1. The International Library of Critical Writings in Financial Economics series

    Series editor: Richard Roll, University of California, Los Angeles, US

    This major series presents outstanding selections of the most important articles across the entire spectrum of financial economics - one of the fastest growing areas in both business schools and economics departments. Each collection has been prepared by a leading specialist who has written an authoritative introduction to the literature.

Books in this series

TOTAL: 19
  1. Financial Accounting and Investment Management

    Financial Accounting and Investment Management

    Edited by Werner De Bondt
    This two-volume set brings together in one accessible reference source many of the key articles in the field of accounting and investment management which have been published over the past half century. The first volume investigates the role of accountants and analysts as financial intermediaries, the measurement of corporate earnings and profitability and equity valuation. The second volume examines price-earnings ratios, market-to-book ratios, earnings and fundamental analysis in relation to stock returns. Learn More
    2009   Hardback Price: $ 686.00   Web: $ 617.40
    Availability: In Stock
  2. Financial Markets and the Real Economy

    Financial Markets and the Real Economy

    Edited by John H. Cochrane
    This insightful collection examines the intersection between macroeconomics and finance. The key challenge in this area is to find the right measure of ‘bad times’ (the marginal value of wealth) to explain some assets’ high average returns or low prices as compensation for those assets' tendency to pay off poorly in bad times. Learn More
    2006   Hardback Price: $ 412.00   Web: $ 370.80
    Availability: In Stock
  3. Foreign Exchange Markets

    Foreign Exchange Markets

    Edited by Richard J. Sweeney
    Foreign Exchange Markets presents a selection of classic finance and economics articles on key topics in the behavior of exchange rates and the analysis of foreign exchange markets. The editor has written an authoritative introduction to the literature. Learn More
    2006   Hardback Price: $ 258.00   Web: $ 232.20
    Availability: In Stock
  4. Recent Developments in Corporate Finance

    Recent Developments in Corporate Finance

    Edited by Jay R. Ritter
    This innovative two-volume set reprints 24 of the most influential articles on corporate finance published during the period 1996–2003. Five topics are covered: capital structure, securities issuance, payout policy, corporate governance and diversification and internal capital markets. Learn More
    2005   Hardback Price: $ 503.00   Web: $ 452.70
    Availability: In Stock
  5. Corporate Restructuring

    Corporate Restructuring

    Edited by John J. McConnell, David J. Denis
    This authoritative book features previously published articles which describe, analyze and empirically explore corporate restructurings. Restructurings include corporate combinations that come about through mergers, tender offers, and joint ventures. They also include various forms of corporate split-ups that come about by means of asset sales, spin-offs, equity carve-out, and distressed restructurings. This two-volume set will be of interest to managers of large corporations and financial institutions, investment and commercial bankers, and scholars with an interest in corporate finance and strategy. Learn More
    2005   Hardback Price: $ 724.00   Web: $ 651.60
    Availability: In Stock
  6. Emerging Markets

    Emerging Markets

    Edited by Geert Bekaert, Campbell R. Harvey
    Emerging markets have long posed a challenge for finance. Standard models are often ill suited to deal with the specific circumstances arising in these markets. However, the interest in emerging markets has provided impetus for the adaptation of current models to new circumstances and the development of new models. During recent years, much new research has been devoted to emerging markets. This important collection presents key articles in this literature. Learn More
    2004   Hardback Price: $ 450.00   Web: $ 405.00
    Availability: In Stock
  7. Financial Forecasting

    Financial Forecasting

    Edited by Roy Batchelor, Pami Dua
    This two-volume set brings together some of the most significant previously published articles by leading scholars in the field. The volumes investigate various aspects of financial forecasting including the forecasting of earnings, bankruptcy, stock prices, interest rates, exchange rates and risk. The articles within each section offer an overview of both statistical models and technical analysis in the subject area. The editors have written an authoritative new introduction to complement their selection. Learn More
    2003   Hardback Price: $ 686.00   Web: $ 617.40
    Availability: In Stock
  8. International Capital Markets

    International Capital Markets

    Edited by G. A. Karolyi, Rene M. Stulz
    The editors have selected the most important papers on the subject of international capital markets for this authoritative collection. Volume I considers theories of international portfolio choice and asset pricing, and also looks at empirical evidence on international asset pricing models. Volume II covers international portfolio diversification, as well as interest and exchange rates. Volume III includes articles on theories of barriers to international investments; empirical evidence on impact barriers to international investments; international capital flows; and anomalies in international capital markets. These comprehensive volumes will be an invaluable source of reference for researchers and students alike. Learn More
    2003   Hardback Price: $ 998.00   Web: $ 898.20
    Availability: In Stock
  9. Asset Pricing Theory and Tests

    Asset Pricing Theory and Tests

    Edited by Robert R. Grauer
    Asset pricing lies at the heart of financial economics, being not only the foundation of every other field in this subject area but also having prime relevance for practical decision-making. For this two-volume collection the editor has selected some of the most influential articles which have been published on this topic since the 1970s. These papers offer an overview of the theories of asset pricing, an investigation and critique of the empirical tests applied to these theories and an examination of five particular models: the mean-variance CAPM, the linear risk tolerance CAPM, the intertemporal CAPM, the consumption-based CAPM and the arbitrage pricing theory. Learn More
    2003   Hardback Price: $ 639.00   Web: $ 575.10
    Availability: In Stock
  10. Behavioral Finance

    Behavioral Finance

    Edited by Hersh Shefrin
    Behavioral finance is the study of how psychology affects financial decision making and financial markets. A valuable resource for both academics and practitioners, this authoritative collection brings together the main works in both psychology and finance, dealing with the debate between proponents of the behavioral school and advocates of the efficient market school. The first volume contains works written by leading psychologists that underlie behavioral finance, focusing on general issues in asset pricing theory, and the studies on over-reaction and under-reaction. The second volume contains key works that develop and extend these themes. Topics include the psychology of prediction, reactions to corporate announcements, the term structure of interest rates, the equity premium, and options prices. The final volume is devoted to the psychology of decisions by individuals, both investors and corporate managers. Learn More
    2001   Hardback Price: $ 1,188.00   Web: $ 1,069.20
    Availability: In Stock
  11. International Securities

    International Securities

    Edited by George C. Philippatos, Gregory Koutmos
    The world of finance has been revolutionized in the last twenty years by factors such as the liberalization and subsequent integration of global financial markets and the advances in computing and communications technology. Thsee important changes have led to a stream of financial innovations and theoretical breakthroughs in the area of pricing diverse financial instruments. More than ever before, we witness a process where international securities are traded in a global marketplace. This comprehensive collection encompasses the most recent contributions in the area of international securities. It includes the most important articles on current issues and future development in this key area of international finance. It will be an essential source of reference to researchers, students and practitioners alike. Learn More
    2001   Hardback Price: $ 700.00   Web: $ 630.00
    Availability: Out of Stock
  12. The Foundations of Continuous Time Finance

    The Foundations of Continuous Time Finance

    Edited by Stephen M. Schaefer
    This volume is an authoritative collection of 25 key papers in the development of continuous time finance. Its five sections cover the continuous time model, dynamic portfolio selection, equilibrium models, derivative pricing and, finally, term structure and other applications. It includes seminal contributions in areas such as: the Martingale approach to no-arbitrage pricing; dynamic models of consumption and portfolio selection; the inter-temporal and consumption based asset pricing models; contingent claims pricing; the term structure of interest rates and the use of changes in numeraire in options pricing. This book will be an essential source of reference for students and researchers in finance and, indeed, anyone needing access to the key papers in this important field. Learn More
    2001   Hardback Price: $ 365.00   Web: $ 328.50
    Availability: In Stock
  13. Empirical Corporate Finance

    Empirical Corporate Finance

    Edited by Michael J. Brennan
    This four-volume collection contains a comprehensive selection of over 70 modern papers in empirical corporate finance. Empirical Corporate Finance also features a new introduction by the editor which explains the basis for the selection of the articles and relates the empirical findings they report to recent developments in corporate financial theory. Learn More
    2001   Hardback Price: $ 1,317.00   Web: $ 1,185.30
    Availability: In Stock
  14. Options Markets

    Options Markets

    Edited by George M. Constantinides, A.G. Malliaris
    Options Markets presents an authoritative collection of the most important articles and papers on derivatives published during the last 35 years. These three volumes offer a unique and convenient resource for the reader to review the most important research at the frontier of this rapidly expanding area of financial economics. Topics include the theory, pricing and empirical evidence on equity derivatives, fixed-income derivatives, exotics, real options, numerical methods and risk management. Learn More
    2001   Hardback Price: $ 1,103.00   Web: $ 992.70
    Availability: In Stock
  15. The Debt Market

    The Debt Market

    Edited by Stephen A. Ross
    This three-volume collection – prepared by a leading scholar and practitioner – presents the subject through a collection of important published articles on the debt market. Learn More
    2000   Hardback Price: $ 899.00   Web: $ 809.10
    Availability: In Stock
  16. Microstructure: The Organization of Trading and Short Term Price Behavior

    Microstructure: The Organization of Trading and Short Term Price Behavior

    Edited by Hans R. Stoll
    This book is an authoritative collection of the most important published articles on key issues in securities markets including market design, the sources of the bid ask spread, and the short term movement of prices. The articles trace the development of this relatively new field of market microstructure while at the same time reflecting the latest ideas. At a time when securities markets are undergoing dramatic change, this two volume set provides important guidance to students, users and regulators of securities markets. Learn More
    1999   Hardback Price: $ 595.00   Web: $ 535.50
    Availability: In Stock
  17. Market Efficiency

    Market Efficiency

    Edited by Andrew W. Lo
    These two volumes bring together the most influential articles surrounding the Efficient Markets Hypothesis debate, from Paul Samuelson’s pathbreaking proof that properly anticipated prices fluctuate randomly to Fischer Black’s study of noise traders, from Eugene Fama’s empirical implementation of the Efficient Markets Hypothesis to Robert Merton’s analysis of stock price volatility. Learn More
    1997   Hardback Price: $ 700.00   Web: $ 630.00
    Availability: In Stock
  18. Futures Markets

    Futures Markets

    Edited by A. G. Malliaris
    This significant collection presents a compact guide to the subject of Futures Markets and will be an essential companion for students, researchers and practitioners. Learn More
    1997   Hardback Price: $ 829.00   Web: $ 746.10
    Availability: In Stock
  19. The Theory of Corporate Finance

    The Theory of Corporate Finance

    Edited by Michael J. Brennan
    In The Theory of Corporate Finance, Michael J. Brennan has brought together a set of major papers which defines the current status of the theory of corporate finance. This authoritative collection emphasizes recent research, while also including representative classics in the field. Learn More
    1996   Hardback Price: $ 693.00   Web: $ 623.70
    Availability: In Stock