Annual Review of Financial Economics
-
Publication Venue For
- The role of housing and mortgage markets in the financial crisis. 10:25-41. 2018
- Consumption-Based Asset Pricing, Part 1: Classic Theory and Tests, Measurement Issues, and Limited Participation. 7:35-83. 2015
- Consumption-Based Asset Pricing, Part 2: Habit Formation, Conditional Risks, Long-Run Risks, and Rare Disasters. 7:85-131. 2015
- Recent Advances in Research on Hedge Fund Activism: Value Creation and Identification. 7:579-595. 2015
- A review of empirical capital structure research and directions for the future. 3:309-345. 2011
- Carry trade and momentum in currency markets. 3:511-535. 2011