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Bibliografía básica
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Marín, J. Mª , y Rubio, G. (2001): Economía
Financiera, Ed. Antoni Bosch.
·
Hull, J. (2004): Introducción a los mercados de Futuros y Opciones,
4ª Edición. Prentice Hall.
Bibliografía complementaria
·
Ball,
R. (1994): The Development, Accomplishments and Limitations of the Theory of
Stock Market Efficiency, Managerial Finance, pp. 3-48.
·
Benavides, C.A. (1998): Tecnología, innovación y
empresa. Pirámide.
·
Beyaert, A., García Solanes, J. y Prats Albentosa, M. A.
(2001): “La estructura temporal y las expectativas de los tipos de corto plazo
en el mercado interbancario español”, Moneda y Crédito, 213, pp. 71-96.
·
Black,
F. y Scholes, M. (1973). “The Pricing of Options and Corporate Liabilities.”
Journal of Political Economy, 81, pp. 637-654.
·
Campbell,
J.Y., Lo, A.W., y MacKinlay, A.C. (1997): The Econometrics of Financial
Markets. Princeton University Press.
·
Chen,
N., Roll R. y Ross S., (1986): “Economic Forces and the Stock Market”, Journal
of Business 59, pp. 383-403.
·
Cochrane,
J. H. (2001): Asset Pricing. Princeton University Press.
·
Eichberger,
J, y I. R. Harper. (1997): Financial Economics. Oxford University Press.
·
Fama,
Eugene (1970): “Efficient Capital Markets: A Review of Theory and Empirical
Work.” Journal of Finance, 25, pp. 383-417.
·
Fama,
Eugene (1991): “Efficient Capital Markets: II:” Journal of Finance, 46, pp.
1575-1618.
·
Fama,
Eugene, and Kenneth French (1992): “The Cross-Section of Expected Stock
Returns.” Journal of Finance, 47, pp. 427.
·
Freeman,
Ch. (Ed.) (1990): The economics of innovation. Edward Elgar.
·
García
de Paso, J.I. (1999): Macroeconomía Superior. Pirámide.
·
Haugen,
R.E. (2000): Modern Investment Theory, 5ª Edición. Prentice Hall.
·
Huang,
C., y Litzenberger, R. H. (1988): Foundations for Financial Economics.
Prentice- Hall, 1988.
·
Hull,
J. (2002): Options, Futures, and Other Derivatives, 5ª Edición. Prentice
Hall.
·
Ingersoll,
J. E. (1987): Theory of Financial Decision Making. Rowman &
Littlefield Publishers.
·
Jagannathan,
R. and Z. Wang, (1996): “The Conditional CAPM and the Cross-Section of Expected
Returns”, Journal of Finance 51, 3-54.
·
Kothari,
S.P., Shanken J. y Sloan R., (1995), “Another Look at the Cross-Section of
Expected Returns”, Journal of Finance 50, pp. 185-224.
·
LeRoy,
S.F., y Werner J. (2001): Principles of
Financial Economics. Cambridge University Press.
·
Luenberger,
D.G. (1998): Investment Science.
Oxford University Press.
·
Martin,
J. D., S. H. Cox, y R. D. Macminn, (1988): The Theory of Finance: Evidence
with Applications. Dryden Press.
·
O’Hara,
M. (1997): Market Microstructure Theory. Blackwell.
·
Riaño, C., Ruiz, F.J. y Santamaría, R. (2004): “Formación
de precios de suscripción en el mercado bursátile español: Algunas
consideraciones.” Investigaciones Económicas, XXVIII, pp.
141-191.
·
Roll,
R. (1977). “A Critique of the Asset Pricing Theory’s Tests. Part I: On the Past
and Potential Testability of the Theory.” Journal of Financial Economics,
4, pp. 129-176.
·
Roll,
R. y Ross, S. (1995): “On the Cross Sectional Relation Between Expected Returns
and Betas”, Journal of Finance, 49, pp. 1001-121
·
Ross,
S. (1976). “The Arbitrage Theory of Capital Asset Pricing.” Journal of Economic
Theory, 13, pp. 341-360.
·
Rubio, G. (1991): “Formación de precios en el mercado
bursátil: teoría y evidencia empírica”, Cuadernos Económicos del ICE,
49.
·
Sharpe,
W.F. (1964): “Capital Asset Prices: A Theory of Market Equilibrium under
Conditions of Risk.” Journal of Finance, 19, 425-442.
·
Sharpe,
W.F. (1991): “Capital Asset Prices with and without Negative Holdings.” 1990
Nobel Memorial Prize Lecture in Economics Sciences. Journal of Finance,
46, 489-505.
·
Sharpe,
W. F. (2000): Portfolio Theory and Capital Markets. McGraw-Hill.
·
Tufano, P. (2003) “Financial Innovation” en
Constantinides, G. et al. The Handbook of the Economics of Finance, North Holland.
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