书城经济基于资产价格的金融安全研究
3273000000035

第35章 参考文献(2)

James C.Van Horne and John M.Wachowicz.Fundamentals of Financial Management[M].Pearson Education,Inc.2005.

Rich,Steven P.and John T.Rose.Interest Rate Concepts and Terminology in Introductory Finance Texbooks[J].Financial Practice and Education,1997,(7):113—121.

Markowitz,Harry M.Portfolio Selection[J].Journal of Finance,1952,7(1):77—91.

Markowitz,Harry M.Portfolio Selection:Efficient Diversification of Investments[M].New York,John Wiley,1959.

William F.Sharpe.Capital Asset Prices:A Theory of Market Equilibrium under Conditions of.Risk[J].Journal of Finance,1964,19(3):425—442.

Fuller,Russell and Chi—Cheng Hsia.A Simplified Model for Estimating Stock Prices of Growth Firms[J].Financial Analysts Journal,1984,40(9):49—56.

E.Scott Mayfield.Estimating the market risk premium[J].Journal of Financial Economics,2004,73(6):465—496.

Scruggs,J.T.Resolving the puzzling intertemporal relation between the market risk premium and conditional market variance:a two—factor approach[J].Journal of Finance,1998,53(5):575—603.

Fama,Eugene F.The behavior of stock—market prices[J].Journal of Business,1965,38(1):34—105.

Ross,Staphen A.The Arbitrage Theory of Capital Asset Pricing[J].Journal of Economic Theory,13(3):341—360.

Campbell,J.Y.Shiller,R.J.Co—integration and Tests of Present Value Models[J].Journal of Political Economy,1987,95(5):1062—1088.

Campbell,J.Y.Lo,A.W.The Econometrics of Financial Markets[M].Princeton,Princeton University Press,1997.

Froot,K.Obstfeld,M.Intrinsic Bubbles:The Case of Stock Prices.American Economic Review[J],1991,81(5):1189—1214.

Craine,R.Rational Bubbles:A Test[J].Journal of Economic Dynamics and Control,1993,17(5—6):829—846.

李诗林,李扬,正反馈交易与股票市场过度反应研究[M].南京,南京大学出版社,2004.

饶育蕾,刘达锋,行为金融学[M].上海,上海财经大学出版社,2003.

Friedman,M.The case of flexible exchange rates,In essays in positive economic[M].Chicago,University of Chicago Press,1953.

Friedman,M.Inefficient information aggregation as a source of asset price bubbles[J].Bulletin of Economic Research,1992,44(4):251—279.

Kahneman,Tverrsky.Prospect theory:an analysis of decision making under risk[J].Econometrica,1979,47:263—291.

Kahneman,Tverrsky.On the Reality of Cognitive Illusions:A Reply to Gigerenzers Critique[J].Psychological Review,1996,103(6):581—587.

Shiller,Robert.Speculative prices and popular models[J].Journal of Economic Perspectices,1990,4:55—65.

De Long,Bradford.Noise trader risk in financial markets[J].The Journal of Political Economy,1990a,98(4):703—738.

De Long,Bradford.Positive feedback investment strategies and Destabilizing Rational speculation[J].The Journal of Finance,1990b,45(2):379—395.

De Bondt,W.and R.Thaler.Does stock market Overreact[J]The Journal of Finance,1985,40(3):793—807.

Cao,Henry,Tan Wang.Model uncertainty,limited market participation and asset prices[J].The Review of Financial Studies,2005,18(3):1219—1251.

阳建伟,行为金融及其投资策略[J].外国经济与管理,2002(2):32—36.

黄峰,杨朝军,胡微微,交易行为的类型与一个行为模型[J].系统工程理论方法应用,2005(10):477—480.

R.Hansen and C.Crutchley.Corporate earnings and financings:an empirical analysis[J].Journal of Business,1990,63(3):347—371.

Loughran T.and Ritter J.R.The New Issues Puzzle[J].Journal of Finance,1995,50(1):23—51.

Loughran T.and Ritter J.R.The Operating Performance of Firms Conducting Seasoned Equity Offerings[J].Journal of finance,1997,52(5):1823—1850.

McLaughin R.A.Safieddine and G.K.Vasudevan.The Operating Performance of Seasoned Equity Issuers:Free Cash Flow and Post—issue Performance[J].Financial Management,1996,25(4):41—53.

Rangan,S.Earnings management and the performance of seasoned equity offerings[J].Journal of Financial Economics,1998,50(1):101—122.

Pastor—Llorca,Maria Jesus and Juan Francisco.Long—run performance of Spanish seasoned equity issues with rights[J].International Review of Financial Analysis,2004,13(2):191—215.

张祥建,徐晋,盈余管理、配股融资与上市公司业绩滑坡[J].经济科学,2005(1):56—65.

陆正飞,魏涛,配股后业绩下降:盈余管理后果与真实业绩滑坡[J].会计研究,2006(8):52—59.

杜沔,王良成,我国上市公司配股前后业绩变化及其影响因素的实证研究[J].管理世界,2006(3):114—121.

王乔,章卫东,股权结构、股权再融资行为与绩效[J].会计研究,2005(9):51—56.

吴明礼,李贺敏,我国上市公司再融资与财务业绩动态变化研究[J].经济管理,2007(16):42—47.

Arias O.Hallock K.F.Sosa—Escudero W.Individual heterogeneity in the returns to schooling:instrumental variables quantile regression using twins data[J].Empirical Economics,200126(1):7—40.