CINXE.COM

<!DOCTYPE html> <HTML><HEAD><TITLE>Handbook of the Economics of Finance, Elsevier | IDEAS/RePEc</TITLE> <meta charset="utf-8"> <meta http-equiv="X-UA-Compatible" content="IE=edge"> <meta name="viewport" content="width=device-width, initial-scale=1.0"> <link rel="stylesheet" href="https://maxcdn.bootstrapcdn.com/bootstrap/4.0.0/css/bootstrap.min.css" integrity="sha384-Gn5384xqQ1aoWXA+058RXPxPg6fy4IWvTNh0E263XmFcJlSAwiGgFAW/dAiS6JXm" crossorigin="anonymous"> <link rel="stylesheet" href="/css/font-awesome.min.css">   <link href="/css/normalnew.css" rel="stylesheet" type="text/css"/> <link href="/css/pushy.css" rel="stylesheet" type="text/css"/> <link rel="icon" type="image.jpg" href="/favicon.ico">  <script type='text/javascript'> var captchaContainer = null; var loadCaptcha = function() { captchaContainer = grecaptcha.render('captcha_container', { 'sitekey' : '6LdQebIaAAAAACSKxvbloyrkQ_q-MqhOAGgD5PQV', 'callback' : function(response) { console.log(response); } }); }; </script> <script type="application/ld+json"> { "@context": "http://schema.org", "@type": "Periodical", "name": "Handbook of the Economics of Finance", "publisher": "Elsevier", "url": "https://ideas.repec.org/s/eee/finchp.html", "requiresSubscription": "false" } </script> <META NAME="robots" content="NOARCHIVE"> </HEAD><BODY> <script async src="https://www.googletagmanager.com/gtag/js?id=G-G63YGSJVZ7"></script> <script> window.dataLayer = window.dataLayer || []; function gtag(){dataLayer.push(arguments);} gtag('js', new Date()); gtag('config', 'G-G63YGSJVZ7'); </script> <div class="container"> <div id="header" class="row"> <nav class="navbar navbar-collapse navbar-expand-md" role="navigation"> <a class="navbar-brand" href="/"> <img width="125" src="/ideas4.jpg" border="0" alt="IDEAS home"> </a> <button class="navbar-toggler" type="button" data-toggle="collapse" data-target="#mobilesearch" aria-controls="mobilesearch" aria-expanded="false" aria-label="Toggle navigation"> <span class="navbar-toggler-icon"><i class="fa fa-search"></i></span> </button> <div class="collapse" id="mobilesearch"> <div class="form-inline"> <form method="GET" action="/cgi-bin/htsearch2" id="mobilesearch" role="search" class="card card-body"> <div class="input-group"> <input class="form-control" type="text" name="q" value="" placeholder="Search econ literature"> <span class="input-group-btn"> <input class="btn btn-default btn-lg fa" type="submit" value="" style="color:white;background-color:#2d4e8b;"> </span> </div> <a href="/search.html" class="advanced-search">Advanced search</a> </form> </div> </div> <button class="navbar-toggler" type="button" data-toggle="collapse" data-target="#mobilemenu" aria-controls="mobilemenu" aria-expanded="false" aria-label="Toggle navigation"> <span class="navbar-toggler-icon"><i class="fa fa-bars"></i></span> </button> <div class="collapse" id="mobilemenu"> <ul class="navbar-nav mr-auto"> <li class="nav-item"> <a class="nav-link" href="/">Economic literature:</a> <a href="/i/p.html">papers</A>, <a href="/i/a.html">articles</A>, <a href="/i/c.html">software</A>, <a href="/i/h.html">chapters</A>, <a href="/i/b.html">books</A>. </li> <li class="nav-item"> <a class="nav-link" href="/i/e.html">Authors</a> </li> <li class="nav-item"> <a class="nav-link" href="http://edirc.repec.org/">Institutions</a> </li> <li class="nav-item"> <a class="nav-link" href="/top/">Rankings</a> </li> <li class="nav-item"> <a class="nav-link" href="/help.html" target="_blank">Help/FAQ <i class="fa fa-external-link"></i></a> </li> <li class="nav-item"> <a class="nav-link" href="/cgi-bin/myideas.cgi">MyIDEAS <I class="fa fa-lightbulb-o"></I></a> </li> <li class="nav-item"> <span class="nav-text">More options at page bottom</span> </li> </ul> </div> <div class="d-none d-md-inline"> <ul class="nav nav-fill" id="topnav"> <li class="nav-item"> <a class="nav-link" href="/">Economic literature</a> </li> <li class="nav-item"> <a class="nav-link" href="/i/e.html">Authors</a> </li> <li class="nav-item"> <a class="nav-link" href="http://edirc.repec.org/">Institutions</a> </li> <li class="nav-item"> <a class="nav-link" href="/top/">Rankings</a> </li> <li class="nav-item"> <a class="nav-link" href="/help.html" target="_blank">Help/FAQ <i class="fa fa-external-link"></i></a> </li> <li class="nav-item"> <a class="nav-link" href="/cgi-bin/myideas.cgi" style="color:blue;">MyIDEAS <I class="fa fa-lightbulb-o"></I> <small>(now with weekly email digests)</small></a> </li> </ul> </div> </nav> </div> <div class="row"> <div class="col-12" style="margin-top: -10px;"> <div id="sidebar" class="sidebar-nav-fixed pull-right d-none d-print-none d-md-inline col-md-3"> <div class="inline-form"> <form method="GET" action="/cgi-bin/htsearch2" id="topsearch" role="search" class="navbar-form navbar-right"> <div class="input-group"> <input class="form-control" type="text" name="q" value="" placeholder="Search econ literature"> <input class="btn fa" type="submit" value="" style="color:white;background-color:#2d4e8b;"> </div> <a href="/search.html" class="advanced-search">Advanced search</a> </form> </div> <div id="menu"> <h3>Browse Econ Literature</h3> <ul> <li><a href="/i/p.html">Working papers</a></li> <li><a href="/i/a.html">Journals</a></li> <li><a href="/i/c.html">Software components</a></li> <li><a href="/i/b.html">Books</a></li> <li><a href="/i/h.html">Book chapters</a></li> <li><a href="/j/">JEL classification</a></li> </ul> <h3>More features</h3> <ul> <li><a href="http://nep.repec.org/">Subscribe to new research</a></li> <li><a href="https://biblio.repec.org/">RePEc Biblio</a></li> <li><a href="https://authors.repec.org/">Author registration</a></li> <li><A href="/v/"><font color="red">Economics Virtual Seminar Calendar</font></a> NEW!</li> </ul> </div> </div> <div class="d-none d-print-block"> <img width="145" src="/ideas4.jpg" border="0" alt="IDEAS home"> Printed from https://ideas.repec.org/s/eee/finchp.html </div> <div id="main" class="col-12 col-md-9"> <div class="site-overlay"></div> <div class="d-print-none"> <div id="messages" class="col-xs-12"> <span class="share-block"> <a class="share-twitter fa fa-twitter" href="#" title="Share on Twitter"></a>   <share-to-mastodon message="Found on RePEc/IDEAS:" url='https://ideas.repec.org/s/eee/finchp.html'><img src="/images/mastodon.svg" height=15></share-to-mastodon> <a href="https://bsky.app/intent/compose?text=Found%20on%20RePEc/IDEAS:%20https://ideas.repec.org/s/eee/finchp.html%20💡" target="_NEW"><img src="/images/bluesky.svg" height=15></a> <a class="share-facebook fa fa-facebook" href="#" title="Share on Facebook"></a> <a class="share-reddit fa fa-reddit" href="#" title="Share on Reddit"></a> <a class="share-linkedin fa fa-linkedin" href="#" title="Share on LinkedIn"></a>   <a class="share-email fa fa-envelope" href="#" title="Share by Email"></a> <a class="share-print fa fa-print" href="#" title="Print this page"></a> </span> <span id="myideas"> <a href="/cgi-bin/myideas.cgi" data-toggle="tooltip" title="MyIDEAS: not logged in"> <i class="fa fa-lightbulb-o"></i> <i class="fa fa-lock"></i> </a> <A HREF="/cgi-bin/myideas.cgi#myiseries1"><I class="fa fa-book"></I> My serials</A> <i class="fa fa-newspaper-o"></i> <span onclick="loadDoc('https://ideas.repec.org/cgi-bin/myiadd2.cgi',myFunction);return true;">Follow this serial</span> </span> <script> function loadDoc(url,cfunc) { var xhttp = new XMLHttpRequest(); xhttp.onreadystatechange = function() { if (xhttp.readyState == 4 && xhttp.status == 200) { cfunc(xhttp); } }; xhttp.open("GET", url, true); xhttp.send(); } function myFunction(xhttp) { document.getElementById("response").innerHTML = xhttp.responseText; } </script><span id="response"></span> </div> </div> <div id="content-block"> <h1>Elsevier</h1><h1>Handbook of the Economics of Finance</h1> <div class="advsearch-block" style="margin-bottom: 10px;"> <form method="get" action="/cgi-bin/htsearch2"> <div class="input-group" style="width: 100%;"> <input id="series" name="ul" value="eee/finchp" type="hidden"> <input class="form-control" type="text" name="q" placeholder="Search within this serial" > <button class="btn fa" type="submit" value="Search!" style="color:white;background-color:#2d4e8b"></button> </div> </form> </div> <ul class="nav nav-pills" id="myTab" role="tablist"> <li class="nav-item"> <a class="nav-link" id="publisher-tab" data-toggle="tab" href="#publisher" role="tab" aria-controls="publisher" aria-selected="true">Publisher Info</a> </li> <li class="nav-item"> <a class="nav-link" id="serial-tab" data-toggle="tab" href="#serial" role="tab" aria-controls="serial" aria-selected="true">Serial Info</a> </li> <li class="nav-item"> <a class="nav-link active" id="content-tab" data-toggle="tab" href="#content" role="tab" aria-controls="content" aria-selected="true">Content</a> </li> <li class="nav-item"> <a class="nav-link" id="correct-tab" data-toggle="tab" href="#correct" role="tab" aria-controls="correct" aria-selected="true">Corrections</a> </li> </ul> <div class="tab-content" id="myTabContent"> <div class="tab-pane fade" id="publisher" role="tabpanel" aria-labelledby="publisher-tab"> <h2>Contact information of Elsevier</h2> <div class="row"> <div class="col-12"> Web page: <A HREF="http://www.elsevier.com/wps/find/bookseriesdescription.cws_home/BS_HE/description" target="_blank" style="word-break:break-all;">http://www.elsevier.com/wps/find/bookseriesdescription.cws_home/BS_HE/description</A> <i class="fa fa-external-link"></i><BR> <P> </div> </div> </div> <div class="tab-pane fade" id="serial" role="tabpanel" aria-labelledby="serial-tab"> <h2>Serial Information</h2> <div class="row"> <div class="col-12"> <BR><B>Download restrictions:</B> Full text for ScienceDirect subscribers only <span id="bademail">The email address of this editor does not seem to be valid any more. Please ask G.M. Constantinides to have the entry updated or <A HREF="mailto:team@mail.authors.repec.org?subject=email_correction_for_editor_of_repec:eee:finchp">send us</A> the correct address</span>. <span id="bademail">The email address of this editor does not seem to be valid any more. Please ask G.M. Constantinides to have the entry updated or <A HREF="mailto:team@mail.authors.repec.org?subject=email_correction_for_editor_of_repec:eee:finchp">send us</A> the correct address</span>. <span id="bademail">The email address of this editor does not seem to be valid any more. Please ask G.M. Constantinides to have the entry updated or <A HREF="mailto:team@mail.authors.repec.org?subject=email_correction_for_editor_of_repec:eee:finchp">send us</A> the correct address</span>. <P>Additional information is available for the following <A HREF="https://authors.repec.org/">registered</A> editor(s): <A HREF="/e/pco144.html">George M. Constantinides </A>, <A HREF="/e/pha4.html">Milton Harris </A>, <A HREF="/f/pst226.html">Rene M. Stulz </A>. <br><B>Series handle:</B> RePEc:eee:finchp<BR> <B>ISSN:</B> 1574-0102<BR> <BR><B>Citations RSS feed:</B> <A HREF="http://citec.repec.org/cgi-bin/rss.pl?h=repec:eee:finchp">at CitEc</A> <h3 style="margin-bottom: 0;">Impact factors</h3> <ul class="list-inline"> <li><A HREF="/top/top.series.simple.html#repec:eee:finchp">Simple</A> (<A HREF="/top/top.series.simple10.html#repec:eee:finchp">last 10 years</A>)</li> <li><A HREF="/top/top.series.recurse.html#repec:eee:finchp">Recursive</A> (<A HREF="/top/top.series.recurse10.html#repec:eee:finchp">10</A>)</li> <li><A HREF="/top/top.series.discount.html#repec:eee:finchp">Discounted</A> (<A HREF="/top/top.series.discount.html#repec:eee:finchp">10</A>)</li> <li><A HREF="/top/top.series.rdiscount.html#repec:eee:finchp">Recursive discounted</A> (<A HREF="/top/top.series.rdiscount10.html#repec:eee:finchp">10</A>)</li> <li><A HREF="/top/top.series.hindex.html#repec:eee:finchp">H-Index</A> (<A HREF="/top/top.series.hindex10.html#repec:eee:finchp">10</A>)</li> <li><A HREF="/top/top.series.euclid.html#repec:eee:finchp">Euclid</A> (<A HREF="/top/top.series.euclid10.html#repec:eee:finchp">10</A>)</li> <li><A HREF="/top/top.series.all.html#repec:eee:finchp">Aggregate</A> (<A HREF="/top/top.series.all10.html#repec:eee:finchp">10</A>)</li> </ul><B><A HREF="http://logec.repec.org/scripts/seriesstat.pl?item=repec:eee:finchp">Access and download statistics</A></B><BR><B>Top item:</B><ul class="list-inline"><li><A HREF="/h/eee/finchp/2-18.html">By citations</A></li><li><A HREF="/h/eee/finchp/1-04.html">By downloads</A> (last 12 months)</li></ul> </div> </div> </div> <div class="tab-pane fade" id="correct" role="tabpanel" aria-labelledby="correct-tab"> <h2>Corrections</h2> <P>All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: <I>RePEc:eee:finchp</I>. See <A HREF="/corrections.html">general information</A> about how to correct material in RePEc. </p><p> For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: <A HREF="http://www.elsevier.com/wps/find/bookseriesdescription.cws_home/BS_HE/description" target="_blank" style="word-break:break-all;">http://www.elsevier.com/wps/find/bookseriesdescription.cws_home/BS_HE/description <i class="fa fa-external-link"></i></A>. <div id="viewemail"> <form id="emailForm" action="/cgi-bin/getemail.cgi" method="POST"> <input type="hidden" name="handle" value="repec:eee:finchp:m"> <div id="captcha_container"></div> <input type="submit" value="View email address"> </form> <script src="https://www.google.com/recaptcha/api.js?onload=loadCaptcha&render=explicit" async defer></script> <div id="emailResponse"></div> </div> </div> <div class="tab-pane fade show active" id="content" role="tabpanel" aria-labelledby="content-tab"> <h2>Content</H2> <h3>2013</h3><div class="panel-body"><UL class="list-group paperlist"> <LI class="list-group-item downgate"> <span class="haswp"> </span> <B>1-70 <A HREF="/h/eee/finchp/2-a-1-70.html">Securitization</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Gorton, Gary & Metrick, Andrew <LI class="list-group-item downgate"> <B>71-122 <A HREF="/h/eee/finchp/2-a-71-122.html">Dynamic Security Design and Corporate Financing</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Sannikov, Yuliy <LI class="list-group-item downgate"> <B>123-210 <A HREF="/h/eee/finchp/2-a-123-210.html">Do Taxes Affect Corporate Decisions? A Review</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Graham, John R. <LI class="list-group-item downgate"> <B>211-356 <A HREF="/h/eee/finchp/2-a-211-356.html">Executive Compensation: Where We Are, and How We Got There</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Murphy, Kevin J. <LI class="list-group-item downgate"> <span class="haswp"> </span> <B>357-424 <A HREF="/h/eee/finchp/2-a-357-424.html">Behavioral Corporate Finance: An Updated Survey</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Baker, Malcolm & Wurgler, Jeffrey <LI class="list-group-item downgate"> <B>425-491 <A HREF="/h/eee/finchp/2-a-425-491.html">Law and Finance After a Decade of Research</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> La Porta, Rafael & Lopez-de-Silanes, Florencio & Shleifer, Andrei <LI class="list-group-item downgate"> <B>493-572 <A HREF="/h/eee/finchp/2-a-493-572.html">Endogeneity in Empirical Corporate Finance1</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Roberts, Michael R. & Whited, Toni M. <LI class="list-group-item downgate"> <span class="haswp"> </span> <B>573-648 <A HREF="/h/eee/finchp/2-a-573-648.html">A Survey of Venture Capital Research</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Rin, Marco Da & Hellmann, Thomas & Puri, Manju <LI class="list-group-item downgate"> <B>649-681 <A HREF="/h/eee/finchp/2-a-649-681.html">Entrepreneurship and the Family Firm</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Mehrotra, Vikas & Morck, Randall <LI class="list-group-item downgate"> <B>683-757 <A HREF="/h/eee/finchp/2-a-683-757.html">Financing in Developing Countries</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav <LI class="list-group-item downgate"> <span class="haswp"> </span> <B>759-798 <A HREF="/h/eee/finchp/2-a-759-798.html">Financial Intermediation, Markets, and Alternative Financial Sectors</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Allen, Franklin & Carletti, Elena & Qianc, Jun â€œQJâ€ & Valenzuela, Patricio <LI class="list-group-item downgate"> <span class="haswp"> </span> <B>799-906 <A HREF="/h/eee/finchp/2-b-799-906.html">Advances in Consumption-Based Asset Pricing: Empirical Tests</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Ludvigson, Sydney C. <LI class="list-group-item downgate"> <span class="haswp"> </span> <B>907-967 <A HREF="/h/eee/finchp/2-b-907-967.html">Bond Pricing and the Macroeconomy</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Duffee, Gregory R. <LI class="list-group-item downgate"> <B>969-1010 <A HREF="/h/eee/finchp/2-b-969-1010.html">Investment Performance: A Review and Synthesis</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Ferson, Wayne E. <LI class="list-group-item downgate"> <B>1011-1061 <A HREF="/h/eee/finchp/2-b-1011-1061.html">Mutual Funds</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Elton, Edwin J. & Gruber, Martin J. <LI class="list-group-item downgate"> <B>1063-1125 <A HREF="/h/eee/finchp/2-b-1063-1125.html">Hedge Funds</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Funga, William & Hsiehb, David A. <LI class="list-group-item downgate"> <span class="haswp"> </span> <B>1127-1220 <A HREF="/h/eee/finchp/2-b-1127-1220.html">Financial Risk Measurement for Financial Risk Management</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X. <LI class="list-group-item downgate"> <span class="haswp"> </span> <B>1221-1288 <A HREF="/h/eee/finchp/2-b-1221-1288.html">Bubbles, Financial Crises, and Systemic Risk</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Brunnermeier, Markus K. & Oehmke, Martin <LI class="list-group-item downgate"> <B>1289-1361 <A HREF="/h/eee/finchp/2-b-1289-1361.html">Market Liquidityâ€”Theory and Empirical Evidence </A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Vayanos, Dimitri & Wang, Jiang <LI class="list-group-item downgate"> <B>1363-1396 <A HREF="/h/eee/finchp/2-b-1363-1396.html">Credit Derivatives</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Hull, John & White, Alan <LI class="list-group-item downgate"> <span class="haswp"> </span> <B>1397-1532 <A HREF="/h/eee/finchp/2-b-1397-1532.html">Household Finance: An Emerging Field</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Guiso, Luigi & Sodini, Paolo <LI class="list-group-item downgate"> <B>1533-1570 <A HREF="/h/eee/finchp/2-b-1533-1570.html">The Behavior of Individual Investors</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Barber, Brad M. & Odean, Terrance <LI class="list-group-item downgate"> <B>1571-1611 <A HREF="/h/eee/finchp/2-b-1571-1611.html">Risk Pricing over Alternative Investment Horizons</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Hansen, Lars Peter </UL></div> <h3>2003</h3><div class="panel-body"><UL class="list-group paperlist"> <LI class="list-group-item downgate"> <span class="haswp"> </span> <B>1-109 <A HREF="/h/eee/finchp/1-01.html">Corporate governance and control</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Becht, Marco & Bolton, Patrick & Roell, Ailsa <LI class="list-group-item downgate"> <span class="haswp"> </span> <B>111-165 <A HREF="/h/eee/finchp/1-02.html">Agency, information and corporate investment</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Stein, Jeremy C. <LI class="list-group-item downgate"> <B>167-214 <A HREF="/h/eee/finchp/1-03.html">Corporate investment policy</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Brennan, Michael J. <LI class="list-group-item downgate"> <B>215-253 <A HREF="/h/eee/finchp/1-04.html">Financing of corporations</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Myers, Stewart C. <LI class="list-group-item downgate"> <B>255-306 <A HREF="/h/eee/finchp/1-05.html">Investment banking and securities issuance</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Ritter, Jay R. <LI class="list-group-item downgate"> <B>307-335 <A HREF="/h/eee/finchp/1-06.html">Financial innovation</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Tufano, Peter <LI class="list-group-item downgate"> <span class="haswp"> </span> <B>337-429 <A HREF="/h/eee/finchp/1-07.html">Payout policy</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Allen, Franklin & Michaely, Roni <LI class="list-group-item downgate"> <span class="haswp"> </span> <B>431-552 <A HREF="/h/eee/finchp/1-08.html">Financial intermediation</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Gorton, Gary & Winton, Andrew <LI class="list-group-item downgate"> <B>553-604 <A HREF="/h/eee/finchp/1-09.html">Market microstructure</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Stoll, Hans R. <LI class="list-group-item downgate"> <B>605-637 <A HREF="/h/eee/finchp/2-10.html">Arbitrage, state prices and portfolio theory</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Dybvig, Philip H. & Ross, Stephen A. <LI class="list-group-item downgate"> <B>639-742 <A HREF="/h/eee/finchp/2-11.html">Intertemporal asset pricing theory</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Duffie, Darrell <LI class="list-group-item downgate"> <B>743-802 <A HREF="/h/eee/finchp/2-12.html">Tests of multifactor pricing models, volatility bounds and portfolio performance</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Ferson, Wayne E. <LI class="list-group-item downgate"> <span class="haswp"> </span> <B>803-887 <A HREF="/h/eee/finchp/2-13.html">Consumption-based asset pricing</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Campbell, John Y. <LI class="list-group-item downgate"> <span class="haswp"> </span> <B>889-938 <A HREF="/h/eee/finchp/2-14.html">The equity premium in retrospect</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Mehra, Rajnish & Prescott, Edward C. <LI class="list-group-item downgate"> <span class="haswp"> </span> <B>939-974 <A HREF="/h/eee/finchp/2-15.html">Anomalies and market efficiency</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Schwert, G. William <LI class="list-group-item downgate"> <span class="haswp"> </span> <B>975-1020 <A HREF="/h/eee/finchp/2-16.html">Are financial assets priced locally or globally?</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Karolyi, G. Andrew & Stulz, Rene M. <LI class="list-group-item downgate"> <B>1021-1051 <A HREF="/h/eee/finchp/2-17.html">Microstructure and asset pricing</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Easley, David & O'Hara, Maureen <LI class="list-group-item downgate"> <span class="haswp"> </span> <B>1053-1128 <A HREF="/h/eee/finchp/2-18.html">A survey of behavioral finance</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Barberis, Nicholas & Thaler, Richard <LI class="list-group-item downgate"> <B>1129-1206 <A HREF="/h/eee/finchp/2-19.html">Derivatives</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Whaley, Robert E. <LI class="list-group-item downgate"> <B>1207-1246 <A HREF="/h/eee/finchp/2-20.html">Fixed-income pricing</A></B><BR>In: <I>Handbook of the Economics of Finance</I><BR><I>by</I> Dai, Qiang & Singleton, Kenneth J. </UL></div> </div> </div> </div> </div> <div id="footer" class="row d-print-none"> <div class="col-sm-6 more-services"> <h3 style="border-bottom: 1px solid #111; position: relative; right:0.9em;">More services and features</h3> <div class="row"> <div class="list-group col"> <a href="/cgi-bin/myideas.cgi" class="list-group-item"> <h4 class="list-group-item-heading">MyIDEAS</h4> <p class="list-group-item-text">Follow serials, authors, keywords & more</p> </a> <a href="http://authors.repec.org/" class="list-group-item"> <h4 class="list-group-item-heading">Author registration</h4> <p class="list-group-item-text">Public profiles for Economics researchers</p> </a> <a href="http://ideas.repec.org/top/" class="list-group-item"> <h4 class="list-group-item-heading">Rankings</h4> <p class="list-group-item-text">Various research rankings in Economics</p> </a> <a href="http://genealogy.repec.org/" class="list-group-item"> <h4 class="list-group-item-heading">RePEc Genealogy</h4> <p class="list-group-item-text">Who was a student of whom, using RePEc</p> </a> <a href="http://biblio.repec.org/" class="list-group-item"> <h4 class="list-group-item-heading">RePEc Biblio</h4> <p class="list-group-item-text">Curated articles & papers on economics topics</p> </a> </div> <div class="list-group col"> <a href="http://mpra.ub.uni-muenchen.de/" class="list-group-item" target="_blank"> <h4 class="list-group-item-heading">MPRA <i class="fa fa-external-link"></i></h4> <p class="list-group-item-text">Upload your paper to be listed on RePEc and IDEAS</p> </a> <a href="http://nep.repec.org/" class="list-group-item" target="_blank"> <h4 class="list-group-item-heading">New papers by email <i class="fa fa-external-link"></i></h4> <p class="list-group-item-text">Subscribe to new additions to RePEc</p> </a> <a href="http://www.econacademics.org/" class="list-group-item"> <h4 class="list-group-item-heading">EconAcademics</h4> <p class="list-group-item-text">Blog aggregator for economics research</p> </a> <a href="http://plagiarism.repec.org/" class="list-group-item"> <h4 class="list-group-item-heading">Plagiarism</h4> <p class="list-group-item-text">Cases of plagiarism in Economics</p> </a> </div> </div> </div> <div class="col-sm more-services"> <h3 style="border-bottom: 1px solid #111;">About RePEc</h3> <div class="list-group col"> <a href="http://repec.org/" class="list-group-item" target="_blank"> <h4 class="list-group-item-heading">RePEc home <i class="fa fa-external-link"></i></h4> <p class="list-group-item-text">Initiative for open bibliographies in Economics</p> </a> <a href="http://blog.repec.org/" class="list-group-item" target="_blank"> <h4 class="list-group-item-heading">Blog <i class="fa fa-external-link"></i></h4> <p class="list-group-item-text">News about RePEc</p> </a> <a href="/help.html" class="list-group-item" target="_blank"> <h4 class="list-group-item-heading">Help/FAQ <i class="fa fa-external-link"></i></h4> <p class="list-group-item-text">Questions about IDEAS and RePEc</p> </a> <a href="/team.html" class="list-group-item"> <h4 class="list-group-item-heading">RePEc team</h4> <p class="list-group-item-text">RePEc volunteers</p> </a> <a href="/archives.html" class="list-group-item"> <h4 class="list-group-item-heading">Participating archives</h4> <p class="list-group-item-text">Publishers indexing in RePEc</p> </a> <a href="https://ideas.repec.org/privacy.html" class="list-group-item" target="_blank"> <h4 class="list-group-item-heading">Privacy statement <i class="fa fa-external-link"></i></h4> </a> </div> </div> <div class="col-sm more-services"> <h3 style="border-bottom: 1px solid #111;">Help us</h3> <div class="list-group col"> <a href="/corrections.html" class="list-group-item"> <h4 class="list-group-item-heading">Corrections</h4> <p class="list-group-item-text">Found an error or omission?</p> </a> <a href="/volunteers.html" class="list-group-item"> <h4 class="list-group-item-heading">Volunteers</h4> <p class="list-group-item-text">Opportunities to help RePEc</p> </a> <a href="/participate.html" class="list-group-item"> <h4 class="list-group-item-heading">Get papers listed</h4> <p class="list-group-item-text">Have your research listed on RePEc</p> </a> <a href="/stepbystep.html" class="list-group-item"> <h4 class="list-group-item-heading">Open a RePEc archive</h4> <p class="list-group-item-text">Have your institution's/publisher's output listed on RePEc</p> </a> <a href="/getdata.html" class="list-group-item"> <h4 class="list-group-item-heading">Get RePEc data</h4> <p class="list-group-item-text">Use data assembled by RePEc</p> </a> </div> </div> </div> <div class="row"> <div class="col-12" style="text-align: center; padding-top: 10px;"> <div id="sidelogos"> <a href="https://ideas.repec.org/">IDEAS</a> is a <a href="http://repec.org/" target="_blank">RePEc <i class="fa fa-external-link"></i></a> service. RePEc uses bibliographic data supplied by the respective publishers. </div> </div> </div> </div> </div>  <script src="https://code.jquery.com/jquery-3.2.1.min.js"></script> <script src="https://cdnjs.cloudflare.com/ajax/libs/popper.js/1.12.9/umd/popper.min.js" integrity="sha384-ApNbgh9B+Y1QKtv3Rn7W3mgPxhU9K/ScQsAP7hUibX39j7fakFPskvXusvfa0b4Q" crossorigin="anonymous"></script> <script src="https://maxcdn.bootstrapcdn.com/bootstrap/4.0.0/js/bootstrap.min.js" integrity="sha384-JZR6Spejh4U02d8jOt6vLEHfe/JQGiRRSQQxSfFWpi1MquVdAyjUar5+76PVCmYl" crossorigin="anonymous"></script> <script type="module" src="https://cdn.jsdelivr.net/npm/@justinribeiro/share-to-mastodon@0.2.0/dist/share-to-mastodon.js"> <script src="/css/ideas.js"></script> <script src="/css/pushy.js"></script> <script> $(document).ready(function() { // show active tab on reload if (location.hash !== '') $('a[href="' + location.hash + '"]').tab('show'); // remember the hash in the URL without jumping // $('a[data-toggle="tab"]').on('shown.bs.tab', function(e) { // if(history.pushState) { // history.pushState(null, null, '#'+$(e.target).attr('href').substr(1)); // } else { // location.hash = '#'+$(e.target).attr('href').substr(1); // } // }); }); </script> </BODY> </HTML>