| 參考文獻 | 一、英文部分：
[1] Alexander Kempf, Stefan Ruenzi, 2004, Family Matters: The Performance Flow Relationship in the Mutual Fund Industry, University of Cologne.
[2] Anthony W. Lynch and David K. Musto, 2003, How Investors Interpret Past Fund Returns, Journal of Finance, vol LVIII, NO. 5 October.
[3] Bris, Arturo, Gulen, Huseyin, Kadiyala, Padmaja and Rau, P. Raghavendra, "Closing Time? Mutual Fund Closures and the Scalability of Fund Performance" . AFA 2006 Boston Meetings Paper.
[4] Chevalier, J., Ellison, G., 1997. Risk taking by mutual funds as a response to incentives. Journal of Political Economy 105, 1167 – 1200.
[5] diBartolomeo, Dan and Witkowski, Erik, 1997, Mutual fund misclassification：Evidence based on style analysis, Financial Analysts Journal, vol. 53, no 5(September/October), 32-43.
[6] Frank J. Fabozzi, Jack C. Francis, 1977,Stability Tests For Alphas And Betas Over Bull and Bear Market Conditions, Journal of Finance, NO. 4, 1093-1099.
[7] Frank J. Fabozzi, Jack C. Francis, 1979, Mutual Fund Systematic Risk for Bull and Bear Markets：An Empirical Examination, Journal of Finance, NO. 5, 1243-1250.
[8] Fama, Eugene F., and Kenneth R. French, 1992, “The Cross Section of Expected Stock Return,” Journal of Finance, 47, 427-465.
[9] Fama, Eugene F., and Kenneth R. French, 1993, Common risk factors in the return on bonds and stocks, Journal of Financial Economics 33, 3–53.
[10] Guedj, Ilan, and Papastakaikoudi, 2004, Can mutual funds families affect the performance of their funds?, mimeo, MIT.
[11] Indro, Daniel C; Jiang, Christine X; Hu, Michael Y; Lee, Wayne Y, “Mutual fund performance: Does fund size matter?”, Financial Analysts Journal, V.55, May/June 1999, pp.74-87.
[12] Jon A. Christopherson, 1995, Equity Style Classifications, Journal of Portfolio Management 21, Spring, 32-43.
[13] John C. Bogle, 1998, The Implications of Style Analysis for Mutual Fund Performance Evaluation, Journal of Portfolio Management, Summer, 34-42.
[14] Joseph Chen, Harrison Hong, Ming Huang, Jeffery D. Kubik, “Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization” 2003, Unpublished working paper, University of Southern California.
[15] Keith C, Brown, W. V. Harlow, and Laura T. Starks, 1996, Of Tournaments and Temptations：An Analysis of Managerial Incentives in the Mutual Fund Industry, Journal of Finance, vol LI, NO. 1
[16] Moon Kim, Ravi Shukla, Michael Tomas, 2000, “Mutual Fund Objective Misclassification,” Journal of Economics and Business 52, 309-323.
[17] Nanda, Vikram, Wang, Jay and Lu Zheng, 2003, Family values and the star phenomenon, Working Paper, University of Michigan.
[18] Pedro Matos, 2004, Favoritism in Mutual Fund Families? Evidence on Strategic Cross-Fund Subsidization, Journal of Finance.
[19] Pei-Gi Shu, Yin-Hua Yeh, Takeshi Yamada, 2002, The behavior of Taiwan mutual fund investors---performance and fund flows, Pacific-Basin Finance Journal, 583-600.
[20] Pei-Gi Shu, Shean-Bii Chiu, Hsuan-Chi Chen, Yin-Hua Yen, 2004, Does Trading Improve Individual Investor Performance?, Review of Quantitative Finance and Accounting, 22: 199-217.
[21] Stephen J. Brown, William N. Goetzmann, 1997, Mutual fund style, Journal of Financial Economics 43, 373-399.
[22] Sirri、Erick and Peter Tufano, 1998, Costly search and mutual fund flows, Journal of Finance 53, 1589-1622.
[23] Trzcinka, Charles A., 1995, Equity Style Classifications: Comment, Journal of Portfolio Management 21, Spring, 44-46.
[24] William F. Sharpe, 1992, Asset allocation：Management style and performance measurement, “Journal of Portfolio Management, winter 1992, pp.7-19.
二、中文部分：
[1] 許培基、陳軒基與杜明哲, “共同基金持股之績效解構與資訊內涵”，Review of Securities and Futures Markets，15:3，1-26, 2003。
[2] 邱顯比、林清珮，共同基金分類與基金績效持續性之研究，
Journal of Financial Studies Vol. 7 No.2 August 1999(63-88)
[3] 黃軍儒，「台灣股票型共同基金分類型態與風格分析」，國立台灣大學財務金
融研究所碩士論文，民國九十年六月。
[4] 謝劍平，固定收益證?/投資與創新Fixed Income Securities：Investment And Innovation，民國88年。
[5] 李建興、彭琪祿、施仁貴，以限制追蹤誤差方式建構增長型指數基金：以台灣50指數為例，金融風險管理季刊，第一卷，第三期，1-26，民國94。
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