期刊論文1. | Kini, Omesh、Brous, Peter A.(1994)。The valuation effects of equity issues and the level of institutional ownership: Evidence from analysts' earnings forecasts。Financial Management,23(1),33-46。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Arbel, A.、Carvell, S.、Strebel, P. G.(1983)。Institutions and Neglected Firms。Finanicial Analysts Journal,39(3),55-63。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Froot, K. A.、O'Connell, P. G.、Seasholes, M. S.(2000)。The Portfolio Flows of International Investors。Journal of Financial Economics,59(2),151-193。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Warther, V. A.(1995)。Aggregate mutual fund flows and security returns。Journal of Financial Economics,39 (2/3),209-235。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Hargis, K.(2002)。Forms of Foreign Investment Liberalization and Risk in Emerging Stock Markets。The Journal of Financial Research,25(1),19-38。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Chan, L. K. C.、Lakonishok, J.(1993)。Institutional Trades and Intraday Stock Price Behavior。Journal of Financial Economics,33(2),173-199。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Engle, R. F.(1982)。Autoregressive Conditional Heteroske- dasticity with Estimates of the Variance of U.K. Inflation。Econometrica,50(4),987-1008。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | El-Gazzar, S. M.(1998)。Predisclosure information and institutional ownership: A cross-sectional examination of market revaluation during earnings announcement periods。The Accounting Review,73(1),119-129。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Bailey, W.、Jagtiani, J.(1994)。Foreign Ownership Restrictions and Stock Prices in the Thai Capital Market。Journal of Financial Economics,36(1),57-87。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Cutler, David M.、Poterba, James M.、Summers, Lawrence H.(1990)。Speculative Dynamics and the Role of Feedback Traders。American Economic Review,80(2),63-68。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Shleifer, Andrei(1986)。Do Demand Curves for Stocks Slope Down?。Journal of Finance,41(3),579-590。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | de Long, J. Bradford、Shleifer, Andrei、Summers, Lawrence H.、Waldmann, Robert J.(1990)。Noise trader risk in financial markets。Journal of Political Economy,98(4),703-738。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | George, Thomas J.、Hwang, Chuan-Yang(2004)。The 52-week High and Momentum Investing。Journal of Finance,59(5),2145-2176。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Rouwenhorst, K. Geert(1998)。International Momentum Strategies。The Journal of Finance,53(1),267-284。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Bollerslev, Tim、Chou, Ray Y.、Kroner, Kenneth F.(1992)。ARCH Modeling in Finance: A Review of the Theory and Empirical Evidence。Journal of Econometrics,52(1/2),5-59。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | 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) |
17. | 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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Cooper, Michael J.、Gutierrez, Roberto C. Jr.、Hameed, Allaudeen(2004)。Market States and Momentum。Journal of Finance,59(3),1345-1365。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Daniel, Kent D.、Hirshleifer, David A.、Subrahmanyam, Avanidhar(1998)。Investor Psychology and Security Market under- and Overreactions。The Journal of Finance,53(6),1839-1885。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Hong, Harrison、Stein, Jeremy C.(1999)。A Unified Theory of Underreaction, Momentum Trading, and Overreacton in Asset Markets。Journal of Finance,54(6),2143-2184。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Bailey, W.、Chung, Y. P.、Kang, J. K.(1999)。Foreign Ownership Restrictions and Equity Price Premiums: What Drives the Demand for Cross-border Investments?。Journal of Financial and Quantitative Analysis,34(4),489-511。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Bonser-Neal, C.、Brauer, G.、Neal, R.、Wheatley, S.(1990)。International Investment Restrictions and Close-end Country Fund Prices。Journal of Finance,45(2),523-547。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Close, N.(1975)。Price Reaction to Large Transactional in the Canadian Equity Market。Financial Analyst Journal,31(6),50-57。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | Edelen, R. M.、Warner, J. B.(2001)。Aggregate Price Effects of Institutional Trading: A Study of Mutual Fund Flow and Market Returns。Journal of Financial Economics,59(2),195-220。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
25. | Harris, R. D. F.、Pisedtasalasai, A.(2006)。Return and Volatility Spillovers between Large and Small Stocks in the UK。Journal of Business Finance and Accounting,33(9/ 10),1556-1571。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
26. | Lui, W.、Strong, N.、Xu, X. G.(1999)。The Profitability of Momentum Investing。Journal of Business Finance and Accounting,26(9/10),1043-1091。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
27. | Scholes, M. S.(1972)。The Markets for Securities: Substitution versus Price Pressure and the Effects of Information on Share Price。Journal of Business,45(2),179-211。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
28. | Tsai, B. H.、Li, S. H.(2004)。Foreign Ownership Restrictions on Price Dynamics of Depositary Receipts - Evidences of Taiwan and Hong Kong Markets。Journal of Accounting, Auditing, and Finance,19(3),301-329。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |