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中文文獻：
1. 余招賢，1997，台灣股票市場風險、規模、淨值市價比、成交量週轉率與報酬之關係，國立交通大學管理科學研究所
2. 張尊悌，1996，貝它、公司規模及淨值市價比三因子評價模型之研究：以台灣股市為例，國立清華大學經濟研究所
3. 林天中，1998，台灣股票市場三因子：系統風險、公司規模及淨值市價比實證研究，國立清華大學經濟研究所
4. 郭樂平、俞秀美，1998，以巴菲特理論評比『中國概念股』的選股迷思，會計研究月刊，第154期，頁 135-140
5. 杜幸樺，1999，影響台灣股票報酬之共同因素與企業特性之研究－Fama-French三因子模式、動能策略與交易量因素，國立中山大學企業管理研究所
6. 陳榮昌，2002，台灣股票報酬之結構分析，國立中山大學財務管理研究所
7. 范龍振、余世典，2002，中國股票市場的三因子模型，上海復旦大學管理學院
8. 陳怡君，2003，中國概念股股價指數與其他指數關聯性之研究，國立成功大學國際企業研究所
9. 鄭燕茹，2004，盈餘、股利與股票預期報酬之橫斷面分析，國立中央大學企業管理研究所
10. 廖士仁，2005，資本資產定價模型與三因子模型之分析與比較，國立政治大學統計研究所
11. 林昭芃，2007，股市之價值溢酬及多因子模型之探討─以台灣股票市場為例，國立中央大學產業經濟研究所 |
