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影响历史进程的50篇金融文章

2016-09-26  Heartrain...

经管世界(ID:ourjingguan)

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Jurnal of Finance的50篇经典论文确实很值得一读,从攻读博士开始,我们导师就让我们开始每篇认真阅读,确实收益匪浅,眼界开阔很多,建议各位认真阅读,刚开始读外文文献,特别是有深度的外文文献有点困难,但坚持读完几篇后,后面的就很快了。

50篇文章都是我们亲自每篇下载,挺辛苦的,保证完整,免费提供,在公众号回复关键字“jf50”,即可获取50篇全文。

由美国金融学会主办的学术杂志《金融学杂志》(Journal Of Finance),主要刊载金融理论及投资、货币、银行、保险和金融市场等方面的文章。该刊目前由美国出版商Wiley-Blackwell 代美国金融学会出版。2008年影响因子:4.018,在ISI 同类48 本期刊中排名第1,是金融领域同时也是经济领域被引用最多的期刊之一。

自1946年创刊以来,《金融学杂志》发表了众多广受关注的论文,其中一些可谓经久不衰,对金融理论和金融实务产生了重要影响。日前,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。

Harry Markowitz发表于1952年3月刊的论文《证券组合选择》,后来成了证券组合管理理论的基石;1961年,William Vickrey发表于该杂志的文章,对拍卖做了经典的分析。一年后,William F. Sharpe发表了《资本资产价格:风险条件下的市场均衡理论》一文,与Lintner等人的研究,共同发现了资本资产定价模型;1970年5月,Eugene F. Fama发表了《有效市场:理论与经验研究的评论》,正式提出了有效市场假说;四年后,Robert C. Merton发表了《企业债务的定价》,用期权定价模型解决了企业的定价问题;世纪末,Andrei Shleifer在该刊发表了对公司治理的研究,此文至今仍被大量引用……

现在,让我们一起看看那些曾经书写历史的学术论文吧。

1) Portfolio Selection

Harry Markowitz

Volume 7, Issue 1

March 1952

2) Capital Asset Prices:A Theory Of Market Equilibrium Under Conditions Of Risk

William F. Sharpe

Volume 19, Issue 3

September 1964

3) Efficient CapitalMarkets: Review Of Theory And Empirical Work

Eugene F. Fama

Volume 25, Issue 2

May 1970

4) The Cross-Section OfExpected Stock Returns

Eugene F. Fama, KennethR. French

Volume 47, Issue 2

June 1992

5) Counterspeculation,Auctions, And Competitive Sealed Tenders

William Vickrey

Volume 16, Issue 1

March 1961

6) A Survey Of CorporateGovernance

Andrei Shleifer, RobertW. Vishny

Volume 52, Issue 2

June 1997

7) Legal Determinants OfExternal Finance

Rafael La Porta,Florencio Lopez-De-Silanes, Andrei Shleifer, Robert W. Vishny

Volume 52, Issue 3

July 1997

8) Corporate OwnershipAround The World

Rafael La Porta,Florencio Lopez-De-Silanes, Andrei Shleifer

Volume 54, Issue 2

April 1999

9) On the Pricing OfCorporate Debt: The Risk Structure Of Interest Rates

Robert C. Merton

Volume 29, Issue 2

May 1974

10) Financial Ratios,Discriminant Analysis And Prediction Of Corporate Bankruptcy

Edward I. Altman

Volume 23, Issue 4

September 1968

11) The Modern IndustrialRevolution, Exit, And The Failure Of Internal Control-Systems

Michael C. Jensen

Volume 48, Issue 3

July 1993

12) On Persistence InMutual Fund Performance

Mark M. Carhart

Volume 52, Issue 1

March 1997

13) On The RelationBetween The Expected Value And The Volatility Of The Nominal Excess Return OnStocks

Lawrence R. Glosten, RaviJagannathan, David E. Runkle

Volume 48, Issue 5

December 1993

14) Returns To BuyingWinners And Selling Losers: Implications For Stock Market Efficiency

Narasimhan Jegadeesh,Sheridan Titman

Volume 48, Issue 1

March 1993

15) InformationalAsymmetries, Financial Structure, And Financial Intermediation

Hayne E. Leland, David H.Pyle

Volume 32, Issue 2

May 1977

16) The Pricing OfOptions On Assets With Stochastic Volatilities

John Hull, Alan White

Volume 42, Issue 2

June 1987

17) Efficient CapitalMarkets: II

Eugene F. Fama

Volume 46, Issue 5

December 1991

18) Does The Stock MarketOverreact?

Werner F. M. De Bondt,Richard Thaler

Volume 40, Issue 3

July 1985

19) MultifactorExplanations Of Asset Pricing Anomalies

Eugene F. Fama, KennethR. French

Volume 51, Issue 1

March 1996

20) The Capital StructurePuzzle

Stewart C. Myers

Volume 39, Issue 3

July 1984

21) The Performance OfMutual Funds In Period 1945-1964

Michael C. Jensen

Volume 23, Issue 2

May 1968

22) Debt And Taxes

Merton H. Miller

Volume 32, Issue 2

May 1977

23) What Do We Know AboutCapital Structure? Some Evidence From International Data

Raghuram G. Rajan, LuigiZingales

Volume 50, Issue 5

December 1995

24) The Benefits OfLending Relationships: Evidence From Small Business Data

Mitchell A. Petersen,Raghuram G. Rajan

Volume 49, Issue 1

March 1994

25) Measuring And TestingThe Impact Of News On Volatility

Robert F. Engle, VictorK. Ng

Volume 48, Issue 5

December 1993

26) Investor PsychologyAnd Security Market Under- And Overreactions

Kent Daniel, DavidHirshleifer, Avanidhar Subrahmanyam

Volume 53, Issue 6

December 1998

27) ContrarianInvestment, Extrapolation, And Risk

Josef Lakonishok, AndreiShleifer, Robert W. Vishny

Volume 49, Issue 5

December 1994

28) A Simple Model OfCapital Market Equilibrium With Incomplete Information

Robert C. Merton

Volume 42, Issue 3

July 1987

29) Insiders AndOutsiders: The Choice Between Informed And Arms-Length Debt

Raghuram G. Rajan

Volume 47, Issue 4

September 1992

30) Why Does Stock MarketVolatility Change Over Time?

G. William Schwert

Volume 44, Issue 5

September 1989

31) The Determinants OfCapital Structure Choice

Sheridan Titman, RobertoWessels

Volume 43, Issue 1

March 1988

32) Inferring TradeDirection From Intraday Data

Charles M.C. Lee, Mark J.Ready

Volume 46, Issue 2

June 1991

33) The New Issues Puzzle

Tim Loughran, Jay R.Ritter

Volume 50, Issue 1

March 1995

34) The Limits OfArbitrage

Andrei Shleifer, RobertW. Vishny

Volume 52, Issue 1

March 1997

35) Noise

Fischer Black

Volume 41, Issue 3

July 1986

36) Investor ProtectionAnd Corporate Valuation

Rafael La Porta,Florencio Lopez-De-Silanes, Andrei Shleifer, Robert Vishny

Volume 57. Issue 3

June 2002

37) The Theory Of CapitalStructure

Milton Harris, ArturRaviv

Volume 46, Issue 1

March 1991

38) The Long-RunPerformance Of Initial Public Offerings

Jay R. Ritter

Volume 46, Issue 1

March 1991

39) Initial PublicOfferings And Underwriter Reputation

Richard Carter, StevenManaster

Volume 45, Issue 4

September 1990

40) Dividend Policy UnderAsymmetric Information

Merton H. Miller, KevinRock

Volume 40, Issue 4

September 1985

41) A Simple ImplicitMeasure Of The Effective Bid-Ask Spread In An Efficient Market

Richard Roll

Volume 39, Issue 4

September 1984

42) Empirical PerformanceOf Alternative Option Pricing Models

Gurdip Bakshi, CharlesCao, Zhiwu Chen

Volume 52, Issue 5

December 1997

43) Compensation AndIncentives: Practice vs. Theory

George P. Baker, MichaelC. Jensen, Kevin J. Murphy

Volume 43, Issue 3

July 1988

44) Are InvestorsReluctant To Realize Their Losses?

Terrance Odean

Volume 53, Issue 5

October 1998

45) Size AndBook-To-Market Factors In Earnings And Returns

Eugene F. Fama, KennethR. French

Volume 50, Issue 1

March 1995

46) Security Prices,Risk, And Maximal Gains From Diversification

John Lintner

Volume 20, Issue 4

December 1965

47) An EmpiricalComparison Of Alternative Models Of The Short-Term Interest-Rate

K. C. Chan, G. AndrewKarolyi, Francis A. Longstaff, Anthony B. Sanders

Volume 47, Issue 3

July 1992

48) Risk ManagementCoordinating Corporate Investment And Financing Policies

Kenneth A. Froot, DavidS. Scharfstein, Jeremy C. Stein

Volume 48, Issue 5

December 1993

49) Disentangling TheIncentive And Entrenchment Effects Of Large Shareholdings

Stijn Claessens, SimeonDjankov, Joseph P. H. Fan, Larry H. P. Lang

Volume 57, Issue 6

December 2002

50) Valuing CorporateSecurities: Some Effects Of Bond Indenture Provisions

Fischer Black, John C.Cox

Volume 31, Issue 2

May 1976

来源:经管世界    作者:覃飞

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