一些比较好的金融学论文合集
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来源：人大经济论坛
以下文章中，文字颜色显示为红色的都包括在内：
■Amihud, Y., and H. Mendelson (1986), Asset Pricing and the Bid-Ask Spread, Journal of Financial Economics 17, 223-249.
■Brown, D and R.H. Jennings (1989) On Technical Analysis, Review of Financial Studies 2, 527-552.
■Easley, D and M. OHara (1987), Price, Trade Size, and Information in Securities Markets, Journal of Financial Economics 19, 69-90.
■Easley, D., N. Kiefer, and M. OHara (1997), One Day in the Life of a Very Common Stock, Review of Financial Studies 10, 805-835.
■Grundy, B. and M. McNichols (1989) Trade and Revelation on Information through Prices and Direct Disclosure, Review of Financial Studies 2, 495-526.
■Wang, J. (1993), A Model of Intertemporal Asset Prices Under Asymmetric Information, Review of Economic Studies 60, 249-282.
■Allen, F. and Gorton (1993), Churning Bubbles, Review of Economic Studies 60, 813-836.
■Allen and Gale (2000), Bubbles and Crises, Economic Journal 110, 236-255.
Allen, Morris and Postlewaite (1993), Finite Bubbles with Short Sale Constraints and
■Tirole, J.（1985）, Asset bubbles and overlapping generations, Econometrica, 53(6): 1499-1582.
■Constantinides, G., 1986, Capital market equilibrium with transaction costs, Journal of Political Economy, 94, 842-62.
■Grossman, S. and M. Miller, 1988, Liquidity and market structure, Journal of Finance, 43, 617-33.
■Holmstrom, B., and J. Tirole, 2001, LAPM: A liquidity-based asset pricing model, Journal of Finance, 56, 1837-1867.
■Admati, A. (1985), A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets, Econometrica 53, 629-657.
■Diamond and Verrecchia (1991), Disclosure, Liquidity, and the Cost of Capital, Journal of Finance 46, 1325-1359.
■Grundy, B. and M. McNichols, (1989), Trade and Revelation of Information through Prices and Direct Disclosure, Review of Financial Studies 2, 495-526.
■Hellwig, F. (1980), On the Aggregation of Information in competitive Markets, Journal of Economic Theory 22, 477-498.
■Merton, Robert C., 1987, A simple model of capital market equilibrium with incomplete information, Journal of Finance 42, 483-510.
■Milgrom, P. and N. Stokey (1982), Information, Trade and Common Knowledge, Journal of Economic Theory 26, 17-27.
■Verrecchia, R. (1982), Information Acquisition in a Noisy Rational Expectations Economy, Econometrica 50, 1415-1430.
■Harrison and Kreps (1978), Speculative investor behavior in a stock market with heterogeneous expectations, Quarterly Journal of Economics 92, 323-336.
■Miller (1977), Risk, Uncertainty, and Divergence of Opinion, Journal of Finance 32, 1151-1168.
■De Long, Shleifer, Summers, and Waldman (1991), The Survival of Noise Traders in Financial Markets, Journal of Business 64, 1-19.
■Shleifer, A. and R. Vishny (1997), The Limits of Arbitrage, Journal of Finance 52, 35-55.
■Allen, F. and D. Gale (1992), Stock-price manipulation, Review of Financial Studies 4, 443-481.
■Amihud, Y., and H. Mendelson (1986), Asset Pricing and the Bid-Ask Spread, Journal of Financial Economics 17, 223-249.
■Brown, D and R.H. Jennings (1989) On Technical Analysis, Review of Financial Studies 2, 527-552.
■Easley, D and M. OHara (1987), Price, Trade Size, and Information in Securities Markets, Journal of Financial Economics 19, 69-90.
■Easley, D., N. Kiefer, and M. OHara (1997), One Day in the Life of a Very Common Stock, Review of Financial Studies 10, 805-835.
■Grundy, B. and M. McNichols (1989) Trade and Revelation on Information through Prices and Direct Disclosure, Review of Financial Studies 2, 495-526.
■Wang, J. (1993), A Model of Intertemporal Asset Prices Under Asymmetric Information, Review of Economic Studies 60, 249-282.
■Allen, F. and Gorton (1993), Churning Bubbles, Review of Economic Studies 60, 813-836.
■Allen and Gale (2000), Bubbles and Crises, Economic Journal 110, 236-255.
Allen, Morris and Postlewaite (1993), Finite Bubbles with Short Sale Constraints and
■Tirole, J.（1985）, Asset bubbles and overlapping generations, Econometrica, 53(6): 1499-1582.
■Constantinides, G., 1986, Capital market equilibrium with transaction costs, Journal of Political Economy, 94, 842-62.
■Grossman, S. and M. Miller, 1988, Liquidity and market structure, Journal of Finance, 43, 617-33.
■Holmstrom, B., and J. Tirole, 2001, LAPM: A liquidity-based asset pricing model, Journal of Finance, 56, 1837-1867.
■Admati, A. (1985), A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets, Econometrica 53, 629-657.
■Diamond and Verrecchia (1991), Disclosure, Liquidity, and the Cost of Capital, Journal of Finance 46, 1325-1359.
■Grundy, B. and M. McNichols, (1989), Trade and Revelation of Information through Prices and Direct Disclosure, Review of Financial Studies 2, 495-526.
■Hellwig, F. (1980), On the Aggregation of Information in competitive Markets, Journal of Economic Theory 22, 477-498.
■Merton, Robert C., 1987, A simple model of capital market equilibrium with incomplete information, Journal of Finance 42, 483-510.
■Milgrom, P. and N. Stokey (1982), Information, Trade and Common Knowledge, Journal of Economic Theory 26, 17-27.
■Verrecchia, R. (1982), Information Acquisition in a Noisy Rational Expectations Economy, Econometrica 50, 1415-1430.
■Harrison and Kreps (1978), Speculative investor behavior in a stock market with heterogeneous expectations, Quarterly Journal of Economics 92, 323-336.
■Miller (1977), Risk, Uncertainty, and Divergence of Opinion, Journal of Finance 32, 1151-1168.
■De Long, Shleifer, Summers, and Waldman (1991), The Survival of Noise Traders in Financial Markets, Journal of Business 64, 1-19.
■Shleifer, A. and R. Vishny (1997), The Limits of Arbitrage, Journal of Finance 52, 35-55.
■Allen, F. and D. Gale (1992), Stock-price manipulation, Review of Financial Studies 4, 443-481.
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