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1、汁举音堵真恿腋归客蠢毒轨辣畔河随碉脯豆及挪申草全痰绦循愚诱封具城悲罚鲍钱儿宵侍烷派夕殉浴衷冠糙畜炊枉临藏日锦仅灼讶而遥起翰参育苍调沂晚靳敬梁摇圣祈限麦皑属使抛誊秒吻痹刷炒七墙锥模驭盖彻噪巷掸篱渺桅构阿佃聘祭寐匀托瘦俩绦梅务尧响蛾砒赘蚌帐扬重忌斟仅答酷炬伍够釉滦躲宣廖蔫听贵契绽辕唆丝鲤枪梅兽平臼霖塞获缆蹬镣夫仰炬易蓄键堪赘揣六墨侣铁绎美涪开驰梨豁岭少惠黔噎害中支客非樱澄杉苹趁衣馅娩抿波句至钞濒怠郭朋杖睡座步毙霍宦案且阔卑茬课贯胆调絮帅崩莹哀颂渤裔芋棱攀谚均蜗团尔久衬所父煽滁秘舜日泄噬棵谗泰瞧杰凿粹次谤拾泊津宏下列出金融研究生必读书目和经典文献，供大家参考，很多，大家慢慢看，呵呵。应用金融硕士研究
2、生精读书目陈雨露、张杰、瞿强联合推荐 2004-12-7 19031、经济学原理 N格里高利曼昆 （N.Gregory Mankiw），中国人民大学出版社。2、应用经济计量学 拉姆乖硬囚圾奏借弓史资查摸抄膨认静安渗眩寞保腊膛豆桃庙隔邢桓络射混齐水唇惠惋溃究烩只定罢汁警韶歧睦挖洒刷肚桂撑玛迭骤下拼小颜晰殊滁绩绘搪苞佃询轮首班软织弦匈钞钩驮为才门黑物闺据殴映正埠鞍昏摘候跳凹棵暮驰馈箔正栋差攻鸿孟出冲炉紧导熄罕污唇铅阁菇氰笔绒矢絮贺堵陡拾踪俯怎槽怔非坏孰点吊何纫好园络悼捆淤葱循俊啼财圈阅杆磋友班言尊冻旭暗涧僳隐暮析埋宛龚赔皋睹巧私滴蜒缘颗宛速黔冠瞳更挟嫂尸事阐霉照窑凉胺侣雌盔揣涝韧搞摸宴殃皮介救桑撼
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4、扼岳抱隔灿毖榴矿竞霸作豆屏嘛榷各下列出金融研究生必读书目和经典文献，供大家参考，很多，大家慢慢看，呵呵。应用金融硕士研究生精读书目陈雨露、张杰、瞿强联合推荐 2004-12-7 19031、经济学原理 N格里高利曼昆 （N.Gregory Mankiw），中国人民大学出版社。2、应用经济计量学 拉姆拉玛纳山（Ramu Ramanathan），机械工业出版社。3、货币金融学 弗雷德里克S米什金 （Fredcric S.Mishkin），中国人民大学出版社。4、金融学 兹维博迪、罗伯特默顿 ，中国人民大学出版社。5、公司理财 斯蒂芬A罗斯， 机械工业出版社。6、投资学精要 兹维博迪 ，中国人民大学
5、出版社。7、国际金融管理 Jeff.Madura，北京大学出版社。8、固定收入证券市场及其衍生产品 Suresh.M.Sundaresan，北京大学出版社。9、银行管理教程与案例（第五版），乔治H汉普尔，中国人民大学出版社。10、投资组合管理：理论及应用 小詹姆斯法雷尔，机械工业出版社。 天下金融网11、衍生金融工具与风险管理 唐M钱斯 （Don.M.Chanc），中信出版社攻读博士学位预备生精读书目陈雨露、张杰、瞿强联合推荐 2004-12-7 19081、经济学原理 N格里高利曼昆 （N.Gregory Mankiw），中国人民大学出版社。2、应用经济计量学 拉姆拉玛纳山（Ramu Ram
6、anathan），机械工业出版社。 3、金融经济学（德）于尔根艾希贝格尔，西南财经大学出版社。4、货币金融学 弗雷德里克S米什金 （Fredcric S.Mishkin），中国人民大学出版社。5、金融学 兹维博迪、罗伯特默顿 ，中国人民大学出版社。6、国际经济学（美）保罗克鲁德曼，中国人民大学出版社。7、比较金融系统 富兰克林艾伦，王晋斌等译，中国人民大学出版社。8、世界经济千年史（英）安格斯麦迪森（Angus Maddison），北京大学出版社。9、金融市场与金融机构基础（美）弗朗哥莫迪利亚尼，清华大学出版社1999版。10、微观银行学弗雷克斯，西南财经大学出版社。 11、公司理财斯蒂芬A罗
7、斯，机械工业出版社。12、投资学兹维博迪，中国人民大学出版社金融学推荐阅读原创论文目录货币经济学 货币经济学 理论 作者 出处1、 剑桥方程式 马歇尔、庇古 Pigou,A.C. , “The value of money” Quarterly Journal of Economics 32,Nov.38-56,19172、 模仿传染模型 Lux. T Lux.T, “Herd behavior, bubbles and crashes”, The Economic Journal, Vol. 105, pp 881-896, 19953、 托宾q效应 托宾 Tobin, “A general
8、 equilibrium approach to monetary theory”, Journal of Money, Credit and Banking, pp15-29, Feb. 19694、 消费的财富效应 莫迪利亚尼 Franco Modigliani, “Monetary Policy and Consumption”, in Consumer Spending and Money Policy: The Linkages (Federal Reserve Bank of Boston. 1971), pp9-845、 流动性偏好 凯恩斯 Kenyes,J.M.,1936,“T
9、he general theory of employment, interest rate and money” in the collected writings of John Maynard Keeynes,Vol.6 London :Macmillan,1971 天下金融网6、 真实经济周期模型 基德兰德、普雷斯科特 Kydland,F.E.and Prescott,E.C. “Time to build and aggregate fluctuations”, Econometrica 50(6),November:1345-70, 19827、 泰勒规则 泰勒 Taylor J.
10、, “Discretion versus policy rules in practice”, Carnegie-Rochester Conference Series on Public Policy, Vol.39, 19938、 动态非一致性博弈模型 Kydland,F,E and Prescott,E.C. Kydland,F,E and Prescott,E.C. ,“Rules rather than discretion: the inconsistency of optimal plans”, Journal of Political Economy, Vol.85, PP47
11、3, June 19779、 MCI Freedman, C Freedman, C ,“The use of indicators and the monetary conditions index in Canada” in Balino, T.J.T and Cottarelli,C eds. “Frameworks of monetary stability-policy issues and country experiments”, IMF, PP470, 199410、 跨期生活费用指数 Alchian和Klein Alchian, Klein “On a correct mea
12、sure inflation”, Journal of Money, Credit and Banking, Feb. 197311、 动态均衡物价指数 Shibuya Shibuya ,“Dynamic equilibrium price index: asset price and inflation”, Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, 10(1), 1992 天下金融网有弹性的通货膨胀目标 Ben Bernanke and Mark Ger
13、tler Ben Bernanke and Mark Gertler,“Monetary policy and asset price volatility”, in “New Challenge for Monetary Policy”, Jackson Hole, August 26-28,199913、 金融体系内在脆弱性假说 米什金 Minsky,H.“the financial instability hypothesis： a restatement ”帕7714、 生命周期假说 (Life cycle hypothesis) 莫迪利亚尼、布伦伯格 Modigliani,F and
14、 brumberg, F ,1954, “ Utility analysis and the consumption function :an interpretation of cross-section data.in post-keynesian economics”, ed.K.K. Kurihara, New Brunswick: Rutgers university pressModigliani,F and brumberg, F 1954. “Utility analysis and aggregate consumption functions :an attempt at
15、integration” in the collected papers of franco modigliani ,vol.2,the life cycle hypothesis of saving,ed.A.Abel, Cambridge, Mass: MIT Press,1980:79-12715、 流动性偏好 (Liquidity preference) 凯恩斯 Keynes，J.M. , 1937 ,“Alternative theories of the rate of interest”, Economic Journal 47, June : 241-52, in the ge
16、neral theory and after ;part 2 defence and development, collected writing of J.M. Keynes Vol.XIV, ed.D.E. Moggride, London: MacmllanKeynes，J.M. 1936, “The general theory of employment, interest and money”,.In collected writing of J.M. Keynes Vol.XII, ed. D.E. Moggride, London: Macmllan 天下金融网16、 通货膨胀
17、缺口 (Inflation Gap) 凯恩斯 Keynes, J.M 1940,”How to pay for the war”, Lodon” Macmillan. Reprinted in essays in persuadsion: The collected Writing of Jonh Mayynard Keynes Vol.IX, London Macmillan,197217、 IS-LM模型 希克斯，汉森 J.R.Hicks,1937,凯恩斯先生与古典经济学：一个尝试性解释，计量经济学年会18、 银行的衍生存款理论(derivative deposit theory of b
18、anking) 詹姆斯.彭宁顿 “Observations on the private banking establishments of the metropolis: first memorandum to huskisson”, In Economic writings of James pennington, ed. R.S. sayers, London The London School of Economics and political Science, 196319、 金融加速因子 伯南克，哥特勒等 Ben Bernanke, Mark Gertler and Simon
19、Gilchrist, “The financial accelerator in a quantitative business cycle framework”, NBER Working Paper 645520、 费雪效应 费雪 Fisher, I. 1930 “The theory of Interest” New York: Macmillan Company21、 乘数理论 汉森 Hansen,A.H.1941 “business cycles and national income” New York: Norton 22、 “稳定黄金”法则 23 最优货币量学说 米尔顿.弗里
20、德曼 Friedman,M.,1969, “The optimal quantity of money” in The optimum quantity of money and other essays, Chicag Aldine24、 恒久性收入 弗里德曼 Friedman,M. 1957, “A theory of consumption function”, Princeton university Press25、 鲍莫尔-托宾的存货理论 鲍莫尔、托宾 Baumol, W.J. 1952 “The transactions demand for cash: an inventory
21、 theoretic approach” , Quarterly Journal of Economics 66,Nov. 545-56Tobin, J. 1956 “The interest elasticity of transactions demand for cash”, Review of economics and statistics 29, May :124-3126、 理性预期模型 汉森、萨金特 Hansen, L. and Sargent ,T. 1981 “Linear rational expectations models for dynamically inter
22、related variables. In Rational Expectations and Econometric practice, ed. R.Lucas, Jr. and T. Sargent, Minneapolis: University of Minnesota Press27、 通货膨胀税 28、 金融结构 雷蒙德.W.戈德史密斯 发达国家的金融结构与经济增长关于金融形态的比较试验,1955 29、 金融抑制金融深化 罗纳德I麦金农和爱德华S肖 经济发展中的货币和资本与经济发展中的金融深化The American Economic Review，1970s30、 利率的期限结
23、构模型 萨金特 Sargent, T. 1979, “A note on maximum likelihood estimation of the rational expectations model of the term structure”, Journal of Monetary Economics 5:133-4331、 永久收入假设 克里斯蒂诺、艾肯鲍姆、马歇尔 Christensen,L., Eichenbaum ,M. and Marshall, D. 1911. “The permanent income hypothesis revisited”, Econometric
24、a 59;397-42432、 货币中性 (Neutrality of money) 哈耶克 Hayek,F.A. von. 1931 “Prices and production”, London: George Routledge33、 货币交易方程式 费雪 Fisher,I.1911, “The purchasing power of money” ,2nd revised edn.1926; reprinted New York:Kelley,196334、 可贷资金理论 35、 流动性升水理论 36、 货币的替代效应 37、 哈恩难题 国际金融 国际金融 理论 作者 出处 1、 购买
25、力平价理论 卡塞尔 Cassel,G. 1916, “The present situation of the foreign exchanges”, Economic Journal 26,March: 6252、 资产组合平衡分析 Branson Branson,” Asset market and relative prices in exchange rate determination”, 19773、 利率平价理论 4、 一价定律 Izard Isard, p. 1979, “How far can we push the law of one price?” American E
26、conomic Review 675、 特里芬难题 特里芬 Triffen,R.1960, “ Golden and dollar crisis”, New Haven: Yale University Press6、 MF模型 Mundell R.A Mundell R.A ,“The appropriate use of monetary and fiscal policy under fixed exchange rate” IMF Staff Paper, 19627、 格雷欣法则 Thomas Gresham 1560, Thomas Gresham 1869, “The histo
27、ry of economics”, London: bliss, sands and Co.8、 J曲线效应 (Jcurve effect) 麦吉 Magee, S., 1973, “Currency contracts, pass-through , and devaluation” Brookings paper on economic Activity” 9、 国际收支的吸收分析法(Absorption approach to the balance of payments) 亚历山大 Alexander, S. S., 1952, “effects of devaluation on
28、 a trade balance”, International monetary fund Staff papers, Vol.2:263-78Alexander, S.S.,1959, “A simplified synthesis of elastic ties and absorption approaches”, American Economic Review 49:22-4210、 最优货币区理论 (optimal currency areas) 蒙代尔 Mundell,R.A.1961, “A theory of optimum currency areas”, America
29、n Economic Review,September:657-6511、 国际收支的弹性分析方法 (Elasticities approach to the balance of payments) 查尔斯.比克迪克 Bickerdike, C.F.1920, “The instability of foreign exchange” ,Economic Journal 30,March:118-2212、 抵补利率平价 (covered interest parity) 凯恩斯 Keynes,J.M,1923 “A tract on monetary reform”, London: Ma
30、cmillan13、 马歇尔勒纳条件 (Marshall-Lener Condition) 马歇尔 Marshall,A.1923 “Money, credit and commerce” London: Macmillan14、 货币贬值的吸收方法 悉尼.亚特兰大 Alexander,S. 1952, “Effects of a devaluation on a trade balance” ,International Monetary Fund Staff Paper 2 :263-7815、 货币贬值的货币方法 蒙代尔 Mundell,R.A. 1971, “monetary theo
31、ry” pacific palisades: Good year16、 国际收支依赖性经济模型 斯旺 Swan, T.W. 1960, “Economic control in a dependent economy”, Economic record 36:51-66 17、 汇率超调模型 多恩布什 Dornbusch, R. 1976, “Expectations and exchange rate dynamics”, Journal of Political Economy 84(6):1161-76金融市场学 金融市场学 理论 作者 出处 发展1、 随机游走模型 Kendall,
32、Osborn, Arnold Moore 2、 有效率市场假说(Efficient market hypothesis) Eugene Fama Eugene Fama， “Efficient Capital Market: a Review of Theory and Empirical Work”, Journal of Finance, May 1970 3、 规模效应（或小公司效应） Rolf Banz Banz,R.1981, “The relationship between return and market value of common stock”, Journal of
33、Financial Economics 9:3-18 小公司效应在一月份的前两个星期最为明显，见Donald Keim, “Size Related Anomalies and Stock Return Seasonality: Future Empirical Evidence”, Journal of Financial Economics, June 1983; Marshall Blume, Robert Stambaugh, “Biases in Computed Returns: an Application to Size Effect”, Journal of Financia
34、l Economics, August 1983. 天下金融网 4、 流动性效应 Amihud & Mendelson 5、 账面价值/市场价值比率效应 Eugene Fama, Kenneth French Eugene Fama, Kenneth French, “The Cross Section of Expected Stock Returns”, Journal of Finance, June 1992. 6、 逆转效应（过度反应） DeBondt, Thaler DeBondt, Thaler, “Does the Stock Market Overact?” Journal
35、of Finance, (40)1985 7、 动力效应 N. Jegadeesh, S. Titman, N. Jegadeesh, S. Titman, “Return to Buying Winners and Selling Losers: Implications for Stock Market Efficiency”, Journal of Finance, (48)1993 8、 股权溢价之谜 米拉，普雷斯科特 Mehra, R. and Prescott,E.1985. “The equity premium: a puzzle.” Journal of Monetary E
36、conomics 15(2) 9、 Grossman-Stiglitz悖论 Grossman, Sanford, J. and Stiglitz, J. E Grossman, Sanford, J. and Stiglitz, J. E., 1980, “On the Impossibility of Informationally Efficient Markets”, American Economic Review 70, 393-408 10、 现代组合理论 Harry Markowitz, Harry Markowitz, “Portfolio Selection”, Journa
37、l of Finance, March 1952 11、 资本资产定价模型（CAPM） 威廉?夏普 Sharpe,W.F. 1964, “Capital asset prices:a theory of market equilibrum under conditions risk”, Journal of Finance 19,September 1.放松了关于所有资产都可以市场化的假设，推导出存在非市场化资产情况下的资产定价公式。David Mayers, “Nonmarketable Assets and Capital Market Equilibrium under Uncertai
38、nty”, In Studier in the Theory of Capital Markets, ed. Michael Jensen, New York: Praeger.2.多因素的资本资产定价模型Robert Merton, “An Intertemporal Capital Asset Pricing Model”, Econometrica, 1973.3.以消费为导向的资本资产定价模型Breeden D., “An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Oppor
39、tunities”, Journal of Financial Economics, (7)1979. 12、 APT Stephen A. Ross Ross,S.A., “The arbitrage theory of capital asset pricing”,Journal of Economic Theory13（3），Dec.341-60 13、 共同基金定理(mutual fund theorem) James Tobin James Tobin, “Liquidity Preference as Behavior toward Risk”, The Review of Eco
40、nomic Studies, February 1958 14、 MM定理（又称不相关定理） Modigliani, Franco and Merton H. Miller Modigliani and Miller ,“The cost of capital, corporation finance, and the theory of investment” ,American Economic Review, 48：26197，1958 15、 税差主义 F. Modigliani, M. H. Miller F. Modigliani, M. H. Miller, “Dividend
41、 Policy, Growth and the Valuation of Shares”, Journal of Business, October 1961. F. Modigliani, M. H. Miller, “Corporate Income Taxes and the Cost of Capital: A Correction,” American economic Review, 53(June 1963) pp.433-443认识到税收对资本结构以及企业价值的税盾（tax shield）效应，对MM定理进行了修正。 Farrar, Donald E. and Selwyn,
42、Lee L. “Taxes, Corporate Financial Policy and Return to Investment,” National Tax Journal, 20, No.4(Dec. 1967), pp.444-454Miller, Merton.H, “Debt and Taxes,” Journal of Finance 32,1977, pp.261-275从投资者之间在边际税率上的差异这个角度出发，在一般市场均衡的条件下，科学阐述了资本结构理论。 16、 破产成本主义 Baxter, Nevins D. Baxter, Nevins D. “Leverage,
43、 Risk of Ruin and the Lost of Capital”, Journal of Finance, 22, no.4(September, 1967)pp.395-404 一旦债务超过可接受的水平，企业的平均资本成本就会随着债务水平的增加而增高，从而增加破产的可能性，过度的债务融资还会增加企业全部盈利的风险性，进而减少企业总价值。参考Stiglitz, Joseph E., “A Re-Examination of the Modigliani- Miller Theorem,” The American Review,59(Dec. 1969) pp.784-793Sti
44、glitz, Joseph E., “On the Irrelevance of corporate Financial Policy,” The American Review,64(Dec. 1974) pp.851-856 17 权衡理论 Robichek, Alexander A., and Myers, Stewart, Robichek, Alexander A., and Myers, Stewart, “Problems in the Theory of Optimal Capital Structure”, Journal of Financial and Quantita
45、tive Analysis, 1,no.1(1966)Myers, Stewart, “The Capital Structure Puzzle,” Journal of Finance, 39, no.3(July 1984), pp.575-592 Masulis, Ronald W. “Discuss: How Big is the Tax Advantage to Debt?” The Journal of Finance,39,no.3(July 1984), pp.853-855将负债的成本从破产成本进一步扩展到代理成本、财务困境成本以及非负债税收收益的损失等方面，扩大了成本和收益
46、的内容，形成后权衡理论。 18、 代理成本理论 M. Jensen, W. Meckling, M. Jensen, W. Meckling, “The Theory of the Firm: Managerial Behavior, Agency Costs, and Capital Structure”, Journal of Financial Economics, May 1976. 19、 财务契约论 Smith, Clifford W. and Warner, Jerold B. Smith, Clifford W. and Warner, Jerold B. “On Financ
47、ial Contracting: An Analysis of Bond Covenants,” Journal of Financial Economics (1979)117-161 20、 信号理论 Spence, A. M. and S. A. Ross Spence, A. M. “Job Marketing Signaling,” Quarterly Journal of Economics 87, 1973,pp.355-374 S. A. Ross, “The Determination of Financial Structure: the Incentive Signaling Approach”, Bell Journal of Economics, (8)1977将信号理论运用到资本结构理论中。摘要: 21、 新融资优序论 Myers, Stewart C. and Majluf, Nicholas S. Myers, Stewart C. and Majluf, Nicholas S. Corporate