除六外，ＯＫ

[此贴子已经被作者于2007-6-23 23:44:56编辑过]

请帮忙找一下这篇文章，谢谢。

Bernanke, Ben, and Ilian Mihov (2000) 'Deflation and monetary contraction in the Great Depression: an analysis by simple ratios,'

谢谢楼主，真是好人啊！

http://press.princeton.edu/TOCs/c6817.html

http://www.amazon.com/Essays-Great-Depression-Ben-Bernanke/dp/0691118205

书籍中的一章，没办法搞到．

楼主，辛苦啦！请帮我找篇文献

Board,J.L.G. and Scutcliffe, C.M.S(1990). Information , Volatility, Volume and Maturity: an Investigation of Stock Index Futures. Review of Futures Markets, Vol.9, No.3, pp.533-549

http://www.rfmjournals-archive.com/public/%7B649F2821-C0B7-4483-B832-6BD0923207A0%7D/browsed.php?curPage=1

无法下载．

楼主，谢谢啦，麻烦帮我找这几篇文献，辛苦！

1. Figlewski,S.(1984). Hedging Performance and Basis Risk in Stock Index Futures Markets. Journal of Finance,Vol39,pp.657-669
2. Jarrow,R.A.(1994).Derivative Security Markets,Market Manipulation ,and Option Pricing Theory. Journal of Financial and Quantitative Analysis,Vol.73,pp.2-18
3. Stoll,H.R. and Whaley,R.E.(1990b).Program Trading and individual Stock Returns: Ingredients of the Triple-Witching Brew. Journal of Business, Vol.63,pp.165-192
4. Stoll,H.R. and Whaley,R.E.(1997).Expiration-day effects of all Ordinaries Share Price Index Futures: empirical evidence and alternative settlement procedures. Australin Journal of Management,Vol.22
5. Stoll,H.R. and Whaley,R.E.(1991). Expiration-day effects: what has changed?. Financial Analysts Journal,January-February,pp.58-72
6. Stoll,H.R. and Whaley,R.E.(1990c).Stock Market structure and volatility.Review of Financial Studies,Vol.3,..37-71
7. Karolyi,A.G.(1996).Stock market volatility around expiration days in Japan. Journal of Derivatives,Vol.4,pp23-43
8. Herbst,A.F. and Maberly,E.D.(1991).An alternative methodology of measuring expiration day price effects at Friday's close: The expected price reversal-A note. Journal of Futures Markets,Vol.11,No.6,pp.751-754
9. Chen,Y.,Duan,J. and Hung,M.(1999).Volatility and Maturity Effect in the Nikkei225 Index Futures . Journal of Futures Markets,Vol.19

[20]陈刚.证券投资基金评价的非参数方法[J].统计与信息论坛,

[21]罗洪浪,王浣尘,田中甲.基于DEA的封闭式基金业绩评价[J].中国管理科学,

[22]罗洪浪,王浣尘,田中甲.双风险度量下封闭式基金业绩的数据包络分析[J].系统工程

[23]韩泽县,刘斌.基于数据包络分析(DEA)的封闭式基金相对业绩评价[J].管理评论

[24]马利军,伍建,程希骏.基于DEA方法的投资基金业绩评价[J].价值工程

[26]蒋崇辉,马永开.基金业及评价方法新探及其实证研究[J].管理学报

[27]马占新,唐焕文.关于DEA有效性在数据变换下的不变性[J].系统工程学报

[28]魏权龄.数据包络分析(DEA)[J].科学通报

[29]方兆本,李德辉.证券投资基金业绩评估之综述[J].管理科学

[30]易荣华,达庆利.封闭型基金绩效评估与相对投资价值评价[J].南开管理评论

[31]于玲,王波,范忠骏.证券投资基金绩效评价研究[J].上海理工大学学报

[32]廖华,廖小荣.数据包络分析法在基金业绩评价中的应用[J].管理学报
[33]赵旭,吴冲锋.证券投资基金业绩与持续性评价的实证研究--基于DEA模型与R/S模型的评价[J].管理科学

万分感谢!!!!

Engle, R.F., T. Ito, and W. Lin, 1990. A Meteor Showers or Heat Waves ? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market, Econometrica, 58, 525-542.

楼主，再麻烦帮我找篇文献，谢谢！

Market Manipulation,Bubbles,Corners,and short Squeezes.

robert Jarrow ,JFQA/1992

本贴只找国外文献，你可以到红樱桃文献求助区看看．

OK

OK

Default risk insurance and incomplete markets

Author：Philippe Artzner, Freddy Delbaen

Mathematical Finance

谢谢这位仁兄！

OK.................

求文献

Guonan Ma, Corrinne Ho, McCauley R. N.(2004).The Markets for Non-deliverable Forwards in Asian Currencies [R]. BIS Quarterly Review, No.6

还有这篇，谢谢啦。

Kaen F，Hachey G.(1983).Eurocurrency and National Money Market Interest Rates [J].Journal of Money,Credit, and Banking ,l5,327-338.

Callen J.L.,Chan M.L,Kwan C.CY.(1989).Spot and Forward Exchange Rate: A Causality Analysis [J]. Journal of Business Finance and Accounting,16(1),105-118

OK

心上两篇

请onesource帮助找几篇论文，谢谢了。

1.Stock Prices, Earnings, and Expected Dividends John Y. Campbell, Robert J. Shiller
The Journal of Finance

2.A Variance Decomposition for Stock Returns John Y. Campbell
The Economic Journal, Vol. 101, No. 405 (Mar., 1991)

3.A General Equilibrium Approach to Marxian Economics John E. Roemer Econometrica, Vol. 48, No. 2 (Mar., 1980)

4.Roemer, John E. Equality of Resources Implies Equality of Welfare The Quarterly Journal of Economics, Vol. 101, No.4

5.Morishima, M.: Marx in the Light of Modern Economic Theory: A Reply Econometrica, Vol. 46, No.5

6.Large Shareholders and Corporate Control Andrei Shleifer, Robert W. Vishny
The Journal of Political Economy, Vol. 94, No. 3, Part 1 (Jun., 1986), pp. 461-488

7.An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information Chi-Fu Huang
Econometrica, Vol. 55, No. 1 (Jan., 1987)

[此贴子已经被作者于2007-7-1 14:00:55编辑过]

以上五篇！

共七篇！

楼主，多谢给我找的几篇文献，太感谢了！

麻烦帮我再找下

1.Derivative Security Markets,Market manipulation ,and option pricing theory.

Robert Jarrow. JFQA,vol29/1994

2.Figlewski,S.(1984). Hedging Performance and Basis Risk in Stock Index Futures Markets. Journal of Finance,Vol39,pp.657-669

3. Chen,Y.,Duan,J. and Hung,M.(1999).Volatility and Maturity Effect in the Nikkei225 Index Futures . Journal of Futures Markets,Vol.19

4. Stoll,H.R. and Whaley,R.E.(1990c).Stock Market structure and volatility.Review of Financial Studies,Vol.3,..37-71

以上几篇我前几天找过．看看前面的贴子

不好意思，，没有找到能下载的地方，是都没有么？

急求战略公司金融理论文献！　那位好心人推荐几本关于此方面的书籍或资料十分感谢！！！

楼主，麻烦帮我找几篇文献，谢谢先～

TWO DCF APPROACHES FOR VALUING COMPANIES UNDER ALTERNATIVE FINANCING STRATEGIES (AND HOW TO CHOOSE BETWEEN THEM);Journal of Applied Corporate Finance Vol. 10 Issue 1 Page 114 Spring 1997

Time Varying Market Leverage, the Market Risk Premium and the Cost of Capital;Journal of Business Finance ＜html_ent glyph="@amp;" ascii="&"＞ Accounting＜/html_ent＞ Vol. 29 Issue 9&10 Page 1301 November/December 2002, Martin Lally

Risk Management, Risk Capital, and the Cost of Capital Journal of Applied Corporate Finance Vol. 17 Issue 3 Page 119 June 2005; Neil A. Doherty

Teaching Net Present Value Analysis: Returns-to-Assets versus Returns-to-Equity Review of Agricultural Economics vol. 23 Issue 1 Page 223 Spring/Summer 2001;Stephen E Miller, Garnett L Bradford

FINANCIAL DECISIONS, THE COST(S) OF CAPITAL AND THE CAPITAL ASSET
PRICING MODEL. FINANCIAL DECISIONS, THE COST(S) OF CAPITAL AND THE
CAPITAL ASSET PRICING MODEL;Journal of Business Finance ＜html_ent glyph="@amp;" ascii="&"＞ Accounting＜/html_ent＞ Vol. 8 Issue 1 Page 97 March 1981; Graham H. Partington

[此贴子已经被作者于2007-7-10 23:43:40编辑过]

请onesource帮助找几篇论文，谢谢了。

1.Thomas Sargent, "Rational Expectations, the Real Rate of Interest, and the Natural
Rate of Unemployment," Brookings Papers on Economic Activity 1973:2,
pp. 429-472.

2..Steven Checchetti, "Staggered Contracts and the Frequency of Price Adjustment,"
The Quarterly Journal of Economics, Supplement, 1985, pp. 935-959.

3John Taylor, "Discretion versus Policy Rules in Practice," Carnegie Rochester Series
on Public Policy, December, 1993, pp. 195-214.

4.Alberto Alesina and Lawrence Summers, "Central Bank Independence and
Macroeconomic Performance: Some Comparative Evidence," Journal of
Money, Credit and Banking, May, 1993.

5.George Akerlof and Janet Yellen, "The Fair-Wage Effort Hypothesis and
Unemployment," Quarterly Journal of Economics, May 1990.

6.Olivier Blanchard and Nobihiro Kiyotaki, "Monopolistic Competition and the Effects
of Aggregate Demand," American Economic Review, September, 1987, pp.
647-666.

7.Daniel Kahneman, Jack Knetsch and Richard Thaler, "Fairness as a Constraint on
Profit Seeking: Entitlements in the Market," American Economic Review,
September 1986, pp. 728-741.
8.Eldar Shafir, Peter Diamond, and Amos Tversky, "On Money Illusion," Quarterly
Journal of Economics, May 1997, pp. 341-374.

[此贴子已经被作者于2007-7-11 7:30:12编辑过]