中文部份
朱立倫，「台灣盈餘資訊內涵研究之檢討」，台大管理論叢，第7卷，第1期，163-185，民國85年2月。
余尚武，台灣證券市場股票上市公司盈餘宣告所含資訊內容之研究，國立台灣大學商學研究所碩士論文，民國75年6月。
吳安妮，「台灣經理人員自動揭露盈餘預測資訊內涵之實證研究」，會計評論，第27期，1-24，民國82年1月。
李志柔，台灣股市自營商鉅額交易對股票報酬率之影響-介入模式之應用，國立中興大學企業管理研究所碩士論文，民國85年6月。
杜雅建，內部關係人鉅額持股轉讓交易及申報對股價影響之實證研究，國立中山大學企業管理研究所碩士論文，民國82年6月。
阮鴻文，上市公司內部關係人申報鉅額持股轉讓與台灣證券市場效率性之實證研究，國立成功大學企業管理研究所碩士論文，民國82年6月。
周行一、劉璞，投資學的世界，天下文化書坊，民國89年9月。
范宏書，台灣股票市場自營商鉅額交易行為對股票價格影響之研究，國立台灣大學商學研究所碩士論文，民國78年6月。
徐嘉志，集團內部關係人鉅額交易對其集團整體股價之研究，國立中興大學企業管理研究所碩士論文，民國83年6月。
翁忠立，外資鉅額買賣超資訊內涵及參考價值之研究，淡江大學財務金融學系碩士論文，民國87年6月。
馬黛，「鉅額交易會助漲股市波動嗎？」，台灣證券，第9期，民國74年10月，33-37。
張文豐，台灣股市內部關係人鉅額持股轉讓交易之研究，國立台灣大學商學研究所碩士論文，民國80年6月。
張麗娟，「台灣股市自營商及外資鉅額交易對股票報酬率之影響(上)」，企銀季刊，第21卷，第4期，民國87年4月，57-70。
張麗娟，「台灣股市自營商及外資鉅額交易對股票報酬率之影響(下)」，企銀季刊，第22卷，第1期，民國87年7月，101-114。
陳志源，自營商及外資鉅額交易資訊內涵之研究，國立政治大學會計研究所碩士論文，民國84年6月。
陳彥宏，台灣股市年度盈餘公告對股價的影響，淡江大學財務金融系碩士論文，民國87年6月。陳隆麒、洪榮華、陳儷夫，「台灣地區上市公司經營績效之預測與股價反應之研究」，台大管理論叢，第6卷，第1期，43-79，民國84年2月。陳慧如，外資鉅額交易資訊內涵，淡江大學金融研究所碩士論文，民國85年6月。
曾友弦，外資買賣前後股價行為之研究，國立中央大學財務管理研究碩士論文，民國84年6月。
曾建勝，上市公司股票價格的資訊內涵-季盈餘的實證，國立台灣大學會計學研究所碩士論文，民國82年6月。
黃秀敏，評價模式、盈餘與股票報酬關係之探討，國立政治大學會計學研究所碩士論文，民國82年6月。
黃榮俊，自營商鉅額交易行為對股票價格影響之研究，國立成功大學工業管理研究所碩士論文，民國72年6月。
廖啟發，經營績效、公司規模對股價波動之研究-台灣上市銀行之實證研究，淡江大學管理科學研究所碩士論文，民國86年6月。
鄭慧文，季盈餘宣告對股價之影響，中原大學會計學系碩士論文，民國88年6月。
謝慧華，外資鉅額交易資訊內涵-轉換函數模式之應用，淡江大學財務金融學系碩士論文，民國86年6月。
顏加興，鉅額交易與股價波動幅度相關性─台灣股市之實證，國立交通大學管理科學研究所碩士論文，民國80年6月。
魏秀容，鉅額交易之價格效果及其對台灣股市波動之影響，國立中山大學企業管理研究所碩士論文，民國76年6月。
蘇英慧，月盈餘宣告對股價影響之實證研究，國立中興大學會計學研究所碩士論文，民國85年6月。
英文部份
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