期刊論文| 1. | Morgenstern, O.、Granger, C. W. J.(1963)。Spectral analysis of New York Stock Market Prices。Kyklos，16，1-27。   |
| 2. | Karpoff, Jonathan M.(1986)。A theory of trading volume。The Journal of Finance，41，1069-1087。 |
| 3. | 葉銀華(19911100)。臺灣股票市場成交量與股價關係之實證研究--轉換函數模式。臺北市銀月刊，22(11)=266，57-70。 延伸查詢 |
| 4. | Smirlock, M.、Starks, L.(1988)。An empirical analysis of the stock price-volume relationship。Journal of Banking and Finance，12(1)，31-41。 |
| 5. | Epps, Thomas W.(1975)。Security Price Changes and Transaction Volumes: Theory and Evidence。The American Economic Review，65(4)，586-597。 |
| 6. | Clark, Peter K.(1973)。A subordinated stochastic process model with finite variance for speculative prices。Econometrica，41(1)，135-155。 |
| 7. | Schwert, G. William(1989)。Tests for Unit Roots: A Monte Carlo Investigation。Journal of Business and Economic Statistics，7(2)，147-159。 |
| 8. | Seguin, Paul J.、Bessembinder, Hendrik、Chan, Kalok(1996)。An Empirical Examination of Information, Differences of Opinion, and Trading Activity。Journal of Financial Economics，40(1)，105-134。 |
| 9. | 楊踐為、許至榮(1997)。臺灣股票集中與店頭市場價量因果關係之探討。證券金融，54，19-32。 延伸查詢 |
| 10. | Gallant, A. R.、Rossi, P. E.、Tauchen, G.(1992)。Stock Prices and Volume。The Review of Financial Studies，5(2)，199-242。 |
| 11. | Copeland, T. E.(1976)。A model of asset trading under the assumption of sequential information arrival。Journal of Finance，31，1149-1168。 |
| 12. | Jain, Prem C.、Joh, Gun-Ho(1988)。The dependence between hourly prices and trading volume。Journal of Financial and Quantitative Analysis，23(3)，269-283。 |
| 13. | Wood, R. A.、McInish, T. H.、Ord, J. K.(1985)。An Investigation of Transactions Data for NYSE Stocks。Journal of Finance，40(3)，723-739。 |
| 14. | Ying, C. C.(1966)。Stock market prices and volumes of sales。Econometrica: Journal of the Econometric Society，34(3)，676-685。 |
| 15. | De Long, J. Bradford、Shleifer, Andrei、Summers, Lawrence H.、Waldmann, Robert J.(1990)。Positive Feedback Investment Strategies and Destabilizing Rational Speculation。Journal of Finance，45(2)，379-395。 |
| 16. | Schwarz, Gideon(1978)。Estimating the Dimension of a model。The Annals of Statistics，6(2)，461-464。 |
| 17. | Hiemstra, C.、Jones, J. D.(1994)。Testing for linear and nonlinear granger causality in the stock price-volume relation。The Journal of Finance，49(5)，1639-1664。 |
| 18. | Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society，49(4)，1057-1072。 |
| 19. | Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika，75(2)，335-346。 |
| 20. | Said, S. E.、Dickey, David A.(1984)。Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order。Biometrika，71(3)，599-607。 |
| 21. | Crouch, R. L.(1970)。The Volume of Transaction and Price Changes on The New York Stock Exchange。Financial Analysts Journal，26，104-109。 |
| 22. | 游淑禎(1996)。臺灣股票市場成交量與報酬率波動性因果關係之實証。國立臺中技術學院學報，28，371-395。 延伸查詢 |
| 23. | 莊忠柱(2001)。臺灣發行量加權股價指數期貨與現貨市場間之價量連動關係。臺灣銀行季刊，52(3)，345-361。 延伸查詢 |
| 24. | Akaike, Hirotugu(1974)。Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes。Annals of the Institute of Statistical Mathematics，26，363-387。 |
| 25. | Basci, E.、Ozyidirim, S.、Aydogan, K.(1996)。A Note on Price-Volume Dynamics in an Emerging Stock Market。Journal of Banking & Finance，20，389-400。 |
| 26. | Ding, David K.、Lau, Sie Ting(2001)。An Analysis of Transactions Data for the Stock Exchange of Singapore: Patterns, Absolute Price Change, Trade Size and Number of Transactions。Journal of Business Finance & Accounting，28(1/2)，151-174。 |
| 27. | Godfrey, M. D.、Granger, C. W. J.、Morgenstern, O.(1964)。The Random Walk Hypothesis of Stock Market Behavior。Kyklos，17，1-30。 |
| 28. | Martikainen, T.、Puttonen, V.、Luoma, M.、Rothovius, T.(1994)。The Linear and Non-linear Dependence of Stock Returns and Trading Volume in the Finnish Stock Market。Applied Financial Economics，4(2)，159-169。 |
| 29. | Morse, D.(1980)。Asymmetrical Information in Securities Markets and Trading Volume。Journal of Financial and Quantitative Analysis，15，1129-1148。 |