一、中文文獻
1. 王佳眞、徐辜元宏 (2004)。風險值的應用與台灣共同基金績效指標之持續性，臺大管理論叢，14(2)，23-48。
2. 池祥萱、林煜恩與周賓凰 (2007)。基金績效持續與聰明錢效果：台灣實證，管理學報，24(3)，307-330。
3. 林修葳、王佳真 (2003)。台灣共同基金績效持續性之研究，管理學報，20(4)，655 – 688。
4. 林楚雄、洪秋萍(2005)，從獨特性風險之觀點探討我國開放型共同基金之風險分散程度、績效與風險調整行為，管理學報，22(1)，109-131。
5. 邱顯比 ( 1993)，基金績效評估之理論與實務，證券市場發展季刊，19，33-45。
6. 邱顯比 (1994)，基金績效評估之模擬研究，臺大管理論叢，5(2)，47-82。
7. 邱顯比、林清珮 (1999)。共同基金分類與基金績效持續性之研究，財務金融學刊，7(2)，63-88。
8. 徐清俊、姜志堅 (2003)，基金績效持續性與基金類型之相關性研究，遠東學報， 20(4)，785-798。

9. 高蘭芬、陳安琳、余育欣與盧正壽 (2007)。運氣好或操作策略好？－拔靴法下共同基金之績效衡量，管理與系統，14(3)，341-358。
10. 高蘭芬、陳安琳、湯惠雯與曹美蘭 (2005)。共同基金績效之衡量-模擬分析法之應用，中山管理評論，13(2)，667-694。
11. 郭維裕、李愷莉 (2006)。台灣共同基金短期績效持續性的研究－以“漂移者－停駐者”模型為例，經濟論文，34(4)，469-504。
12. 陳信憲、王南喻 (2005)，美國開放式股票型基金長短期績效持續性之研究，台灣金融財務季刊，6(4)，21-39。
13. 陳信憲、王南喻與陳怡珮 (2006)，檢視共同基金績效之持續性與其動能週期，臺灣銀行季刊，57(1)，77-88。
14. 黃聖棠、溫英幹與鄢欽瑞 (2006)。共同基金之績效評比－台灣地區之實證研究(1995-2002)，華岡經濟論叢，5(2)，31-67。

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14. Deaves, R. (2004), Data-conditioning Biases, Performance, Persistence and Flows: The Case of Canadian Equity Funds, Journal of Banking & Finance, 28(3), 673-695.

15. Droms, W. G. (2006), Hot Hands, Cold Hands: Does Past Performance Predict Future Returns? Journal of Financial Planning, 19(5), 60-69.
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