期刊論文| 1. | Huang, R. D.、Stoll, H. R.(1996)。Dealer Versus Auction Markets: a Paired Comparison of Execution on NASDAQ and the NYSE。Journal of Financial Economics，41(3)，313-357。   |
| 2. | 陳信憲、王南喻(20051200)。美國開放式股票型基金之長短期績效持續性研究。臺灣金融財務季刊，6(4)，21-39。 延伸查詢 |
| 3. | 李春安、馬宏志(20131200)。Performance Persistence and the Characteristics of Mutual Fund Managers: Are Some Better than Others?。證券市場發展，25(4)=100，67-104。 |
| 4. | 洪碧霞、李顯儀(20130300)。A Concentration Analysis of Domestic Equity Mutual Funds。財務金融學刊，21(1)，83-122。 延伸查詢 |
| 5. | Bers, M. K.、Madura, J.(2000)。The performance persistence of close-end funds。The Financial Review，35，33-52。 |
| 6. | Bers, M. K.、Madura, J.(2002)。The performance persistence of foreign chose-end funds。Review of Financial Economics，11，263-285。 |
| 7. | Gantenbein, P.、Glatz, S.、Zimmermann, H.(2013)。Equity Markets and the Performance of Hedge Funds: How stable is Persistence。Journal on Business Review，2(4)，231-237。 |
| 8. | Robson, G. N.(1986)。The Investment Performance of Unit Trusts and Mutual Fund in Australia for the period 1969 to 1978。Accounting & Finance，26(2)，55-79。 |
| 9. | Shukla, R.、Trzcinka, C.(1994)。Persistent Performance in the Mutual Fund Market: Tests with Funds and Investment Advisers。Review of Quantitative Finance and Accounting，4(2)，115-135。 |
| 10. | Brightman, J. S.、Haslanger, B. L.(1980)。Past Investment Performance: Seductive but Deceptive。Journal of Portfolio Management，6(2)，43-45。 |
| 11. | Goetzmann, William N.、Ibbotson, Roger G.(1994)。Do Winners Repeat? Patterns in Mutual Fund Performance。Journal of Portfolio Management，20(2)，9-18。 |
| 12. | Hendricks, D.、Patel, J.、Zeckhauser, R.(1993)。Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988。Journal of Finance，48(1)，93-130。 |
| 13. | Keim, D.、Madhavan, A.(1997)。Transactions Costs and Investment Style: An Inter-Exchange Analysis of Institutional Equity Trades。Journal of Financial Economics，46(3)，265-292。 |
| 14. | Jensen, M. C.(1968)。The performance of mutual fund in the period 1945-1964。Journal of Finance，23(2)，389-416。 |
| 15. | Grinblatt, Mark、Titman, Sheridan(1989)。Mutual fund performance: an analysis of quarterly portfolio holdings。Journal of Business，62(3)，393-416。 |
| 16. | Bentler, P. M.(1990)。Comparative fit indexes in structure models。Psychological Bulletin，107(2)，238-246。 |
| 17. | Kahn, Ronald N.、Rudd, Andrew(1995)。Does Historical Performance Predict Future Performance?。Financial Analysis Journal，51，43-52。 |
| 18. | Roll, Richard(1978)。Ambiguity When Performance Is Measured by the Securities Market Line。Journal of Finance，33(4)，1051-1069。 |
| 19. | Fama, Eugene F.(1965)。Random Walks In Stock Market Prices。Financial Analysts Journal，21(5)，55-59。 |
| 20. | 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。 |
| 21. | Treynor, Jack L.(1965)。How to rate management of investment funds?。Harvard Business Review，43(1)，63-75。 |
| 22. | Sharpe, William F.(1966)。Mutual fund performance。Journal of Business，39(1)，119-138。 |
| 23. | Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance，52(1)，57-82。 |
| 24. | Daniel, Kent、Grinblatt, Mark、Titman, Sheridan、Wermers, Russ(1997)。Measuring Mutual Fund Performance with Characteristic-based Benchmarks。Journal of Finance，52(3)，1035-1058。 |
| 25. | Titman, Sheridan、Grinblatt, Mark(1992)。The Persistence of Mutual Fund Performance。The Journal of Finance，47(5)，1977-1984。 |
| 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。 |
| 27. | Carlson, Robert S.(1970)。Aggregate Performance of Mutual Funds, 1948-1967。Journal of Financial and Quantitative Analysis，5(1)，1-32。 |
| 28. | Grinblatt, Mark、Titman, Sheridan(1993)。Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns。The Journal of Business，66(1)，47-68。 |