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下面几篇我都不太了解，都比较早了。有空就翻翻吧。
  

Agarwal, A., Jaffe, J., and Mandelker, G. 1992. “The Post-Merger Performance of Acquiring Firms: A Re-examination of an Anomaly.”? The Journal of Finance, 1605-1621.
Opler, T., and Titman, S. 1993. “The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs”. The Journal of Finance, 1985-1999.
Comment, R. and Schwert, G. 1995. Poison or Placebo? Evidence on the Deterrence and Wealth Effects of Modern Antitakeovers Measures”, Journal of Financial Economics, 3-43.

Corporate Finance:
    Payout Policy
Payout policy 本身并没什么有趣的，一般都是和Agency theory, Information asymmetry (Signaling) 或Mispricing 结合在一起才有意思。
Allen, F., and Michaelly, R. 2003. “Payout Policy”. Chapter 7, 337-430, in Handbook of the Economics of Finance, Edited by Constantindes et al, Elsevier North Holland. (这是篇review paper，看了就对这个领域有个大概的印象。)
Fama, E., and French, K. 2001. “Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?”. Journal of Financial Economics 60, 3-43. (Fama又一篇获奖之作，也很是有名。)
Baker, Malcolm., and Wurgler, Jeffrey. 2004. "A Catering Theory of Dividends". Journal of Finance, 1125-1165. (Payout policy 和Behavioral finance结合的代表作。)
Baker, Malcolm., and Wurgler, Jeffrey. 2004. "Appearing and Disappearing of Dividends: The Link to Catering Incentives". Journal of Financial Economics, 271-288. (感觉不如上面那篇JF。搞什么嘛，简直就是overkill.)
Miller, M., and Rock, K. 1985. “Dividend Policy under Asymmetric Information”. Journal of Finance, 1031-1051. (翻一下，记住结论即可。)
Benartzi, S., Michaely, R., and Thaler, R. 1997. “Do Changes in Dividends Signal the Future or the Past?”. Journal of Finance, 1007-1033. (关于dividend signaling 的争论就一直没停过, 实在是让人感到有些疲劳。)
Litner, J. 1956. “Distribution of Incomes of Corporations among Dividends, Retained Earnings and Taxes,” American Economic Review, 97-113. （大概是第一个研究这个方面的paper，其model至到今天还在被用。）
Grullon, G., and Michaely, R. 2002. “Dividends, Share Repurchases and the Substitution Hypothesis”. Journal of Finance 62, 1649-1684. (这两人原系师徒。这篇paper写的不是很好，但还算有名。)
Vermaelen, T. 1981. “Common Stock Repurchases and Market Signaling: An Empirical Study”. Journal of Financial Economics, 139-183. (老文了。本来也被引用得不怎么多，但近年来人气很旺，不知何故。读读吧。)
Dann, L. 1981. “Common Stock Repurchases: An Analysis of Returns to Bondholders and Stockholders”. Journal of Financial Economics 9, 113-138. (老Larry也是有些点背，本来这篇paper比上面Vermaelen的那篇要引用的多，但不知何故近来少有人引用。)
Easterbrook, Frank. 1984. “Two Agency-cost Explanations of Dividends”. American Economic Review, 650-659. （该人系lawyer出身，因此很遭某些人排斥。）
Fenn, G., and Liang, N. 2001. “Corporate Payout Policy and Managerial Stock Incentives”. Journal of Financial Economics 60, 45-72.
Bhattacharya, S. 1979. “Imperfect Information, Dividend Policy, and 'The Bird in the Hand Fallacy'”. Bell Journal of Economics 10, 259-270. (一篇老文，很多人引用。翻翻就可以了。)
Guay, Wayne., and Harford, J. 2000. “The Cash-Flow Permanence and Information Content of Dividend Increases vs. Repurchases”. Journal of Financial Economics 57, 385-415.? (Guay是accounting 里的青年才俊，在Wharton做的不错. 和Harford以前读书时是同学，据说网球打得很好。)
Jagannathan, M., Stephens, C., and Weisbach, M. 2000. “Financial Flexibility and the Choice between Dividends and Stock Repurchases”. Journal of Financial Economics 57, 355-384. (和上面那篇paper讲的是差不多的意思。这篇明显有些赶工的痕迹。大概是为了抢着发表。这两篇最后都在同一本杂志的同一期上发了，要是不抢，让上面那篇先发，这篇就发不了了。)
DeAngelo, H., DeAngelo, L., and Skinner, D. 1996. “Reversal of Fortune, Dividend Signaling and the Disappearance of Sustained Earnings Growth”. Journal of Financial Economics 40, 341-371. (又是一篇signaling 的paper。DeAngelo两人对dividends情有独钟，大部分文章都和dividends 有关。感兴趣的可以去他们网页看看，这里就不多举了。)
Kahle, K. 2002. “When a Buyback isn’t a Buyback: Open-market Repurchases and Employee Options”. Journal of Financial Economics 63, 235-261.
Stephens, C., and Weisbach, M. 1998. “Actual Share Reacquisitions in Open-market Repurchase Programs”. Journal of Finance 55, 313-334.
Ikenburry, D., Lakonishock, J. and Vermaelen, T. 1995. “Market Underreaction to Open Market Stock Repurshases”. Journal of Financial Economics, 405-435.
Healy, P. and Palepu, K. 1988. “Earnings Information Conveyed by Dividend Initiations and Omissions”. Journal of Financial Economics, 149-175.
Michaely, R., Thaler, R., and Womack, K. 1995. “Piece Reactions to Dividend Intention and Omissions: Overreaction or Drift?”.? Journal of Finance, 573-608.
John, K., and Williams, J. 1985. “Dividends, Dilution, and Taxes: a Signaling Equilibrium”. Journal of Finance 40, 1053-1070. (老文，翻一下，记住结论即可。)
Grullon, Gustavo., Michaely, Roni. 2004. “The Information Content of Share Repurchase Programs”. Journal of Finance, 651-680.
Elton, E., and Gruber, M. 1970. “Marginal Stockholders’ Tax Rates and the Clientele Effect”. Review of Economics and Statistics 52, 68-74. (比较早的一篇关于clientele effects和dividends的文章。现在这种文章海量了，感兴趣的自己搜好了。)

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International Finance
这个我不太了解，推荐几篇我知道的吧。其实说穿了基本上也就是用international data来验证已有的theory, 不会去做些什么汇率之类啦，跨国银行之类啦，FDI等等。在美国，上面提到的那些东西可都是属于经济系(Economics), 和金融(Finance)不怎么沾边。
Doidge, C. 2004. “US Cross-listing and the Private Benefits of Control: Evidence from Dual Class Firms”. Journal of Financial Economics, 519-554. (Craig 是加拿大帅哥，当年为了女友，毅然选择了去U of Toronto. 他应该是近几年来Ohio State 所毕业的最出色的学生之一。当年他选择这个dissertation topic 是冒了风险的，因为不是所有人对international data都是那么相信的。有句话怎么说的, “Great achievements involve great risk”. )
Doidge, C., Karolyi, C., and Stulz, R. 2004. “Why are Foreign Firms that are Listed in the US Worth More?”. Journal of Financial Economics, 205-238.
La Porta, R., Lopez-de-Silanes, F., and Shleifer, A. 1999. “Corporate Ownership around the World”. Journal of Finance, 471-517.
La Porta, R., Lopez-de-Silanes, F., Shleifer, A., and Vishny, R. 2000. “Agency Problems and Dividend Policies around the World”. Journal of Finance, 1-33.
Morck, R., Yeung, B., and Wu, W. 2000. “The Information Content of Stock Markets: Why Do Emerging markets Have Synchronous Stock Price Movements?”. Journal of Financial Economics, 2000, 58, 215-260.

Mutual Funds
Johnson, Woodrow. 2003. “Predictable Investment Horizons and Wealth Transfers among Mutual Fund Shareholders”. 2004. Journal of Finance, 1979-2012. （Columbia 毕业的，和去Connell的那个中国女孩是同学。人很聪明，很有才华，但对学生很一般般。个人认为此文是econometrics 技巧在finance papers中的最完美应用之一篇经典。）
Chan, Louis K. C., Chen, Hsiu-Lang., and Lakonishok, Josef. 2002. “On Mutual Fund Investment Styles”. Review of Financial Studies, 1407-1437.
Hendricks, D., Patel. J., and Zeckhauser, R. 1993. “Hot Hands in Mutual Funds: Short-run Persistence of Relative Performance, 1974-1988”. Journal of Finance 48, 93-130.
Grinblatt, M., and Titman, T. 1993. “Performance Measurement without Benchmarks: An
Examination of Mutual Fund Returns”. Journal of Business 66, 47-68.
Carhart, Mark. 1997. “On Persistence in Mutual Fund Performance”. Journal of Finance 52, 57-82. (Chicago 毕业的，好像是Fama的高足。该文是第一个提出survivorship bias的，非常之经典。)
Del Guercio, D. 1996. "The Distorting Effect of the Prudent-Man Laws on Institutional Equity Investors," Journal of Financial Economics 40, 31-62. (Diane 对学生比较负责，愿意花很多时间指导学生。为人也很smooth，年轻时是美女，穿着也很有品。)
Coval, Joshua D., and Moskowitz, T. 1999. “Home Bias at Home: Local Equity Preference in Domestic Portfolios”. Journal of Finance 54, 2045-2073.
Gompers, Paul., and Metrick, A. 2001. “Institutional Investors and Equity Prices”. Quarterly Journal of Economics, 229-259.
Jensen, Michael. 1968. “The Performance of Mutual Funds in the Period 1945-1964”.
Journal of Finance, 23, 389-416. (Mutual funds 最早也是最有名的经典之一。Jensen’s Alpha 总该听说过吧？就是源自此处。)
Zheng, Lu. 1999. “Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability”. Journal of Finance, 54, 901-933. (中国美女的大作，推一下。她是Yale毕业的，后来去了Michigan. 这篇文章好像得了个奖。)
Edelen, Roger. 1999. “Investor Flows and the Assessed Performance of Open-end Mutual Funds”. Journal of Financial Economics 53, 439-466. (也很经典。好像就是他引起了flow 和 performance之间的热潮。)
Edelen, Roger., and Warner, J. 2001. “Aggregate Price Effects of Institutional Trading: a Study of Mutual Fund Flow and Market Returns”. Journal of Financial Economics, 59, 195-220.
Brown, Keith C., Harlow, W., and Starks, L. 1996. “Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry”. Journal of Finance, 51, 85-110.
Chalmers, John., Roger, Edelen., and Kadlec, G. 2001. “On the Perils of? Financial Intermediaries Setting Security Prices: the Mutual Fund Wild Card Option”. Journal of Finance, 2209-2236. (算是近几年来mutual funds里比较有名的一篇。题目很古怪，其实就是说各个地方trading时间上的差异导致managers有机可乘。
Chevalier, Judith., and Ellison, G. 1999. “A Career Concerns of Mutual Fund Managers”. Quarterly Journal of Economics 114, 389-432.
Falkenstein, Eric G. 1996. “Preferences for Stock Characteristics as Revealed by Mutual Fund Portfolio Holdings”. Journal of Finance, 111-135.
Warther, Vincent A. 1995. “Aggregate Mutual Fund Flows and Security Returns”. Journal of Financial Economics, 209-235.
Sirri, Erik., and Tufano, P. 1998. “Costly Search and Mutual Fund Flows”. Journal of Finance 53, 1589-1622.
Gruber, Martin. 1996. “Another Puzzle: the Growth in Actively Managed Mutual Funds.” Journal of Finance 51, 783-810.
Reuter, J. 2006. “Are IPO Allocations for Sale? Evidence from Mutual Funds”. Journal of Finance, 2289-2324. (Jon毕业于MIT，大概是我见过的人当中最聪明的一个，虽然他现在还不怎么有名。为人超好, 非常非常nice， 也很正直。个人认为Jon是个很值得结交的人。如有机会当他学生，一定要选他当committee member. 好人指数：100/100。)

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Market Microstructure

Kyle, Albert S. 1985. “Continuous Auctions and Insider Trading”. Econometrica, 53, 1315-1335.
Glosten, Lawrence., and Milgrom, P. 1985. “Bid, Ask and Transcation Prices in a Dealer Market with Heterogenously Informed Traders”. Journal of Financial Economics, 14, 71-100.
O'Hara, Maureen. 2003. “Presidential Address: Liquidity and Price Discovery”. Journal of Finance, 58, 1335-1354.
Madhavan, A. 2002. “Market Microstructure: A Practitioner's Guide”. Financial Analysts Journal, 58, 28-42.
Harriss, J. H., and Schultz, P. 1998. “The Trading Profits of SOES Bandits”. Journal of Financial Economics, 50, 39-62.
Harris, Lawrence and Hasbrouck, J. 1996. “Market vs. Limit Orders: The Superdot Evidence on Order Submission Strategy”. Journal of Financial and Quantitative Analysis, 31, 213-231.
Jones, Charles M., and Lipson, M. 2001. “Sixteenths: Direct Evidence on Institutional Execution Costs”. Journal of Financial Economics, 59, 253-278.
Schultz, Paul. 2001. “Corporate Bond Trading Costs: a Peek Behind the Curtain”. Journal of Finance, 677-698.