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自1946年创刊以来，《金融学杂志》发表了众多广受关注的论文，其中一些可谓经久不衰，对金融理论和金融实务产生了重要影响。日前，该刊编辑特意筛选了《金融学杂志》自诞生以来引用次数最高的前50篇文章，供诸位读者参阅。
Harry Markowitz发表于1952年3月刊的论文《证券组合选择》，后来成了证券组合管理理论的基石；1961年，William Vickrey发表于该杂志的文章，对拍卖做了经典的分析。一年后，William F.Sharpe发表了《资本资产价格：风险条件下的市场均衡理论》一文，与Lintner等人的研究，共同发现了资本资产定价模型；1970年5月，Eugene F. Fama发表了《有效市场：理论与经验研究的评论》，正式提出了有效市场假说；四年后，Robert C. Merton发表了《企业债务的定价》，用期权定价模型解决了企业的定价问题；世纪末，Andrei Shleifer在该刊发表了对公司治理的研究，此文至今仍被大量引用……
现在，让我们一起看看那些曾经书写历史的学术论文吧。
由美国金融学会主办的学术杂志《金融学杂志》（Journal OfFinance），主要刊载金融理论及投资、货币、银行、保险和金融市场等方面的文章。该刊目前由美国出版商Wiley-Blackwell 代美国金融学会出版。2008年影响因子：4.018，在ISI 同类48 本期刊中排名第1，是金融领域同时也是经济领域被引用最多的期刊之一。
影响历史进程的50篇金融文章——Jurnal of Finance自诞生以来引用次数最高的50篇文章
1) Portfolio Selection
Harry Markowitz
Volume 7, Issue 1
March 1952
2) Capital Asset Prices: A Theory Of Market EquilibriumUnder Conditions Of Risk
William F. Sharpe
Volume 19, Issue 3
September 1964
3) Efficient Capital Markets: Review Of Theory AndEmpirical Work
Eugene F. Fama
Volume 25, Issue 2
May 1970
4) The Cross-Section Of Expected Stock Returns
Eugene F. Fama, Kenneth R. French
Volume 47, Issue 2
June 1992
5) Counterspeculation, Auctions, And Competitive SealedTenders
William Vickrey
Volume 16, Issue 1
March 1961
6) A Survey Of Corporate Governance
Andrei Shleifer, Robert W. Vishny
Volume 52, Issue 2
June 1997
7) Legal Determinants Of External Finance
Rafael La Porta, Florencio Lopez-De-Silanes, AndreiShleifer, Robert W. Vishny
Volume 52, Issue 3
July 1997
8) Corporate Ownership Around The World
Rafael La Porta, Florencio Lopez-De-Silanes, AndreiShleifer
Volume 54, Issue 2
April 1999
9) On the Pricing Of Corporate Debt: The Risk StructureOf Interest Rates
Robert C. Merton
Volume 29, Issue 2
May 1974
10) Financial Ratios, Discriminant Analysis AndPrediction Of Corporate Bankruptcy
Edward I. Altman
Volume 23, Issue 4
September 1968
11) The Modern Industrial Revolution, Exit, And TheFailure Of Internal Control-Systems
Michael C. Jensen
Volume 48, Issue 3
July 1993
12) On Persistence In Mutual Fund Performance
Mark M. Carhart
Volume 52, Issue 1
March 1997
13) On The Relation Between The Expected Value And TheVolatility Of The Nominal Excess Return On Stocks
Lawrence R. Glosten, Ravi Jagannathan, David E. Runkle
Volume 48, Issue 5
December 1993
14) Returns To Buying Winners And Selling Losers:Implications For Stock Market Efficiency
Narasimhan Jegadeesh, Sheridan Titman
Volume 48, Issue 1
March 1993
15) Informational Asymmetries, Financial Structure, AndFinancial Intermediation
Hayne E. Leland, David H. Pyle
Volume 32, Issue 2
May 1977
16) The Pricing Of Options On Assets With StochasticVolatilities
John Hull, Alan White
Volume 42, Issue 2
June 1987
17) Efficient Capital Markets: II
Eugene F. Fama
Volume 46, Issue 5
December 1991
18) Does The Stock Market Overreact?
Werner F. M. De Bondt, Richard Thaler
Volume 40, Issue 3
July 1985
19) Multifactor Explanations Of Asset Pricing Anomalies
Eugene F. Fama, Kenneth R. French
Volume 51, Issue 1
March 1996
20) The Capital Structure Puzzle
Stewart C. Myers
Volume 39, Issue 3
July 1984
21) The Performance Of Mutual Funds In Period 1945-1964
Michael C. Jensen
Volume 23, Issue 2
May 1968
22) Debt And Taxes
Merton H. Miller
Volume 32, Issue 2
May 1977
23) What Do We Know About Capital Structure? SomeEvidence From International Data
Raghuram G. Rajan, Luigi Zingales
Volume 50, Issue 5
December 1995
24) The Benefits Of Lending Relationships: Evidence FromSmall Business Data
Mitchell A. Petersen, Raghuram G. Rajan
Volume 49, Issue 1
March 1994
25) Measuring And Testing The Impact Of News OnVolatility
Robert F. Engle, Victor K. Ng
Volume 48, Issue 5
December 1993
26) Investor Psychology And Security Market Under- AndOverreactions
Kent Daniel, David Hirshleifer, Avanidhar Subrahmanyam
Volume 53, Issue 6
December 1998
27) Contrarian Investment, Extrapolation, And Risk
Josef Lakonishok, Andrei Shleifer, Robert W. Vishny
Volume 49, Issue 5
December 1994
28) A Simple Model Of Capital Market Equilibrium WithIncomplete Information
Robert C. Merton
Volume 42, Issue 3
July 1987
29) Insiders And Outsiders: The Choice Between InformedAnd Arms-Length Debt
Raghuram G. Rajan
Volume 47, Issue 4
September 1992
30) Why Does Stock Market Volatility Change Over Time?
G. William Schwert
Volume 44, Issue 5
September 1989
31) The Determinants Of Capital Structure Choice
Sheridan Titman, Roberto Wessels
Volume 43, Issue 1
March 1988
32) Inferring Trade Direction From Intraday Data
Charles M.C. Lee, Mark J. Ready
Volume 46, Issue 2
June 1991
33) The New Issues Puzzle
Tim Loughran, Jay R. Ritter
Volume 50, Issue 1
March 1995
34) The Limits Of Arbitrage
Andrei Shleifer, Robert W. Vishny
Volume 52, Issue 1
March 1997
35) Noise
Fischer Black
Volume 41, Issue 3
July 1986
36) Investor Protection And Corporate Valuation
Rafael La Porta, Florencio Lopez-De-Silanes, AndreiShleifer, Robert Vishny
Volume 57. Issue 3
June 2002
37) The Theory Of Capital Structure
Milton Harris, Artur Raviv
Volume 46, Issue 1
March 1991
38) The Long-Run Performance Of Initial Public Offerings
Jay R. Ritter
Volume 46, Issue 1
March 1991
39) Initial Public Offerings And Underwriter Reputation
Richard Carter, Steven Manaster
Volume 45, Issue 4
September 1990
40) Dividend Policy Under Asymmetric Information
Merton H. Miller, Kevin Rock
Volume 40, Issue 4
September 1985
41) A Simple Implicit Measure Of The Effective Bid-AskSpread In An Efficient Market
Richard Roll
Volume 39, Issue 4
September 1984
42) Empirical Performance Of Alternative Option PricingModels
Gurdip Bakshi, Charles Cao, Zhiwu Chen
Volume 52, Issue 5
December 1997
43) Compensation And Incentives: Practice vs. Theory
George P. Baker, Michael C. Jensen, Kevin J. Murphy
Volume 43, Issue 3
July 1988
44) Are Investors Reluctant To Realize Their Losses?
Terrance Odean
Volume 53, Issue 5
October 1998
45) Size And Book-To-Market Factors In Earnings AndReturns
Eugene F. Fama, Kenneth R. French
Volume 50, Issue 1
March 1995
46) Security Prices, Risk, And Maximal Gains FromDiversification
John Lintner
Volume 20, Issue 4
December 1965
47) An Empirical Comparison Of Alternative Models Of TheShort-Term Interest-Rate
K. C. Chan, G. Andrew Karolyi, Francis A. Longstaff,Anthony B. Sanders
Volume 47, Issue 3
July 1992
48) Risk Management Coordinating Corporate Investment AndFinancing Policies
Kenneth A. Froot, David S. Scharfstein, Jeremy C. Stein
Volume 48, Issue 5
December 1993
49) Disentangling The Incentive And Entrenchment EffectsOf Large Shareholdings
Stijn Claessens, Simeon Djankov, Joseph P. H. Fan, LarryH. P. Lang
Volume 57, Issue 6
December 2002
50) Valuing Corporate Securities: Some Effects Of BondIndenture Provisions
Fischer Black, John C. Cox
Volume 31, Issue 2
May 1976
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发表于 2014-10-16 17:21:30