| 期刊論文1. | Kothari, S. P.、Warner, Jerold B.(1997)。Measuring long-horizon security price performance。Journal of Financial Economics,43(3),301-339。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Kraus, Alan、Stoll, Hans R.(1972)。Parallel Trading by Institutional Investors。Journal of Financial and Quantitative Analysis,7(5),2107-2138。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Klemkosky, Robert C.(1977)。The Impact and Efficiency of Institutional Net Trading Imbalances。Journal of Finance,32(1),79-86。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Loughran, Tim、Ritter, Jay R.(2000)。Uniformly Least Powerful Tests of Market Efficiency。Journal of Financial Economics,55(3),361-390。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Falkenstein, Eric G.(1996)。Preferences for Stock Characteristics as Revealed by Mutual Fund Portfolio Holdings。Journal of Finance,51(1),111-135。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Lakonishok, Josef、Shleifer, Andrei、Thaler, Richard H.、Vishny, Robert W.(1991)。Window Dressing by Pension Fund Managers。American Economic Review,81(2),227-231。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Lakonishok, Josef、Smidt, Seymour(1986)。Volume for Winners and Losers: Taxation and Other Motives for Stock Trading。Journal of Finance,41(4),951-974。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | Bikhchandani, Sushil、Hirshleifer, David、Welch, Ivo(1992)。A Theory of Fads, Fashion, Custom, and Cultural Change As Informational Cascades。Journal of Political Economy,100(5),992-1026。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 9. | Froot, Kenneth A.、Scharfstein, David S.、Stein, Jeremy C.(1992)。Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation。Journal of Finance,47(4),1461-1484。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 10. | Hirshleifer, David、Subrahmanyam, Avanidhar、Titman, Sheridan(1994)。Security Analysis and Trading Patterns When Some Investors Receive Information Before Others。Journal of Finance,49(5),1665-1698。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 11. | Nofsinger, John R.、Sias, Richard W.(1999)。Herding and Feedback Trading by Institutional and Individual Investors。The Journal of Finance,54(6),2263-2295。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 12. | Scharfstein, David S.、Stein, Jeremy C.(1990)。Herd Behavior and Investment。The American Economic Review,80(3),465-479。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 13. | Banerjee, Abhijit V.(1992)。A simple model of herd behavior。The Quarterly Journal of Economics,107(3),797-817。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 14. | Sias, Richard W.、Starks, Laura T.(1997)。Return autocorrelation and institutional investors。Journal of Financial Economics,46(1),103-131。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 15. | Wermers, Russ(1999)。Mutual Fund Herding and the Impact on Stock Prices。Journal of Finance,54(2),581-622。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 16. | 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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 17. | Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1992)。The Impact of Institutional Trading on Stock Prices。Journal of Financial Economics,32(1),23-43。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 研究報告1. | Wylie, Sam(1997)。Tests of the accuracy of measures of herding using UK data。Dartmouth University。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 學位論文1. | 林伊玫(199606)。機構投資人從眾行為研究--以封閉式基金為例(碩士論文)。國立中山大學。 延伸查詢![new window](/gs32/images/newin.png) | 2. | 羅巧紋(1998)。共同基金之慣性投資策略、從眾行為與操作績效關係之研究(碩士論文)。輔仁大學。 延伸查詢![new window](/gs32/images/newin.png) | 圖書1. | Friend, Irwin、Blume, Marshall、Crockett, Jean(1970)。Mutual funds and other institutional investors。New York:McGraw-Hill。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | |