期刊論文| 1. | Grammatikos, T.、Saunders, A.(1986)。Futures Price Variability: A Test of Maturity and Volume Effects。The Journal of Business，59(2)，319-330。   |
| 2. | Garcia, Philip、Leuthold, Raymond M.、Zapata, Hector(1986)。Lead-Lag Relationships Between Trading Volume and Price Variability: New Evidence。Journal of Futures Markets，6(1)，1-10。 |
| 3. | Malliaris, A. G.、Urrutia, J. L.(1998)。Volume and price relationships: hypotheses and testing for agricultural futures。The Journal of Futures Markets，18(1)，53-72。 |
| 4. | Easley, David、O'Hara, Maureen(1992)。Time and the Process of Security Price Adjustment。The Journal of Finance，47(2)，577-605。 |
| 5. | Epps, W.、Epps, M.(1976)。The stochastic dependence of security price changes and transaction volumes: Implications for the mixture of distribudistributions hypothesis。Econometrica，44(2)，305-321。 |
| 6. | Crouch, R. L.(1970)。A Nonlinear Test of the Random-walk Hypothesis。The American Economic Review，60(1)，199-202。 |
| 7. | Huffman, G. W.(1987)。A dynamic equilibrium model of asset prices and transaction volume。Journal of Political Economy，95(1)，138-159。 |
| 8. | Karpoff, Jonathan M.(1986)。A theory of trading volume。The Journal of Finance，41，1069-1087。 |
| 9. | Cornell, B.(1981)。The Relationship between Volume and Price Variability in Futures Markcts。journal of Futures Markets，1，303-316。 |
| 10. | Clark, Peter K.(1973)。A subordinated stochastic process model with finite variance for speculative prices。Econometrica，41(1)，135-155。 |
| 11. | Jennings, R. H.、Starks, L. T.、Fellingham, J. C.(1981)。An Empirical Model of Asset Trading with Sequential Information Arrival。Journal of Finance，36，143-161。 |
| 12. | Tauchen, G. E.、Pitts, M.(1983)。The price variability-volume relationship on speculative markets。Econometrica，51(2)，485-506。 |
| 13. | Martell, T. F.、Wolf, A. S.(1987)。Determinants of trading volume in futures markets。Journal of Futures Markets，7(3)，233-244。 |
| 14. | Johansen, S.(1991)。Estimation and Hypothesis Testing of Cointegrating Vectors in Gaussian Vector Autoregressive Model。Econometrica，59(6)，1551-1580。 |
| 15. | Granger, Clive W. J.(1986)。Developments in the study of co-integrated Economic Variables。Oxford Bulletin of Economics and Statistics，48(3)，213-228。 |
| 16. | Copeland, T. E.(1976)。A model of asset trading under the assumption of sequential information arrival。Journal of Finance，31，1149-1168。 |
| 17. | Karpoff, Jonathan M.(1987)。The Relation between Price Changes and Trading Volume: A Survey。Journal of Financial and Quantitative Analysis，22(1)，109-126。 |
| 18. | Rogalski, R. J.(1978)。The dependence of prices and volume。Review of Economics and Statistics，60(2)，268-274。 |
| 19. | Ying, C. C.(1966)。Stock market prices and volumes of sales。Econometrica: Journal of the Econometric Society，34(3)，676-685。 |
| 20. | Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control，12(2/3)，231-254。 |
| 21. | Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica，55(2)，251-276。 |
| 22. | 王毓敏、林苑宜(19990600)。臺灣地區股票、外匯與貨幣市場間的關係--動態過程檢定。交大管理學報，19(1)，153-172。 延伸查詢 |
| 23. | 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。 |
| 24. | Westerfield, R.(1977)。The Distribution of Common Stock Prices Changes: An Application of Transactions Time and Subordinated Stochastic Models。Journal of Financial and Quantitative Analysis，12，743-765。 |
| 25. | Bachman, D.、Choi, J. J.、Jeon, B. N.、Kopecky, K. J.(1996)。Common factors in international stock prices: evidence from a cointegration study。International Review of Financial Analysis，5(1)，39-53。 |
| 26. | 徐守德、廖四郎、王毓敏(2000)。亞洲股市間的關係－動態過程的檢定。亞太管理評論，5(1)，15-27。 延伸查詢 |
| 27. | Upton, D. E.、Shannon, D. S.(1979)。The stable Paretian distribution, subordinated stochastic processes, and asymptotic lognormality: an empirical investigation。The Journal of Finance，34，1031-1039。 |
| 28. | Pagano, M.(1989)。Trading Volume and Asset Liquidity。The Quarterly Journal of Economics，104，255-274。 |
圖書| 1. | Maliiaris, A. G.、Brock, W. A.(1982)。Stochastic Methods in Economics and Finance。Amsterdam：North-Holland Press。 |
| 2. | Lutkepohl, H.(1981)。Introduction to multiple time series analysis。Introduction to multiple time series analysis。New York, NY。 |
| 3. | DeMark, T. R.(1984)。The new science of technical analysis。The new science of technical analysis。New York, NY。 |
| 4. | Merton, R. C.(1982)。On the mathematics and economics assumption of continuous-time models。Financial Economics: Essays in Honor of Paul Cootner。Englewood Cliffs, NJ。 |
| 5. | Murphy, J. J.(1985)。Technical analysis of the futures market。Technical analysis of the futures market。Englewood Cliffs, NJ/ New York, NY。 |