有关资本市场研究的若干英文文献主要包括1952 Portfolio Selection；1953 The Analysis Of Economic Time-Series-Part I-Prices；1954 Existence Of An Equilibrium For A Competitive Economy；1958 Liquidity Preference As Behavior Toward Risk；1958 The Cost Of Capital, Corporation Finance And The Theory Of Investment；1959 Portfolio Selection-Efficient Diversification Of Investments；1959 Stock-Market Patterns And Financial Analysis-Methodological Suggestions；1963 Corporate Income Taxes And The Cost Of Capital-A Correction；1964 Capital Asset Prices-A Theory Of Market Equilibrium Under Conditions Of Risk；1965 Proof That Properly Anticipated Prices Fluctuate Randomly；1965 Random Walks In Stock Market Price；1965 Security Prices, Risk, And Maximal Gains From Diversification；1965 The Behavior Of Stock Market Prices；1966 Equilibrium In A Capital Asset Market；1966 Forecasts Of Future Prices, Unbiased Markets, And Martingale Models；1969 Lifetime Portfolio Selection Under Uncertainty-The Continuous-Time Case；1969 The Adjustment Of Stock Prices To New Information1970 Efficient Capital Markets-A Review Of Theory And Empirical Work；1972 The Efficient Market Model；1973 An Intertemporal Capital Asset Pricing Model；1973 Risk Aversion And The Martingale Property Of Stock Prices；1973 The Pricing Of Options And Corporate Liabilities；1973 Theory Of Rational Option Pricing；1974 On The Pricing Of Corporate Debt-The Risk Structure Of Interest Rates；1975 On The Difference Between Internal And External Market Efficiency；1975 The Efficient Market Hypothesis And The Value Of Traditional Security Analysis；1975 Warrant Price Movements And The Efficient Market Model；1976 Efficient Capital Markets-Comment；1976 Efficient Capital Markets-Reply；1976 Optimal Speculation Against An Efficient Market；1976 The Arbitrage Theory Of Capital Asset Pricing；1978 Asset Prices In An Exchange Economy；1978 Some Practical Applications Of The Efficient-Market Concept；1979 An Intertemporal Asset Pricing Model With Stochastic Consumption And Investment Opportunities；1979 Option Pricing-A Simplified Approach；1979 Testing For A Flat Spectrum On Efficient Market Price Data；1979 The Peter Principle And The Efficient Market Hypothesis；1979 The Sensitivity Of The Efficient Market Hypothesis To Alternative Specifications Of The Market Model;1980 Back On The Track With The Efficient Markets Hypothesis；1980 Inside Information, Market Information And Efficient Markets；1980 On The Impossibility Of Informationally Efficient Markets；1981 An Integrated View Of Tests Of Rationality, Market Efficiency, And The Short-Run Neutrality Of Monetary Policy；1981 Investing With Ben Graham-An Ex Ante Test Of The Efficient Markets Hypothesis；1981 Testing The Efficiency Of The Canadian-U.S. Exchange Market Under The Assumption Of No Risk Premium；1981 The Speculative Efficiency Hypothesis；1983 A Relationship Between Regression Tests And V olatility Tests Of Market Efficiency；1983 Arbitrage, Factor Structure, And Mean-Variance Analysis On Large Asset；1984 Efficient Markets And The Professional Investor；1984 Stock Market Panics-A Test Of The Efficient Market Hypothesis；1985 An Intertemporal General Equilibrium Model Of Asset Prices；1986 Informational Efficiency And Information Subsets；1986 Noise；1986 The Efficient Market Hypothesis On Trial；1988 Permanent And Temporary Components Of Stock Prices；1989 Efficient Capital Markets And Martingales;1990 Habit Formation-A Resolution Of The Equity Premium Puzzle；1990 Predicting Stock Returns In An Efficient Market；1990 Price Reversals, Bid-Ask Spreads, And Market Efficiency；1991 Efficient Capital Markets-II；1992 Financial Market Efficiency Tests；1992 The Cross-Section Of Expected Stock Returns；1993 A Test Of Efficiency For The S&P Index Option Market Using Variance Forecasts；1993 Common Risk Factors In The Returns On Stocks And Bonds；1993 Privileged Traders And Asset Market Efficiency-A Laboratory Study；1993 Returns To Buying Winners And Selling Losers-Implications For Stock Market Efficiency；1993 Stock Markets V olatility Efficiency And Tests-A Survey；1994 Behavioral Capital Asset Pricing Theory；1994 Internal Versus External Capital Markets；1995 Measurement Of Market Integration And Arbitrage；1996 Evaluating Fund Performance In A Dynamic Market；1996 Multifactor Explanations Of Asset Pricing Anomalies；1996 The Spirit Of Capitalism And Stock-Market Prices；1997 Anomalies-The Equity Premium Puzzle；1997 Empirical Performance Of Alternative Option Pricing Models；1997 Market Efficiency, Long-Term Returns, And Behavioral Finance；1997 Measuring The Efficiency Of Capital Allocation In Commercial Banking；1997 Stock Market Efficiency And Economic Efficiency-Is There A Connection；1997 The Limits Of Arbitrage；1998 Market Efficiency, Long-Term Returns, And Behavioral Finance；1998 Nonparametric Efficiency Testing Of Asian Stock Markets Using Weekly Data;2000 Information, Nonexcludability, And Financial Market Structure；2000 Is The Stock Market Overvalued；2000 Rational Markets-Yes Or No-The Affirmative Case；2000 The Efficient Market Hypothesis；2001 A Surprising Development-Tests Of The Capital Asset Pricing Model And The Efficient Market Hypothesis In Turkey'S Securities Markets；2002 Market Timing And Capital Structure；2003 A Survey Of Behavioral Finance；2003 Modeling And Forecasting Realized V olatility；2003 The Efficient Market Hypothesis And Its Critics；2004 The Capital Asset Pricing Model-Theory And Evidence；2004 The Efficiency Of Canadian Capital Markets-Some Bank Of Canada Research；2005 Are Emerging Financial Markets Efficient-Some Evidence From The Models Of The Thai Stock Market；2005 Reflections On The Efficient Market Hypothesis-30 Years Later；2006 A Dynamic Characterization Of Efficiency；2006 An Alternative Definition Of Market Efficiency And Some Comments On Its Empirical Testing；2006 An Empirical Test Of The Efficiency Hypothesis On The Renminbi Ndf In Hong Kong Market；2006 Simulating Stock Returns Under Switching Regimes-A New Test Of Market Efficiency；2007 On The Importance Of Clean Accounting Measures For The Tests Of Stock Market Efficiency；2007 Weak Form Efficiency In Indian Stock Markets；2008 A Note On The Use Of Moving Average Trading Rules To Test For Weak Form Efficiency In Capital Markets；2008 Measuring The Functional Efficiency Of Capital Markets；2008 Testing Downside Risk Efficiency Under Market Distress；2009 Empirical Evidence On Indian Stock Market Efficiency In Context Of The Global Financial Crisis；2009 Testing The Predictability And Efficiency Of Securitized Real Estate Markets；2009 Testing The Semi-Strong Form Efficiency Of Indian Stock Market With Respect To Information Content Of Stock Split Announcement-A Study In It Industry。