(2012级适用)
所属学科门类:经济学
所属一级学科:应用经济学
所属学院(所):金融学院
江西财经大学金融学学科点于2011年经批准获得博士学位授予权。为适应研究生培养机制及培养模式改革的新形势,确保金融学博士研究生培养质量,现根据国务院学位委员会、国家教育部的有关文件精神,结合我校实际,特制定金融学博士研究生培养方案。
一、培养目标
金融学博士学位教育旨在招收和培养德、智、体全面发展,系统掌握经济学基础理论、专业知识、研究方法和研究动态,具有独立从事科学研究工作能力,能在本学科领域的科学研究中做出创新性成果的高级专门人才。
(一)学习和掌握马克思主义、毛泽东思想和邓小平理论,以及科学发展观重要思想,坚持四项基本原则,具有坚定正确的政治方向;热爱祖国,遵纪守法,品德良好,学风严谨,具有集体主义观念和较强的事业心及奉献精神,积极为社会主义现代化建设事业服务。
(二)较好地掌握本学科的基础理论和专业知识;具有独立从事科学研究工作的能力;在相关的科学技术领域中能做出有理论或实践意义的创造性研究成果;能熟练地运用一门外国语阅读金融学专业文献资料,具有进行国际学术交流的能力。
(三)身心健康,能适应学习、工作的强度需要,具有良好的沟通和协作能力。
二、研究方向
1、公司金融方向
2、证券投资方向
3、货币银行方向
4、国际金融方向
5、金融衍生品与风险管理方向
6、行为金融方向
三、学制
金融学博士研究生标准学制为3年。前一年半为学位课程学习时间,后一年半为学位论文写作时间。金融学博士研究生在校学习时间最长不得超过六年,逾期将取消学籍。
四、课程设置及学分的基本要求
(一)课程类别
金融学博士研究生的课程分为:学位课(公共学位课和专业学位课),非学位课(公共选修课和方向选修课)。
(二)学分结构
金融学博士研究生课程学习最低学分为22学分,其中学位课程为12学分,选修课程最低为10学位课成绩75分为合格,选修课成绩60分为合格。
学位课分公共学位课和专业学位课。公共学位课共6学分,包括马克思主义理论课和专业外语;专业学位课共6学分,包括两门及以上课程。
非学位课均为选修课,最低需修满10学分,包括公共选修课和方向选修课。
具体见附表。
五、文献选读
序号 |
论文题目/书名 |
作者 |
期刊名称/第几期 |
发表时间(书籍注明版次) |
出版社 |
7 |
Portfolio Selection |
H. Markowitz |
Journal of Finance, 12( 7), 77-91 |
1952 |
American Finance Association |
8 |
The Transactions Demand for Cash: An Inventory Theoretic Approach |
Baumol, W. J. |
Quarterly Journal of Economics 66, Nov., 545-56 |
1952 |
|
9 |
The Cost of Capital, Corporate Finance and the Theory of Investment |
F. Modigliani and M. Miller |
American Economic Review, 48 |
1958 |
American Economics Association |
10 |
A Theory of Optimum Areas |
Mundell, Robert A. |
American Economic Review,51(4): 657-665 |
1961 |
|
11 |
Capital Mobility and Stabilization Policy under Fixed and Flexible Exchange Rate |
Mundell, Robert A. |
Canadian Journal of Economics and Political Science, November, XXIX(4), 475-485 |
1963 |
|
12 |
Capital Asset Prices: A Theory of Market Equilibrium under Condition of Risk |
William Sharpe |
Journal of Finance,19 |
1964 |
American Finance Association |
13 |
Efficient Capital Markets: A Review of Theory and Empirical Work |
Fama, E.F. |
Journal of Finance 35, 383-417 |
1969 |
|
14 |
The Market for Lemons: Qualitative Uncertainty and the Market Mechanism |
Akerlof,G. |
Quarterly Journal of Economics 84, 488--500 |
1970 |
|
15 |
Risk, Return and Equilibrium: Empirical Tests |
Fama, E. F., and J. MacBeth |
Journal of Finance, 25 (2), 384 -471 |
1973 |
University of Chicago |
16 |
The Pricing of Options and Corporate Liabilities |
F. Black and M. Scholes |
Journal of Political Economy, 81(3) |
1973 |
University of Chicago |
17 |
Theory of the Firm: Managerial Behavior, Agency Costs, and Ownership Structure |
M. Jensen and W. Meckling |
Journal of Financial Economics 3, 305-360 |
1976 |
Elsiver |
18 |
Nobel Lecture: Inflation and Unemployment |
Friedman, M. |
Journal of Political Economy, 85(3), 451-472 |
1977 |
|
19 |
Rules rather than Discretion: the Inconsistency of Optimal Plans |
Kydland, F, E and Prescott, E. C. |
Journal of Political Economy, 85(3), 473-491. |
1977 |
|
20 |
A Note on Maximum Likelihood Estimation of the Rational Expectations Model of the Term Structure |
Sargent, T.J. |
Journal of Monetary Economics, 5, 133-143 |
1979 |
|
21 |
Banking in the Theory of Finance |
Fama, E.F. |
Journal of Monetary Economics, 6(1), 39-58 |
1980 |
|
22 |
On the Impossibility of Informationally Efficient Markets |
S. Grossman and J. Stiglitz |
American Economic Review, 70(June):393-408 |
1980 |
American Economics Association |
23 |
Credit Rationing in Market with Imperfect Information |
Stiglitz, J. and Weiss, A. |
American Economic Review,71: 393-410 |
1981 |
|
24 |
The Commercial Banking Firm: A Simple Model |
Tobin, James |
Scandinavian Journal of Economics, 84, No. 4, 495-530 |
1982 |
|
25 |
Bank Runs, Deposit Insurance, and Liquidity |
Diamond, D., and P. Dybvig |
Journal of Political Economy, vol. 91, 401-419. |
1983 |
|
26 |
Modeling the Banking Firm: A Survey |
Santomero, A. M. |
Journal of Money, Credit and Banking, 16(Nov.), 576-602 |
1984 |
|
27 |
Capital Structure Puzzle |
S. Myers |
Journal of Finance 39(3), 575-592 |
1984 |
American Finance Association |
28 |
Does the Stock Market Overreact? |
W. De Bondt and R. Thaler |
Journal of Finance 40(Jul.), 793-405 |
1985 |
|
29 |
Continuous Auctions and Insider Trading |
A. Kyle |
Econometrica, 53(Nov.) |
1985 |
|
30 |
Asset Pricing and Bid-Ask Spread |
Amihud and Mendelson |
Journal of Financial Economics, 17 |
1986 |
Elsiver |
31 |
The Cross-Section of Expected Stock Returns |
E. Fama and K. French |
Journal of Finance, 47 |
1992 |
American Finance Association |
32 |
Returns to Buying Winners and Selling Losers |
N. Jegadeesh and S. Titman |
Journal of Finance, 48(1),65-91 |
1993 |
American Finance Association |
33 |
Common Risk Factors in the Returns on Stocks and Bonds |
E. Fama and K. French |
Journal of Financial. Economics 33(Feb.), 3-56 |
1993 |
Elsiver |
34 |
Finance, Entrepreneurship, and Growth: Theory and Evidence |
King,R. and Levine, R. |
Journal of Monetary Economics, 32(3), 523-542 |
1993 |
|
35 |
Discretion versus Policy Rules in Practice |
Taylor J. |
Carnegie-Rochester Conference Series on Public Policy, Vol. 39 |
1993 |
|
36 |
A Functional Perspective of Financial Intermediation |
Robert C. Merton |
Financial Management, vol. 24, No.2, Summer |
1995 |
|
37 |
Exchange Rate Dynamics Redux |
Obstfeld, Maurice and Rogoff |
Journal of Political Economy, 103(2), 624-660. |
1995 |
|
38 |
A Survey of Corporate Governance |
Shleifer, A and Vishny, A. |
Journal of Finance, 52 |
1997 |
American Finance Association |
39 |
Law and Finance |
La Porta, R., F. Lopez-de-Silanes, A. Shleifer and R. Vishny |
Journal of Political Economy, vol. 106, 1113-1155 |
1998 |
|
40 |
Banking-Based and Market-Based Financial Systems: Cross-Country Comparisons |
Asli Demirguc-Kunt and Rose Levine |
World Bank, Working Paper |
1999 |
|
41 |
Trading Activity and Price Reversals in Futures Markets |
Wang Changyun and Yu Min |
Journal of Banking and Finance 28, 1337 |
2004 |
|
42 |
The Design of Financial System: Towards a Synthesis of Function and Structure |
Robert C. Merton and Zvi Bodie |
Journal of Investment Management |
2005 |
|
71 |
阿克洛夫、斯彭斯和斯蒂格利茨论文精选 |
谢康、乌家培编 |
|
2002 |
商务印书馆 |
72 |
国际宏观经济模型、汇率与最优货币区 |
蒙代尔 |
蒙代尔经济学文集,第3、5卷 |
中译本,2003 |
中国金融出版社 |
73 |
货币金融学(第6版) |
弗雷德里克·S·米什金 |
|
中译本,2006 |
中国人民大学出版社 |
74 |
The purchasing power of money |
Fisher, I. |
|
1911,2nd revised edn.1926 |
reprinted New York:Kelley,1963 |
75 |
The General Theory of Employment, Interest and Money |
John Maynard Keynes |
|
1936 |
Macmillan and Co., Limited |
76 |
Studies in the Quantity Theory of Money |
Edited by Milton Friedman |
|
1956 |
The University of Chicago Press |
77 |
Golden and dollar crisis |
Triffen,R. |
|
1960 |
New Haven: Yale University Press |
78 |
Financial Structure and Development |
Raymond W. Goldsmith |
|
1969 |
Yale University Press |
79 |
Money and Capital in Economic Development |
Ronald I. Mckinnon |
|
1973 |
The Brookings Institution. Washington. D.C. |
80 |
Studies in Business-Cycle Theory |
Robert E. and Lucas, Jr |
|
1981 |
MIT Press |
81 |
Monetary Theory |
Laurence Harris |
|
1981 |
McGraw-Hill Companies, Inc. |
82 |
Foundations of Financial Economics |
Huang, C., and R. Litzenberger |
|
1988 |
Elsevier |
83 |
Modern Business Cycle Theory |
Edited by Robert J. Barro |
|
1989 |
Harvard University Press |
84 |
Handbook of Monetary Economics |
Edited by Benjamin M.Friedman and Frank H. Hahn |
Volume 1, 2 |
1990,英文版2002,中文版 |
经济科学出版社 |
85 |
Merton, R. C. |
Continuous time Finance |
|
1993 |
Blackwell Publishers |
86 |
The Prudential Regulation of Banks |
Mathias Dewatripont and Jean Tirole |
|
1993 |
MIT Press |
87 |
A History of Money: From AD 800 |
John F. Chown |
|
1994 |
Routledge and The Institution of Economic Affairs |
88 |
Regulation, Deregulation, Reregulation: The Future of the Banking, Insurance, and Securities Industries |
Alan Gart |
|
1994 |
John Wiley & Sons, Inc. |
89 |
The econometrics of financial markets |
Campbell, Lo, and MacKinlay |
|
1996 |
Princeton University Press |
90 |
Commercial Bank Management |
Peter S. Rose |
|
1996,3rd Edition |
McGraw-Hill Companies, Inc. |
91 |
International Monetary Economics |
McCallum,B.T. |
|
1996 |
Oxford University Press |
92 |
Manias, Panics and Crashes: A History of Financial Crises |
Charles P. Kindleberger |
|
1996,第3版 |
Macmillan and Co., Limited |
93 |
Microeconomics of Banking |
Xavier Freixas and Jean-Charles |
|
1997 |
MIT Press |
94 |
Market microstructure theory |
Maureen O’Hara |
|
1997 |
Blackwell |
95 |
Money, Credit, and Capital |
Tobin,James and Golub,S.S. |
|
1998 |
McGraw-hill Companies,Inc |
96 |
Inflation Targeting: Lessons from the International Experience
|
Bernanke, Ben, S., Laubach, Thomas, Mishkin, Frederic, S. and Posen, Adam, S. |
|
1999 First Edition |
Princeton University Press |
97 |
The Great Game: The Emergence of Wall Street as a World Pawer |
John Steele Gordon |
|
1999 |
Brocman Inc. |
98 |
The Theory of Monetary Institutions |
Lawrence H. White |
|
1999 |
Blackwell Companies, Inc |
99 |
Comparing Financial Systems |
Franklin Allen and Douglas Gale |
|
2000 |
MIT Press |
100 |
Dynamic Asset Pricing Theory |
Duffe, D. |
|
2001 |
Princeton University Press |
101 |
Asset Pricing |
John Cochrane |
|
2001 |
Princeton University Press |
102 |
Principles of Corporate Finance |
Brealey, Myers, and Allen |
|
2002 |
Irwin/MaGraw-Hill |
103 |
Financial theory and corporate policy (4th ed.) |
Copeland, Weston, and Shastri |
|
2003 |
Eddison Wesley |
104 |
A survey of behavioral finance |
N. Barberis and R. Thaler |
Handbook of Economics and Finance 1A |
2003 |
|
105 |
Options, Futures and Other Derivatives |
John Hull |
|
2005 |
Prentice Hall |
六、其它
有关培养方式与方法、课程考核、中期考核、学术科研、学位论文等环节的要求详见《江西财经大学博士研究生培养方案总则》[江财研教字(2009)19号]。