Concept: Primary documents contain original information, original research findings or first-hand reports. They are different from secondary and tertiary sources.
Step 1: Check periodicals.
Research articles published in periodicals are primary sources because they present original research.
\[
A = \text{Primary document}
\]
Step 2: Check conference proceedings.
Conference proceedings often contain original research papers presented at conferences.
\[
B = \text{Primary document}
\]
Step 3: Check theses.
A thesis contains original research work submitted for a degree.
\[
E = \text{Primary document}
\]
Step 4: Reject textbooks and reference works.
Textbooks usually summarize existing knowledge and reference works provide compiled information. They are not primary documents.
Therefore, the correct set is:
\[
A,\ B,\ E
\]