

Taxes and Investment Choice pp. 411-429

Robert M. Dammon and Chester S. Spatt

Closed-End Funds: A Survey pp. 431-445

Martin Cherkes

Commodity Investing pp. 447-467

K. Rouwenhorst and Ke Tang

Market Microstructure and the Profitability of Currency Trading pp. 469-495

Carol Osler

Volume 3, issue 1, 2011

My Life in Finance pp. 1-15

Eugene F. Fama

Banking Crises: A Review pp. 17-40

Luc Laeven

The Consequences of Financial Innovation: A Counterfactual Research Agenda pp. 41-85

Josh Lerner and Peter Tufano

Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward pp. 87-117

Claudio Borio

Money Markets pp. 119-137

Marvin Goodfriend

Inflation-Indexed Bonds and the Expectations Hypothesis pp. 139-158

Carolin Pflueger and Luis Viceira

The Economics of Mutual Funds pp. 159-172

David K. Musto

The Origins and Evolution of the Market for Mortgage-Backed Securities pp. 173-192

John J. McConnell and Stephen A. Buser

Valuation and Risk Management of Collateralized Debt Obligations and Related Securities pp. 193-222

Christian Bluhm and Christoph Wagner

Government Policy and the Fixed-Rate Mortgage pp. 223-234

Michael Lea and Anthony B. Sanders

The Economics of Credit Default Swaps pp. 235-257

Robert Jarrow

Payment Systems pp. 259-287

James McAndrews, Ed Nosal and Guillaume Rocheteau

Financial Intermediary Balance Sheet Management pp. 289-307

Tobias Adrian and Hyun Song Shin

A Review of Empirical Capital Structure Research and Directions for the Future pp. 309-345

John R. Graham and Mark T. Leary

Equilibrium in the Initial Public Offerings Market pp. 347-374

Jay Ritter

Finance and Governance in Developing Economies pp. 375-406

Randall Morck

Microfinance and Social Investment pp. 407-434

Jonathan Conning and Jonathan Morduch

Global Asset Pricing pp. 435-466

Karen Lewis

Predictability of Returns and Cash Flows pp. 467-491

Ralph Koijen and Stijn Van Nieuwerburgh

Momentum pp. 493-509

Narasimhan Jegadeesh and Sheridan Titman

Carry Trade and Momentum in Currency Markets pp. 511-535

Craig Burnside, Martin Eichenbaum and Sergio Rebelo

Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts pp. 537-574

Russell Wermers