Chang, Hung-Wei (1996), A Simulation Study of Mutual Funds Performance Indice’s Distinguishing Power, Unpublished Master Thesis, Department of Business Administration, Chung Yuan University.
Chao, Yuan-Po, Cheng, Shuenn-Ren, & Wu, Ing-Hong (2008), Using Logit Regression to Forecast the Equity Fund Returns of the BRICs, Journal of management science & Statistical Decision, 5(3), 21-31.
Chih, Yin-Wha (2001), A Study of Mutual Fund Performance under Business Cycle in Taiwan, Unpublished Master Thesis, Department of Finance, National Sun Yat-sen University.
Huang, Bao-Kui & Jiang, Cheng-Jun (1993), “A study of Taiwanese mutual funds”,
Lee, Shin-Rong(2010), Crisis Prediction Models of Single National Equity Funds in Taiwan and Japan, Unpublished Master Thesis, Department of International Business Management, Dayeh University.
Li, Chun-Yin (2003), The study of affecting factors of the performance of equity Fund, Unpublished Master Thesis, Department of Economics, Shih Hsin University.
Lieu, Pan-Tien, Liang, Zong-Fui, & Lan, Yuan-Shin (2007), “A Study on Constructing the Financial Crisis Model of Taiwanese Enterprises”, Journal of Performance and Strategy Research, 4(3), 15-27.
Pan, Chiu-Mei (2007), Forecasting probability of default of corporate using Logistic Regression Model, Unpublished Master Thesis, Institute of Finance and Information, National Kaohsiung University of Applied sciences.
Qiu, Ming-Hui (1997), The evaluation of the performance of close-end and open-end mutual funds, after the implementation of close-end mutual fund opening plan of 1995 edition, Unpublished Master Thesis, Graduate Institute & Department of International Trade, Tamkang University.
Studies of International Finance, (11), 20-24.
Yang, Lan-Ya (2006), The Performance Evaluation of Off-shore Funds and Domestic Funds- A Case Study of High-tech Stock Mutual Fund, Unpublished Master Thesis, Department of Business Administration, Soochow University.
Zhan, Li-Jin (2001), A Pragmatic Research on the Performance Evaluation Indexes for Mutual Funds, Unpublished Master Thesis, Department of Finance, National Chung Cheng University.
Altman, E. I. (1968), Financial ratios, discriminant analysis and the prediction of corporate bankruptcy, The journal of finance, 23(4), 589-609.
Beaver, W. H. (1966), Financial ratios as predictors of failure, Journal of accounting research, 71-111.
Blume, M. E. (1998), An anatomy of Morningstar ratings, Financial Analysts Journal, 54(2), 19-27.
Blake, C. R., & Morey, M. R. (2000), Morningstar ratings and mutual fund performance. Journal of financial and Quantitative Analysis, 35(03), 451-483.
Carlson, R. S. (1970), Aggregate performance of mutual funds, 1948–1967, Journal of Financial and Quantitative Analysis, 5(01), 1-32.
Del Guercio, D., & Tkac, P. A. (2001), Star power: The effect of Morningstar ratings on mutual fund flows, (No. 2001-15), Working Paper, Federal Reserve Bank of Atlanta.
Espahbodi, P. (1991), Identification of problem banks and binary choice models, Journal of Banking & Finance, 15(1), 53-71.
Gentry, J. A., Newbold, P., & Whitford, D. T. (1985), Classifying bankrupt firms with funds flow components, Journal of Accounting research, 146-160.
Hutson, E. (2005). The early managed fund industry: Investment trusts in 19th
century Britain. International Review of Financial Analysis, 14(4), 439-454.
Hosmer Jr, D. W., & Lemeshow, S. (2004), Applied logistic regression, John Wiley & Sons.
Jaretzki Jr, A. (1940), Investment Company Act of 1940, The. Wash. ULQ, 26, 303.
Loomis Jr, P. A. (1959), Securities Exchange Act of 1934 and the Investment Advisers Act of 1940. Geo. Wash. L. Rev., 28, 214.
Lee, S. H., & Urrutia, J. L. (1996), Analysis and prediction of insolvency in the property-liability insurance industry: A comparison of logit and hazard models, Journal of Risk and Insurance, 121-130.
Lennox, C. (1999), Are large auditors more accurate than small auditors?, Accounting and business research, 29(3), 217-227.
Lev, B., & Thiagarajan, S. R. (1993), Fundamental information analysis, Journal of Accounting research, 190-215.
Lunde, A., Timmermann, A., & Blake, D. (1999), The hazards of mutual fund underperformance: A Cox regression analysis, Journal of Empirical Finance, 6(2), 121-152.
Menard, S. (2002), Applied logistic regression analysis, Vol. 106. Sage.
Morey, M. R. (2003), Kiss of Death: A 5-Star Morningstar Mutual Fund Rating?, Available at SSRN 455240.
Morey, M. R., & Gottesman, A. A. (2006). Morningstar mutual fund ratings redux, Available at SSRN 890128.
Ohlson, J. A. (1980), Financial ratios and the probabilistic prediction of bankruptcy, Journal of accounting research, 109-131.
Pástor, Ľ., & Stambaugh, R. F. (2002), Mutual fund performance and seemingly unrelated assets, Journal of Financial Economics, 63(3), 315-349.
Sharpe, W. F. (1966), Mutual fund performance, Journal of business, 119-138.
Shao, J. (1993), Linear model selection by cross-validation, Journal of the American statistical Association, 88(422), 486-494.
Sharpe, W. F. (1998), Morningstar's risk-adjusted ratings, Financial Analysts Journal, 54(4), 21-33.
Treynor, J. L. (1965), How to rate management of investment funds, Harvard business review, 43(1), 63-75.
The Morningstar 〖"Rating" 〗^"TM" Methodology (2009), online information, retrieved from http://hk.morningstar.com/ODS_Images/Morningstar_Rating_Methodology_20090630.pdf