| Other1. | Khorana, Ajay(1996)。Top management turnover an empirical investigation of mutual fund managers。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 期刊論文1. | Kamstra, M. J.、Kramer, L. A.、Levi, M. D.(2003)。Winter Blues: A SAD Stock Market Cycle。American Economic Review,93(1),324-343。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Kempf, Alexander、Ruenzi, Stefan、Thiele, Tanja(2009)。Employment risk, compensation incentives, and managerial risk taking: Evidence from the mutual fund industry。Journal of Financial Economics,92(1),92-108。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Berk, Jonathan B.、Green, Richard C.(2004)。Mutual fund flows and performance in rational markets。Journal of Political Economy,112(6),1269-1295。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Gruber, Martin J.(1996)。Another Puzzle: The Growth in Actively Managed Mutual Funds。Journal of Finance,51(3),783-810。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Hirshleifer, David、Shumway, Tyler(2003)。Good Day Sunshine: Stock Returns and the Weather。The Journal of Finance,58(3),1009-1032。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Saunders, E. M. Jr.(1993)。Stock Prices and Wall Street Weather。American Economic Review,83(5),1337-1345。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Bloom, M.、Milkovich, G. T.(1998)。Relationship among Risk, Incentive Pay, and Organizational Performance。Academy of Management Journal,41(3),283-297。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | Frazzini, Andrea、Lamont, Owen A.(2008)。Dumb Money: Mutual Fund Flows and the Cross-section of Stock Returns。Journal of Financial Economics,88(2),299-322。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 9. | Bollen, Nicolas P. B.(2007)。Mutual Fund Attributes and Investor Behavior。Journal of Financial and Quantitative Analysis,42,683-708。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 10. | Grinblatt, Mark、Titman, Sheridan(1989)。Mutual fund performance: an analysis of quarterly portfolio holdings。Journal of Business,62(3),393-416。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 11. | Jain, P. C.、Wu, J. S.(2000)。Truth in Mutual Fund Advertising: Evidence on Future Performance and Fund Flows。Journal of Finance,55(2),937-958。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 12. | Ippolito, Richard A.(1992)。Consumer reaction to measures of poor quality: Evidence from the mutual fund industry。The Journal of Law & Economics,35(1),45-70。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 13. | Zheng, Lu(1999)。Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability。Journal of Finance,54(3),901-933。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 14. | Brown, Keith C.、Harlow, W. V.、Starks, Laura T.(1996)。Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry。Journal of Finance,51(1),85-110。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 15. | Arellano, Manuel、Bond, Stephen R.(1991)。Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations。The Review of Economic Studies,58(2),277-297。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 16. | Sirri, E. R.、Tufano, P.(1998)。Costly Search and Mutual Fund Flows。Journal of Finance,53(5),1589-1622。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 17. | Chevalier, Judith、Ellison, Glenn(1997)。Risk Taking by Mutual Funds as a Response To Incentives。Journal of Political Economy,105(6),1167-1200。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 18. | Goetzmann, W.、Peles, N.(1997)。Cognitive Dissonance and Mutual Fund Investing。Journal of Financial Research,20(2),145-158。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 19. | Khorana, A.(2001)。Performance Changes Following Top Management Turnover: Evidence from Open-End Mutual Funds。Journal of Financial and Quantitative Analysis,36(3),371-393。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 20. | Koski, J. L.、Pontiff, J.(1999)。How are Derivatives Used? Evidence from the Mutual Fund Industry。Journal of Finance,54(2),791-816。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 21. | Lynch, Anthony W.、Musto, David K.(2003)。How Investors Interpret Past Fund Returns。Journal of Finance,58(5),2033-2058。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 22. | Qiu, J.(2003)。Termination Risk, Multiple Managers and Mutual Fund Tournaments。European Finance Review,7(2),161-190。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 23. | Shiller, Robert J.(1984)。Stock Prices and Social Dynamics。Brookings Papers on Economic Activity,2,457-510。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 24. | Hausman, Jerry A.(1978)。Specification tests in econometrics。Econometrica: Journal of the Econometric Society,46(6),1251-1271。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 25. | Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 26. | 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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 27. | Jensen, Michael C.(1968)。The performance of mutual funds in the period 1945-1964。Journal of Finance,23(2),389-416。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 28. | 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) | 29. | Newey, Whitney K.、West, Kenneth D.(1987)。A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix。Econometrica,55(3),703-708。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 30. | Mahoney, Paul G.(2004)。Manager-investor conflicts in mutual funds。The Journal of Economic Perspectives,18(2),161-182。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 其他1. | Barber, Brad M., Terrance Odean, and Lu Zheng(2005)。Out of sight, out of mind: The effects of expenses on mutual fund flows。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Bollen, Nicolas P.B., and Jeffrey A. Busse(2005)。Short-term persistence in mutual fund performance。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Busse, Jeffrey A.(2001)。Another look at mutual fund tournaments。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Carpenter, Jennifer N.(2000)。Does option compensation increase managerial risk appetite?。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Carton, S., R. Jouvent, C. Bungenera, and D. Widlocher(1992)。Sensation seeking and depressive mood。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Chen, Hsiu-lang, and George G. Pennacchi(2009)。Does prior performance affect a mutual fund’s choice of risk? Theory and further empirical evidence。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Chevalier, Judith, and Glenn D. Ellison(1999)。Career concerns of mutual fund managers。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | Edelen, Roger M.(1999)。Investor flows and the assessed performance of open- end mutual funds。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 9. | Elton, Edwin J., Martin J. Gruber, and Christopher R. Blake(2003)。Incentive fees and mutual funds。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 10. | Fung, Willian, and David A. Hsieh(2000)。Performance characteristics of hedge funds and commodity funds: Natural vs. spurious biases。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 11. | Gaspar, Jose M., Massimo Massa, and Pedro Matos(2006)。Favoritism in mutual fund companies: Evidence on strategic cross-fund subsidization。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 12. | Goriaev, Alexei, Theo E. Nijman, and Bas J.M. Werker(2005)。Yet another look at mutual fund tournaments。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 13. | Guercio, Diane Del, and Paula A. Tkac(2002)。The determinants of the flow of funds of managed portfolios: Mutual funds vs. pension funds。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 14. | Hendricks, Darryll, Jayendu Patel, and Richard Zeckhauser(1993)。Hot hands in mutual funds: Short-run persistence of performance。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 15. | Johnson, Woodrow T., and James M. Poterba(2008)。Taxes and mutual fund inflows around distribution dates。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 16. | Kamstra, Mark J., Lisa A. Kramer, and Maurice D. Levi(2002)。Losing sleep at the market: The daylight-savings anomaly。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 17. | Miron, Jeffrey and J. Joseph Beaulieu(1996)。What have macroeconomists learned about business cycles from the study of seasonal cycles?。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 18. | Molin, Jeanne, Erling Mellerup, Tom Bolwig, Thomas Scheike, and Henrik Dam(1996)。The influence of climate on development of winter depression。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 19. | Patel, Jayendu, Richard J. Zeckhauser, and Darryll Hendricks(1994)。Investment flows and performance: Evidence from mutual funds, cross border investments, and new issues。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 20. | Rosenthal, Norman E.(1998)。Winter Blues: Seasonal Affective Disorder: What It Is, and How to Overcome It。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 21. | Sawicki, Julia(2001)。Investors’ differential response to managed fund performance。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 22. | Sirri, Erik R., and Peter Tufano(1992)。The demand for mutual fund services by individual investors。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 23. | Taylor, Jonathan(2002)。Risk-taking behavior in mutual fund tournaments。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 24. | Tkac, Paula A.(2004)。Mutual funds: Temporary problem or permanent morass?。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 25. | Young, Michael A., Patricia M., Louis F. Fogg, Eva A. Cherin, and Charmane I. Eastman(1997)。Which environmental variables are related to the onset of seasonal affective disorder?。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 26. | Zitzewitz, Eric(2003)。Who cares about shareholders? Arbitrage-proofing mutual funds。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 27. | Zuckerman, Marvin, Monte S. Buchsbaum, and Dennis L. Murphy(1980)。Sensation seeking and its biological correlates。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 28. | Zuckerman, Marvin(1983)。Biological Bases of Sensation Seeking, Impulsivity and Anxiety。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 29. | Zuckerman, Marvin(1984)。Sensation seeking: A comparative approach to a human trait。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | |