Reference: | 1. 王元章、王耀賢,「從競賽觀點探討基金經理人風險調整行為」,中國財務學刊,Vol. 6, No. 3, Jan. 1999, pp.25-62。 2. 吳政樂,「證券自營商之從眾行為與投資策略分析」,國立中央大學財務管理研究所未出版碩士論文,民國八十八年。 3. 范揚州,「共同基金擇股偏好與從眾行為之研究」,國立中央大學財務管理研究所未出版碩士論文,民國八十八年。 4. 柯靜君,「機構投資人從眾行為之研究—以國內共同基金為例」,國立成功大學企業管理研究所未出版碩士論文,民國八十七年。 5. 林意真,「共同基金流量與股票市場關係之研究」,高雄第一科技大學金融營運系碩士班未出版碩士論文,民國八十七年。 6. 翁英傑,「自營商及外資之投資行為研究」,輔仁大學金融研究所未出版碩士論文,民國八十五年。 7. 陳隆麒、王健安,「共同基金經理人風險調整行為之研究」,中國財務學會1999年年會暨第八屆財務金融學術論文研討會論文。 8. 羅峻松,「共同基金群集行為之研究」,國立台灣工業技術學院管理技術研究所未出版碩士論文,民國八十五年。 9. 謝佳君,「國內開放型股票共同基金投資人之行為研究」,國立臺灣大學財務金融學研究所未出版碩士論文,民國八十七年。 10. Del Guercio, Diane, 1996, The distorting effect of the prudent-man laws on institutional equity investments, Journal of Financial Economics 40, 31-62. 11. De Long, J. Bradford, Andrei Shleifer, Lawrence H. Summers, and Robert J. Waldmann, 1990, Noise trader risk in financial markets, Journal of Political Economy 98, 703-738. 12. Falkenstein, Eric G., 1996, Preferences for stock characteristics as revealed by mutual fund portfolio holdings, Journal of Finance 51, 111-135. 13. Grinblatt, Mark, Sheridan Titman, and Russ Wermers, 1995, Momentum investment strategies, portfolio performance, and herding: A study of mutual fund behavior, American Economic Review 85, 1088-1105. 14. Lakonishok, Josef, Andrei Shleifer, Richard H. Thaler, and Robert W. Vishny, 1991, Window dressing by pension fund manager, American Economic Review Papers and Proceedings 81, 227-231. 15. Lakonishok, Josef, Andrei Shlerfer, and Robert W. Vishny, 1992, The impact of institutional trading on stock prices, Journal of Financial Economics 32, 23-43. 16. Neal, Robert and Simon M. Wheatley, 1998, Do measures of investors sentiment predict returns?, Journal of Financial and Quantitative Analysis, 33, 523-548. 17. Nofsinger, John R. and Richard W. Sias, 1999, “Herding and Feedback Trading by Institutional and Individual Investors”, Journal of Finance, Vol. 54, 2263-2296. 18. Odean, Terrance, 1998, Are investors reluctant to realize their loses?, Journal of Finance 53, 1775-1798. 19. Patel, Jayendu, Richard Zeckhauser, and Darryll Hendricks, 1991, The rationality struggle: Illustrations from financial markets, American Economic Review 81, 232-236. 20. Scharfstein, David S. and Jeremy C. Stein, 1990, Herd behavior and investment, American Ecnomic Review 80, 465-479. 21. Shefrin, Hersh and Meir Statman, 1985, The disposition to sell winners too early and ride losers too long : Theory and evidence, Journal of Finance 40, 777-792. 22. Sias, Richard W., 1997, Price pressure and the role of institutional investors in closed-end funds, Journal of Financial Research 20. 23. Sirri, Erik R. and Peter Tufano, 1998, Costly search and mutual fund flows, Journal of Finance 53, 1589-1622. 24. Wermers, Russ 1999, “Mutual Fund Herding and the Impact on Stock Prices”, Journal of Finance, Vol. 54, No. 2. 581-623. 25. Graham, John R. 1999, “Herding Among Investment Newsletters: Theory and Evidence”, Journal of Finance, Vol. 54, 237-269. |