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| 6. | 林文政、臧大年(19960700)。臺灣股指期貨定價與套利實務問題探討。證券市場發展，8(3)=31，1-31。 延伸查詢 |
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| 9. | MacKinlay, A. C.、Ramaswamy, K.(1988)。Progran Trading and the Behavior of Stock Index Futures Price。Review of Financial Studies，1，137-158。 |
| 10. | Merrick, J. J. Jr(1987)。Volume Deternimation in Stock and Stock Index Future Market: An Analysis of Arbitrage and Volatility Effects。Journal of Futures Market，7，483-496。 |
| 11. | Pritras, Geoffrey(1997)。Turtles, Tails, and Stereos: Arbitrage and the Design of Futures Spread Trading Strategies。Journal of Derivatives，5(2)，1074-1240。 |
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