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2. | Treynor, Jack L.、Mazuy, Kay K.(1966)。Can mutual fund outguess the market?。Harvard Business Review,44(4),131-136。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Yan, X. S.(2008)。Liquidity, Investment Style, and the Relation between Fund Size and Fund Performance。Journal of Financial and Quantitative Analysis,43(3),741-767。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Pollet, J. M.、Wilson, M.(2008)。How does Size Affect Mutual Fund Behavior?。Journal of Finance,63(6),2941-2969。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Sapp, T.、Tiwari, A.(2004)。Does Stock Return Momentum Explain the "Smart Money" Effect?。The Journal of Finance,59(6),2605-2622。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Baker, M.、Litov, L.、Wachter, J. A.、Wurgler, J.(2010)。Can mutual fund managers pick stocks? Evidence from their trades prior to earnings announcements。Journal of Financial and Quantitative Analysis,45(5),1111-1131。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Barberis, Nicholas、Shleifer, A.(2003)。Style investing。Journal of Financial Economics,68(2),161-199。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Becke,L.、Ferson, W.、Myers, D. H.、schil, M. J.(1999)。Conditional market timing with benchmark investors52 (1),119-148。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Binay, M.(2005)。Performance attribution of US institutional investors。Financial Management,34,2-127。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Cremers, K. J. M.、Petajisto, A.(2009)。active is your fund manager? A new measure that predicts performance。Review of Financial Studies,22(9),3329-3365。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Del Guercio, D.、Tkac, P. A.(2002)。The determinants of the flow of funds of managed portfolios: Mutual funds vs. pension funds。Journal of Financial and Quantitative Analysis,37(4),523-557。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Del Guercio, D.、Tkac, P. A.(2008)。power: The effect of Morningstar ratings on mutual fund flows。Journal of Financial and Quantitative Analysis,43(4),907-936。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Froot, K.、Teo, M.(2008)。Style investing and institutional investors。Journal of Financial and Quantitative Analysis,43(4),883-906。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Henriksson, R. D.、Merton, R. C.(1981)。On market timing and investment performance.II. Statistical procedures for evaluating forecasting skills。The Journal of Business,54(4),513-533。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Jain, P. C.、Wu, J. S.(2000)。Truth in mutual fund advertising: Evidence of future performance and fund flows。The Journal of Fnace,55(2),937-958。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Jiang, G. J.、Yao, T.、Yu, T.(2007)。mutual funds time the market? Evidence from portfolio holdings。Journal of Financial Economics,86(3),724-758。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Jiang, W.(2003)。A nonparametric test of market timing。Journal of Empirical Finance,10(4),399-425。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Ivković, Z.、Weisbenner, S.(2009)。Individual Investor Mutual Fund Flows。Journal of Financial Economics,92(2),223-237。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Kacperczyk, Marcin、Clemens Sialm、Lu Zheng(2005)。On the industry concentration of actively managed equality mutual funds。Journal of Finance,60(4),1983-2011。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | 許培基、陳軒基、杜明哲(20031000)。共同基金持股之績效解構與資訊內涵。證券市場發展,15(3)=59,1-25。 延伸查詢![new window](/gs32/images/newin.png) |
21. | Hansen, L. P.(1982)。Large sample properties of the generalized method of moments estimators。Econometrica,50(4),1029-1054。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Chen, H. L.、Jegadeesh, N.、Wermers, R.(2000)。The value of active mutual fund management: An examination of the stockholdings and trades of mutual fund managers。Journal of Financial and Quantitative Analysis,35(3),343-368。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Dellva, W. L.、Olson, Gerard T.(1998)。The relationship between mutual fund fees and expenses and their effects on performance。Financial Review,33(1),85-104。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | 池祥萱、林煜恩、周賓凰(20070600)。基金績效持續與聰明錢效果:臺灣實證。管理學報,24(3),307-330。 延伸查詢![new window](/gs32/images/newin.png) |
25. | Jensen, M. C.(1968)。The performance of mutual fund in the period 1945-1964。Journal of Finance,23(2),389-416。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
26. | Bhojraj, S.、Sengupta, P.(2003)。Effect of corporate governance on bond ratings and yields: The role of institutional investors and the outside directors。The Journal of Business,76(3),455-475。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
27. | 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) |
28. | 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) |
29. | 陳安琳、洪嘉苓、李文智(20011000)。共同基金經理團隊屬性與基金績效之研究。證券市場發展,13(3)=51,1-27。 延伸查詢![new window](/gs32/images/newin.png) |
30. | Ippolito, R. A.(1989)。Efficiency with Costly Information: A Study of Mutual Fund Performance, 1965-1984。The Quarterly Journal of Economics,104(1),1-24。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
31. | 楊淑玲、陳獻儀、游智賢(20060600)。交易強度、機構持股與機構投資人之交易行為。財務金融學刊,14(2),41-72。 延伸查詢![new window](/gs32/images/newin.png) |
32. | Pathan, Shams(2009)。Strong Boards, CEO Power and Bank Risk-taking。Journal of Banking and Finance,33(7),1340-1350。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
33. | 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) |
34. | 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) |
35. | 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) |
36. | Chen, J.、Hong, H.、Huang, M.、Kubik, J. D.(2004)。Does fund size erode mutual fund performance? The role of liquidity and organization。The American Economic Review,94(5),1276-1302。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
37. | Wermers, R.(2000)。Mutual Fund Performance: An Empirical Decomposition into Stock-Picking, Talent, Style, Transactions Costs, and Expense。Journal of Finance,55(4),1655-1703。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
38. | 池祥萱、林煜恩、周賓凰(20091000)。處份效果、強化承諾與共同基金績效。管理評論,28(4),1-18。 延伸查詢![new window](/gs32/images/newin.png) |
39. | Shu, P. G.、Yeh, Y. H.、Yamada, T.(2002)。The Behavior of Taiwan Mutual Fund Investors-Performance and Fund Flows。Pacific-Basin Finance Journal,10(5),583-600。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
40. | 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) |
41. | 邱顯比、林清珮(19990800)。共同基金分類與基金績效持續性之研究。中國財務學刊,7(2),63-88。 延伸查詢![new window](/gs32/images/newin.png) |
42. | 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) |
43. | Arellano, Manuel、Bover, Olympia(1995)。Another Look at the Instrumental Variable Estimation of Error-Components Models。Journal of Econometrics,68(1),29-51。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
44. | 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) |
45. | Petersen, Mitchell A.(2009)。Estimating standard errors in finance panel data sets: Comparing approaches。The Review of Financial Studies,22(1),435-480。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
46. | Daniel, Kent、Grinblatt, Mark、Titman, Sheridan、Wermers, Russ(1997)。Measuring Mutual Fund Performance with Characteristic-based Benchmarks。Journal of Finance,52(3),1035-1058。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
47. | 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) |
48. | Grinblatt, Mark、Titman, Sheridan(1993)。Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns。The Journal of Business,66(1),47-68。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
49. | 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) |
50. | 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) |
51. | 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) |
52. | Titman, Sheridan、Grinblatt, Mark(1994)。A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques。Journal of Financial and Quantitative Analysis,29(3),419-444。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
53. | Keswani, A.、Stolin, D.(2008)。Which Money is Smart? Mutual Fund Buys and Sells of Individual and Institutional Investors。Journal of Finance,63(1),85-118。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |