金融学专业博士研究生需阅读的主要参考文献(一)
发布时间:2014-05-22 15:44:07 【 】 浏览:815
摘要:(一)文献列表 (二)文献全文下载
 

中国金融发展研究院

金融学专业博士研究生需阅读的主要参考文献

第一部分:经典著作

Eugene F. Fama, Foundations of Finance, New York: Basic Books, 1976.

Eugene F. Fama and Merton H. Miller, The Theory of Finance (New York: Holt, Rinehart and Winston, 1972).

Ingersoll, Jonathan, 1987, Theory of Financial Decision Marking, Rowman & Littlefield.

Tirole, J., 2006, The Theory of Corporate Finance, Princeton University Press.

Copeland, Thomas E. and J. Fred Weston, 2005, Financial Theory and Corporate Policy, 4th ed., Addison-Wesley Publishing Company, ISBN 0-321-12721-8.

Huang, Chi-fu and Robert Litzenberger, 1988, Foundations for Financial Economics, Prentice-Hall, ISBN 0-13-500653-8.

Cochrane, John, 2005, Asset Pricing, second edition, Princeton University Press, ISBN 978-0-691-12137-6.

Campbell, John Y., Andrew W. Lo and A. Craig MacKinlay, 1997, The Econometrics of Financial Markets, Princeton University Press, ISBN 0-691-04301-9.

Duffie, Darrell, 2001, Dynamic Asset Pricing Theory, third edition, Princeton University Press, ISBN 13: 978-0-691-09022-1.

Merton, Robert C., Continuous-Time Finance. Oxford, U.K.: Basil Blackwell, 1990.

第二部分:经典论文

E. Fama, Efficient Capital Markets:  A Review of Theory and Empirical Work, Journal of Finance (May 1970).

E. F. Fama, The Behavior of Stock Market Prices, Journal of Business (January 1965).

E. Fama, L. Fisher, M. Jensen, and R. Roll, The Adjustment of Stock Prices to New Information, International Economic Review (February 1969), 1-21.

Paul Samuelson, Proof that Properly Anticipated Prices Fluctuate Randomly, Industrial Management Review (Spring 1965), 41-49.

F. Fama and K. R. French, Permanent and Temporary Components of Stock Prices, Journal of Political Economy, (April 1988), 246-73.

E. F. Fama and K. R. French, Business Conditions and Expected Returns on Stocks and Bonds, Journal of Financial Economics, 25 (November 1989), 23-49.

          E. F. Fama, Stock Returns, Expected Returns, and Real Activity, Journal of Finance, 45 (September 1990), 1089-1109.

William Schwert, Stock Returns and Real Activity: A Century of Evidence, Journal of Finance, 45 (September 1990), 1237-1257. This paper reproduces the results in Stock Returns, Expected Returns, and Real Activity, for the pre-1953 period.

Harry Markowitz, Portfolio Selection, Journal of Finance, Vol. 7, No. 1. (Mar., 1952).

John W. Pratt, Risk Aversion in the Small and in the Large, Econometrica, XXXII (January-April 1964), 122-136.

William F. Sharpe, Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk, Journal of Finance (September 1964), 425-442.

John Lintner, The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets, Review of Economics and Statistics (February 1965), 13-37.

          F. Black, Capital Market Equilibrium with Restricted Borrowing, Journal of Business (July 1972), 444-455.

F. Black, M. Scholes, The Pricing of Options and Corporate Liabilities, Journal of Political Economy, Vol. 81, No. 3 (May - Jun., 1973), pp. 637-654.

          E. Fama and J. MacBeth, Risk, Return, and Equilibrium: Empirical Tests, Journal of Political Economy (May-June 1973).

R. Roll, A Critique of the Asset Pricing Theory's Tests' Part I:  On Past and Potential Testability of the Theory, Journal of Financial Economics, (March 1977), 129-176.

           

M. R. Gibbons, Multivariate Tests of Financial Models: A New Approach, Journal of Financial Economics 10 (March 1982), 3-27.

R. F. Stambaugh, On The Exclusion of Assets from Tests of the Two-Parameter Model:  A Sensitivity Analysis, Journal of Financial Economics 10 (November 1982), 237-68.

Ray Ball, Anomalies in Relationships Between Securities' Yields and Yield-Surrogates, Journal of Financial Economics, Vol. 6, Nos. 2/3 (June/September 1978), 103-126.

E. F. Fama and Kenneth R. French, The Cross-Section of Expected Stock Returns, Journal of Finance, 47 (June 1992), 427-65.

Stephen A. Ross, The Arbitrage Theory of Capital-Asset Pricing, Journal of Economic Theory, December 1976.

John C. Cox, Jonathan E. Ingersoll, Jr., and Stephen A. Ross, An Intertemporal General Equilibrium Model of Asset Prices, Econometrica 53 (March 1985), 363-384.

Douglas T. Breeden, An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Opportunities, Journal of Financial Economics 7 (September 1979), 265-96.

Nai-Fu Chen, Richard Roll, and Stephen A. Ross, Economic Forces and the Stock Market, Journal of Business, (July 1986), 383-403.

Josef Lakonishok, Andrei Shleifer, and Robert W. Vishny, Contrarian Investment, Extrapolation, and Risk, Journal of Finance 49 (December 1994), 1541-1578.

Michael Jensen, Risk, the Pricing of Capital Assets, and the eva luation of Investment Portfolios, Journal of Business 42 (April 1969), 167-247.

E. F. Fama, Efficient Markets: II, Journal of Finance 46 (December), 1575-1617. 

Franco Modigliani and Merton H. Miller, The Cost of Capital, Corporation Finance, and the Theory of Investment, American Economic Review 48 (June 1958): 261-97.

Merton H. Miller, Debt and Taxes, Journal of Finance 32 (May 1977): 261-75.

M. H. Miller and M. Scholes, Dividends and Taxes, Journal of Financial Economics 6 (December 1978): 333-64.

F. Black and M. Scholes, The Effects of Dividend Yield and Dividend Policy on Common Stock Prices and Returns, Journal of Financial Economics 1 (May 1974), 1‑22.

Ronald W. Masulis and Ashok W. Korwar, Seasoned Equity Offerings:  An Empirical Investigation, Journal of Financial Economics 15 (January/February 1986), 91-118.

Ronald W. Masulis, The Effects of Capital Structure Changes on Security Prices:  A Study of Exchange Offers, Journal of Financial Economics 8 (June 1980), 139-177.

John J. McConnell and Chris J. Muscarella, Corporate Capital Expenditure Decisions and the Market Value of the Firm, Journal of Financial Economics 14 (September 1985), 399-422. 

Myers, Stewart C., 1984, The capital structure puzzle, Journal of Finance 39, 575-592.

Jensen, Michael C., 1986, Agency costs of free-cash-flow, corporate finance, and takeovers, American Economic Review 76, 323-329.

T. Loughran and J. R. Ritter, The New Issues Puzzle, Journal of Finance 50 (March 1995), 23-51.

M. C. Jensen and W. H. Meckling, Theory of the Firm:  Managerial Behavior, Agency Costs and Ownership Structure, Journal of Financial Economics 3 (October 1976), 305-60.

Michael E. Jensen and Richard S. Ruback, The Market for Corporate Control:  The Scientific Evidence, Journal of Financial Economics 11 (April 1983), 5-50.

Paul Asquith, Merger Bids, Uncertainty and Stockholder Returns, Journal of Financial Economics 11 (April 1983), 51-83.

Steven N. Kaplan, The Effects of Management Buyouts on Operating Performance and Value, Journal of Financial Economics 24 (October 1989), 217-54.

Diamond, D., and P. Dybvig, 1983, Bank runs, deposit insurance, and liquidity, Journal of Political Economy 91, 401-19.

Diamond, D., 1984, Financial intermediation and delegated monitoring, Review of Economic Studies 51, 393-414.

Bernanke,   B.,  and  M.  Gertler, 1989,  Agency  costs,  net  worth,  and  business  fluctuations, American Economic  Review  79, 14-31.

Scheinkman, J.,  and L. Weiss, 1986, Borrowing  constraints and  aggregate  economic activity, Econometrica 54, 23-45.

Carlstrom, C., and T. Fuerst, 1997, Agency costs, net worth, and business fluctuations: a computable general equilibrium analysis, American Economic  Review  87, 893-910.

Kiyotaki,  N., and J. Moore, 1997, Credit cycles, Journal  of Political Economy  105, 211-48.

Aghion, P., and P. Bolton, 1992, An incomplete contracts approach to financial contracting, Review of Economic Studies 59, 473-494.

Hart, O., and J. Moore, 2008, Contracts as reference points,  Quarterly  Journal  of Eco- nomics  123, 1-48.

Myers,  S., 1977, The  determinants of corporate borrowing,  Journal  of Financial  Eco- nomics  5, 147-175.

Gertner, R., and D. Scharfstein,  1991, A theory  of workouts  and the effects of reorgani- zation  law, Journal  of Finance  46, 1189-1222.

Shleifer, A., and R. Vishny, 1992, Liquidation values and debt  capacity:  a market  equi- librium  approach, Journal  of Finance  47, 1343-66.

Stulz, R., and  H.  Johnson, 1985, An analysis of secured debt, Journal of Financial Economics  14, 501-521.

Greenwood,  J.,  and B. Jovanovic,  1990, Financial  development, growth,  and the distri- bution  of income, Journal  of Political Economy  98, 1076-1107.

Castro, R., G.L. Clementi,  and G. MacDonald,  2004, Investor  protection, optimal  incen- tives, and economic growth,  Quarterly  Journal  of Economics  119, 1131-1175.

Castro, R., G.L. Clementi,  and G. MacDonald,  2009, legal institutions, sectoral  hetero- geneity,  and economic development, Review of Economic  Studies  76, 529-561.

Tags:
当前第 1 页/总共 2 页, 2 条记录 1 2 下一页 尾页 跳转至: 第  页
打印】 【推荐】 【关闭】 【返回顶部
上一篇:没有了
下一篇:没有了

中国金融发展研究院