经典学术论文
研究方向1: 公司金融--融资
[1] Modigliani, F. and M. Miller, 1958. The Cost of Capital, Corporation Finance and the Theory of Investment. American Economic Review 48(3), 261-297.
[2] Ross, S., 1977. The Determination of Financial Structure: The Incentive-Signaling Approach. Bell Journal of Economics 8(1), 23-40.
[3] Myers, S. and N. Majluf, 1984. Corporate Financing and Investment Decisions When Firms Have Information That Investors Do Not Have. Journal of Financial Economics 13(2), 187-221.
[4] Leland, H., 1994. Corporate Debt Value, Bond Covenants, and Optimal Capital
Structure. Journal of Finance 49(4), 1213-52.
[5] DeMarzo, P. and D. Duffie, 1999. A Liquidity-Based Model of Security Design. Econometrica 67(1), 65-100.
[6] Myers, S. C., 1977. Determinants of Corporate Borrowing. Journal of Financial Economics 5, 147-175.
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研究方向2： 金融中介
[7] Townsend, R., 1979. Optimal Contracts and Competitive Markets with Costly State Verification. Journal of Economic Theory 21(2), 265-293.
[8] Bolton, P. and D. Sharfstein, 1990. A Theory of Predation Based on Agency
Problems in Financial Contracting. American Economic Review 80(1), 93-106.
[9] Stiglitz, Joseph E. and Andrew Weiss, 1981. Credit Rationing in Market with Imperfect Information. American Economic Review 71(3), 393-410.
[10] Holmstrom, Bengt and Jean Tirole, 1997. Financial Intermediation, Loanable Funds, and the Real Sector. Quarterly Jouranl of Economics 112, 663-691.
[11] Rajan, Raghu, 1992. Insiders and Outsiders: The Choice Between Informed and Arm’s length debt. Journal of Finance 47, 1367-1400.
[12] Leland, H. and D. Pyle, 1977. Informational Asymmetries, Financial Structure, and Financial Intermediation. Journal of Finance 32(2), 371-387.
[13] Diamond, D., 1984. Financial Intermediation and Delegated Monitoring. Review of Economic Studies 51(3), 393-414.
[14] Sharpe, S., 1990. Asymmetric Information, Bank Lending and Implicit Contracts: A Stylilzed Model of Customer Relationships. Journal of Finance 45, 1069-1087.
[15] Diamond, D. and P. Dybvig, 1983. Bank Runs, Deposit Insurance and Liquidity. Journal of Political Economy 91(3),401-19.
[16] Calomiris, Charles W. and Charles M. Kahn, 1991. The Role of Demandable Debt in Structuring Optimal Banking Arrangements. American Economic Review 81(3), 497-513.
[17] Gorton,Garyand George Pennacchi, 1990. Financial Intermediaries and Liquidity Creation. Journal of Finance 45, 49-72.
[18] DeMarzo, Peter, 2005. The Pooling and Tranching of Securities: A Model of Informed Intermediation. Review of Financial Studies 18, 1-35.
[19] Allen, Franklin, Stephen Morris and Hyun Shin, 2006. Beauty Contest Iterated Expectations. Review of Financial Studies 19, 161-177.
[20] Allen,Franklinand Douglas Gale, 2004. Financial Intermediaries and Markets. Econometrica 72, 1023-1061.
[21] Stiglitz, J., 1982. The Inefficiency of Stock Market Equilibrium. Econometrica
72, 1023-1061.
[22] Caballero, Ricardo and Arvind Krishnamurthy, 2004. Smoothing Sudden Stops. Journal of Economic Theory 119(1), 104-127.
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研究方向3：套利缺陷和泡沫
[23] DeLong, J. Bradford, Andrei Shleifer,LawrenceH. Summers and Robert Waldmann, 1990. Noise Trader Risk in Financial Markets. Journal of Political Economy 98, 703-738.
[24] Abreu, Dilip and Markus Brunnermeier, 2003. Bubbles and Crashes. Econometrica 71, 173-204.
[25] Abreu, Dilip and Markus Brunnermeier, 2003. Synchronization Risk and Delayed Arbitrage. Journal of Financial Economics 66, 341-360.
[26] DeLong, J.B., A. Shleifer, L. Summers and R. Waldmann, 1990. Positive Feedback Investment Strategies and Destabilizing Rational Speculation. Journal of Finance 45, 375-395.
[27] Shleifer, Andrei and Robert W. Vishny, 1997. The Limits of Arbitrage. Journal of Finance 52(1), 35-55.
[28] Mitchell, Mark, Todd Pulvino and Erik Stafford, 2002. Limited Arbitrage in Equity Markets. Journal of Finance 57, 551-584.
[29] Allen, F., S. Morris, and A. Postlewaite, 1993. Finite Bubbles with Short Sales Constraints and Asymmetric Information. Journal of Economic Theory 61, 206-229.
[30] Cutler, David M., J. M. Poterba, and L. H. Summers, 1989. What moves Stock Prices? Journal of Portfolio Management 15, 4-12.
[31] LeRoy, Stephen F., 2004. Rational Exuberance. Journal of Economic Literature 42(3), 783-804.
[32] De Bondt, W. F.-M., and R. Thaler, 1985. Does the Stock Market Overreact. Journal of Finance 40(3), 793-805.
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