1Jegadeesh, N. and Titman, S, Profitability of momentum strategies : An evaluation of alternative explanations. Journal of Finance, 2001a, Vol. 56 : 699 - 720
2Lee, Charles and B. Swaminathan, Price momentum and trading volume. Journal of Finance, 2000,Vol. 55 : 2017-2070
3DeLong, J. B. , Andrei Shleifer, Lawrence H. Summers, and Robert J. Waldmann, Positive feedback investment strategies and destabilizing rational speculation. Journal of Finance, 1990b, Vol. 45 : 379 - 395
4Kaminsky, Lyons and Schmukler, Managers, investors, and crises: mutual fund strategies in emerging markets. Journal of International Economics, 2004, Vol. 64, 113 ~ 134
5Yang, The information spillover between stock returns and institutional investors'trading behavior in Taiwan. International Review of Financial Analysis, 2002,11 : 533 - 547
6Grinblatt, M. , Sheridan Titman, and R. Wermers, Momentum investment strategies, portfolio performance, and herding: A study of mutual fund behavior. American Economic Review, 1995 ,Vol. 85 : 1088 - 1105
7Wermers, Mutual fund herding and the impact on stock prices. Journal of Finance, 1999,2: 581-622
8Nofsinger and Richard W. Sias, Herding and feedback trading by institutional and individual investors. Journal of Finance, 1999,6 : 2263 - 2295
9Badrinath and Wahal, Momentum Trading by Institutions. JOurnal of Finance, 2002,6 : 2449 - 2478
10Jegadeesh, N. and Sheridan Titman, Returns to buying winners and selling losers: Implications for stock market efficiency. Journal of Finance, 1993, VoL 46 : 65 - 91