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公司财务理论与方法专题
公司财务理论与方法专题
Readings
(*) will be discussed by the instructor, and one page long summary/critique by the students is
recommended
(Δ) will be read briefly by students before coming to class
(#) indicates key survey paper(s)
1. Introduction
#Zingales,L,2000,in search of new foundations. Journal of Finance 55, 1623-1653.
#Graham,J.F,Harvey, C.R., 2001. The therry and practice of corporate finance: evidence from the field.
Journal of Financial Economics 60,187-243.
2. Event Study Methodology: （事件研究方法）
General survey papers:
Campbell, J.Y., A. W. Lo, and A.C. MacKinlay, 1997, The Econometrics of Financial Markets, (Princeton
University Press), Chapter 4, pp. 149-180.
#Kothari, S.P., and J.B. Warner, 2007, “Econometrics of Event Studies,” in: Handbook of Corporate
Finance: Empirical Corporate Finance Vol. I, (Elsevier/North-Holland), ed. B.E. Eckbo, Chapter 1, pp.
3-36.
MacKinlay, A.C., 1997, “Event Studies in Economics and Finance,” Journal of Economic Literature, 35,
13-39.
Methodological issues:
Ball, C.A., and W.N. Torous, 1988, “Investigating Security-Price Performance in the Presence of
Event-Date Uncertainty,” Journal of Financial Economics, 22, 359-399.
ΔBrown, S.J., and J.B. Warner, 1980, “Measuring Security Price Performance,” Journal of Financial
Economics, 8, 205-258.
*Brown, S.J., and J.B. Warner, 1985, “Using Daily Stock Returns: The Case of Event Studies,” Journal of
Financial Economics, 14, 3-31.
Carhart, M.M., 1997, “On Persistence in Mutual Fund Performance,” Journal of Finance, 52, 57-82.
Copeland, T., and D. Mayers, 1982, “The Value Line Enigma: A Case Study of Performance Evaluation
Issues,” Journal of Financial Economics, 10, 289-321.
Fama, E.F., and K. French, 1992, “The Cross-Section of Expected Stock Returns,” Journal of Finance, 47,
427-465.
ΔIkenberry, D., J. Lakonishok, and T. Vermaelen, 1995, “Market Underreaction to Open Market Share
Repurchases,” Journal of Financial Eco
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