期刊論文| 1. | Sapp, T.、Tiwari, A.(2004)。Does Stock Return Momentum Explain the "Smart Money" Effect?。The Journal of Finance，59(6)，2605-2622。   |
| 2. | Kempf, A.、Ruenzi, S.(2008)。Family matters: Ranking within fund families and fund inflows。Journal of Business Finance and Accounting，35(1/2)，177-199。 |
| 3. | O'Neal, E. S.(2004)。Purchase and Redemption Patterns of US Equity Mutual Funds。Financial Management，33(1)，63-91。 |
| 4. | Brenna, M. J.(1995)。The Individual Investor。Journal of Financial Research，18(1)，59-74。 |
| 5. | Cohen, R. B.、Coval J. D.、Pástor, L.(2005)。Judging Fund Managers by the Company They Keep。Journal of Finance，60(3)，1057-1096。 |
| 6. | Brightman, J. S.、Haslanger, B. L.(1980)。Past Investment Performance: Seductive but Deceptive。Journal of Portfolio Management，6(2)，43-45。 |
| 7. | Chan, W. S.(2003)。Stock price reaction to news and no-news: drift and reversal after headlines。Journal of Financial Economics，70(2)，223-260。 |
| 8. | Frazzini, A.(2006)。The disposition effect and underreaction to news。Journal of Finance，61(4)，2017-2046。 |
| 9. | Warther, V. A.(1995)。Aggregate Mutual Fund Flows and Security Returns。Journal of Financial Economics，39(2/3)，209-235。 |
| 10. | Patell, J. M.、Wolfson, M. A.(1982)。Good news, bad news, and the intraday timing of corporate disclosures。Accounting Review，57(3)，509-527。 |
| 11. | Jan, Yin-Ching、Hung, Mao-Wei(2004)。Short-run and Long-run Persistence in Mutual Funds。Journal of Investing，13(1)，67-71。 |
| 12. | Shu, Pei-Gi、Yeh, Yin-Hua、Chiu, Shean-Bii、Chen, Hsuan-Chi(2005)。Are Taiwanese individual Investors Reluctant to Realize their Losses?。Pacific-Basin Finance Journal，13(2)，201-223。 |
| 13. | Kahneman, D.、Tversky, A.(1979)。Prospect theory: An analysis of decision under risk。Econometrica，47(2)，263-291。 |
| 14. | 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。 |
| 15. | Zheng, Lu(1999)。Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability。Journal of Finance，54(3)，901-933。 |
| 16. | Penman, Stephen H.(1982)。Insider Trading and the Dissemination of Firms' Forecast Information。Journal of Business，55(4)，479-503。 |
| 17. | Fu, Y. F.、Liu, H. C.(2010)。The Momentum Effect of the Stock Funds and the Rapid Trading Behavior of Fund Investors in Taiwan。Management Sciences Research，6(2)，49-63。 |
| 18. | Lin, J. R.、Hsu, C. S.(2010)。Persistence of Taiwan Mutual Fund Performance: The Comparison of Multiple Performance Measures。Journal of Management & Systems，17(1)，27-47。 |
| 19. | Green, J.、Hodges, C.(2002)。The Dilution Impact of Daily Fund Flows on Open-End Mutual Funds。Journal of Financial Economics，65(1)，131-158。 |
| 20. | Siganos, A.、Chelley-Steeley, P.(2006)。Momentum profits following bull and bear markets。Journal of Asset Management，6(5)，381-388。 |
| 21. | Sirri, E. R.、Tufano, P.(1998)。Costly Search and Mutual Fund Flows。Journal of Finance，53(5)，1589-1622。 |
| 22. | Keswani, Aneel、Stolin, David(2008)。Which money is smart? Mutual fund buys and sells of individual and institutional investors。Journal of Finance，63(1)，85-118。 |
| 23. | Elton, E. J.、Gruber, M. J.、Rentzler, J.(1990)。The performance of publicly offered commodity funds。Financial Analysts Journal，46(4)，23-30。 |
| 24. | Hong, Harrison、Lim, Terence、Stein, Jeremy C.(2000)。Bad news travels slowly: size, analyst coverage, and the profitability of momentum strategies。Journal of Finance，55(1)，265-295。 |
| 25. | Charest, G.(1978)。Dividend Information, Stock Returns and Market Efficiency-II。Journal of Financial Economics，6(2/3)，297-330。 |
| 26. | Shefrin, Hersh、Statman, Meir(1985)。The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence。The Journal of Finance，40(3)，777-790。 |
| 27. | Olsen, Robert A.(1998)。Behavioral Finance and its Implications for Stock-Price Volatility。Financial Analysts Journal，54(2)，10-18。 |
| 28. | Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance，52(1)，57-82。 |
| 29. | Fabozzi, Frank J.、Francis, Jack C.(1979)。Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination。Journal of Finance，34(5)，1243-1250。 |
| 30. | Brown, Stephen J.、Goetzmann, William N.(1995)。Performance Persistence。Journal of Finance，50(2)，679-698。 |
| 31. | Merton, Robert C.(1987)。A simple model of capital market equilibrium with incomplete information。The Journal of Finance，42(3)，483-510。 |
| 32. | Fama, Eugene F.、MacBeth, James D.(1973)。Risk, Return, and Equilibrium: Empirical Tests。Journal of Political Economy，81(3)，607-636。 |
| 33. | Barber, Brad M.、Odean, Terrance(2008)。All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors。Review of Financial Studies，21(2)，785-818。 |
| 34. | Odean, Terrance(1999)。Do Investors Trade too Much?。American Economic Review，89(5)，1279-1298。 |
| 35. | Kempf, Alexander、Stefan Ruenzi.(2006)。Status Quo Bias and the Number of Alternatives: An Empirical Illustration from the Mutual Fund Industry。Journal of Behavioral Finance，7(4)，204-213。 |
| 36. | Detzler, M. L.(2002)。The Value of Mutual Fund Rankings to the Individual Investor。Journal of Business & Economic Studies，8(2)，48-72。 |
| 37. | 高蘭芬、陳安琳、湯惠雯(20050900)。共同基金績效之衡量--模擬分析法之應用。中山管理評論，13(3)，667-694。 延伸查詢 |
| 38. | Laakkonen, H.、Lanne, M.(2010)。Asymmetric News Effects on Exchange Rate Volatility: Good vs. Bad News in Good vs. Bad Times。Studies in Nonlinear Dynamics & Econometrics，14(1)，1-36。 |
| 39. | Lee, J. S.、Shen, C. H.、Yen, P. H.(2010)。Fund Investors’ Disposition Effect vis-à-vis Herding Redemption and Non-Herding Redemption Using Quantile Regression Least Square Dummy Variable Estimator。Journal of Management & Systems，17(1)，1-26。 |
| 40. | Shrider, D. G.(2009)。Running from a Bear: How Poor Stock Market Performance Affects the Determinants of Mutual Fund Flows。Journal of Business Finance & Accounting，36(7/8)，987-1006。 |