期刊論文| 1. | Roll, Richard R.(1988)。R-Squared。Journal of Finance，43(2)，541-566。   |
| 2. | Culter, David M.、Poterba, James M.、Summers, Lawrences H.(1989)。What moves stock prices?。Journal of Portfolio Management，15(3)，4-12。 |
| 3. | French, Kenneth R.、Roll, Richard(1986)。Stock Return Variances: The Arrival of Information and The Reaction of Traders。Journal of Financial Economics，17(1)，5-26。 |
| 4. | Shiller, R. J.(1981)。Does Stock Prices Move Too Much to Be Justified by Subsequent Changes In Dividends?。American Economic Review，71，421-436。 |
| 5. | Kaul, Gautam、Nimalendran, M.(1990)。Price Reversals: Bid-ask Errors or Market Overreaction?。Journal of Financial Economics，28(1/2)，67-93。 |
| 6. | Lo, Andrew W.、MacKinlay, A. Craig(1989)。The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation。Journal of Econometrics，40(2)，203-238。 |
| 7. | Poterba, James M.、Summers, Lawrence H.(1986)。The Persistence of Volatility and Stock Market Fluctuations。American Economic Review，76(5)，1142-1151。 |
| 8. | Grossman, Sanford(1976)。On the efficiency of competitive stock markets where trades have diverse information。Journal of Finance，31(2)，573-585。 |
| 9. | 陳隆麒、翁霓、郭敏華(19950100)。雜訊交易對臺灣地區投資人行為及股價之影響。證券市場發展，7(1)=25，101-124。 延伸查詢 |
| 10. | Brauer, G. A.(1993)。Investor Sentiment and the Closed-end Fund Puzzle: A 7 Percent Solution。Journal of Financial Services Research，7(3)，199-216。 |
| 11. | 拾已寰(19911000)。臺灣股票市場機構投資人與小額投資人投資策略差異性之研究。證券市場發展，12，65-90。 延伸查詢 |
| 12. | De Long, J. Bradford、Shleifer, Andrei、Summers, Lawrence H.、Waldmann, Robert J.(1990)。Positive Feedback Investment Strategies and Destabilizing Rational Speculation。Journal of Finance，45(2)，379-395。 |
| 13. | De Long, J. Bradford、Shleifer, Andrei、Summers, Lawrence H.、Waldmann, Robert J.(1989)。The Size and Incidence of the Losses from Noise Trading。Journal of Finance，44(3)，681-696。 |
| 14. | DeLong, J. Bradford、Shleifer, Andrei、Summers, Lawrence H.、Waldmann, Robert J.(1991)。The survival of noise traders in financial markets。Journal of Business，64(1)，1-19。 |
| 15. | Shiller, Robert J.(1984)。Stock Prices and Social Dynamics。Brookings Papers on Economic Activity，2，457-510。 |
| 16. | Black, Fisher(1986)。Noise。Journal of Finance，41(3)，529-543。 |
| 17. | de Long, J. Bradford、Shleifer, Andrei、Summers, Lawrence H.、Waldmann, Robert J.(1990)。Noise trader risk in financial markets。Journal of Political Economy，98(4)，703-738。 |
| 18. | Shleifer, Andrei、Summers, Lawrence H.(1990)。The Noise Trader Approach to Finance。Journal of Economic Perspectives，4(2)，19-33。 |
| 19. | LeRoy, Stephen F.、Porter, Richard D.(1981)。The Present-Value Relation: Tests Based on Implied Variance Bounds。Econometrica，49(3)，555-574。 |
| 20. | Lo, Andrew W.、MacKinlay, A. Craig(1988)。Stock market prices do not follow random walks: Evidence from a simple specification test。Review of Financial Studies，1(1)，41-66。 |
| 21. | Poterba, James M.、Summers, Lawrence H.(1988)。Mean Reversion in Stock Prices: Evidence and Implications。Journal of Financial Economics，22(1)，27-59。 |