3Barberis, N. , Shleifer, A. , 2003, Style investing[J].Journal of Financial Economics 68,PP161--199. 被引量：1
4Chan, L. K. C. ,Chen, H. -L. , Lakonishok, J. , 2002, On mutual fund investment styles[J], Review of Financial Studies 15,PP1407--1437. 被引量：1
5Chen, H. , De Bondt, W. F. M. , 2004, Style Momentum Within the S&P 500 index[J], Journal of Empirical Finance, 11, PP483 -- 507. 被引量：1
6Cooper, M.J. , Gulen, H. , Rau, P. R. , 2003, Changing Names With Style: Mutual Fund Name Changes and Their Effects on Fund Flows[J], Working Paper, Purdue University. 被引量：1
7Fama, E. , French, K. , 1993, Common Risk Factors in the Returns on Stocks and Bonds[J], Journal of Financial Economics, 33, PP3-- 56. 被引量：1
8Jegadeesh, N. and Titman, 1995b, Overreaction, Delayed Reaction and Contrarian Profits[J],Review of Financial Studies, 8, PP973--993. 被引量：1
9Jegadeesh, N. , and Titman, 2001a, Profitability of Momentum Strategies: An Evaluation of Alternative Explanations[J], Journal of Finance,SG, PPG99-- 720. 被引量：1
10Lewellen, J. , 2002, Momentum and Autocorrelation in Stock Returns[J], Review of Financial Studies, 15, PP533-- 563. 被引量：1
二级参考文献21
1Shleifer A,Vishvy R W. The limit of arbitrage[J].Journal of Finance, 1997,1:38-55. 被引量：1
2Barberis, Nicholas, Shleifer A, Vishny R[J]. A model of investor sentiment [J]. Journal of Financial Economics, 1998,49 : 307- 343. 被引量：1
3Conrad,Jennifer,Kaul G. Long-term market overreaction or biases in computed returns? [J]. Journal of Finance, 1993, 48:39- 63. 被引量：1
4Conrad, Hameed, Niden. Volume and autocovariances in short-horizon individual securities returns [J].Journal of Finance, 1994,49 :1305 - 1329. 被引量：1
5Daniel, Kent D, Hirshleifer D, Subrahmanyam A.Investor psychology and security market under- and overreactions[J]. Journal of Finance, 1998, 53: 1839-1885. 被引量：1
6DeBondt,Werner F M, Thaler R H. Does the stock market overreact? [J]. Journal of Finance, 1985,40:793-808. 被引量：1
7DeBondt,Wemer F M,Thaler R H. Further evidence on investor overreaction and stock market seasonality[J]. Journal of Finance,1987, 42 : 557- 581. 被引量：1
8Daniel K,Hirshleifer D,Subrahmanyam A. Overconfidence, arbitrage and equilibrium asset pricing [J].Journal of Finance June, 2001,921- 965. 被引量：1
9Darren D,et al . Short-term contrarian investing-is it profitable? -Yes and No? [J]. Journal of Multinational Financial Management, 2003,13 : 385-404. 被引量：1
10Hong, Harrison, Stein J C. A unified theory of underreaction,momentum trading and overreaction in asset markets[J]. Journal of Finance, 1999, 54:2143-2184. 被引量：1
