1Randner R. Monitoring Cooperative Agreement in a Repeated Principal -- Agent Relationship[J]. Econometrica.1981, 49 (3) : 1127--1148.
2Fama E.Agency Problems and the Theory of the Firm[J].Journal of Political Economy:1 980,88(1):288—307.
3Paul Gompers and Josh Lerner. An analysis of compensation in the U.S. venture capital partnership[J]. Journal of Financial Economics 1999, 51 (1): 3--44.
4Jorion. P. Risk:Measuring the Risk in Value at Risk [J] .Financial Analysts Journal,1996, (6) : 47-55.
5Tomas J.Linsmeier. Neil D.Pearson.Value at Risk [J] . Financial Analysis Journal,March/April,2000.
6Behratti A.Morana C.Computing value at risk with high frequency data [J] . Journal of Financial and Quantitative Analysis.1993.28 (1): 41-64.
7Engle R F. Lilien. Robins R P. Estimating time varying risk premia in the term structure:The ARCH-M model [J] .Econometriea. 1987.55:391-407.
8Zakoian J M.Threshold heteroskedastic models [J] . Journal of Economic Dynamics and Control.1994.18:931-955.
4ANDREA FRAZZINI, OWENA. LAJNONT. Dumb money: Mutual fund flows and the cross-section of stock returns[J]. Journal of Financial Economic. 2005.
5CHARLES CAO, ERIC C. CHANG, YING WANG. An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility [J]. Journal of banking & Finance. 2007.
6ELIM. REMOLONA, PAUL KLEIMAN, DEBBIE GRUENSTEIN. Market Returns and Mutual Fund Flows [ J]. FRBNY Economic Policy Review, July 1997.
7WARTHER, VINCENTA. fund flows and security returns [J]. New England Economic Reviews, Jan/Feb, 1998:4 - 22.
8GEOFFREY. C. FRIESEN AND TRAVIS R. A. SAPP. Mutual Fund Flows and Investor Returns: An Empirical Examination of Fund Investor Timing Ability[J]. Journal of Banking and Finance,2007.
9GUGLIELMO MARIA CAPORALE, NIKOLAOS PHILIPPAS AND NIKITAS PITTIS. Feedbacks between mutual fund flows and security returns: evidence from the Greek capitalmarket[J]. Applied Financial Economics, 2004(14) : 981 - 989.
10JONATHAN B. BERK RICHARD C. GREEN. Mutual Fund Flows and Performance in Rational Markets [ J ]. Journal of Political Economy,2004.
