Financial Crisis

Crisis and Innovation
Robert J. Shiller
The Journal of Portfolio Management Spring 2010, 36 (3) 14-19
DOI: https://doi.org/10.3905/jpm.2010.36.3.014

The Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading 
David Easley, Marcos M. López de Prado and Maureen O’Hara
The Journal of Portfolio Management Winter 2011, 37 (2) 118-128
DOI: https://doi.org/10.3905/jpm.2011.37.2.118 

The Anatomy of Crisis
Milton Friedman and Rose D. Friedman
The Journal of Portfolio Management Fall 1979, 6 (1) 15-21
DOI: https://doi.org/10.3905/jpm.1979.408714 

Viewing the Financial Crisis from 20,000 Feet Up
Stephen Figlewski
The Journal of Derivatives Spring 2009, 16 (3) 53-61
DOI: https://doi.org/10.3905/JOD.2009.16.3.053 

What Fueled the Financial Crisis? An Analysis of the Performance of Purchase and Refinance Loans
Laurie S. Goodman and Jun Zhu
The Journal of Fixed Income Summer 2018, 28 (1) 27-37
DOI: https://doi.org/10.3905/jfi.2018.28.1.027 

The Deeper Causes of the Financial Crisis: Mortgages Alone Cannot Explain It 
Mark Adelson
The Journal of Portfolio Management Spring 2013, 39 (3) 16-31
DOI: https://doi.org/10.3905/jpm.2013.39.3.016 

Principal Components as a Measure of Systemic Risk
Mark Kritzman, Yuanzhen Li, Sébastien Page and Roberto Rigobon
The Journal of Portfolio Management Summer 2011, 37 (4) 112-126
DOI: https://doi.org/10.3905/jpm.2011.37.4.112

The 2008 Financial Crisis and the Dynamics of Price Discovery among Stock Prices, CDS Spreads, and Bond Spreads for U.S. Financial Firms
Christos Giannikos, Hany Guirguis and Michael Suen
The Journal of Derivatives Fall 2013, 21 (1) 27-48
DOI: https://doi.org/10.3905/jod.2013.21.1.027 

VIX Futures and Options: A Case Study of Portfolio Diversification During the 2008 Financial Crisis
Edward Szado
The Journal of Alternative Investments Fall 2009, 12 (2) 68-85
DOI: https://doi.org/10.3905/JAI.2009.12.2.068 

Inflated Ratings on Pre-Crisis CDOs: A Deeper Look 
Mark Adelson
The Journal of Structured Finance Summer 2016, 22 (2) 37-47
DOI: https://doi.org/10.3905/jsf.2016.22.2.037 

Risk-Adjusted Performance: Lessons from the Financial Crisis 
Clifford V. Rossi
The Journal of Structured Finance Summer 2011, 17 (2) 28-35
DOI: https://doi.org/10.3905/jsf.2011.17.2.028 

Institutional Investors’ Behavior during the Recent Financial Crisis: Evidence of Procyclicality
Michael G. Papaioannou, Joonkyu Park, Jukka Pihlman and Han van der Hoorn
The Journal of Investing Spring 2015, 24 (1) 16-30
DOI: https://doi.org/10.3905/joi.2015.24.1.016 

Did Academic Finance Play a Role in the Global Financial Crisis?
Ann Rutledge
The Journal of Structured Finance Summer 2018, 24 (2) 7-14
DOI: https://doi.org/10.3905/jsf.2018.24.2.007