期刊論文| 1. | Becker, K. G.、Finnerty, J. E.、Gupta, M.(1990)。The Intertemporal Relation between the U.S. and Japanese Stock Markets。Journal of Finance，45(4)，1297-1306。   |
| 2. | Becker, K. G.、Finnerty, J. E.、Tucker, A. L.(1993)。The Overnight and Daily Transmission of Stock Index Futures Prices between Major International Markets。Journal of Business Finance & Accounting，20(5)，699-710。 |
| 3. | Ben-Zion, Uri、Choi, J.、Hauser, S.(1996)。The Price Linkage between Country Funds and National Stock Markets: Evidence from Cointegration and Causality Tests of Germany, Japan and UK Funds。Journal of Business, Finance and Accounting，23，1005-1017。 |
| 4. | Chan, K.(1992)。A Futther Analysis of the Lead-Lag Relationship between the Cash Market and Stock Index Futures Market。Review of Financial Studies，5，123-152。 |
| 5. | Eun, C. S.、Shim, S.(1989)。International Transmission of Stock Markets Movement。Journal of Financial and Quantitative Analysis，24(2)，241-256。 |
| 6. | Finnerty, J. E.、Park, H. Y.(1987)。Stock Index Futures: Does the Tail Wag the Dog; A Technical Note。Financial Analysts Journal，43，57-61。 |
| 7. | Harris, L.(1989)。The October 1987 S&P 500 Stock-Futures Basis。Journal of Finance，44，77-99。 |
| 8. | Kawaller, I. G.、Koch, P. D.、Koch, T. W.(1987)。The Temporal Price Relationship between S&P 500 Futures and S&P 500 Index。Journal of Finance，42(5)，1309-1329。 |
| 9. | Kofman, P.、Martens, M.(1997)。Interaction between Stock Markets: An Analysis of The Common Trading Hours at The London and New York Stock Exchange。Journal of International Money and Finance，16(3)，387-414。 |
| 10. | Kofman, P.、Moser, J.(1997)。Spreads, Information and Flows and Transparency Across Systems。Applied Financial Economics，7，281-294。 |
| 11. | Peiro, A.、Quesada, J.、Uriel, E.(1998)。Transmission of Movement in Stock Markets。The European Journal of Finance，4，331-343。 |
| 12. | Ng, N.(1987)。Detecting Spot Prices Forecasting in Futures Prices Using Causality Tests。Review of Futures Markets，6，250-267。 |
| 13. | Shyy, G.、Lee, J. H.(1995)。Price Transmission and Information Asymmetry in Bund Futures Markets: LIFFE vs. DTB。Journal of Futures Markets，15，87-99。 |
| 14. | Tse, Y.(1998)。International linkages in Euromark Futures Markets: Information Transmission and Market Integration。Journal of Futures Markets，18，129-149。 |
| 15. | Wheatley, S.(1988)。Some Tests of International Equity Integration。Journal of Financial Economics，21(2)，177-212。 |
| 16. | Yang, J.(1999)。A Study of Stock Indices CoMovement--The Case of U.S., Japan, Hong Kong and Taiwan。Asia Pacific Management Review，4(2)，97-107。 |
| 17. | Lajaunie, J. P.、McManis, B. L.、Naka, Atsuyuki(1996)。Further Evidence on Foreign Exchange Market Efficiency: An Application of Cointegration Tests。Financial Review，31(3)，553-564。 |
| 18. | Grunbichler, Andreas、Longstaff, Francis A.、Schwartz, Eduardo S.(1994)。Electronic Screen Trading and the Transmission of Information: An Empirical Examination。Journal of Financial Intermediation，3(2)，166-187。 |
| 19. | Malliaris, A. G.、Urrutia, J. L.(199209)。The International Crash of October 1987: Causality Tests。The Journal of Financial and Quantitative Analysis，27(3)，353-364。 |
| 20. | Granger, C. W. J.(1981)。Some Properties of Time Series Data and Their Use in Econometric Model Specification。Journal of Econometrics，16(1)，121-130。 |
| 21. | Koutmos, G.(1996)。Modeling the Dynamic Interdependence of Major European Stock Markets。Journal of Business Finance & Accounting，23(7)，975-988。 |
| 22. | Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society，37(3)，424-438。 |
| 23. | Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica，55(2)，251-276。 |
| 24. | Akaike, Hirotsugu(1974)。A new look at the statistical model identification。IEEE Transactions on Automatic Control，19(6)，716-723。 |
| 25. | Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association，74(366)，427-431。 |