厦大郑振龙金融场学课件参考书目.docVIP

参考书目 贝多广，1995，《证券经济理论》，上海人民出版社。 陈共，1994，《证券学》，中国人民大学出版社。 黄亚钧,1996,《现代投资银行的业务和经营》，立信会计出版社。 江其务，1990,《中国金融改革与发展》，福建人民出版社。 林海，2001，“中国股票市场价格波动率的实证研究”，厦门大学硕士论文。 马克思，1975,《资本论》，人民出版社。 斯蒂格利茨，1997,《经济学》，中国人民大学出版社。 屠光绍主编，2000,《交易体制：原理与变革》，上海人民出版社。 郑振龙，1992,“纽约证交所的特种会员制度及其借鉴”，《国际金融研究》，第2期，17-19。 郑振龙，1996,《各国股票市场比较研究》，中国发展出版社。 Amihud, Yakov, Jesper C. Bent, and Haim Mendelson, 1992, “Further Evidence on the Risk- Return Relationship,” Working Paper, Graduate School of Business, Stanford University. Amihud, Yakov, and Haim Mendelson, 1986, “Asset Pricing and the Bid-Ask Spread”, Journal of Financial Economics 17, pp.223-49. Bachelier, L.1900, “Theory of speculation”, in Cootner, P.(ed), The random character of stock market prices, MIT press. Black, Fischer, 1972, “Capital Market Equilibrium with Restricted Borrowing”, Journal of Business, July. ——，1976,“The Pricing of Commodity Contracts”，Journal of Financial Economics 3, pp.167—79. Black, Fischer, Michael C. Jensen, and Myron Scholes, 1972, “The Capital Asset Pricing Model: Some Empirical Tests,” in Michael C.Jensen (ed.), Studies in the Theories of Capital Markets, Praeger, New York. Black，F., and M. Scholes，1973，“The Pricing of Options and Corporate Liabilities”，Journal of Political Economy 81，pp.637—59. Bodie, Zvi, Alex Kane and Alan J. Marcus, 2002, Investments, 5th ed., McGraw-Hill. Campbell, J.Y., 1999, “Asset prices, consumption, and the business cycle”, in John Taylor and Michael Woodford (eds.), Handbook of Macroeconomics, Vol. 1, North-Holland, Amsterdam. ——, 2000, “Asset Pricing at the Millennium,” Journal of Finance 55, pp.1515-68. Chen, N., R. Roll, and S. Ross, 1986, “Economic Forces and the stock Market,” Journal of Business 59, pp. 383-403. Chordia, Tarun, Richard Roll and Subrahmanyam, 2000, “Commonality in Liquidity”, Journal of Financial Economics 56, pp.3-28. Cornell, Bradford and Marc R. Reinganum, 1981, “Forward and Futures Prices: Evidence from the Foreign Exchange Markets”, Journal of Finance 36, Dec.