金融学期刊(JF)创刊以来50篇最经典论文

金融学期刊(JF)创刊以来50篇最经典论文 1) Portfolio Selection 证券组合选择 Harry Markowitz Volume 7, Issue 1 March 1952 2) Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk 资本资产价格:风险条件下的市场均衡理论 William F. Sharpe Volume 19, Issue 3 September 1964 3) Efficient Capital Markets: Review Of Theory And Empirical Work 有效市场:理论与经验研究的评论 Eugene F. Fama Volume 25, Issue 2 May 1970 4) The Cross-Section Of Expected Stock Returns 股票预期收益的横截面(分析) Eugene F. Fama, Kenneth R. French Volume 47, Issue 2 June 1992 5) Counterspeculation, Auctions, And Competitive Sealed Tenders 反投机、拍卖和竞争性密封投标 William Vickrey Volume 16, Issue 1 March 1961 6) A Survey Of Corporate Governance 关于公司治理的调查 Andrei Shleifer, Robert W. Vishny Volume 52, Issue 2 June 1997 7) Legal Determinants Of External Finance 外部融资的法律层面决定因素 Rafael La Porta, Florencio Lopez-De-Silanes, Andrei Shleifer, Robert W. Vishny Volume 52, Issue 3 July 1997 8) Corporate Ownership Around The World 世界各地的企业所有权 Rafael La Porta, Florencio Lopez-De-Silanes, Andrei Shleifer Volume 54, Issue 2 April 1999 9) On the Pricing Of Corporate Debt: The Risk Structure Of Interest Rates 企业债务的定价:利率的风险结构 Robert C. Merton Volume 29, Issue 2 May 1974 10) Financial Ratios, Discriminant Analysis And Prediction Of Corporate Bankruptcy 财务比率,判别分析和企业破产预测 Edward I. Altman Volume 23, Issue 4 September 1968 11) The Modern Industrial Revolution, Exit, And The Failure Of Internal Control-Systems 近代工业革命,退出,和内部控制系统的失灵 Michael C. Jensen Volume 48, Issue 3 July 1993 12) On Persistence In Mutual Fund Performance 共同基金绩效的持久性 Mark M. Carhart Volume 52, Issue 1 March 1997 13) On The Relation Between The Expected Value And The Volatility Of The Nominal 期望值和名义股票超额回报波动性的关系 Lawrence R. Glosten, Ravi Jagannathan, David E. Runkle Volume 48, Issue 5 December 1993 14) Returns To Buying Winners And Selling Losers: Implications For Stock Market Efficiency 购买赢家和卖掉输家的回报:对股市效率的启示 Narasimhan Jegadeesh, Sheridan Titman Volume 48, Issue 1 March 1993 15) Informational Asymmetries, Financial Structure, And Financial Intermediation 信息不对称、金融结构和金融中介 Hayne E. Leland, David H. Pyle Volume 32, Issue 2 May 1977 16) The Pricing Of Options On Assets With Stochastic Volatilities 具有随机波动性资产期权定价 John Hull, Alan White Volume 42, Issue 2 June 1987 17) Efficient Capital Markets: II 有效资本市场II Eugene F. Fama Volume 46, Issue 5 December 1991 18) Does The Stock Market Overreact? 股市反应过度了吗? Werner F. M. De Bondt, Richard Thaler Volume 40, Issue 3 July 1985 19) Multifactor Explanations Of Asset Pricing Anomalies 对资产定价异常现象的多因素解释 Eugene F. Fama, Kenneth R. French Volume 51, Issue 1 March 1996 20) The Capital Structure Puzzle 资本结构之谜 Stewart C. Myers Volume 39, Issue 3 July 1984 21) The Performance Of Mutual Funds In Period 1945-1964 共同基金在1945年-1964年的绩效 Michael C. Jensen Volume 23, Issue 2 May 1968 22) Debt And Taxes 负债和税收 Merton H. Miller Volume 32, Issue 2 May 1977 23) What Do We Know About Capital Structure? Some Evidence From International Data 我们对资本结构了解多少呢?来自国际数据的一些证据 Raghuram G. Rajan, Luigi Zingales Volume 50, Issue 5 December 1995 24) The Benefits Of Lending Relationships: Evidence From Small Business Data 借贷关系的好处:来自小企业数据的证据 Mitchell A. Petersen, Raghuram G. Rajan Volume 49, Issue 1 March 1994 25) Measuring And Testing The Impact Of News On Volatility 衡量和检验新闻对波动性的影响 Robert F. Engle, Victor K. Ng Volume 48, Issue 5 December 1993 26) Investor Psychology And Security Market Under- And Overreactions 投资者心理和证券市场的过度反应/反应迟钝 Kent Daniel, David Hirshleifer, Avanidhar Subrahmanyam Volume 53, Issue 6 December 1998 27) Contrarian Investment, Extrapolation, And Risk 逆向投资、外推法和风险 Josef Lakonishok, Andrei Shleifer, Robert W. Vishny Volume 49, Issue 5 December 1994 28) A Simple Model Of Capital Market Equilibrium With Incomplete Information 一个简单的信息不完全的资本市场均衡模型 Robert C. Merton Volume 42, Issue 3 July 1987 29) Insiders And Outsiders: The Choice Between Informed And Arms-Length Debt Raghuram G. Rajan Volume 47, Issue 4 September 1992 30) Why Does Stock Market Volatility Change Over Time? 为什么随着时间推移股市波动性会发生变化? G. William Schwert Volume 44, Issue 5 September 1989 31) The Determinants Of Capital Structure Choice 资本结构决策的决定因素 Sheridan Titman, Roberto Wessels Volume 43, Issue 1 March 1988 32) Inferring Trade Direction From Intraday Data 从当日数据推断交易方向 Charles M.C. Lee, Mark J. Ready Volume 46, Issue 2 June 1991 33) The New Issues Puzzle 新股发行之谜 Tim Loughran, Jay R. Ritter Volume 50, Issue 1 March 1995 34) The Limits Of Arbitrage 套利限制 Andrei Shleifer, Robert W. Vishny Volume 52, Issue 1 March 1997 35) Noise 噪声 Fischer Black Volume 41, Issue 3 July 1986 36) Investor Protection And Corporate Valuation 投资者保护和公司估值 Rafael La Porta, Florencio Lopez-De-Silanes, Andrei Shleifer, Robert Vishny Volume 57. Issue 3 June 2002 37) The Theory Of Capital Structure 资本结构理论 Milton Harris, Artur Raviv Volume 46, Issue 1 March 1991 38) The Long-Run Performance Of Initial Public Offerings 首次公开发行股票的长期绩效 Jay R. Ritter Volume 46, Issue 1 March 1991 39) Initial Public Offerings And Underwriter Reputation 首次公开发行和承销商商誉 Richard Carter, Steven Manaster Volume 45, Issue 4 September 1990 40) Dividend Policy Under Asymmetric Information 信息不对称下的股利政策 Merton H. Miller, Kevin Rock Volume 40, Issue 4 September 1985 41) A Simple Implicit Measure Of The Effective Bid-Ask Spread In An Efficient Market 买卖价差(Bid-Ask Spread) 有效市场下有效买卖差价的简单内隐测量 Richard Roll September 1984 42) Empirical Performance Of Alternative Option Pricing Models 备选的期权定价模型的实证绩效 Gurdip Bakshi, Charles Cao, Zhiwu Chen Volume 52, Issue 5 December 1997 43) Compensation And Incentives: Practice vs. Theory 薪酬和激励:实践和理论 George P. Baker, Michael C. Jensen, Kevin J. Murphy Volume 43, Issue 3 July 1988 44) Are Investors Reluctant To Realize Their Losses? 投资者不愿意意识到他们的损失? Terrance Odean Volume 53, Issue 5 October 1998 45) Size And Book-To-Market Factors In Earnings And Returns 盈余和收益的规模和账面-市值因素 Eugene F. Fama, Kenneth R. French Volume 50, Issue 1 March 1995 46) Security Prices, Risk, And Maximal Gains From Diversification 证券价格、风险和来自多元化的最大收益 John Lintner Volume 20, Issue 4 December 1965 47) An Empirical Comparison Of Alternative Models Of The Short-Term Interest-Rate 对短期利率备选模型的实证比较 K. C. Chan, G. Andrew Karolyi, Francis A. Longstaff, Anthony B. Sanders July 1992 48) Risk Management Coordinating Corporate Investment And Financing Policies 风险管理协调企业投融资政策 Kenneth A. Froot, David S. Scharfstein, Jeremy C. Stein Volume 48, Issue 5 December 1993 49) Disentangling The Incentive And Entrenchment Effects Of Large Shareholdings 解析大股东激励和壕沟防御效应 Stijn Claessens, Simeon Djankov, Joseph P. H. Fan, Larry H. P. Lang Volume 57, Issue 6 December 2002 50) Valuing Corporate Securities: Some Effects Of Bond Indenture Provisions 公司证券估值:债券契约条款的一些作用 Fischer Black, John C. Cox Volume 31, Issue 2 May 1976