一、中文部分
朱富春,股票本益比理論及其應用,台灣經濟金融月刊第十一卷第一期,民國64年。
劉維琪、李佳玲,運用隨機優勢模式再探討台灣股市本益比效應,會計評論第27期第1-24頁,民國82年。胡玉雪,本益比、淨值市價比及公司規模對股票報酬之影響─相似無關迴歸法之運用,台灣大學商學研究所未出版之碩士論文,民國83年。廖東亮,以隨機優勢理論測試價銷比策略之研究,台灣科技大學管理技術研究所未出版之碩士論文,民國83年。陳志和,價值導向投資策略在台灣股市之實證研究,政治大學財務管理研究所未出版之碩士論文,民國86年。
施純玉,淨值市價比效果之探討,台灣大學財務金融研究所未出版之碩士論文,民國86年。黃淑娟,傳統的與強化的價值導向投資策略在台灣股票市場之實證研究,政治大學財務管理研究所未出版之碩士論文,民國87年。鄭育杰,台灣股市規模效應實證研究,台北大學企業管理研究所未出版之碩士論文,民國89年。林聖哲,產業市價淨值比在台灣股票市場投資績效之研究,政治大學財務管理研究所未出版之碩士論文,民國90年。廖淑惠,本益比與成長機會策略組合之投資報酬報告,國防管理學院國防財務資源研究所未出版之碩士論文,民國91年。劉秉龍,成長型與價值型投資策略之實證分析,靜宜大學企業管理研究所未出版之碩士論文,民國91年。趙志遠,台灣股市之效率檢定及多因素模型之探討─長期追蹤資料之計量分析,中央大學產業經濟研究所未出版之碩士論文,民國92年。王智鈴,台灣股市規模效應之再驗證,逢甲大學會計與財稅研究所未出版之碩士論文,民國93年。陳巧玲,價值型投資風格於台灣股票市場之研究,政治大學財務管理研究所未出版之碩士論文,民國93年。二、英文部分
Parvez Ahmed and Sudhir Nanda, “Style Investing: Incorporating Growth Characteristics in Value Stocks.” Journal of Portfolio Management, Spring 2001, Vol. 27, pp.47-59
Bala Arshanapalli, T. Daniel Coggin, and John Doukas, “Multifactor Asset Pricing Analysis of International Value Investment Strategies.” Journal of Portfolio Management, Summer 1998, Vol. 24, pp.10-23
William C. Barbee, Jr. Sandip Mukherji, and Gary A. Raines, “Do Sales-Price and Debt-Equity Explain Stock Returns Better than Book-Market and Firm Size?” Financial Analysts Journal, Mar/Apr 1996, Vol. 52, pp.56-60
W. Scott Bauman and Robert E. Miller, “Investor Expectations and the Performance of Value Stocks versus Growth Stocks.” Journal of Portfolio Management, Spring 1997, Vol. 23, pp.57-68
Francois Bourguignon and Marielle de Jong, “Value versus Growth.” The Journal of Portfolio Management, Summer 2003, Vol. 23, pp.71-79
Carlo Capaul, Ian Rowley, and William F. Sharpe, “International Value and Growth Stock Returns.” Financial Analysts Journal, Jan/Feb 1993, Vol. 49, pp.27-36
Louis K. C. Chan, Yasushi Hamao, and Josef Lakonishok, “Fundamentals and Stock Returns in Japan.” The Journal of Finance, Dec 1991, Vol. 46, pp.1739-1764
Louis K. C. Chan and Josef Lakonishok, “Value and Growth Investing: Review and Update.” Financial Analysts Journal, Jan/Feb 2004, Vol. 60, pp.71-86
Werner F. M. De Bondt and Richard H. Thaler, “ Further Evidence On Investor Overreaction and Stock Market Seasonality.” The Journal of Finance, Jul 1987, Vol. 42, pp.557-581
Elroy Dimson, Stefan Nagel, and Garrett Quigley, “Capturing the Value Premium in the United Kingdom.” Financial Analysts Journal, Nov/Dec 2003, Vol.59, pp.35-45
David N. Dreman and Eric A. Lufkin, “Do Contrarian Strategies Work Within Industries?” Journal of Investing, Fall 1997, Vol. 6, pp.7-29
Eugene F. Fama and Kenneth R. French, “The Cross-Section of Expected Stock Returns.” The Journal of Finance, Jun 1992, Vol. 47, pp.427-465
Eugene F. Fama and Kenneth R. French, “Size and Book-to-Market Factors in Earnings and Returns.” The Journal of Finance, Mar 1995, Vol. 50, pp.131-156
Eugene F. Fama and Kenneth R. French, “Value versus Growth: The International Evidence.” The Journal of Finance, Dec 1998, Vol. 53, pp.1975-1999
Gerald R. Jensen, Robert R. Johnson, and Jeffrey M. Mercer, “New Evidence on Size and Price-to-Book Effects in Stock Returns.” Financial Analysts Journal, Nov/Dec 1997, Vol. 53, pp.34-42
Josef Lakonishok, Andrei Shleifer, and Robert W. Vishny, “Contrarian Investment, Extrapolation, and Risk.” The Journal of Finance, Dec 1994, Vol. 49, pp.1541-1578
George Leledakis and Ian Davidson, “Are Two Factors Enough? The U.K. Evidence.” Financial Analysts Journal, Nov/Dec 2001, Vol.57, pp.96-105
James P. O’Shaughnessy, “What Works on Wall Street: A Guide to the Best- Performing Investment Strategies of All Time.” McGraw-Hill: New York, 1996
Donald J. Peters, “Valuing a Growth Stock.” The Journal of Portfolio Management, Spring 1991, Vol. 17, pp.49-51
K. Geert Rouwenhorst, “International Momentum Strategies.” The Journal of Finance, Feb 1998, Vol. 53, pp.267-384
Fenghua Wang and Yexiao Xu, “What Determines Chinese Stock Returns?” Financial Analysts Journal, Nov/Dec 2004, Vol. 60, pp.65-77