Handbook of the Economics of Finance SET:Volumes 2A & 2B

Handbook of the Economics of Finance SET:Volumes 2A & 2B

Corporate Finance and Asset Pricing

1st Edition - December 24, 2012

Write a review

  • Editors: George M. Constantinides, Milton Harris, Rene M. Stulz
  • eBook ISBN: 9780444594655

Purchase options

Purchase options
DRM-free (Mobi, PDF, EPub)
Sales tax will be calculated at check-out

Institutional Subscription

Free Global Shipping
No minimum order


This two-volume set of 23 articles authoritatively describes recent scholarship in corporate finance and asset pricing. Volume 1 concentrates on corporate finance, encompassing topics such as financial innovation and securitization, dynamic security design, and family firms. Volume 2 focuses on asset pricing with articles on market liquidity, credit derivatives, and asset pricing theory, among others. Both volumes present scholarship about the 2008 financial crisis in contexts that highlight both continuity and divergence in research. For those who seek insightful perspectives and important details, they demonstrate how corporate finance studies have interpreted recent events and incorporated their lessons.

Key Features

  • Covers core and newly-developing fields
  • Explains how the 2008 financial crises affected theoretical and empirical research
  • Exposes readers to a wide range of subjects described and analyzed by the best scholars


Graduate students and professors worldwide working in all subdisciplines of economics and finance

Table of Contents

  • VOLUME 2A:  Corporate Finance

    Securitization (G. Gorton, A. Metrick)

    Dynamic Security Design and Corporate Financing (Y. Sannikov)

    Do Taxes Affect Corporate Decisions? A Review (J. Graham)

    Executive Compensation: Where We are, and How We Got There (K. Murphy)

    Behavioral Corporate Finance: An Updated Survey (M. Baker, J. Wurgler)

    Law and Finance After a Decade of Research (R. La Porta, F. Lopez-de-Silanes, A. Shleifer)

    Endogeneity in Empirical Corporate Finance (M. Roberts, T. Whited)

    A Survey of Venture Capital Research (M. Da Rin, T. Hellman, M. Puri)

    Entrepreneurship and the Family Firm (V. Mehrotra, R. Morck)

    Financing in Developing Countries (M. Ayyagari, A. Demirguc-Kunt, V. Maksimovic)

    Financial Intermediation, Markets, and Alternative Financial Sectors (F. Allen, E. Carletti, J. Qian)

    VOLUME 2B: Financial Markets and Asset Pricing

    Advances in Consumption-Based Asset Pricing: Empirical Tests (S. Ludvigson)

    Bond Pricing and the Macroeconomy (G. Duffee)

    Investment Performance: A Review and Synthesis (W. Ferson)

    Mutual Funds (N. Elton, M. Gruber)

    Hedge Funds (W. Fung, D Hsieh)

    Financial Risk Measurement for Financial Risk Management (T. Andersen, T. Bollerslev, P. Christoffersen, F. Diebold)

    Bubbles, Financial Crises, and Systemic Risk (M. Brunnermeier, M. Oehmke)

    Market Liquidity—Theory and Empirical Evidence (D. Vayanos, J. Wang)

    Credit Derivatives (J. Hull, A. White)

    Household Finance: An Emerging Field (L. Guiso, P. Sodini)

    The Behavior of Individual Investors (B. Barber, T. Odean)

    Risk Pricing over Alternative Investment Horizons (L. Hansen)

Product details

  • No. of pages: 2074
  • Language: English
  • Copyright: © North Holland 2013
  • Published: December 24, 2012
  • Imprint: North Holland
  • eBook ISBN: 9780444594655

About the Editors

George M. Constantinides

Affiliations and Expertise

University of Chicago, Chicago, IL, USA

Milton Harris

Milt Harris is a Fellow of the Econometric Society and of the American Finance Association. He is past president of the Western Finance Association and the Society for Financial Studies.

Affiliations and Expertise

University of Chicago, Chicago, IL, USA

Rene M. Stulz

Affiliations and Expertise

The Ohio State University, Columbus, OH, USA

Ratings and Reviews

Write a review

There are currently no reviews for "Handbook of the Economics of Finance SET:Volumes 2A & 2B"