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1.全球前1000名经济学家名单权威发布,中国有几位入围榜单
2.500篇经典中的经典期刊文章,没有读过一篇就是我朋友
3.经济学所有细分领域Top10大牛,不知晓他们不好提创新
3.每年最牛的经济学家名单,学术江湖永远是在动态均衡
4.顶级经济学期刊发表论文计量方法分析
5.Angrist因果推断课程,经典期刊读物汇集
6.北大国发院SSCI期刊等级分区什么鬼?
今天,我们时间序列研究小组想要为圈友引荐这一份期刊文章名单——The Journal of Finance自成立以来引用率最高的50篇文章。这里面的篇篇文章都是改变整个学术思潮和研究方向的经典之作,因此,我们特别把这些文章推荐给学术新人。
金融学与经济学在思路上是共通的,金融的核心思想是“不允许有无风险套利这种行为出现”,而这恰恰经济学均衡思想在金融学领域的集中体现。
在金融学领域,印度裔经济学家Raghuram G. Rajan的影响力是远远超过中国裔经济学家的,不仅仅因为他做过IMF首席经济学家、RBI行长、BIS的副主席,更被提议去做发达国家中央银行——英格兰银行的行长。
执行主编:Stefan Nagel
Top Cited Articles of All Time 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 Capital Markets: Review Of Theory And Empirical Work Eugene F. Fama Volume 25, Issue 2 May 1970
4) The Cross-Section Of Expected Stock Returns Eugene F. Fama, Kenneth R. French Volume 47, Issue 2 June 1992
5) A Survey Of Corporate Governance Andrei Shleifer, Robert W. Vishny Volume 52, Issue 2 June 1997 ** 6) Corporate Ownership Around The World** Rafael La Porta, Florencio Lopez-De-Silanes, Andrei Shleifer Volume 54, Issue 2 April 1999
7) Counterspeculation, Auctions, And Competitive Sealed Tenders William Vickrey Volume 16, Issue 1 March 1961
8) On the Pricing Of Corporate Debt: The Risk Structure Of Interest Rates Robert C. Merton Volume 29, Issue 2 May 1974
9) On Persistence In Mutual Fund Performance Mark M. Carhart Volume 52, Issue 1 March 1997
10) Legal Determinants Of External Finance Rafael La Porta, Florencio Lopez-De-Silanes, Andrei Shleifer, Robert W. Vishny Volume 52, Issue 3 July 1997
11) Financial Ratios, Discriminant Analysis And Prediction Of Corporate Bankruptcy Edward I. Altman Volume 23, Issue 4 September 1968
12) On The Relation Between The Expected Value And The Volatility Of The Nominal Excess Return On Stocks Lawrence R. Glosten, Ravi Jagannathan, David E. Runkle Volume 48, Issue 5 December 1993
** 13) Returns To Buying Winners And Selling Losers: Implications For Stock Market Efficienc**y Narasimhan Jegadeesh, Sheridan Titman Volume 48, Issue 1 March 1993
14) The Modern Industrial Revolution, Exit, And The Failure Of Internal Control-Systems Michael C. Jensen Volume 48, Issue 3 July 1993
15) Multifactor Explanations Of Asset Pricing Anomalies Eugene F. Fama, Kenneth R. French Volume 51, Issue 1 March 1996
16) Informational Asymmetries, Financial Structure, And Financial Intermediation Hayne E. Leland, David H. Pyle Volume 32, Issue 2 May 1977
17) Efficient Capital Markets: II Eugene F. Fama Volume 46, Issue 5 December 1991
18) Does The Stock Market Overreact? Werner F. M. De Bondt, Richard Thaler Volume 40, Issue 3 July 1985
19) The Capital Structure Puzzle Stewart C. Myers Volume 39, Issue 3 July 1984
20) What Do We Know About Capital Structure? Some Evidence From International Data Raghuram G. Rajan, Luigi Zingales Volume 50, Issue 5 December 1995
** 21) Investor Psychology And Security Market Under- And Overreactions** Kent Daniel, David Hirshleifer, Avanidhar Subrahmanyam Volume 53, Issue 6 December 1998
22) A Simple Model Of Capital Market Equilibrium With Incomplete Information Robert C. Merton Volume 42, Issue 3 July 1987
23) The Performance of Mutual Funds in the Period 1945 - 1964 Michael C. Jensen Volume 23, Issue 2 May 1968
** 24) The Benefits Of Lending Relationships: Evidence From Small Business Data** Mitchell A. Petersen, Raghuram G. Rajan Volume 49, Issue 1 March 1994
25) Measuring And Testing The Impact Of News On Volatility Robert F. Engle, Victor K. Ng Volume 48, Issue 5 December 1993
26) Contrarian Investment, Extrapolation, And Risk Josef Lakonishok, Andrei Shleifer, Robert W. Vishny Volume 49, Issue 5 December 1994
27) The Limits Of Arbitrage Andrei Shleifer, Robert W. Vishny Volume 52, Issue 1 March 1997 ** 28) The Determinants Of Capital Structure Choice** Sheridan Titman, Roberto Wessels Volume 43, Issue 1 March 1988
29) Investor Protection And Corporate Valuation Rafael La Porta, Florencio Lopez-De-Silanes, Andrei Shleifer, Robert Vishny Volume 57. Issue 3 June 2002
30) Founding-Family Ownership and Firm Performance: Evidence from the S&P 500 Ronald C. Anderson, David M. Reeb Volume 58, Issue 3 June 2003
31) Disentangling The Incentive And Entrenchment Effects Of Large Shareholdings Stijn Claessens, Simeon Djankov, Joseph P. H. Fan, Larry H. P. Lang Volume 57, Issue 6 December 2002
** 32) Insiders And Outsiders: The Choice Between Informed And Arms-Length Debt** Raghuram G. Rajan Volume 47, Issue 4 September 1992 ** 33) Debt And Taxes** Merton H. Miller Volume 32, Issue 2 May 1977
34) Inferring Trade Direction From Intraday Data Charles M.C. Lee, Mark J. Ready Volume 46, Issue 2 June 1991
35) The New Issues Puzzle Tim Loughran, Jay R. Ritter Volume 50, Issue 1 March 1995 ** 36) Why Does Stock Market Volatility Change Over Time?** G. William Schwert Volume 44, Issue 5 September 1989
37) No Contagion, Only Interdependence: Measuring Stock Market Comovements Kristen J. Forbes, Roberto Rigobon Volume 57, Issue 5 October 2002
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The Pricing Of Options On Assets With Stochastic Volatilities John Hull, Alan White Volume 42, Issue 2 June 1987
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The Long-Run Performance Of Initial Public Offerings Jay R. Ritter Volume 46, Issue 1 March 1991
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Noise Fischer Black Volume 41, Issue 3 July 1986
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A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets Harrison Hong, Jeremy C. Stein Volume 54, Issue 6 December 1999
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Empirical Performance Of Alternative Option Pricing Models Gurdip Bakshi, Charles Cao, Zhiwu Chen Volume 52, Issue 5 December 1997
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Valuing Corporate Securities: Some Effects Of Bond Indenture Provisions Fischer Black, John C. Cox Volume 31, Issue 2 May 1976
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Are Investors Reluctant To Realize Their Losses? Terrance Odean Volume 53, Issue 5 October 1998
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Initial Public Offerings And Underwriter Reputation Richard Carter, Steven Manaster Volume 45, Issue 4 September 1990
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A Simple Implicit Measure Of The Effective Bid-Ask Spread In An Efficient Market Richard Roll Volume 39, Issue 4 September 1984
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Size And Book-To-Market Factors In Earnings And Returns Eugene F. Fama, Kenneth R. French Volume 50, Issue 1 March 1995
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Dividend Policy Under Asymmetric Information Merton H. Miller, Kevin Rock Volume 40, Issue 4 September 1985
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Risk Management Coordinating Corporate Investment And Financing Policies Kenneth A. Froot, David S. Scharfstein, Jeremy C. Stein Volume 48, Issue 5 December 1993
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Risk, Uncertainty, and Divergence of Opinion Edward M. Miller Volume 32, Issue 4 September 1977
**感受一下JOF在2017年每月收到的稿子数量。 **
你最中意哪一篇经典文章?为什么你中意这篇文章?