MODERN FINANCIAL THEORY

Markets

Efficient Capital Markets (Concise Encycl. Of Economics)

The Mechanisms of Market Efficiency 20 Years Later:  The Hindsight Bias (Ronald Gilson &  Reiner Kraakman 2003)

A Survey of Behavioral Finance (Nicholas Barberis & Richard Thaler 2002)

Financial Markets and the Allocation of Capital (Jeffrey Wurgler 1999)

 

Firms

Stockholder, Manager, and Creditor Interests:  Applications of Agency Theory (Michael Jensen & Clifford Smith 1985)

Separation of Ownership and Control (Eugene Fama & Michael Jensen 1983)

Agency Problems and Residual Claims (Eugene Fama & Michael Jensen 1983)

Determinants of Corporate Capital Structure:  Evidence from European Countries Antonios Antoniou, Yilmaz Guney & Krishna Paudyal 2002)

The Nature of the Firm (Ronald Coase 1937)

 

Asset Pricing

The Capital Asset Pricing Model:  Theory and Evidence (Eugene Fama & Kenneth French 2003)

Three Centuries of Asset Pricing (Elroy Dimson & Massoud Mussavian 2000)

 

Portfolio Theory

Modern Portfolio Theory, 1950 to Date (Edwin Elton & Martin Gruber 1997)

 

Streaming Resources (3-P)

 

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