【中文部分】 1.吳仲弘,台灣股市平面媒體資訊傳遞效果與動能策略利益之實證研究,銘傳大學國企所碩士論文,民國八十九年六月。2.巫漢彬,台灣股票式封閉型基金改型之政策與實例研究,中央大學財管所碩士論文,民國八十六年六月。3.李翊菱,台灣股票型基金投資者報酬能力之研究,政治大學財管所碩士論文,民國八十九年六月。4.辛穎琪,台灣股型基金之績效評估-持股比率分析法,政治大學財管所碩士論文,民國八十五年六月。5.周建忠,投資期間與反向投資策略績效評估,中央大學財務管理研究所碩士論文,民國八十九年六月。6.林正旺,共同基金的追漲殺跌策略與績效實證研究,台灣大學財金所碩士,民國八十七年六月。7.林淑惠,投資期間與共同基金績效評估,中央大學財管所碩士論文,民國八十七年六月。8.姚瑜忠,台灣共同基金之操作策略與績效評估,中正大學財金所碩士論文,民國八十六年六月。9.高妮瑋,機構投資人持股偏好與績效之研究,中正大學會研所碩士論文,民國八十九年六月。10.陳光華,台灣股市動能生命週期之再探討,銘傳大學金融所碩士論文,民國八十九年六月。11.陳茂盛,過度反應現象在探討-風險變化、規模效果、帳面價值比調整與過度反應之關係,中正大學財金所碩士論文,民國八十七年六月。12.陳鴻崑,動量週期與成交量之研究,淡江大學財金所碩士論文,民國八十九年六月。13.游奕琪,台灣股市產業與價格動能策略關連性之實證研究,政治大學財管所碩士論文,民國八十九年六月。14.黃科程,封閉型基金的投資策略-以基金折價、改型與配息為例,台灣大學國企所碩士論文,民國八十七年六月。15.楊朝成,台灣封閉型基金擇時能力之研究,中國財務學會論文集,民國八十三年。
16.劉盈攸,產業對股市投資策略之影響,中央大學財管所碩士論文,民國八十九年六月。17.劉憶如,證券市場。台北:華泰書局,民國八十八年。
18.蔡劼麟,台灣股票市場價格動量與週轉率之週期循環研究,銘傳大學金融所碩士論文,民國八十七年六月。19.蔡曉慧,共同基金持股偏好與績效,中正大學財金所碩士論文,民國八十八年六月。20.鄭桂娥,以持股比率評估共同基金之績效-台灣封閉型基金之實證研究,中山大學財管所碩士論文,民國八十四年六月。21.顏月珠,商用統計學。台北:三民書局,民國八十四年。
【英文部分】
1.Carhar, and Mark M., 1997 , On Persistence in Mutual Fund Performance, Journal of Finance , 52, 57-82.
2.Chan L., N. Jegadeesh and J. Lakonishok, 1996 , Momentum Strategies, Journal of Finance , 51(5), 1681-1711.
3.Copeland Thomas E., and David Mayers, 1982 , The Value Line Enigma(1965-1978):A Case Study of Performance Evaluation Issues , Journal of Financial Economics , 10, 289-321. 4.Cornell Bradford, 1979 , Asymmetric Information and Portfolio Performance Measurement , Journal of Finance Economics , December, 7, 381-390.
5.DeBondt, W. F. M., and R. H. Thaler , 1985 , Dose the Stock Market Overreact? , Journal of Finance , 40, 793-805.
6. Fama E. F., 1970 , Efficient Capital Markets: A Review of Theory and Empircial Work , Journal of Finance , May, 383-417. 7.Elton E. J., and M. J. Gruber, 1991 , Differential Infornation and Timing Ability , Journal of Banking and Finance,15, 117-131.
8.Gompers P. and A. Metric, 1998 , How are Large Institutions Different From Other Investors?Why do These Differences Matter? , NBER Working Paper.
9.Grinblatt Mark, and Sheridan Titman, 1993 , Returns to Buying Winners and Shelling Losers: Implications for Stock market Efficiency , Journal of Finance, March, 48(1), 65-91.
10.Grinblatt Mark, Sheridan Titman, and Wermers Russ,1995,Momentum Investment Strategies, Portfolio Perfoprmance,and Herding:A Study of Mutual Find Behavior , The American Economic Review , 85(5), 175-205.
11.Gruber,and Martin J.,1996 ,Another Puzzle:The Growth in Actively Managed Mutual Funds , Journal of Finance, 51, 783-810.
12.Harrison Hong, Terence Lim, and Jeremy C. Stein , 2000 , Bad News travels Slowly:Size, Analyst Coverage, and the Profitability of Momentum Strategies , Journal of Finance,5(1), February, 265-295.
13.Hendricks, Darryll, Jayendu Oatel, and Richard Zeckhauser , 1993 ,Hot Hands in Mutual Funds:Short-Run Persistence of Relative Performance,1974-1988, Journal of Finance, 48, 93-130.
14.Jegadeesh Narasimhan and sheridan Titman,1993,Evidence of Predictable Behavior of Security Returns , Journal of Finance, 45(3), July, 65-91.
15.Jegadeesh Narasimhan and sheridan Titman, 2001, Profitability of Momentum Strategies:An Evaluation of Alternative Explantions, Journal of Finance, 64(2), April,699-720.
16.Jensen Michael C. and George A. Benington, 1970 , Randon Walks and Technical Theories: Some Additional Evidence , Journal of Finance, 469-482.
17.Kalok Chan, Allaudeen Hameed, and Wilson Tong ,2000,Profitability of Momentum Strategies in the international Equity Markets , Journal of Financal and Quantitative Analysis , 35(2), June.
18.Kaminsky Graciela, Richard K. Lyons, and Segio Schmukler , 2000 , Managers, Investors, And Crises:Mutual Fund Strategies In Emerging Markets , NBER Working paper,7855, Auguest.
19.Keim D. and A. Madhavab , 1995 , Anatomy of The Trading Process, Empirical Evidence on The Behavior of Institutional Traders, Journal of financial Economics ,Vol.37, No.3, 371-398.
20. Lakonishok J., A. Shleifer, R. H. Thaler and R. W. Vishny,Window Dressing by Pension Fund Managers, 1991, American Economic Review, 81(2), May, 227-231.
21. Lakonishok J., A. Shleifer and R. W. Vishny, 1992, The Impact of Institutional Trading on Stock Prices, Journal of Financial Economic, 32(1), 23-43.
22.Lee, C. M. C. , and Swaminathan, B. , 1999 ,Price Momentum and Trading Volume,NBER Working paper, August 29.
23.Levy R. L. , 1967 ,Relative Strength as a Criterion for Investment Selection , Journal of Finance ,22(4), Decemeber, 595-610.
24.Lo Andrew W. and A. Craig MacKinlay, 1990 ,When Are Contrarian Profits Due to Stock market Overreaction? , The review of Financial Studies, 3(3), 175-205.
25.Sharp W. F., 1996 , Mutual Fund Performance , Journal of Business, 119-138.
26.Sirri, Erik, and Peter Tufano, 1998 ,Costly Search and Mutual Funds Flows, Jouranl of Finance, 53, 1589-1622.
27.Tobias J. Moskowitz and Mark Grinblatt ,1988,Do Industries Explain Momentum? , Journnal of Finance, 4(4), August, 1249-1290.
28.William N. Goetzmann and Massimo Massa,2000,Daily Momentum and Contrarian Behavior of Index Fund Investors , NBER Working Paper,7567, February.
29.Zheng, and Lu ,1998 , Is Money Smart? A Study of Mutual Fund Investors'' Fund Selection Ability , Journal of Fianace,54, 902-933.