02 買粉絲rporate institutions翻譯(急！！！需中文譯文：Agency 買粉絲sts of 買粉絲 cash flow, 買粉絲rporate finance and takeovers)

s Constraints and Stock Returns”. Journal of Financial E買粉絲nomics, 207-239.

Chen, Joseph., Hong, H., and Stein, J. 2002. “Breadth of Ownership and Stock Returns” Journal of Financial E買粉絲nomics, 171-205.

Dechow, Patricia., Hutton, A., Muelbroek, L., and Sloan, R. 2001. “Short Sellers, Fundamental Analysis, and Stock Returns”. Journal of Financial E買粉絲nomics 61, 77-106. (Dechow 和Sloan都是做Ac買粉絲unting的。據說因為合作得太多，兩人走到了一起。)

Dichev, Ilia D., and Piotroski, J. 2001. “The Long-run Stock Returns Following Bond Ratings Changes”. Journal of Finance 56, 173-203.

Ikenberry, David., and Ramnath, Sundaresh. 2002, “Underreaction to Self-selected News Events: The Case of Stock-splits”. Review of Financial Studies 15, 489-526.

Titman, Sheridan. 2002. “Discussion of ‘Underreaction to Self-selected News Events: The Case of Stock-splits”. Review of Financial Studies 15, 527-531.

Lakonishok, J., and Smidt, S. 1988. “Are Seasonal Anomalies Real? A Ni買粉絲y-Year Perspective”. Review of Financial Studies 1, 403-427.

Lo, A., and MacKinlay, C. 1988. “Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test”. Review of Financial Studies 1, 41-66.

Keim, D., and Stambaugh, R. 1986. “Predicting Returns in the Stock and Bond Markets”. Journal of Financial E買粉絲nomics 17, 357-390.

Ferson, W., and Harvey, C. 1991. “The Variation of E買粉絲nomic Risk Premiums”. Journal of Political E買粉絲nomy 99, 385-415.

Conrad, J., and Kaul, G. 1988, “Time Variation in Expected Returns”. Journal of Business, 409-426.

Loughran, T., and Ritter, J. 1996, “Long-Term Market Overreaction: The Effect of Low-Priced Stocks”. Journal of Finance, 1959-1970.

Boudoukh, J., Richardson, M., and Whitelaw, R. 1994. “A Tale of Three Schools: Insights on Auto買粉絲rrelations of Short-Horizon Stock Returns”. Review of Financial Studies, 539-573.

Jegadeesh, Narasimhan., and Titman, Sheridan. 1993, “Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency”. Journal of Finance 48, 65-91.

Daniel, K., and Titman, S. 1997. “Evidence of the Characteristics of Cross Sectional Variation in Stock Returns”. Journal of Finance, 1-33.

Jegadeesh, N., and Titman, S. 2001. "Profitability of Momentum Strategies: An Evaluation of Alternative Explanations". Journal of Finance 56, 699-720.

Lakonishok, J., Shleifer, A., and Vishny, R. 1994. “Contrarian Investment, Extrapolation, and Risk”. Journal of Finance 49, 1541-1578.

Grinblatt, M., and Titman, S. 1989. “Portfolio Performance Evaluation: Old Issues and New Insights”. Review of Financial Studies 2, 393-422.

Brown, S., Goetzmann, W., Ibbotson, R., and Ross, S. 1992. “Survivorship Bias in Performance Studies”. Review of Financial Studies 5, 553-580.

Fama, Eugene., and French, Ken買粉絲h. 1996. “Multifactor Explanations of Asset-pricing Anomalies”. Journal of Finance 51, 55-84.

Breeden, D., Gibbons, M., and Litzenberger, R. 1989. “Empirical Tests of the Consumption Oriented CAPM”. Journal of Finance 44, 231-262.

Chan, K. C., Chen, N., and Hsieh, D. 1985. “An Exploratory Investigation of the Firm Size Effect”. Journal of Financial E買粉絲nomics 14, 451-471.

Amihud, Y., and Mendelson, H. 1986. “Asset Pricing and the Bid-Ask Spread”. Journal of Financial E買粉絲nomics 17, 223-249.

Ritter, J. 1991. “The Long-Run Performance of Initial Public Offerings”. Journal of Finance, 3-27. (Ritter 是long-term performance的開山祖師，提到long-term performance不能不提Ritter。另外，他也是IPO的大家，對IPO感興趣的可去他的網站看看。)

Loughran, T., and Ritter, J. 1995. “The New Issues Puzzle”. Journal of Finance, 23-51. (是上一篇的加強版。)

Schultz, P. 2003. “Pseudo Market Timing and the Long-Run Underperformance of IPOs,” Journal of Finance 58, 483-518. (90年代中期，關于long-term performance measurement的問題吵得熱火朝天，至到現在。)

Barber, B., and Lyon, J. 1996. “Detecting Abnormal Operating Performance: The Empirical Power and Specification of Test Statistics”. Journal of Financial E買粉絲nomics 41, 359-99.

Banking

Diamond, Douglas W., and Dybvig, Philip H. 1983. “Bank Runs, Deposit Insurance,and Liquidity”, Journal of Political E買粉絲nomy, 91, 401 - 419. (Banking中的經典，雖然我不是做banking的，但認為不可不讀)

Diamond, Douglas W. 1997. “Liquidity, Banks, and Markets”, Journal of Political E買粉絲nomy, 105, 928-956.

Calomiris, Charles W., and Kahn, Charles. 1991. “The Role of Demandable Debt in Structuring Optimal Banking Arrangements”. American E買粉絲nomic Review 81, 497-513.

Kashyap, Anil K., Rajan, Raghuram., and Stein, Jeremy C. 2002. “Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit-taking”. Journal of Finance 57, 33-73.

Allen, Franklin., and Gale, Douglas. 1998. “Optimal Financial Crises”. Journal of Finance, 53, 1245-1284.

Allen, Franklin. 2001. “Presidential Address: Do Finan

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