期刊論文| 1. | Dennis, P. J.、Strickland, D.(2002)。Who Blinks in Volatile Markets, Individuals or Institutions?。Journal of Finance，57(5)，1923-1949。   |
| 2. | Hwang, Soosung、Salmon, Mark(2004)。Market stress and herding。Journal of Empirical Finance，11，585-616。 |
| 3. | Zhou, C.(1999)。Information Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle。Journal of Financial and Quantitative Analysis，34，445-464。 |
| 4. | Bikhchandani, S.、Sharma, S.(2000)。Herd Behavior in Financial Markets: A Review。IMF Working Paper，Mar.，279-310。 |
| 5. | Chang, E.-C.、Dong, S.(2006)。Idiosyncratic volatility, fundamentals, and institutional herding: evicence from the Japanese stock market。Pacific-Basin Finance Journal，14(2)，135-154。 |
| 6. | Chen, A. S.、Hong, B.-S.(2006)。Institutional ownership changes and returns around analysts' earnings forecast release events: Evidence from Taiwan。Journal of Banking & Finance，30(9)，2471-2488。 |
| 7. | Hessel, C. A.、Normal, M.(1992)。Financial Characteristic of Neglected and Institutional Held Stock。Journal of Accounting, Auditing, and Finance，7，313-330。 |
| 8. | Holland, J. B.(1998)。Private Discolsure and Financial Reporting。Accounting and Business，Autumn，255-269。 |
| 9. | Sias, R.(2004)。Institutional Herding。Journal of Behavioral Finance，5(3)，181。 |
| 10. | Wermers, Russ(1999)。Mutual Fund Herding and the Impact on stock price。Journal of Finance，54(2)，581-622。 |
| 11. | Datar, V.、Naik, N.、Radcliffe, R.(1998)。Liquidity and Asset Returns: An Alternative Test。Journal of Financial Market，1，203-219。 |
| 12. | Dierkens, N.(1991)。Information Asymmetry and Equity Issues。Journal of Financial and Quantitative Analysis，26，181-199。 |
| 13. | Grundy, K.、Malkiel, B. G.(1996)。Reports of Beta's Death Have Been Greatly Exaggerated。Journal of Portfolio Management，22，36-44。 |
| 14. | Badrinath, S. G.、Gay, Gerald D.、Kale, Jayant R.(1989)。Patterns of institutional investment, prudence, and the managerial 'safety-net' hypothesis。The Journal of Risk and Insurance，56(4)，605-629。 |
| 15. | Graham, J. R.(1999)。Herding Among Investment Newsletters: Theory and Evidence。Journal of Finance，54(1)，237-268。 |
| 16. | Kraus, Alan、Stoll, Hans R.(1972)。Parallel Trading by Institutional Investors。Journal of Financial and Quantitative Analysis，7(5)，2107-2138。 |
| 17. | Klemkosky, Robert C.(1977)。The Impact and Efficiency of Institutional Net Trading Imbalances。Journal of Finance，32(1)，79-86。 |
| 18. | Welch, Ivo(1992)。Sequential Sales, Learning, and Cascades。The Journal of Finance，47(2)，695-732。 |
| 19. | 陳正佑、徐守德、王毓敏(20020600)。產業別動量投資策略與投資績效--臺灣股票型共同基金之實證研究。中山管理評論，10(2)，203-230。 延伸查詢 |
| 20. | Falkenstein, Eric G.(1996)。Preferences for Stock Characteristics as Revealed by Mutual Fund Portfolio Holdings。Journal of Finance，51(1)，111-135。 |
| 21. | 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。 |
| 22. | Nofsinger, John R.、Sias, Richard W.(1999)。Herding and Feedback Trading by Institutional and Individual Investors。The Journal of Finance，54(6)，2263-2295。 |
| 23. | Scharfstein, David S.、Stein, Jeremy C.(1990)。Herd Behavior and Investment。The American Economic Review，80(3)，465-479。 |
| 24. | Moskowitz, Tobias J.、Grinblatt, Mark(1999)。Do Industries Explain Momentum?。The Journal of Finance，54(4)，1249-1290。 |
| 25. | Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society，37(3)，424-438。 |
| 26. | Banerjee, Abhijit V.(1992)。A simple model of herd behavior。The Quarterly Journal of Economics，107(3)，797-817。 |
| 27. | Fabozzi, Frank J.、Francis, Jack C.(1979)。Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination。Journal of Finance，34(5)，1243-1250。 |
| 28. | Fama, Eugene F.、Fisher, Lawrence、Jensen, Michael C.、Roll, Richard J.(1969)。The adjustment of stock prices to new information。International Economic Review，10(1)，1-21。 |
| 29. | Grinblatt, Mark、Titman, Sheridan(1993)。Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns。The Journal of Business，66(1)，47-68。 |
| 30. | 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。 |
| 31. | Bikhchandani, S.、Hirshleifer, D.、Welch, I.(1998)。Learning from the behavior of others: Conformity,fads and Informational cascades。Journal of Economic Perspectives，12(3)，151-170。 |
| 32. | Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1992)。The Impact of Institutional Trading on Stock Prices。Journal of Financial Economics，32(1)，23-43。 |
| 33. | Fama, Eugene F.、MacBeth, James D.(1973)。Risk, Return, and Equilibrium: Empirical Tests。Journal of Political Economy，81(3)，607-636。 |
| 34. | Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance，47(2)，427-465。 |
| 35. | 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。 |