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Brown, Jeffrey A. Bullets, Buddies, and Bad Guys. Journal of Popular Film
and Television 21:2 (1993), p.79-87
 
Seyfarth, Susan. Arnold Schwarzenegger and Iron John: Predator to
Protector. Studies in Popular Culture 15:1 (1992), p.75-81
 
I recently did a paper on Action Movies. sort of an historical overview,
hardly theoretical, but i collected lots of literature from film
journals. alas, nothing in the area "real" psychology.
 
However the above articles seem to be a good starting point.
 
P.S. Since I plan to do my thesis on the topic, i'd be happy to hear
about newer stuff.