Qual erro? Porque não Executa?
//Função do arquivo externo teste.js
function alura() {
alert('alert');
}
<!DOCTYPE html>
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<title>TODO supply a title</title>
<meta name="viewport" content="width=device-width, initial-scale=1.0"/>
<script src="teste.js" type="text/javascript"/>
</head>
<body>
<a onmouseover="alura();">clique</a>
</body>
</html>