内容

目次

Part 1 Corporate finance: Theory of the firm; Boundaries andorganization of the firm, R. Rajan, Luigi Zingales; Agency and the theory ofthe firm, M. Jensen; Agency, information and corporate investment, J. Stein;Corporate investment policy, M. Brennan; Corporate governance and control, M.Becht, P. Bolton and A. Roell; Capital structure and finance policies; Payoutpolicies, F. Allen, R. Michaely; Financing policies, S. Myers; Financialintermediaries; Banking, G. Gorton, A. Winton; Investment banking andsecurity issuance, J. Ritter; Financial intermediaries and financialinnovation, P. Tufano; Market microstructure, H. Stoll. Part 2 Financialmarkets and asset pricing: Arbitrage, state prices and portfolio theory, S.Ross, P.H. Dybvig; Intertemporal asset pricing models, D. Duffie; Tests ofmulti-factor pricing models, volatility and portfolio performance, W. Ferson;The equity premium puzzle, R. Mehr, E.C. Prescott; Anomalies and marketefficiency, G.W. Schwert; Surveys of behavioral science, N.C. Barberis, R.H.Thaler; Consumption-based asset pricing, J.Y. Campbell; Asset prices andmarket microstructure, D. Easley, M. O'Hara; Empirical analysis of fixedincome pricing models, Q. Dai, K. Singleton; Derivatives, R.E. Whaley; Issuesin international asset pricing, R. Stulz, A. Karolyi.