有关资本市场研究的若干英文文献
这些花费了很长时间才收集到,然后按时间顺序整理好的。楼下还有压缩包。一共5个。
主要包括1952 Portfolio Selection;1953 The Analysis Of Economic Time-Series-Part I-Prices;1954 Existence Of An Equilibrium For A Competitive Economy;1958 Liquidity Preference As Behavior Toward Risk;1958 The Cost Of Capital, Corporation Finance And The Theory Of Investment;1959 Portfolio Selection-Efficient Diversification Of Investments;1959 Stock-Market Patterns And Financial Analysis-Methodological Suggestions;1963 Corporate Income Taxes And The Cost Of Capital-A Correction;1964 Capital Asset Prices-A Theory Of Market Equilibrium Under Conditions Of Risk;1965 Proof That Properly Anticipated Prices Fluctuate Randomly;1965 Random Walks In Stock Market Price;1965 Security Prices, Risk, And Maximal Gains From Diversification;1965 The Behavior Of Stock Market Prices;1966 Equilibrium In A Capital Asset Market;1966 Forecasts Of Future Prices, Unbiased Markets, And Martingale Models;1969 Lifetime Portfolio Selection Under Uncertainty-The Continuous-Time Case;1969 The Adjustment Of Stock Prices To New Information
主要包括1970 Efficient Capital Markets-A Review Of Theory And Empirical Work;1972 The Efficient Market Model;1973 An Intertemporal Capital Asset Pricing Model;1973 Risk Aversion And The Martingale Property Of Stock Prices;1973 The Pricing Of Options And Corporate Liabilities;1973 Theory Of Rational Option Pricing;1974 On The Pricing Of Corporate Debt-The Risk Structure Of Interest Rates;1975 On The Difference Between Internal And External Market Efficiency;1975 The Efficient Market Hypothesis And The Value Of Traditional Security Analysis;1975 Warrant Price Movements And The Efficient Market Model;1976 Efficient Capital Markets-Comment;1976 Efficient Capital Markets-Reply;1976 Optimal Speculation Against An Efficient Market;1976 The Arbitrage Theory Of Capital Asset Pricing;1978 Asset Prices In An Exchange Economy;1978 Some Practical Applications Of The Efficient-Market Concept;1979 An Intertemporal Asset Pricing Model With Stochastic Consumption And Investment Opportunities;1979 Option Pricing-A Simplified Approach;1979 Testing For A Flat Spectrum On Efficient Market Price Data;1979 The Peter Principle And The Efficient Market Hypothesis;1979 The Sensitivity Of The Efficient Market Hypothesis To Alternative Specifications Of The Market Model