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博迪投资学 书上所有参考文献百度云下载 共 212个文件,花了很多时间下载的,其中很多都是花钱买的,也值100 个金币了。因为帖子字数限制,这里只列出70个,完整列表在附件的文本文件里。

1. A. Lamont, “GoDown Fighting: ShortSellers vs. Firms,” Yale ICF Working Paper No. 04-20, July 2004. 03-2

2. A. Schleifer and R. Vishny, “The Limitsof Arbitrage”, Journal of Finance 52 (March 1997), pp. 35-55.12-13

3. Alex Kane, Alan Marcus, and Robert R.Trippi, “TheValuation of Security Analysis,” Journal ofPortfolio Management 25 (Spring 1999). 27-4

4. Alex Kane, Tae-Hwan Kim, and HalbertWhite,“ForecastPrecision and Portfolio Performance,” Journal of FinancialEconometrics, (2010) 8 (3). 27-5

5. Alex Kane, Tae-Hwan Kim, ans HalbertWhite, “Active Portfolio Management: The Power of the Treynor-Black Model,” inProgress in Financial Market Research, ed. C. Kyrtsou (New York: Nova,2004).27-3

6. Andrew W. Lo and A. Craig MacKinlay, “StockMarket Prices Do Not Follow Random Walks: Evidence from aSimple Specification Test”, Review of Financial Studies 1 (1988), pp. 41-66.11-7

7. Avner Arbel and Paul J. Strebel,“PayAttention to Neglected Finns”,Journal ofPortfolio Management, Winter 1983.11-25

8. B. Barber, R. Lehavy, M. McNichols, andB. Trueman, “CanInvestors Profit from the Prophets? Security Analyst Recommendations and StockReturns,” Journal of Finance 56 (April 2001), pp. 531–63.11-42

9. B. Barber,R Lehavy, M. McNichoIs, and B.Trueman, “Can Investors Profit from the Prophets? Security Analyst Recommendationsand Stock Returns,"Journal of Finance 56 (April 2001), pp. 531-63. 11-45

10. B.Lehmarm,“Fads, Martingales and Market Efficiency”, Quarterly Journal of Economics 105 (February 1990) , pp. 1 -28;11-8

11. BarrRosenberg and J. Guy,“Prediction of Beta from Investment Fundamentals,Parts 1”Financial Analysts Journal, May-June and July-August 1976. 8-4

12. BarrRosenberg and J. Guy,“Prediction of Beta from Investment Fundamentals,Parts 2,” Financial Analysts Journal, May-June and July-August 1976.8-5

13. BradBarber and Terrance Odean Brad Barber and Terrance Odean, “BoysWill Be Boys: Gender, Overconfidence, and Common Stock Investment,”Quarterly Journal of Economics 16 (2001), pp. 262–92,12-5

14. BradBarber and Terrance Odean Brad Barber and Terrance Odean, “TradingIs Hazardous to Your Wealth:The Common Stock Investment Performance ofIndividual Investors,” Journal of Finance 55 (2000), pp. 773–806. 12-6

15. BurtonC. Malkiel, “Returns from Investing in Equity Mutual Funds 1971 -1991,”Journal of Finance 50 (June 1995),pp. 549-72. 09-5

16. BurtonG. Malkiel and Atanu Saha, “Hedge Funds: Risk and Return,” Financial AnalystsJournal 61 (2005), pp. 80-88. 26-6

17. BurtonG. Malkiel, “Expectations, Bond Price, and the Term Structure of InterestRates, Quarterly Journal of Economics 76 (May 1962), pp. 197-218. 16-1

18. C. J.Malloy, T. Moskowitz, and A. Vissing-Jorgensen, “Long-Run Stockholcier ConsumptionRisk and Asset Retunis,” Journal of Finance 64 (December 2009), pp. 2427-80. 13-32

19. C.Jones and O. A. Lamont, “Short Sale Constraints and Stock Returns,”Journal of Financial Economics, November 2002, pp. 207-39,03-1

20. C. M.Lee, A. Shleifer, and R. H. Thaler, “InvestorSentiment and the Closed-End Fund Puzzle,” Journal of Finance46 (March 1991), pp. 75–109. 12-16

21. CampbellHarvey, “Time-Varying Conditional Covariances in Tests of Asset Pricing Models”,Journal of Financial Economics 24 (October 1989), pp. 289-317 13-10

22. ChristopherR. Blake, Edwin J. Elton, and Martin J. Gruber, “The Performance of Bond MutualFunds,” Journal of Business 66 (July 1993), pp. 371-404. 11-50

23. D.Bergstresser, M. Desai, and J. Rauth, “Earnings Manipulation, PensionAssumptions, and Managerial Investment Decisions,” Quarterly Journal ofEconomics 121 (2006), pp. 157-95. 19-1

24. D.Kahneman and A. Tversky “Subjective Probability: A Judgment ofRepresentativeness,” Cognitive Psychology 3 (1972), pp. 430-54. 12-3

25. D.Kahneman and A. Tversky, “On the Psychology of Prediction” , Psychology Review80 (1973),pp. 237-51,12-2

26. D.Kahneman and A. Tversky, “Prospect Theory: An Analysis of Decision under Risk,”Econometrica 47 (1979), pp. 263-91.12-10

27. DanGivoly and Dan Palmon, “Insider Trading and Exploitation of InsideInformation: Some Empirical Evidence,”Journal ofBusiness 58 (1985).11-37

28. DonaldB. Keim and Robert F. Stambaugh, “PredictingReturns in the Stock and Bond Markets”, Journal of Financial Economics 17 (1986),pp. 357-90.11-17

29. DonaldB. Keim, “Size Related Anomalies and Stock Return Seasonality;Further Empirical Evidence,” Journal of Financial Economics 12 (June 1983). 11-22

30. DouglasBreeden, “An Intertemporal Asset Pricing Model with Stochastic Consumption andInvestment Opportunities,”Journal of Financial Economics 7 (1979), pp. 265-96. 9-18

31. E. F.Fama, “Market Efficiency, Long-Term Returns, and Behavioral Finance,” Journalof Financial Economics49 (September 1998), pp. 283-306. 12-20

32. E. J.Elton, M. J. Gruber, S. Das, and M. Hlavka, “Efficiency with Costly Information:AReinterpretation of Evidence from Managed Portfolios”, Review of FinancialStudies 6 (1993), pp. 1-22.11-46

33. EdwardI. Altman, “FinancialRatios, Discriminant Analysis, and the Prediction of Corporate Bankruptcy,”Journal of Finance 23 (September 1968). 14-1

34. Ericacquier and Alan Marcus, “Asset Allocation Models and Market Volatility”, FinancialAnalysts Journal 5, 2001, pp.16-30.25-4

35. EugeneF. Fama “Multiperiod Consumption-Investment Decisions”, AmericanEconomic Review 60 (1970) 9-15

36. EugeneF. Fama and Kenneth R. French, “Business Conditions and Expected Returns onStocks and Bonds, “Journalof Financial Economics 25 (November 1989), pp. 3-22. 11-18

37. EugeneF. Fama and Kenneth R. French, “Common Risk Factors in the Returns on Stocksand Bonds, Journal of Financial Economics 33 (1993), pp. 3-56. 11-39

38. EugeneF. Fama and Kenneth R. French, “Common Risk Factors in the Returns on Stocksand Bonds,” Journal of Financial Economics 33 (1993), pp. 3-56. 13-15

39. EugeneF. Fama and Kenneth R. French, “Dividend Yields and Expected Stock Returns”,Journal of Financial Economics 22 (October 1988), pp. 3-25.11-15

40. EugeneF. Fama and Kenneth R. French, “Multifactor Explanations of Asset PricingAnomalies," Journal of Finance 51 (1996), pp. 55-84.10-2

41. EugeneF. Fama and Kenneth R. French, “Permanent and Temporary Components of StockPrices”, Journal of Political Economy 96 ( April 1988), pp. 24-73; 11-11

42. EugeneF. Fama and Kenneth R. French, “The Cross Section of Expected Stock Returns”, Journalof Finance 47 (1992), pp. 427-65 11-29

43. EugeneFama and James MacBeth, “Risk, Return, and Equilibrium: Empirical Tests,”Journal of Political Economy 81 (March 1973). 13-8

44. EugeneFama and Kenneth French,“The Equity Premium,” Journal of Finance 57, no. 2(2002). 13-33

45. F. M.Redington, “Review of the Principle of Life-Office Valuations, “ Journal of theInstitute of Actuaries 78 ( 1952)16-2

46. FischerBlack and Robert Litterman, “Global PortfolioOptimization,”Financial Analysts Journal, September/October 1992.27-1

47. FischerBlack, “Beta and Return”, Journalof Portfolio Management 20 (1993),pp. 8-18. 10-3

48. FischerBlack, “Capital Market Equilibrium with Restricted Borrowing”, Journal ofBusiness, July 1972. 9-13

49. FischerBlack, Michael C. Jensen, and Myron Scholes, “The Capital AssetPricing Model: Some Empirical Tests,” in Studies inthe Theory of Capital Markets, ed. Michael C. Jensen (New York: Praeger, 1972).12-7

50. FischerBlack,“Factand Fantasy in the Use of Options”, Financial Analysts Journal 31 (July–August1975).21-9

51. FisherBlack and Myron Scholes, “The Pricing of Options and Corporate Liabilities”,Journal of Political Economy 81 ( May-June 1973) 21-3

52. FrancoModigliani and Leah Modigliani, “Risk-Adjusted Performance,” Journal ofPortfolio Management, Winter 1997, pp. 45-54. 24-7

53. FrancoModigliani and M. Miller, “Dividend Policy, Growth, and the Valuation ofShares,”Journal of Business, October 1961.18-2

54. FrancoModigliani and M. Miller, “The Cost of Capital, Corporation Finance, and theTheory of Investment,”American Economic Review, June 1958.18-1

55. G.Amin and Kat, “Stock, Bonds and Hedge Funds:Not Fee Lunch!”Journal of Portfolio Management 29 (Summer 2003) , pp. 113-20, 26-7

56. GaryBrinson, Brian Singer, and Gilbert Beebower, “Determinants ofPortfolio Performance,” FinancialAnalysts Journal, May/June 1991. 24-13

57. GeoigeO. Aragon, “Share Restrictions and Asset pricing: Evidence fromthe Hedge Fund Industry”, Journal of Financial Economics 83 (2007) , pp. 33 -5826-2

58. GeorgeM. Constantinides, “Understanding the Equity Risk Premium Puzzle,” in Handbooksin Finance: Handbook of the Equity Risk Premium, ed. Rajnish Mehra (Amsterdam :Elsevier, 2008), pp. 331-59. 13-36

59. H.Nejat Seyhun, “Insiders’Profits, Costs of Trading and Market Efficiency,” Journal ofFinancial Economics 16 (1986).11-36

60. H.Roberts, “StockMarket ‘Patterns’ and Financial Analysis:MethodologicalSuggestions,” Journal of Finance 14 (March 1959), pp. 11-25. 12-23

61. H.Shefrin and M. Statman,“ The Disposition to Sell Winners Too Early and RideLosers Too Long :Theory and Evidence,” Journal of Finance 40 (July 1985) , pp. 777-90;12-7

62. HarryMarkowitz, M Portfolio Selection Journal of Finance, March 1952. 07-2

63. J. A.Busse and T. C, Green, “Market Efficiency in Real Time,” Journal ofFinancial Economics 65 (2002),pp. 415-37. 11-3

64. J. B.Berk and R. C. Green, “Mutual Fund Flows and Performance in Rational Markets,”Journal of Political Economy 112 (2004), pp. 1269-95. 11-49

65. J. B.DeLong, A. Schleifer, L Summers, and R. Waldmann, “ Noise Trader Risk inFinancial Markets, Journal of Political Economy 98 ( August 1990), pp. 704-38 12-12

66. J. D.Coval and T. Shumway, “Do Behavioral Biases Affect Prices?” Journal of Finance60 (February 2005), pp. 1-34. 12-11

67. J.Hasbrouck and D. H. Seppi,“Common Factors in Prices, Order Flows and Liquidity,”Journal of Financial Economics 59 (2001) ,pp. 383-411. 9-23

68. J.Hull and A. White, “The Pricing of Options on Assets with StochasticVolatilities”, Journal of Finance (June 1987), pp. 281-300; 21-6

69. J.Liew and M. Vassalou, “Can Book-to-Market, Size and Momentum Be Risk FactorsThat Predict Economic Growth?" Journal of Financial Economics 57 (2000),pp. 221-45. 13-17

70. J.Liew and M. Vassalou, “Can Book-to-Market, Size and Momentum Be Risk FactorsThat Predict Economic Growth?” Journal of Financial Economics 57 (2000), pp.221-45. 13-19











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