独孤求败的金融学期刊JOF自成立以来引用率最高的50篇文章

独孤求败的金融学期刊JOF自成立以来引用率最高的50篇文章

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独孤求败的金融学期刊JOF自成立以来引用率最高的50篇文章

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*银行——英格兰银行的行长。

独孤求败的金融学期刊JOF自成立以来引用率最高的50篇文章

执行主编:Stefan Nagel

独孤求败的金融学期刊JOF自成立以来引用率最高的50篇文章

独孤求败的金融学期刊JOF自成立以来引用率最高的50篇文章

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

38) The Pricing Of Options On Assets With Stochastic Volatilities
John Hull, Alan White
Volume 42, Issue 2
June 1987

39) The Long-Run Performance Of Initial Public Offerings
Jay R. Ritter
Volume 46, Issue 1
March 1991

40) Noise
Fischer Black
Volume 41, Issue 3
July 1986

41) A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
Harrison Hong, Jeremy C. Stein
Volume 54, Issue 6
December 1999

42) Empirical Performance Of Alternative Option Pricing Models
Gurdip Bakshi, Charles Cao, Zhiwu Chen
Volume 52, Issue 5
December 1997

43) Valuing Corporate Securities: Some Effects Of Bond Indenture Provisions
Fischer Black, John C. Cox
Volume 31, Issue 2
May 1976

44) Are Investors Reluctant To Realize Their Losses?
Terrance Odean
Volume 53, Issue 5
October 1998

45) Initial Public Offerings And Underwriter Reputation
Richard Carter, Steven Manaster
Volume 45, Issue 4
September 1990

46) A Simple Implicit Measure Of The Effective Bid-Ask Spread In An Efficient Market
Richard Roll
Volume 39, Issue 4
September 1984

47) Size And Book-To-Market Factors In Earnings And Returns
Eugene F. Fama, Kenneth R. French
Volume 50, Issue 1
March 1995

48) Dividend Policy Under Asymmetric Information
Merton H. Miller, Kevin Rock
Volume 40, Issue 4
September 1985

49) Risk Management Coordinating Corporate Investment And Financing Policies
Kenneth A. Froot, David S. Scharfstein, Jeremy C. Stein
Volume 48, Issue 5
December 1993

50) 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。

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