课程内容
内容
-
课程资料
-
课程专题
已附加文件: -
课程阅读文献
已附加文件: -
课程参考资料:经典文献阅读
本课程具有跨专业和课程性质,所以可以选择的资料和参考书籍较多,请大家精读与选读:
自1946年诞生以来,《金融学杂志》发表了众多广受关注的论文,其中不乏经久不衰的经典论文。
该刊编辑特意筛选了《金融学杂志》自诞生以来引用次数最高的前50篇文章,供诸位读者参阅:
1) Portfolio SelectionHarry Markowitz
Volume 7, Issue 1March 1952
2) Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of RiskWilliam F. SharpeVolume 19, Issue 3September 1964
3) Efficient Capital Markets: Review Of Theory And Empirical WorkEugene F. FamaVolume 25, Issue 2May 1970
4) The Cross-Section Of Expected Stock ReturnsEugene F. Fama, Kenneth R. FrenchVolume 47, Issue 2June 1992
5) Counterspeculation, Auctions, And Competitive Sealed TendersWilliam VickreyVolume 16, Issue 1March 1961
6) A Survey Of Corporate GovernanceAndrei Shleifer, Robert W. VishnyVolume 52, Issue 2June 1997
7) Legal Determinants Of External FinanceRafael La Porta, Florencio Lopez-De-Silanes, Andrei Shleifer, Robert W. VishnyVolume 52, Issue 3July 1997
8) Corporate Ownership Around The WorldRafael La Porta, Florencio Lopez-De-Silanes, Andrei ShleiferVolume 54, Issue 2April 1999
9) On the Pricing Of Corporate Debt: The Risk Structure Of Interest RatesRobert C. MertonVolume 29, Issue 2May 1974
10) Financial Ratios, Discriminant Analysis And Prediction Of Corporate BankruptcyEdward I. AltmanVolume 23, Issue 4September 1968
11) The Modern Industrial Revolution, Exit, And The Failure Of Internal Control-SystemsMichael C. JensenVolume 48, Issue 3July 1993
12) On Persistence In Mutual Fund PerformanceMark M. CarhartVolume 52, Issue 1March 1997
13) On The Relation Between The Expected Value And The Volatility Of The Nominal Excess Return On StocksLawrence R. Glosten, Ravi Jagannathan, David E. RunkleVolume 48, Issue 5December 1993
14) Returns To Buying Winners And Selling Losers: Implications For Stock Market EfficiencyNarasimhan Jegadeesh, Sheridan TitmanVolume 48, Issue 1March 1993
15) Informational Asymmetries, Financial Structure, And Financial IntermediationHayne E. Leland, David H. PyleVolume 32, Issue 2May 1977
16) The Pricing Of Options On Assets With Stochastic VolatilitiesJohn Hull, Alan WhiteVolume 42, Issue 2June 1987
17) Efficient Capital Markets: IIEugene F. FamaVolume 46, Issue 5December 1991
18) Does The Stock Market Overreact?Werner F. M. De Bondt, Richard ThalerVolume 40, Issue 3July 1985
19) Multifactor Explanations Of Asset Pricing AnomaliesEugene F. Fama, Kenneth R. FrenchVolume 51, Issue 1March 1996
20) The Capital Structure PuzzleStewart C. MyersVolume 39, Issue 3July 1984
21) The Performance Of Mutual Funds In Period 1945-1964Michael C. JensenVolume 23, Issue 2May 1968
22) Debt And TaxesMerton H. MillerVolume 32, Issue 2May 1977
23) What Do We Know About Capital Structure? Some Evidence From International DataRaghuram G. Rajan, Luigi ZingalesVolume 50, Issue 5December 1995
24) The Benefits Of Lending Relationships: Evidence From Small Business DataMitchell A. Petersen, Raghuram G. RajanVolume 49, Issue 1March 1994
25) Measuring And Testing The Impact Of News On VolatilityRobert F. Engle, Victor K. NgVolume 48, Issue 5December 1993
26) Investor Psychology And Security Market Under- And OverreactionsKent Daniel, David Hirshleifer, Avanidhar SubrahmanyamVolume 53, Issue 6December 1998
27) Contrarian Investment, Extrapolation, And RiskJosef Lakonishok, Andrei Shleifer, Robert W. VishnyVolume 49, Issue 5December 1994
28) A Simple Model Of Capital Market Equilibrium With Incomplete InformationRobert C. MertonVolume 42, Issue 3July 1987
29) Insiders And Outsiders: The Choice Between Informed And Arms-Length DebtRaghuram G. RajanVolume 47, Issue 4September 1992
30) Why Does Stock Market Volatility Change Over Time?G. William SchwertVolume 44, Issue 5September 1989
31) The Determinants Of Capital Structure ChoiceSheridan Titman, Roberto WesselsVolume 43, Issue 1March 1988
32) Inferring Trade Direction From Intraday DataCharles M.C. Lee, Mark J. ReadyVolume 46, Issue 2June 1991
33) The New Issues PuzzleTim Loughran, Jay R. RitterVolume 50, Issue 1March 1995
34) The Limits Of ArbitrageAndrei Shleifer, Robert W. VishnyVolume 52, Issue 1March 1997
35) NoiseFischer BlackVolume 41, Issue 3July 1986
36) Investor Protection And Corporate ValuationRafael La Porta, Florencio Lopez-De-Silanes, Andrei Shleifer, Robert VishnyVolume 57. Issue 3June 2002
37) The Theory Of Capital StructureMilton Harris, Artur RavivVolume 46, Issue 1March 1991
38) The Long-Run Performance Of Initial Public OfferingsJay R. RitterVolume 46, Issue 1March 1991
39) Initial Public Offerings And Underwriter ReputationRichard Carter, Steven ManasterVolume 45, Issue 4September 1990
40) Dividend Policy Under Asymmetric InformationMerton H. Miller, Kevin RockVolume 40, Issue 4September 1985
41) A Simple Implicit Measure Of The Effective Bid-Ask Spread In An Efficient MarketRichard RollVolume 39, Issue 4September 1984
42) Empirical Performance Of Alternative Option Pricing ModelsGurdip Bakshi, Charles Cao, Zhiwu ChenVolume 52, Issue 5December 1997
43) Compensation And Incentives: Practice vs. TheoryGeorge P. Baker, Michael C. Jensen, Kevin J. MurphyVolume 43, Issue 3July 1988
44) Are Investors Reluctant To Realize Their Losses?Terrance OdeanVolume 53, Issue 5October 1998
45) Size And Book-To-Market Factors In Earnings And ReturnsEugene F. Fama, Kenneth R. FrenchVolume 50, Issue 1March 1995
46) Security Prices, Risk, And Maximal Gains From DiversificationJohn LintnerVolume 20, Issue 4December 1965
47) An Empirical Comparison Of Alternative Models Of The Short-Term Interest-RateK. C. Chan, G. Andrew Karolyi, Francis A. Longstaff, Anthony B. SandersVolume 47, Issue 3July 1992
48) Risk Management Coordinating Corporate Investment And Financing PoliciesKenneth A. Froot, David S. Scharfstein, Jeremy C. SteinVolume 48, Issue 5December 1993
49) Disentangling The Incentive And Entrenchment Effects Of Large ShareholdingsStijn Claessens, Simeon Djankov, Joseph P. H. Fan, Larry H. P. LangVolume 57, Issue 6December 2002
50) Valuing Corporate Securities: Some Effects Of Bond Indenture ProvisionsFischer Black, John C. CoxVolume 31, Issue 2May 1976