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经管世界（ID:ourjingguan）
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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来自： HeartrainRED > 《论文》
