期刊論文| 1. | Llorente, G.、Michaely, R.、Saar, G.、Wang, J.(2002)。Dynamic Volume-Return Relation of Individual Stocks。Review of Financial Studies，15(4)，1005-1047。   |
| 2. | Roll, R.(1983)。Vas ist Das? The Turn-of-the-year Effect and the Return Premia of Small Firms。Journal of Portfolio Management，9(2)，18-28。 |
| 3. | Ritter, J. R.(1988)。The Buying and Selling Behavior of Individual Investors at the Turn of the Year。Journal of Finance，43(3)，701-717。 |
| 4. | Zarowin, P.(1990)。Size, Seasonality and Stock Market Overreaction。Journal of Financial and Quantitative Analysis，25(1)，113-126。 |
| 5. | Chan, Kakeung C.(1988)。On the Contrarian Investment Strategy。The Journal of Business，61(2)，147-163。 |
| 6. | Reinganum, Marc R.(198306)。The Anomalous Stock Market Behavior of Small Firms in January: Empirical Tests for Tax-Loss Effects。Journal of Financial Economics，12(1)，281-295。 |
| 7. | 絲文銘(19941000)。股票市場過度反應與風險變化關係之探討。證券市場發展，24，1-40。 延伸查詢 |
| 8. | Gallant, A. R.、Rossi, P. E.、Tauchen, G.(1992)。Stock Prices and Volume。The Review of Financial Studies，5(2)，199-242。 |
| 9. | Conrad, Jennifer、Kaul, Gautam(1998)。An Anatomy of Trading Strategies。The Review of Financial Studies，11(3)，489-519。 |
| 10. | Karpoff, Jonathan M.(1987)。The Relation between Price Changes and Trading Volume: A Survey。Journal of Financial and Quantitative Analysis，22(1)，109-126。 |
| 11. | Lee, Charles M. C.、Swaminathan, Bhaskaran(2000)。Price Momentum and Trading Volume。The Journal of Finance，55(5)，2017-2069。 |
| 12. | Barberis, Nicholas、Shleifer, Andrei、Vishny, Robert W.(1998)。A model of investor sentiment。Journal of Financial Economics，49(3)，307-343。 |
| 13. | Blume, Lawrence、Easley, David、O'Hara, Maureen(1994)。Market Statistics and Technical Analysis: The Role of Volume。The Journal of Finance，49(1)，153-181。 |
| 14. | Stambaugh, Robert F.、Blume, Marshall E.(1983)。Biases in Computed Returns: An Application to the Size Effect。Journal of Financial Economics，12(3)，387-404。 |
| 15. | De Bondt, Werner F. M.、Thaler, Richard H.(1987)。Further Evidence on Investor Overreaction and Stock Market Seasonality。The Journal of Finance，42(3)，557-581。 |
| 16. | Fama, Eugene F.、French, Kenneth R.(1993)。Common risk factors in the returns on stocks and bonds。Journal of Financial Economics，33(1)，3-56。 |
| 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。 |
| 18. | Griffin, John M.、Ji, Xiuqing、Martin, J. Spencer(2003)。Momentum investing and business cycle risk: Evidence from pole to pole。Journal of Finance，58(6)，2515-2547。 |
| 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。 |
| 20. | De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance，40(3)，793-805。 |
| 21. | 李春安、羅進水、蘇永裕(20060600)。動能策略報酬、投資人情緒與景氣循環之研究。財務金融學刊，14(2)，73-109。 延伸查詢 |
| 22. | 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。 |
| 23. | Newey, Whitney K.、West, Kenneth D.(1987)。A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix。Econometrica，55(3)，703-708。 |
| 24. | Branch, B.(1977)。A Tax-Loss-Selling Trading Rule。Journal of Business，50(3)，198-207。 |
| 25. | Dyl, E. A.(1977)。Capital Gains Taxation and Year-End Stock Market Behavior。Journal of Finance，32(1)，165-175。 |
| 26. | Hameed, A.、Kusnadi, Y.(2002)。Momentum Strategies: Evidence from Pacific Basin Stock Market。Journal of Financial Research，25(3)，383-397。 |
| 27. | Hameed, A.、Ting, S.(2000)。Trading Volume and Short-Horizon Contrarian Profits: Evidence from the Malaysian Market。Pacific-Basin Finance Jounrnal，8(1)，67-84。 |
| 28. | Lin, M. C.(2004)。Underreaction, Trading Volume, and Momentum Profits in Taiwan Stock Market。Asia Pacifica Management Review，9(6)，1115-1142。 |
| 29. | Rosenberg, B.、Rudd, A.(1982)。Factor-Related and Specific Returns of Common Stocks: Serial Correlation and Market Inefficiency。Journal of Finance，37(2)，543-554。 |
| 30. | Rosenberg, B.、Reid, K.、Lanstein, R.(1985)。Rersuasive Evidence of Market Inefficiency。Journal of Portfolio Managemnet，11(3)，9-17。 |
| 31. | Seyhun, H. N.(1988)。The January Effect and Aggregate Insider Trading。Journal of Finance，43(1)，129-141。 |
| 32. | Yang, J. J.(2000)。Does the Contrarian Investment Strategy Work in Taiwan? an Integrated Study。Proc. Natl. Sci. Counc，9(3)，552-531。 |
| 33. | Zarowin, P.(1989)。Short-Run Market overreactioin: Size and Seasonality Effects。Journal of Portfolio Management，15(3)，26-29。 |