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| 2. | Copeland, Thomas E.、Mayers, David(1982)。The Value Line Enigma (1965-1978): A Case Study of Performance Evaluation Issues。Journal of Financial Economics，10(3)，289-321。 |
| 3. | Cornell, B.(1979)。Asymmetric Information and Portfolio Performance Measurement。Journal of Financial Economics，7(4)，381-390。 |
| 4. | Roll, Richard(1978)。Ambiguity When Performance Is Measured by the Securities Market Line。Journal of Finance，33(4)，1051-1069。 |
| 5. | Scharfstein, David S.、Stein, Jeremy C.(1990)。Herd Behavior and Investment。The American Economic Review，80(3)，465-479。 |
| 6. | Grinblatt, Mark、Titman, Sheridan(1993)。Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns。The Journal of Business，66(1)，47-68。 |
| 7. | Grinblatt, Mark、Titman, Sheridan、Wermers, Russ(1995)。Momentum investment strategies, portfolio performance, and herding: A study of mutual fund behavior。The American Economic Review，85(5)，1088-1105。 |
| 8. | Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1992)。The Impact of Institutional Trading on Stock Prices。Journal of Financial Economics，32(1)，23-43。 |
| 9. | Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency。The Journal of Finance，48(1)，65-91。 |
| 10. | De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance，40(3)，793-805。 |