期刊論文| 1. | Ammann, Manuel、Oesch, David、Schmid, Markus M.(2011)。Corporate governance and firm value: International evidence。Journal of Empirical Finance，18(1)，36-55。   |
| 2. | Barberis, Nicholas、Huang, Ming(2008)。Stocks as Lotteries: The Implications of Probability Weighting for Security Prices。American Economic Review，98(5)，2066-2100。 |
| 3. | Luo, Xueming、Bhattacharya, Chitra B.(2009)。The Debate over Doing Good: Corporate Social Performance, Strategic Marketing Levers, and Firm-Idiosyncratic Risk。Journal of Marketing，73(6)，198-213。 |
| 4. | Bebchuk, L. A.、Cohen, A.、Wang, C. C. Y.(2013)。Learning and the disappearing association between governance and returns。Journal of Financial Economics，108(2)，323-348。 |
| 5. | Bruno, V.、Claessens, S.(2010)。Corporate governance and regulation: Can there be too much of a good thing?。Journal of Financial Intermediation，19(4)，461-482。 |
| 6. | Mitton, Todd、Vorkink, Keith(2007)。Equilibrium Underdiversification And The Preference For Skewness。The Review of Financial Studies，20(4)，1255-1288。 |
| 7. | Fink, J.、Fink, K. E.、Grullon, G.、Weston, J. P.(2010)。What Drove the Increase in Idiosyncratic Volatility during the Internet Boom?。Journal of Financial and Quantitative Analysis，45(5)，1253-1278。 |
| 8. | Fama, E. F.、French, K. R.(1993)。Common Risk Factors in the Return on Stocks and Bonds。Journal of Financial Economics，33(1)，3-56。 |
| 9. | Jin, Li、Myers, Stewart C.(2006)。R2 around the World: New Theory and New Tests。Journal of Financial Economics，79(2)，257-292。 |
| 10. | Irvine, Paul J.、Pontiff, Jeffrey(2009)。Idiosyncratic return volatility, cash flows, and product market competition。The Review of Financial Studies，22(3)，1149-1177。 |
| 11. | Chen, Carl R.、Steiner, Thomas L.、Whyte, Ann Marie(1998)。Risk-Taking Behavior and Management Ownership in Depository Institutions。The Journal of Financial Research，21(1)，1-16。 |
| 12. | Chung, K. H.、Elder, J.、Kim, J. C.(2010)。Corporate governance and liquidity。Journal of Financial and Quantitative Analysis，45(2)，265-291。 |
| 13. | Lin, Yu-En、Fang, Whei-May、Chih, Hsiang-Hsuan(2014)。Throwing Good Money After Bad? The Impact of the Escalation of Commitment of Mutual Fund Managers on Fund Performance。Journal of Behavioral Finance，15(1)，1-15。 |
| 14. | Bennett, J. A.、Sias, R. W.、Starks, L. T.(2003)。Greener Pastures and the Impact of Dynamic Institutional Preferences。Review of Financial Studies，16(4)，1203-1238。 |
| 15. | Core, John E.、Guay, Wayne R.、Rusticus, Tjomme O.(2006)。Does weak governance cause weak stock returns? An examination of firm operating performance and investors' expectations。The Journal of Finance，61(2)，655-687。 |
| 16. | Rubin, Amir、Smith, Daniel R.(2009)。Institutional ownership, volatility, and dividends。Journal of Banking and Finance，33(4)，627-639。 |
| 17. | Van Dijk, Mathijs A.(2011)。Is size dead? A review of the size effect in equity returns。Journal of Banking and Finance，35(12)，3263-3274。 |
| 18. | Xu, Y.、Malkiel, Burton G.(2003)。Investigating the Behavior of Idiosyncratic Volatility。Journal of Business，76(4)，613-645。 |
| 19. | Shleifer, A.、Vishny, R.(1997)。The Limits of Arbitrage。Journal of Finance，52(1)，35-55。 |
| 20. | Ali, Ashiq、Hwang, Lee-Seok、Trombley, Mark A.(2003)。Arbitrage Risk and the Book-to-Market Anomaly。Journal of Financial Economics，69(2)，355-373。 |
| 21. | Brown, G.、Kapadia, N.(2007)。Firm Specific Risk and Equity Market Development。Journal of Financial Economics，84(2)，358-388。 |
| 22. | Wei, Steven X.、Zhang, Chu(2006)。Why did individual stocks become more volatile?。Journal of Business，79(1)，259-292。 |
| 23. | Aggarwal, R.、Rao, R. P.(1990)。Institutional ownership and distribution of equity returns。The Financial Review，25(2)，211-229。 |
| 24. | Bali, Turan G.、Cakici, Nusret(2008)。Idiosyncratic volatility and the cross section of expected returns?。Journal of Financial and Quantitative Analysis，43(1)，29-58。 |
| 25. | Fu, Fangjian(2009)。Idiosyncratic risk and the cross-section of expected stock returns。Journal of Financial Economics，91(1)，24-37。 |
| 26. | Ang, A.、Hodrick, R.、Xing, Y.、Zhang, X.(2008)。High idiosyncratic volatility and low returns: International and further U.S. evidence。Journal of Financial Economics，91(1)，1-23。 |
| 27. | Bandarchuk, P.、Hilscher, J.(2013)。Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics。Review of Finance，17(2)，809-845。 |
| 28. | Boyer, B.、Todd, M.、Vorkink, K.(2009)。Expected Idiosyncratic Skewness。Review of Financial Studies，23(1)，169-202。 |
| 29. | Chicheraea, D. C.、Petkevich, A.、Zykaj, B. B.(2015)。Idiosyncratic Volatility, Institutional Ownership, and Investment Horizon。European Financial Management，21(4)，613-645。 |
| 30. | Cunat, V.、Gine, M.、Guadalupe, M.(2012)。The vote is cast: The effect of corporate governance on shareholder value。Journal of Finance，67(5)，1943-1977。 |
| 31. | Cunat, V.、Gine, M.、Guadalupe, M.(2016)。Say pays! Shareholder voice and firm performance。Review of Finance，20(5)，1799-1834。 |
| 32. | Gu, L.、Hackbarth, D.(2013)。Governance and equity prices: Does transparency matter?。Review of Finance，17(6)，1989-2033。 |
| 33. | Hon, K.、Loh, R. K.(2016)。Have we solved the idiosyncratic volatility puzzle?。Journal of Financial Economics，121(1)，167-194。 |
| 34. | Huang, Wei、Liu, Qianqiu、Rhee, S. Ghon、Zhang, Liang(2010)。Return Reversals, Idiosyncratic Risk and Expected Return。Review of Financial Studies，23(1)，147-168。 |
| 35. | Hur, J.、Singh, V.(2016)。Reexamining Momentum Profits: Undereaction or Overreaction to Firm-Specific Information?。Review of Quantitative Finance and Accounting，46(2)，261-289。 |
| 36. | Lee, C.、Chung, K.、Yang, S.(2015)。Corporate Governance and the Informational Efficiency of Prices。Financial Management，40(1)，1-22。 |
| 37. | Michaely, Roni、Rubin, Amir、Vedrashko, Alexander(2014)。Corporate Governance and the Timing of Earnings Announcements。Review of Finance，18(6)，2003-2044。 |
| 38. | Rajgopal, S.、Venkatachalam, M.(2008)。Financial reporting quality and idiosyncratic return volatility over the last four decades。Ssrn Electronic Journal，51(S1/S2)，1-20。 |
| 39. | Bebchuk, Lucian A.、Cohen, Alman、Ferrell, Allen(2009)。What Matters in Corporate Governance?。The Review of Financial Studies，22(2)，783-827。 |
| 40. | Chhaochharia, Vidhi、Grinstein, Yaniv(2007)。Corporate Governance and Firm Value: The Impact of the 2002 Governance Rules。Journal of Finance，62(4)，1789-1825。 |
| 41. | Chung, K. H.、Zhang, H.(2011)。Corporate Governance and Institutional Ownership。Journal of Financial and Quantitative Analysis，46(1)，247-273。 |
| 42. | Sobel, Michael E.(1982)。Asymptotic confidence intervals for indirect effects in structural equation models。Sociological methodology，13(1)，290-312。 |
| 43. | Gompers, Paul A.、Ishii, Joy L.、Metrick, Andrew(2003)。Corporate Governance and Equity Prices。The Quarterly Journal of Economics，118(1)，107-156。 |
| 44. | Merton, Robert C.(1987)。A simple model of capital market equilibrium with incomplete information。The Journal of Finance，42(3)，483-510。 |
| 45. | Ang, Andrew、Hodrick, Robert J.、Xing, Yuhang、Zhang, Xiaoyan(2006)。The Cross-section of Volatility and Expected Returns。The Journal of Finance，61(1)，259-299。 |
| 46. | Cremers, M.、Nair, V.(2005)。Governance mechanisms and equity prices。The Journal of Finance，60(6)，2859-2894。 |
| 47. | Jensen, Michael C.、Meckling, William H.(1976)。Theory of the firm: Managerial behavior, agency costs and ownership structure。Journal of Financial Economics，3(4)，305-360。 |