期刊論文| 1. | Jagannathan, Ravi、Wang, Zhenyu。The Conditional CAPM and the Cross-section of Expected Returns。The Journal of Finance，51(1)，3-53。   |
| 2. | Keim, Donald B.、Stambaugh, Robert F.(1986)。Predicting Returns in the Stock and Bond Markets。Journal of Financial Economics，17，357-390。 |
| 3. | Fama, E. F.、French, K.(1993)。Common Risk Factors in the Return on Stocks and Bonds。Journal of Financial Economics，49，283-306。 |
| 4. | Vassalou, Maria、Xing, Yuhang(2004)。Default risk in equity returns。Journal of Finance，59(2)，831-868。 |
| 5. | Campbell, John Y.(1987)。Stock Returns and the Term Structure。Journal of Financial Economics，18(2)，373-399。 |
| 6. | Fama, Eugene F.、Schwert, G. William(1977)。Asset Returns and Inflation。Journal of Financial Economics，5(2)，115-146。 |
| 7. | Swanson, Peggy E.(1987)。Capital Market Integration over the Past Decade: The Case of the U. S. Dollar。Journal of International Money and Finance，6(2)，215-225。 |
| 8. | Fama, Eugene F.、French, Kenneth R.(1989)。Business Conditions and Expected Returns on Stocks and Bonds。Journal of Financial Economics，25(1)，23-49。 |
| 9. | Fama, Eugene F.、French, Kenneth R.(1995)。Size and Book-to-Market Factors in Earnings and Returns。The Journal of Finance，50(1)，131-155。 |
| 10. | Chen, Nai-fu、Roll, Richard、Ross, Stephen A.(1986)。Economic Forces and the Stock Market。Journal of Business，59(3)，383-403。 |
| 11. | Fama, Eugene F.、French, Kenneth R.(1996)。Multifactor Explanations of Asset Pricing Anomalies。Journal of Finance，51(1)，55-84。 |
| 12. | Merton, Robert C.(1973)。An Intertemporal Capital Asset Pricing Model。Econometrica，41(5)，867-887。 |
| 13. | Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance，52(1)，57-82。 |
| 14. | Pástor, Ľuboš、Stambaugh, Robert F.(2003)。Liquidity Risk and Expected Stock Returns。Journal of Political Economy，111(3)，642-685。 |
| 15. | Fama, Eugene F.、MacBeth, James D.(1973)。Risk, Return, and Equilibrium: Empirical Tests。Journal of Political Economy，81(3)，607-636。 |
| 16. | Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance，47(2)，427-465。 |
| 17. | Fama, Eugene F.、French, Kenneth R.(1998)。Value Versus Growth: The International Evidence。The Journal of Finance，53(6)，1975-1999。 |
| 18. | Fama, Eugene F.(1996)。Multifactor Portfolio Efficiency and Multifacto Asset Pricing。Journal of financial and Quantitative Analysis，31，441-465。 |
| 19. | 廖咸興、陳宗岡(2005)。A Multi-period Corporate Short-term Credit Risk Model。Review of Financial Risk Management，1(1)，61-86。 |