| 期刊論文| 1. | Easley, D.、Kiefer, N. M.、O'Hara, M.、Paperman, J. B.(1996)。Liquidity, information, and infrequently traded stocks。Journal of Finance，51(4)，1405-1436。   | | 2. | Shuch,H. Paul(20040200)。The Only Game in Town。Journal of Futures Studies，8:3，頁55-60。 | | 3. | Easley, D.、Kiefer, N. M.、O'Hara, M.(1997)。One Day in the Life of a Very Common Stock。Review of Financial Studies，10(3)，805-835。 | | 4. | Lee, Yi-Tsung、Lin, Ji-Chai、Liu, Yu-Jane(1999)。Trading patterns of big versus small players in an emerging market: An empirical analysis。Journal of Banking & Finance，23(5)，701-725。 | | 5. | Easley, David、O'Hara, Maureen(1987)。Price, trade size and information in securities markets。Journal of Financial Economics，19(1)，69-90。 | | 6. | Black, Fisher(1986)。Noise。Journal of Finance，41(3)，529-543。 | | 7. | Lee, Charles M. C.、Ready, Mark J.(1991)。Inferring Trade Direction from Intraday Data。Journal of Finance，46(2)，733-746。 | | 8. | Kyle, Albert S.(1985)。Continuous auctions and insider trading。Econometrica，53(6)，1315-1335。 | | 9. | Copeland, T.、Galai, D.(1983)。Information Effects and the Bid-Ask Spread。The Journal of Finance，38(5)，1457-1469。 | | 10. | Hasbrouck, J.(1991)。The Summary of Informativeness of Stock Trades: An Econometric Analysis。The Review of Financial Studies，4，571-595。 | | 11. | Hasbrouck, J.、Sofianos, G.(1993)。The Trades of Market Makers: An Empirical Analysis of NYSE Specialists。The Journal of Finance，48，1565-1593。 | | 12. | Nyholm, K.(2002)。Estimating the Probability of Informed Trading。The Journal of Financial Research，25(4)，485-505。 | 研究報告| 1. | Chan, C.、Hu, S.(2000)。Trade Direction in Order-Driven Markets-Definition, Inference, and Evidence。0。 | 學位論文| 1. | Chen, C. H.(1999)。資訊交易機率對股市績效的影響，Kaohsiung。 延伸查詢 | | 2. | Yang, C. F.(2001)。資訊交易機率之測度及其決定因素探討，Kaohsiung。 延伸查詢 | 圖書| 1. | Feller, W.(1971)。An Introduction to Probability Theory and Its Applications, Vol. II。An Introduction to Probability Theory and Its Applications, Vol. II。New York, NY。 | |