| Reference: | 一、 中文部分
丁國玄，民85，台灣股市的隨機漫步假說與平均反轉現象，清大經研所未出版碩士論文。
李惇鳴，民88，上市公司股票報酬與盈餘持續性效果之研究，政大企研所未出版碩士論文。
林倩郁，民88，台灣股市過度反應之再驗證，逢甲大學企研所未出版碩士論文。
林季甫，民88，價值特徵在台灣股票市場之實証研究，政大財管所未出版碩士論文。
曹昌凱，民83，臺灣股市買空殺多策略之報酬，台大商研所未出版碩士論文。
陳茂盛，民87，過度反應現象再探討-風險變化 規模效果 帳面市值比調整與過度反應之關係，中正財金所未出版碩士論文。
許勝吉，民88，台灣股市追漲殺跌策略與反向策略之實證分析比較，輔大管研所未出版碩士論文。
詹家昌，民80，臺灣股市過度反應之實證研究，東海企研所未出版碩士論文。
蔡劼麟，民88，台灣股票市場價格動量與周轉率之週期循環研究，銘傳金融研究所未出版碩士論文。
謝政能，民80，台灣股票市場過度反應之研究，中山企研所未出版碩士論文。
謝朝顯，民83，追漲殺跌投資組合策略之實證研究－台灣股市效率性之再檢定，台大財金所未出版碩士論文。
謝鑫祥，民84，過度反應、公司規模與公司風險之實證研究：以臺灣證券市場為例，政大會研所未出版碩士論文。
二、英文部分
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