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引用最多的50篇金融论文

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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论文。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年诞生以来，《金融学杂志》发表了众多广受关注的论文，其中不乏经久不衰的经典论文。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。其中的一些论文，曾对金融理论和金融实务产生过重大的影响。

比如，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起点；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，极大地推动了投资理论的发展；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 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) Counterspeculation, Auctions, And Competitive Sealed Tenders
William Vickrey
Volume 16, Issue 1
March 1961
6) A Survey Of Corporate Governance
Andrei Shleifer, Robert W. Vishny
Volume 52, Issue 2
June 1997
7) Legal Determinants Of External Finance
Rafael La Porta, Florencio Lopez-De-Silanes, Andrei Shleifer, Robert W. Vishny
Volume 52, Issue 3
July 1997
8) Corporate Ownership Around The World
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
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 Industrial Revolution, Exit, And The Failure Of Internal Control-Systems
Michael C. Jensen
Volume 48, Issue 3
July 1993
12) On Persistence In Mutual Fund Performance
Mark M. Carhart
Volume 52, Issue 1
March 1997
13) 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
14) Returns To Buying Winners And Selling Losers: Implications For Stock Market Efficiency
Narasimhan Jegadeesh, Sheridan Titman
Volume 48, Issue 1
March 1993
15) Informational Asymmetries, Financial Structure, And Financial Intermediation
Hayne E. Leland, David H. Pyle
Volume 32, Issue 2
May 1977
16) The Pricing Of Options On Assets With Stochastic Volatilities
John Hull, Alan White
Volume 42, Issue 2
June 1987
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) Multifactor Explanations Of Asset Pricing Anomalies
Eugene F. Fama, Kenneth R. French
Volume 51, Issue 1
March 1996
20) The Capital Structure Puzzle
Stewart C. Myers
Volume 39, Issue 3
July 1984
21) The Performance Of Mutual 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 About Capital Structure? Some Evidence From International Data
Raghuram G. Rajan, Luigi Zingales
Volume 50, Issue 5
December 1995
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) Investor Psychology And Security Market Under- And Overreactions
Kent Daniel, David Hirshleifer, Avanidhar Subrahmanyam
Volume 53, Issue 6
December 1998
27) Contrarian Investment, Extrapolation, And Risk
Josef Lakonishok, Andrei Shleifer, Robert W. Vishny
Volume 49, Issue 5
December 1994
28) A Simple Model Of Capital Market Equilibrium With Incomplete Information
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?
G. William Schwert
Volume 44, Issue 5
September 1989
31) The Determinants Of Capital Structure Choice
Sheridan Titman, Roberto Wessels
Volume 43, Issue 1
March 1988
32) Inferring Trade Direction 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 Of Arbitrage
Andrei Shleifer, Robert W. Vishny
Volume 52, Issue 1
March 1997
35) Noise
Fischer Black
Volume 41, Issue 3
July 1986
36) Investor Protection And Corporate Valuation
Rafael La Porta, Florencio Lopez-De-Silanes, Andrei Shleifer, Robert Vishny
Volume 57. Issue 3
June 2002
37) The Theory Of Capital Structure
Milton Harris, Artur Raviv
Volume 46, Issue 1
March 1991
38) The Long-Run Performance Of Initial Public Offerings
Jay R. Ritter
Volume 46, Issue 1
March 1991
39) Initial Public Offerings And Underwriter Reputation
Richard Carter, Steven Manaster
Volume 45, Issue 4
September 1990
40) Dividend Policy Under Asymmetric Information
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
Richard Roll
Volume 39, Issue 4
September 1984
42) Empirical Performance Of Alternative Option Pricing Models
Gurdip Bakshi, Charles Cao, Zhiwu Chen
Volume 52, Issue 5
December 1997
43) Compensation And Incentives: Practice vs. Theory
George P. Baker, Michael C. Jensen, Kevin J. Murphy
Volume 43, Issue 3
July 1988
44) Are Investors Reluctant To Realize Their Losses?
Terrance Odean
Volume 53, Issue 5
October 1998
45) Size And Book-To-Market Factors In Earnings And Returns
Eugene F. Fama, Kenneth R. 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 Empirical Comparison Of Alternative Models Of The Short-Term Interest-Rate
K. C. Chan, G. Andrew Karolyi, Francis A. Longstaff, Anthony B. Sanders
Volume 47, Issue 3
July 1992
48) Risk Management Coordinating Corporate Investment And Financing Policies
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
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
Fischer Black, John C. Cox
Volume 31, Issue 2
May 1976
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